Jun Nagayasu : Citation Profile


Are you Jun Nagayasu?

Tohoku University

10

H index

11

i10 index

399

Citations

RESEARCH PRODUCTION:

37

Articles

62

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 15
   Journals where Jun Nagayasu has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 35 (8.06 %)

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   Permalink: http://citec.repec.org/pna93
   Updated: 2024-01-16    RAS profile: 2023-12-01    
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Relations with other researchers


Works with:

Bazzaoui, Lamia (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jun Nagayasu.

Is cited by:

MacDonald, Ronald (9)

Cheung, Yin-Wong (8)

Chinn, Menzie (8)

Brown, Martin (8)

Chang, Tsangyao (7)

Camarero, Mariam (6)

De Haas, Ralph (6)

Tamarit, Cecilio (6)

Holmes, Mark (5)

Lee, Chien-Chiang (5)

Schmukler, Sergio (5)

Cites to:

Frankel, Jeffrey (39)

MacDonald, Ronald (37)

Pesaran, Mohammad (33)

Rogoff, Kenneth (28)

Wei, Shang-Jin (25)

Obstfeld, Maurice (22)

Bai, Jushan (19)

Ng, Serena (19)

Engel, Charles (18)

Taylor, Mark (18)

Campbell, John (17)

Main data


Where Jun Nagayasu has published?


Journals with more than one article published# docs
Sustainability3
Finance Research Letters3
Journal of International Money and Finance3
Japan and the World Economy2
Journal of Economic Integration2
Journal of International Financial Markets, Institutions and Money2
Bulletin of Economic Research2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany24
DSSR Discussion Papers / Graduate School of Economics and Management, Tohoku University14
IMF Working Papers / International Monetary Fund7
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)7
Working Papers / University of Strathclyde Business School, Department of Economics5
TUPD Discussion Papers / Graduate School of Economics and Management, Tohoku University3
Working Papers / Business School - Economics, University of Glasgow2

Recent works citing Jun Nagayasu (2024 and 2023)


YearTitle of citing document
2023PURCHASING POWER PARITY IN RUSSIA AND THE TRANSITIONING ECONOMY 1990-1995. (2023). Eberle, Paul B ; Bradley, Thomas L. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:bradleyt.

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2023.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023Interest margins, lending rates and bank productivity among Chinese provinces. (2023). Menna, Lorenzo ; Zhang, Lin ; Jiang, Lunan ; Dia, Enzo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:104-127.

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2023Power Laws and Inequalities: The Case of British District House Price Dispersion. (2023). Gray, David Paul. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:136-:d:1199398.

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2023Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations. (2023). Razek, Noha ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:9011-:d:1162758.

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2023Regional inflation spillovers in Turkey. (2023). Çakır, Mustafa ; Akir, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09455-8.

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2023The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2.

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2023Do trade frictions distort the purchasing power parity (PPP) hypothesis? A closer look.. (2023). Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:119196.

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2023House price convergence: evidence from India. (2023). Rath, Deba Prasad ; Rajesh, Raj. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:7:y:2023:i:3:d:10.1007_s41685-023-00285-8.

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2023Mind the gap: city-level inflation synchronization. (2023). Cevik, Serhan. In: International Review of Economics. RePEc:spr:inrvec:v:70:y:2023:i:1:d:10.1007_s12232-023-00412-z.

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2023The euro to dollar exchange rate in the Covid?19 era: Evidence from spectral causality and Markov?switching estimation. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros ; Melissaropoulos, Ioannis G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2037-2055.

