5
H index
2
i10 index
55
Citations
Daisuke Nagakura : Citation Profile
Keio University | RESEARCH PRODUCTION: 10 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2004 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daisuke Nagakura. | Is cited by:
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Main data
Where Daisuke Nagakura has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Bulletin | 2 |
| Communications in Statistics - Theory and Methods | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan | 5 |
Recent works citing Daisuke Nagakura (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058. Full description at Econpapers || Download paper |
| 2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. Full description at Econpapers || Download paper |
| 2024 | Estimating pre-impact and post-impact evacuation behaviors – An empirical study of hurricane Ida in coastal Louisiana and Mississippi. (2024). Guikema, Seth ; Murray-Tuite, Pamela ; Wernstedt, Kris ; Shen, Jiayun. In: Journal of Transport Geography. RePEc:eee:jotrge:v:118:y:2024:i:c:s0966692324001340. Full description at Econpapers || Download paper |
Works by Daisuke Nagakura:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 8 |
| 2011 | How much Asymmetry is there in Bond Returns and Exchange Rates? In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2011 | How much asymmetry is there in bond returns and exchange rates?.(2011) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Asymmetry in government bond returns In: AJRC Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Asymmetry in Government Bond Returns.(2013) In: Finance Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2013 | Asymmetry in Government Bond Returns.(2013) In: Macroeconomics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2013 | Asymmetry in government bond returns.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2013 | Asymmetry in Government Bond Returns.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2004 | A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2008 | A note on the relationship between the information matrx test and a score test for parameter constancy In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | A note on the two assumptions of standard unobserved components models In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2012 | Spurious regressions in technical trading In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2009 | Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 12 |
| 2009 | A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component.(2009) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise.(2011) In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise.(2015) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2011 | How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2008 | How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models.(2008) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Spurious Regressions in Technical Trading: Momentum or Contrarian? In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Inconsistency of a Unit Root Test against Stochastic Unit Root Processes In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2018 | On the relationship between the matrix operators, vech and vecd In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2020 | Further results on the vecd operator and its applications In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2007 | Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team