Daisuke Nagakura : Citation Profile


Are you Daisuke Nagakura?

Keio University

5

H index

2

i10 index

54

Citations

RESEARCH PRODUCTION:

10

Articles

16

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 3
   Journals where Daisuke Nagakura has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 6 (10 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pna148
   Updated: 2024-11-04    RAS profile: 2023-03-16    
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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:

Trapani, Lorenzo (10)

Trapani, Lorenzo (10)

Yu, Jun (6)

Phillips, Peter (6)

Tao, Yubo (6)

Horvath, Lajos (6)

Creal, Drew (2)

Iania, Leonardo (2)

Dewachter, Hans (2)

De Backer, Bruno (2)

Hill, Jonathan (2)

Cites to:

Mankiw, N. Gregory (8)

Lebaron, Blake (8)

Campbell, John (8)

Leybourne, Stephen (7)

Nelson, Charles (5)

Horvath, Lajos (5)

Lippi, Marco (4)

Phillips, Peter (4)

Reichlin, Lucrezia (4)

Taylor, Mark (4)

Swanson, Norman (3)

Main data


Where Daisuke Nagakura has published?


Journals with more than one article published# docs
Economics Bulletin2
Communications in Statistics - Theory and Methods2

Working Papers Series with more than one paper published# docs
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan5

Recent works citing Daisuke Nagakura (2024 and 2023)


YearTitle of citing document
2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

Full description at Econpapers || Download paper

2024Reconciling 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

Works by Daisuke Nagakura:


YearTitleTypeCited
2009TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL In: The Japanese Economic Review.
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article7
2011How much Asymmetry is there in Bond Returns and Exchange Rates? In: Bank of Japan Working Paper Series.
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paper4
2011How much asymmetry is there in bond returns and exchange rates?.(2011) In: Globalization Institute Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2013Asymmetry in government bond returns In: AJRC Working Papers.
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paper6
2013Asymmetry in Government Bond Returns.(2013) In: Finance Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2013Asymmetry in Government Bond Returns.(2013) In: Macroeconomics Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2013Asymmetry in government bond returns.(2013) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 6
article
2013Asymmetry in Government Bond Returns.(2013) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2004A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model In: Economics Bulletin.
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article1
2008A note on the relationship between the information matrx test and a score test for parameter constancy In: Economics Bulletin.
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article0
2008A note on the two assumptions of standard unobserved components models In: Economics Letters.
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article3
2012Spurious regressions in technical trading In: Journal of Econometrics.
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article5
2009Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process In: Statistics & Probability Letters.
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article12
2009A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component In: Global COE Hi-Stat Discussion Paper Series.
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paper0
2009A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component.(2009) In: IMES Discussion Paper Series.
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This paper has nother version. Agregated cites: 0
paper
2010A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise In: Global COE Hi-Stat Discussion Paper Series.
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paper2
2011A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise.(2011) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has nother version. Agregated cites: 2
paper
2015A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise.(2015) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 2
article
2011How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models In: Global COE Hi-Stat Discussion Paper Series.
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paper1
2008How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models.(2008) In: IMES Discussion Paper Series.
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This paper has nother version. Agregated cites: 1
paper
2007Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process In: IMES Discussion Paper Series.
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paper1
2008Spurious Regressions in Technical Trading: Momentum or Contrarian? In: IMES Discussion Paper Series.
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paper0
2009Inconsistency of a Unit Root Test against Stochastic Unit Root Processes In: IMES Discussion Paper Series.
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paper10
2018On the relationship between the matrix operators, vech and vecd In: Communications in Statistics - Theory and Methods.
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article0
2020Further results on the vecd operator and its applications In: Communications in Statistics - Theory and Methods.
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article0
2007Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP In: Working Papers.
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paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team