Jouchi Nakajima : Citation Profile

Are you Jouchi Nakajima?

Bank of Japan

16

H index

23

i10 index

1260

Citations

RESEARCH PRODUCTION:

28

Articles

59

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 70
   Journals where Jouchi Nakajima has often published
   Relations with other researchers
   Recent citing documents: 183.    Total self citations: 37 (2.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pna189
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Aastveit, Knut Are (2)

Kohlscheen, Emanuel (2)

Okuda, Tatsushi (2)

Tamanyu, Yoichiro (2)

Kohlscheen, Emanuel (2)

Fukuda, Shin-ichi (2)

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

Is cited by:

Omori, Yasuhiro (48)

Huber, Florian (27)

Kastner, Gregor (27)

Rodríguez, Gabriel (20)

Michaelis, Henrike (20)

GUPTA, RANGAN (17)

Feldkircher, Martin (16)

Chan, Joshua (16)

Koeda, Junko (15)

Clark, Todd (14)

Ishihara, Tsunehiro (14)

Cites to:

Shephard, Neil (55)

Omori, Yasuhiro (25)

Primiceri, Giorgio (19)

Fukuda, Shin-ichi (18)

Kilian, Lutz (14)

Koop, Gary (13)

Williams, John (13)

Kashyap, Anil (13)

Yu, Jun (13)

Baumeister, Christiane (12)

Harvey, Andrew (12)

Main data

Where Jouchi Nakajima has published?

Journals with more than one article published# docs
Economic Analysis and Policy3
Computational Statistics & Data Analysis3
The B.E. Journal of Macroeconomics2
Economic Review2
International Finance2
Journal of Applied Statistics2

Working Papers Series with more than one paper published# docs
Bank of Japan Working Paper Series / Bank of Japan12
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo12
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan8
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo6
Bank of Japan Research Laboratory Series / Bank of Japan4
BIS Working Papers / Bank for International Settlements4

Recent works citing Jouchi Nakajima (2023 and 2022)

YearTitle of citing document
2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2023Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434.

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2022A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model. (2022). Zhang, Huiwei ; Deng, Hailu ; Wu, Xinyi. In: Papers. RePEc:arx:papers:2205.05719.

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2022Sparse Bayesian State-Space and Time-Varying Parameter Models. (2022). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2207.12147.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061.

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2022Sectoral Uncertainty. (2022). Uzeda, Luis ; Tuzcuoglu, Kerem ; Castelnuovo, Efrem. In: Staff Working Papers. RePEc:bca:bocawp:22-38.

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2023Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2023Utiliser la presse pour construire un nouvel indicateur de perception d’inflation en France. (2023). Pierre-Antoine, Robert ; Annabelle, De Gaye ; Alexandre, Dhenin ; Julien, Denes ; Jean-Charles, Bricongne ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:921.

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2022Whats Up with Inflation Expectations?. (2022). Yetman, James. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:1:p:136-140.

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2022Quantitative easing and economic growth in Japan: A meta?analysis. (2022). Sequeira, Tiago ; Lopes, Alexandra ; Martins, Luis Filipe ; Linhares, Pedro ; Ferreiralopes, Alexandra. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:235-268.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2022On the Relationship between Uhlig Extended and beta?Bartlett Processes. (2022). Irie, Kaoru ; Pea, Victor. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:147-153.

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2023.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023.

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2022Households Perceived Inflation and CPI Inflation: the Case of Japan. (2022). Tamanyu, Yoichiro ; Takahashi, Yusuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e01.

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2022Pass-Through of Cost-Push Pressures to Consumer Prices. (2022). Kurachi, Yoshiyuki ; Kawata, Hiroshi ; Yamada, Kotone ; Takahashi, Masato ; Yagi, Tomoyuki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e17.

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2023The Slope of the Phillips Curve for Service Prices in Japan: Regional Panel Data Approach. (2023). Okuda, Tatsushi ; Kishaba, Yui. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e08.

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2022Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4.

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2022Sectoral Uncertainty. (2022). Uzeda, Luis ; Tuzcuoglu, Kerem ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10034.

