17
H index
26
i10 index
1542
Citations
Bank of Japan | 17 H index 26 i10 index 1542 Citations RESEARCH PRODUCTION: 28 Articles 59 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jouchi Nakajima. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Economic Analysis and Policy | 3 |
| Computational Statistics & Data Analysis | 3 |
| The B.E. Journal of Macroeconomics | 2 |
| Economic Review | 2 |
| Journal of Applied Statistics | 2 |
| International Finance | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | Green finance and innovation input: the promoters of carbon neutrality in China. (2024). Peculea, Adelina Dumitrescu ; Zhu, Yating ; Gao, Song. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:31-52. Full description at Econpapers || Download paper | |
| 2024 | Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Manera, Matteo ; Pakrooh, Parisa. In: FEEM Working Papers. RePEc:ags:feemwp:344790. Full description at Econpapers || Download paper | |
| 2024 | Data-Driven Risk Measurement by SV-GARCH-EVT Model. (2024). , Shibo. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper | |
| 2024 | A time-varying finance-led model for U.S. business cycles. (2024). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153. Full description at Econpapers || Download paper | |
| 2024 | Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
| 2025 | Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting. (2024). Takahashi, Makoto ; Yamauchi, Yuta ; Omori, Yasuhiro ; Watanabe, Toshiaki. In: Papers. RePEc:arx:papers:2401.13179. Full description at Econpapers || Download paper | |
| 2024 | Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456. Full description at Econpapers || Download paper | |
| 2025 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057. Full description at Econpapers || Download paper | |
| 2024 | Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler. (2024). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi. In: Papers. RePEc:arx:papers:2404.13986. Full description at Econpapers || Download paper | |
| 2024 | A Dynamic Spatiotemporal and Network ARCH Model with Common Factors. (2024). Otto, Philipp ; Mattera, Raffaele ; Dougan, Osman ; Tacspinar, Suleyman. In: Papers. RePEc:arx:papers:2410.16526. Full description at Econpapers || Download paper | |
| 2024 | A Bayesian Perspective on the Maximum Score Problem. (2024). Walker, Christopher D. In: Papers. RePEc:arx:papers:2410.17153. Full description at Econpapers || Download paper | |
| 2024 | Refined and Segmented Price Sentiment Indices from Survey Comments. (2024). Sakaji, Hiroki ; Suzuki, Masahiro. In: Papers. RePEc:arx:papers:2411.09937. Full description at Econpapers || Download paper | |
| 2024 | Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax. (2024). Sun, Tao. In: Papers. RePEc:arx:papers:2412.05794. Full description at Econpapers || Download paper | |
| 2025 | Time-Varying Identification of Structural Vector Autoregressions. (2025). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2502.19659. Full description at Econpapers || Download paper | |
| 2025 | Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416. Full description at Econpapers || Download paper | |
| 2025 | A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408. Full description at Econpapers || Download paper | |
| 2025 | Bayesian Portfolio Optimization by Predictive Synthesis. (2025). Baba, Kentaro ; Kaibuchi, Hibiki ; Kato, Masahiro ; Inokuchi, Ryo. In: Papers. RePEc:arx:papers:2510.07180. Full description at Econpapers || Download paper | |
| 2024 | The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133. Full description at Econpapers || Download paper | |
| 2025 | R* in East Asia: business, financial cycles, and spillovers. (2025). Siklos, Pierre L ; Xia, Dora ; Chen, Hongyi. In: BIS Working Papers. RePEc:bis:biswps:1285. Full description at Econpapers || Download paper | |
| 2024 | Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370. Full description at Econpapers || Download paper | |
| 2024 | Do Financial Markets Respond to Populist Rhetoric?. (2024). Gne, Gkhan Ahn ; Demralp, Selva ; Akmakli, Cem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:541-567. Full description at Econpapers || Download paper | |
| 2024 | Testing for jumps with robust spot volatility estimators. (2024). Sun, Yucheng. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:1:p:79-104. Full description at Econpapers || Download paper | |
| 2024 | The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China. (2024). Yu, Jun ; Chen, Chuanglian ; Zeng, Tao ; Liu, Xiaobin. In: Working Papers. RePEc:boa:wpaper:202421. Full description at Econpapers || Download paper | |
| 2024 | Globalization and Its Growing Impact on the Natural Rates of Interest in Developed Economies. (2024). Iwasaki, Yuto ; Okimoto, Tatsuyoshi ; Nakagami, Kyoko ; Hatayama, Yudai. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e13. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic Impact of Shifts in Long-term Inflation Expectations. (2024). Kaihatsu, Sohei ; Yamamoto, Hiroki ; Nakano, Shogo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e18. Full description at Econpapers || Download paper | |
| 2024 | Assessing the Long-Term Impact of Monetary Policy. (2024). Nakano, Shogo ; Yamanaka, Takahiro ; Haba, Shunsuke ; Ito, Yuichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e19. Full description at Econpapers || Download paper | |
| 2025 | Labor Cost Passthrough: Evidence from Japanese Long-term Subnational Data. (2025). Kido, Yosuke ; Suita, Kotaro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e05. Full description at Econpapers || Download paper | |
| 2025 | Households Medium- to Long-Term Inflation Expectations Formation: The Role of Past Experience and Inflation Regimes. (2025). Fujii, GO ; Nakano, Shogo ; Takatomi, Kosuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e06. Full description at Econpapers || Download paper | |
| 2024 | Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12. Full description at Econpapers || Download paper | |