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Works by Jun Nagayasu:


YearTitleTypeCited
In: .
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chapter0
2002Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study. In: Bulletin of Economic Research.
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article49
1998Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study.(1998) In: IMF Working Papers.
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paper
2012COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research.
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article3
2011Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 3
paper
2011The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region In: Review of International Economics.
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article1
2010The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1
paper
2013An Investigation of Housing Affordability in the UK Regions In: SIRE Discussion Papers.
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paper1
2013An investigation of housing affordability in the UK regions.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2013The Forward Premium Puzzle and The Euro In: SIRE Discussion Papers.
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paper1
2014The forward premium puzzle and the Euro.(2014) In: Journal of International Financial Markets, Institutions and Money.
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article
2013The Forward Premium Puzzle And The Euro.(2013) In: MPRA Paper.
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paper
2013The forward premium puzzle and the euro.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2013Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: SIRE Discussion Papers.
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2013Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2013Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate In: SIRE Discussion Papers.
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2013Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2013UK House Prices: Convergence Clubs and Spillovers In: SIRE Discussion Papers.
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paper33
2015UK house price convergence clubs and spillovers.(2015) In: Journal of Housing Economics.
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article
2013UK house prices: convergence clubs and spillovers.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 33
paper
2008Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets In: SIRE Discussion Papers.
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paper2
2008Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship In: SIRE Discussion Papers.
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paper5
2010Structural breaks in the real exchange rate and real interest rate relationship.(2010) In: Global Finance Journal.
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This paper has nother version. Agregated cites: 5
article
2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship.(2008) In: Working Papers.
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paper
2001Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand In: Journal of Asian Economics.
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article33
2000Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand.(2000) In: IMF Working Papers.
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paper
2004The effectiveness of Japanese foreign exchange interventions during 1991-2001 In: Economics Letters.
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article22
2019Financial flows, global interest rates, and political integration In: Finance Research Letters.
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article0
2018Financial Flows, Global Interest Rates, and Political Integration.(2018) In: DSSR Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2007Putting the dividend-price ratio under the microscope In: Finance Research Letters.
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article2
2023Is corporate environmental responsibility more valuable in the transitory period? The moderating effect of ownership type In: Finance Research Letters.
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article1
2021Causal and frequency analyses of purchasing power parity In: Journal of International Financial Markets, Institutions and Money.
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article5
2021Causal and Frequency Analyses of Purchasing Power Parity.(2021) In: DSSR Discussion Papers.
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This paper has nother version. Agregated cites: 5
paper
2003Asymmetric effects of monetary indicators on the Japanese yen In: Japan and the World Economy.
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article1
2010Macroeconomic interdependence in East Asia In: Japan and the World Economy.
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article0
2010Macroeconomic Interdependence in East Asia.(2010) In: MPRA Paper.
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2002On the term structure of interest rates and inflation in Japan In: Journal of Economics and Business.
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article3
2007Empirical analysis of the exchange rate channel in Japan In: Journal of International Money and Finance.
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article7
2015Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate In: Journal of International Money and Finance.
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article10
2017Global and country-specific movements in real effective exchange rates: Implications for external competitiveness In: Journal of International Money and Finance.
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article1
1998On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials In: Journal of the Japanese and International Economies.
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article20
2011Heterogeneity and convergence of regional inflation (prices) In: Journal of Macroeconomics.
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article19
2003A re-examination of the Japanese money demand function and structural shifts In: Journal of Policy Modeling.
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article16
2009PPP: Further evidence from Japanese regional data In: International Review of Economics & Finance.
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article12
2017Inflation and consumption of nontradable goods: Global implications from regional analyses In: International Review of Economics & Finance.
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article0
2012The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries In: Structural Change and Economic Dynamics.
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article1
2012The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries.(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1
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2021Is Inflation Fiscally Determined? In: Sustainability.
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article0
2019Is Inflation Fiscally Determined?.(2019) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
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2021Toward Coexistence of Immigrants and Local People in Japan: Implications from Spatial Assimilation Theory In: Sustainability.