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2023Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises. (2023). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf555.

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2022Monetary Policy and the Financial Cycle: International Evidence. (2022). Žáček, Jan ; Baxa, Jaromir. In: Working Papers. RePEc:cnb:wpaper:2022/4.

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2022Measuring trend inflation in India. (2022). Behera, Harendra ; Patra, Michael Debabrata. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000331.

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2022Do house prices play a role in unconventional monetary policy transmission in Japan?. (2022). Renzhi, Nuobu. In: Journal of Asian Economics. RePEc:eee:asieco:v:83:y:2022:i:c:s1049007822001038.

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2023Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models. (2023). Yang, Wen-Hsi ; Holan, Scott H ; Sui, Yuelei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:181:y:2023:i:c:s0167947323000014.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2022Oil shocks and the U.S. economy in a data-rich model. (2022). Giedeman, Daniel ; Compton, Ryan. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000013.

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2023Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366.

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2023Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries. (2023). Castillo, Paul ; Vassallo, Renato ; Rodriguez, Gabriel. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001141.

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2022Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. (2022). Gao, Tianqing ; Mei, Xiaowen ; Pan, Qunxing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001947.

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2022How do stock price indices absorb the COVID-19 pandemic shocks?. (2022). He, Qizhi ; Hang, Jianqin ; Ding, Zhijing ; Zhang, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000286.

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2022Dynamic volatility connectedness between industrial metal markets. (2022). Zhou, Zicheng ; Liu, Tangyong ; Xu, Jun ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001498.

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2022Learning, disagreement and inflation forecasting. (2022). Liu, Xiliang ; Yang, Xinglin ; Chen, JI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001693.

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2022Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis. (2022). Mao, Weifang ; Zhang, Zhongqingyang ; Zhu, Huiming ; Qiao, Xingzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001784.

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2023Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

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2022Safe flight to which haven when Russia invades Ukraine? A 48-hour story. (2022). Mohamad, Azhar. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001598.

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2022Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321.

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2022Parsimony inducing priors for large scale state–space models. (2022). Tsay, Ruey S ; McCulloch, Robert E ; Lopes, Hedibert F. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:39-61.

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2022Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.

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2022Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Hambuckers, J ; Ulm, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:125-148.

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2023Estimating and testing skewness in a stochastic volatility model. (2023). Ho, Kyu ; Lee, Cheol Woo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:445-467.

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2022Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402.

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2022Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979.

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2022Oil shocks and global economy. (2022). Jimenez-Rodriguez, Rebeca. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005023.

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2023Blockchain market and green finance: The enablers of carbon neutrality in China. (2023). Badarcea, Roxana Maria ; Li, Yameng ; Zhang, Xiaojing ; Qin, Meng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006302.

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2023Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

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2023The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Liu, Tangyong ; Jin, Yujing ; Gong, XU. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512.

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2022Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas. (2022). Luo, Weijie ; Long, Shaobo ; Guo, Jiaqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002423.

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2022Volatility spillovers across NFTs news attention and financial markets. (2022). Wang, Yizhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002666.

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2023Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework. (2023). Guo, Lili ; Huang, Xinya ; Li, Qingman. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000182.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices. (2023). Shen, Weibing ; Tian, Huiting ; Huang, Junbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001606.

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2022Herding intensity and volatility in cryptocurrency markets during the COVID-19. (2022). Cagli, Efe Caglar ; Mandaci, Pinar Evrim. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003846.

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2022Financial cycle and the effect of monetary policy. (2022). Xu, Man ; Zhao, Xiuyi ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005237.

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2022Extreme event shocks and dynamic volatility interactions: The stock, commodity, and carbon markets in China. (2022). Wen, Fenghua ; Zhou, Min ; Liu, Wenhua ; Zhao, Lili. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100578x.

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2022Asymmetric dynamic spillover effect between cryptocurrency and Chinas financial market: Evidence from TVP-VAR based connectedness approach. (2022). Xie, Wenhao ; Cao, Guangxi. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003026.

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2023Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523.

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2023The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China. (2023). Cheung, Adrian ; Yan, Wan-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322005773.

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2023Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769.

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2022Do birds of a feather flock together? Evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19. (2022). Mohamad, Azhar ; Stavroyiannis, Stavros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001184.

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2022Financial market resilience and financial development: A global perspective. (2022). Tang, Chun ; Liu, Xiaoxing ; Zhou, Donghai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001226.

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2022The determinants of cross-border bond risk premia. (2022). Zhang, Weiguo ; Ge, Futing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001524.

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2023Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597.

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2022Optimal probabilistic forecasts: When do they work?. (2022). Ramírez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406.

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2022Dynamic logistic regression and variable selection: Forecasting and contextualizing civil unrest. (2022). Wilson, Alyson G ; Korkmaz, Gizem ; Pazdernik, Karl ; Bakerman, Jordan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:648-661.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022The evolution of Japanese keiretsu networks: A review and text network analysis of their perceptions in economics. (2022). Tomeczek, Artur F. In: Japan and the World Economy. RePEc:eee:japwor:v:62:y:2022:i:c:s0922142522000184.

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2022Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

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2022Exchange rate pass-through to Japanese prices: Import prices, producer prices, and the core CPI. (2022). Yoshida, Yushi ; Otsubo, Piotr Kansho ; Sasaki, Yuri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s026156062200002x.

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2022Nelson–Siegel decay factor and term premia in Japan. (2022). Sekine, Atsushi ; Koeda, Junko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:64:y:2022:i:c:s0889158322000144.

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2022The impact of guidance, short-term dynamics and individual characteristics on firms’ long-term inflation expectations. (2022). Rosenblatt-Wisch, Rina ; Zanetti, Attilio ; Raggi, Christian ; Hunziker, Hans-Ueli. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:71:y:2022:i:c:s0164070421000793.

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2022Learning with unobserved regimes. (2022). Cone, Thomas E. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000398.

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2022The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis. (2022). Aldayel, Abdullah ; Hatipoglu, Emre ; Considine, Jennifer. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000581.

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2023Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

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2022Dynamic impact of negative public sentiment on agricultural product prices during COVID-19. (2022). Wang, Fang ; Tang, Hong ; Ye, Deping ; Liu, Sha. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:64:y:2022:i:c:s0969698921003568.

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2022Monetary policy, trade-offs and the transmission of UK Monetary Policy. (2022). Osullivan, Niall ; Kavanagh, Ella. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:6:p:1128-1147.

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2022US oil supply shocks and economies of oil-exporting African countries: A GVAR-Oil Resource Analysis. (2022). Olayungbo, David ; Umechukwu, Chisom. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004888.

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2022The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach. (2022). Gao, Wang ; Niu, Zibo ; Yang, Cai. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000514.

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2022Time-varying characteristics of the simultaneous interactions between economic uncertainty, international oil prices and GDP: A novel approach for Germany. (2022). Aslan, Alper ; Kocoglu, Mustafa ; Tunc, Ahmet. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001076.

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2022Multiscale nonlinear Granger causality and time-varying effect analysis of the relationship between iron ore futures and spot prices. (2022). Jia, Hongxiang ; Hao, Hongchang ; Yuan, Xiaojing ; Sun, Xiaoyan ; Li, Pengyuan ; Wang, Anjian ; Ma, Zhe ; Wei, Jiangqiao. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002203.

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2022Effects of fundamentals, geopolitical risk and expectations factors on crude oil prices. (2022). Visalakshmi, S ; Manickavasagam, Jeevananthan ; Gkillas, Konstantinos. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003324.

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2022Natural resources commodity prices volatility: Evidence from COVID-19 for the US economy. (2022). Zhou, Yang ; Wang, Xiaoxiao ; Dong, Rebecca Kechen ; Pu, Ruihui ; Yue, Xiao-Guang. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003403.

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2023Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions. (2023). Zhang, Yaojie ; Xiao, Jihong ; Wang, Yudong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200681x.

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2023The impact of oil shocks from different sources on Chinas clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective. (2023). Lin, Boqiang ; Zhang, Hongwei ; Shi, Fengyuan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300065x.