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article1
2022Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration In: Sustainability.
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article0
2004The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period In: Monetary and Economic Studies.
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article6
2003The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period.(2003) In: IMF Working Papers.
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1998Japanese Effective Exchange Rates and Determinants: Prices, Real Interest Rates, and Actual and Optimal Current Accounts In: IMF Working Papers.
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1999The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study In: IMF Working Papers.
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2000The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study.(2000) In: IMF Staff Papers.
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1999Determinants of Angola’s Parallel Market Real Exchange Rate In: IMF Working Papers.
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paper6
2003The Efficiency of the Japanese Equity Market In: IMF Working Papers.
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paper13
2021Life Cycles and Gender in Residential Mobility Decisions In: The Journal of Real Estate Finance and Economics.
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article0
2020Economic Activities and Regional Correlation During Economic and Natural Disasters In: MPRA Paper.
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2020Economic Activities and Regional Correlation During Economic and Natural Disasters.(2020) In: DSSR Discussion Papers.
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2009Regional Inflation in China In: MPRA Paper.
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2010Regional Inflation (Price) Behaviors: Heterogeneity and Convergence In: MPRA Paper.
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2010Domestic Capital Mobility: A Panel Data Approach In: MPRA Paper.
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paper1
2010Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns In: MPRA Paper.
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2011Financial Innovation and Regional Money In: MPRA Paper.
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2012Financial innovation and regional money.(2012) In: Applied Economics.
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2011Regional deposits and demographic changes In: MPRA Paper.
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2012Regional deposits and demographic changes.(2012) In: Applied Economics Letters.
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2011The threshold nonstationary panel data approach to forward premiums In: MPRA Paper.
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2012Regional inflation and industrial structure in monetary union In: MPRA Paper.
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2012Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods In: MPRA Paper.
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2012The Forward Premium Puzzle And Risk Premiums In: MPRA Paper.
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2013Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: MPRA Paper.
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2014Regional inflation, spatial location and the Balassa-Samuelson effect In: MPRA Paper.
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2015Global and country-specific factors in real effective exchange rates In: MPRA Paper.
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2015Regional Inflation and Consumption Behaviors In: MPRA Paper.
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2016Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries In: MPRA Paper.
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2016Inflation and Bubbles in the Japanese Condominium Market In: MPRA Paper.
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2019Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration In: MPRA Paper.
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2008Relative Prices and Wages in China: Evidence from a Panel of Provincial Data In: Journal of Economic Integration.
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2013Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations In: Journal of Economic Integration.
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2017Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan In: Urban Studies.
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2021Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods In: Dynamic Modeling and Econometrics in Economics and Finance.
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chapter0
2013A dynamic factor approach to domestic capital mobility In: Empirical Economics.
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2008Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data In: Applied Financial Economics.
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article2
2020International and Interprefectural Migration in Japan : Implications for the Spatial Assimilation Theory In: DSSR Discussion Papers.
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2021Cyclical Reaction of Fiscal Policy and its Relationship with the Current Account Balance In: DSSR Discussion Papers.
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2021Is Corporate Environmental Responsibility More Valuable in the Shaky Period? The Moderating Effect of Ownership Type In: DSSR Discussion Papers.
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2022Privatizations Influence on Agglomeration and Selection Effects: Evidence from Chinas Manufacturing Industry In: DSSR Discussion Papers.
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2022The Non-monotonic Relationship Between ESG Disclosure and Stock Price Crash Risk In: DSSR Discussion Papers.
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2023Agglomeration and Selection Effects in Privatized-SOEs: The Role of SOE Reforms In: DSSR Discussion Papers.
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2018Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan In: DSSR Discussion Papers.
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2018Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data In: DSSR Discussion Papers.
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2018Productivity Spillovers in the Global Market In: DSSR Discussion Papers.
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2018Spatial Dependence and Social Networks in Regional Labor Migration In: DSSR Discussion Papers.
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2018Homeownership and Residential Mobility during the Lost Decades In: DSSR Discussion Papers.
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2023A Dynamic Analysis of Chinese Yuan (RMB) Internationalization with Bayesian-Based Time Series Model In: TUPD Discussion Papers.
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2023Financial Systemic Risk behind Artificial Intelligence:Evidence from China In: TUPD Discussion Papers.
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2023Regional Policies’ Impacts on Urban Migration:Evidence from Special Economic Zones in China In: TUPD Discussion Papers.
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