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2022Is gold a safe haven for exchange rate risks? An empirical study of major currency countries. (2022). Lee, Yuan-Ming ; Wang, Kuan-Min. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:63:y:2022:i:c:s1042444x21000293.

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2022Leverage effect in cryptocurrency markets. (2022). Huang, Jingzhi ; Xu, LI ; Ni, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000683.

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2022Time-varying monetary policy shocks and the dynamics of Chinese commodity prices. (2022). Yang, MO ; Cao, Jin ; Yi, Heling ; Lyu, Yongjian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001317.

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2022Economic policy uncertainty and price pass-through effect of exchange rate in China. (2022). Hong, Songzhi ; Pan, Changchun ; Wang, Lijun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001391.

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2022The dynamic impact of monetary policy on financial stability in China after crises. (2022). Ji, Hao ; Yin, Haiyan ; Xu, Ning ; Wang, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001500.

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2023Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858.

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2023Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China. (2023). Du, Qunyang ; Zhou, Fangxing ; Yang, Tianle. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:377-387.

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More than 100 citations found, this list is not complete...

Works by Jouchi Nakajima:

YearTitleTypeCited
2018Effectiveness of unconventional monetary policies in a low interest rate environment In: BIS Working Papers.
[Full Text][Citation analysis]		paper13
2018Identifying oil price shocks and their consequences: the role of expectations in the crude oil market In: BIS Working Papers.
[Full Text][Citation analysis]		paper21
2021Identifying oil price shocks and their consequences: The role of expectations in the crude oil market.(2021) In: International Finance.
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2018The role of household debt heterogeneity on consumption: Evidence from Japanese household data In: BIS Working Papers.
[Full Text][Citation analysis]		paper9
2020The role of household debt heterogeneity on consumption: Evidence from Japanese household data.(2020) In: Economic Analysis and Policy.
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2019Steady-state growth In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2021Steady?state growth.(2021) In: International Finance.
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2012BAYESIAN ANALYSIS OF GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY AND STOCHASTIC VOLATILITY: MODELING LEVERAGE, JUMPS AND HEAVY?TAILS FOR FINANCIAL TIME SERIES In: The Japanese Economic Review.
[Full Text][Citation analysis]		article14
2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting In: Working Papers.
[Full Text][Citation analysis]		paper26
2020Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting.(2020) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		article
2015The natural yield curve: its concept and developments in Japan In: Bank of Japan Research Laboratory Series.
[Full Text][Citation analysis]		paper2
2015What do negative inflation risk premia tell us? In: Bank of Japan Research Laboratory Series.
[Full Text][Citation analysis]		paper0
2015Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy In: Bank of Japan Research Laboratory Series.
[Full Text][Citation analysis]		paper0
2021Using Text Analysis to Gauge the Reasons for Respondents Assessment in the Economy Watchers Survey In: Bank of Japan Research Laboratory Series.
[Full Text][Citation analysis]		paper0
2014Disagreement in households inflation expectations and its evolution In: Bank of Japan Review Series.
[Full Text][Citation analysis]		paper10
2016Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown In: Bank of Japan Research Papers.
[Full Text][Citation analysis]		paper5
2005Bank Health and Investment: An Analysis of Unlisted Companies in Japan In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper11
2005Bank Health and Investment: An Analysis of Unlisted Companies in Japan.(2005) In: CARF F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2005Bank Health and Investment: An Analysis of Unlisted Companies in Japan.(2005) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2013On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper7
2014On the reliability of Japanese inflation expectations using purchasing power parity.(2014) In: Economic Analysis and Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2013Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper38
2016Identifying conventional and unconventional monetary policy shocks: a latent threshold approach.(2016) In: The B.E. Journal of Macroeconomics.
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This paper has another version. Agregated cites: 38		article
2015Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper16
2015Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper21
2015The natural yield curve: its concept and measurement In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper15
2018The natural yield curve: its concept and measurement.(2018) In: Empirical Economics.
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2015Are Household Inflation Expectations Anchored in Japan? In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper20
2016Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper3
2020Characteristics of Uncertainty Indices in the Macroeconomy In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper2
2021Supplementary Paper Series for the Assessment (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the Macroeconom In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper4
2021Supplementary Paper Series for the Assessment (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper0
2021Extracting Firms Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper1
2011Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article33
2011Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach.(2011) In: IMES Discussion Paper Series.
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2013Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article14
2004Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in Journal of Econometrics, 140, 425-449, 2007. ) In: CARF F-Series.
[Full Text][Citation analysis]		paper0
2005Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress (Subsequently published in Journal of the Asia Pacific Economy Vo.11, No.4, December 2006 In: CARF F-Series.
[Full Text][Citation analysis]		paper0
2007Leverage, Heavy-Tails and Correlated Jumps in Stochastic Volatility Models (Revised in January 2008; Published in Computational Statistics and Data Analysis, 53-6, 2335-2353. April 2009. ) In: CARF F-Series.
[Full Text][Citation analysis]		paper0
2009Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Students t-distribution In: CARF F-Series.
[Citation analysis]		paper44
2010Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution.(2010) In: CARF F-Series.
[Full Text][Citation analysis]
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2012Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution.(2012) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
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2010Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Students t-distribution.(2010) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
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2009Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Students t-Distribution.(2009) In: CIRJE F-Series.
[Citation analysis]
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2009Leverage, heavy-tails and correlated jumps in stochastic volatility models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article48
2007Leverage, heavy-tails and correlated jumps in stochastic volatility models.(2007) In: CIRJE F-Series.
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2012Generalized extreme value distribution with time-dependence using the AR and MA models in state space form In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article7
2009Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form.(2009) In: IMES Discussion Paper Series.
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2009Generalized extreme value distribution with time-dependence using the AR and MA models in state space form.(2009) In: CIRJE F-Series.
[Citation analysis]
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2011Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form.(2011) In: CIRJE F-Series.
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2018Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article6
2007Stochastic volatility with leverage: Fast and efficient likelihood inference In: Journal of Econometrics.
[Full Text][Citation analysis]		article258
2014Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article33
2018The role of corporate governance in Japanese unlisted companies In: Japan and the World Economy.
[Full Text][Citation analysis]		article8
2018The Role of Corporate Governance in Japanese Unlisted Companies.(2018) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2011Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article137
2009Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy.(2009) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137		paper
2009Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy.(2009) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137		paper
2012Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- In: Economic Review.
[Full Text][Citation analysis]		article1
2012Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -.(2012) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model In: Economic Review.
[Full Text][Citation analysis]		article1
2022An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion In: Discussion paper series.
[Full Text][Citation analysis]		paper1
2011Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]		paper72
2008EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2009The Evolution of Loan Rate Stickiness Across the Euro Area In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2010The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper14
2010How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper5
2010How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks?.(2010) In: Discussion papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2011Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper230
2011Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications.(2011) In: Monetary and Economic Studies.
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This paper has another version. Agregated cites: 230		article
2004Stochastic volatility with leverage: fast likelihood inference In: Economics Papers.
[Full Text][Citation analysis]		paper8
2004Stochastic volatility with leverage: fast likelihood inference.(2004) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 8		paper
2004Stochastic Volatility with Leverage: Fast Likelihood Inference.(2004) In: CIRJE F-Series.
[Full Text][Citation analysis]
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2012Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article1
2020Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article0
2017Bayesian analysis of multivariate stochastic volatility with skew return distribution In: Econometric Reviews.
[Full Text][Citation analysis]		article8
2017Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article2
2015Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes .(2015) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 2		paper
2015Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes .(2015) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 2		paper
2015Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes .(2015) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2020Skew selection for factor stochastic volatility models In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article1
2013Bayesian Analysis of Latent Threshold Dynamic Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article63
2006Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress In: Journal of the Asia Pacific Economy.
[Full Text][Citation analysis]		article18
2021Taylor Rule Yield Curve In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress In: CIRJE F-Series.
[Full Text][Citation analysis]		paper6
2010Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Students t-Distribution Models In: CIRJE F-Series.
[Full Text][Citation analysis]		paper1
2010GH skew Students t-distribution in stochastic volatility model with application to stock returns (in Japanese) In: CIRJE J-Series.
[Full Text][Citation analysis]		paper0

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