| 2024 | Impact of external shocks on international corn price fluctuations. (2024). Ge, Sibo ; Liu, Shuai. In: Agricultural Economics. RePEc:caa:jnlage:v:70:y:2024:i:1:id:318-2023-agricecon. Full description at Econpapers || Download paper | |
| 2025 | Beyond Aggregates: A Dual Lens on Eurozone Trend Inflation. (2025). Yakut, Dilan Aydin. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/25. Full description at Econpapers || Download paper | |
| 2024 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081. Full description at Econpapers || Download paper | |
| 2025 | Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo. In: Working Papers. RePEc:dnb:dnbwpp:829. Full description at Econpapers || Download paper | |
| 2024 | Stability of Phillips Curve: The case of Taiwan. (2024). Zheng, Xin-Hua ; Chin, Kuo-Hsuan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00331. Full description at Econpapers || Download paper | |
| 2025 | The impact of u.s. monetary policy on carbon emissions: evidence from a TVP-VAR model with stochastic volatility. (2025). Singh, Sanjay B. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00317. Full description at Econpapers || Download paper | |
| 2024 | Estimating the Impact of Oil Price Volatility on the Ecuadorian Economy: A MIDAS Approach. (2024). Rodrguez-Bustos, Andrea Johanna ; Bajaa-Villagomez, Yanina Shegia ; Camacho-Villagomez, Freddy Ronalde. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-34. Full description at Econpapers || Download paper | |
| 2025 | New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers. (2025). Wei, Renyi ; Zhang, Qingjun ; Fan, Sijia. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s030626192402614x. Full description at Econpapers || Download paper | |
| 2024 | Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Dai, LU ; Yang, Jizhe. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994. Full description at Econpapers || Download paper | |
| 2024 | Spillover effects of external economic shocks on African sovereign bonds. (2024). Xiao, Hao ; Tang, Xiaoyang ; Lin, Jie. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001275. Full description at Econpapers || Download paper | |
| 2025 | How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240. Full description at Econpapers || Download paper | |
| 2024 | Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240. Full description at Econpapers || Download paper | |
| 2024 | Exchange rate pass-through in emerging Asia and exposure to external shocks. (2024). Beirne, John ; Panthi, Pradeep ; Renzhi, Nuobu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1608-1624. Full description at Econpapers || Download paper | |
| 2024 | The security of energy import: Do economic policy uncertainty and geopolitical risk really matter?. (2024). Zhang, Xiuqi ; Meng, Xiangyu ; Su, Chi Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:377-388. Full description at Econpapers || Download paper | |
| 2024 | Digital economy, CO2 emissions and Chinas environmental sustainable development— an analysis based on TVP-VAR model. (2024). Chen, Yufan ; Zhang, Xinyi ; Wang, Tianqi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1945-1957. Full description at Econpapers || Download paper | |
| 2025 | Evolving impacts of fiscal policy on macroeconomic fluctuations in Peru. (2025). Rodrguez, Gabriel ; Melndez, Alexander. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1135-1158. Full description at Econpapers || Download paper | |
| 2025 | The nexus among geopolitical risk, metal prices, and global supply chain pressure: Evidence from the TVP-SV-VAR approach. (2025). Liu, Yang ; Taghizadeh-Hesary, Farhad ; Jia, Yiqing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1776-1789. Full description at Econpapers || Download paper | |
| 2024 | Household finances, debt overhang and consumption patterns. (2024). Trivin, Pedro ; Sala, Hector. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001937. Full description at Econpapers || Download paper | |
| 2025 | Covered interest parity: A forecasting approach to estimate the neutral band. (2025). Hernandez, Juan ; Hernndez, Juan R. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000719. Full description at Econpapers || Download paper | |
| 2024 | Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Lai, Yongzeng ; Yang, Xite ; Tao, Qiufan ; Zhang, Qin ; Huang, Linya ; Liu, Haiyue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559. Full description at Econpapers || Download paper | |
| 2024 | Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x. Full description at Econpapers || Download paper | |
| 2025 | Volatility estimation through stochastic processes: Evidence from cryptocurrencies. (2025). Harasheh, Murad ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002456. Full description at Econpapers || Download paper | |
| 2025 | The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective. (2025). Zhang, Yuan ; Xue, Ning ; Long, Shaobo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002705. Full description at Econpapers || Download paper | |
| 2025 | Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x. Full description at Econpapers || Download paper | |
| 2025 | The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds. (2025). Ma, Junfeng ; Zhou, Deheng ; Xu, Ziyao ; Yuan, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000270. Full description at Econpapers || Download paper | |
| 2024 | How does climate policy uncertainty affect financial markets? Evidence from Europe. (2024). Tedeschi, Marco ; Foglia, Matteo ; Dai, Peng-Fei ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300469x. Full description at Econpapers || Download paper | |
| 2024 | A new method for measuring financial resilience. (2024). Chen, Yilin ; Sun, Chentong. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003677. Full description at Econpapers || Download paper | |
| 2025 | Quantifying the geopolitical risk resilience of commodity futures markets. (2025). Yang, Hao ; Feng, Yun. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000096. Full description at Econpapers || Download paper | |
| 2025 | The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143. Full description at Econpapers || Download paper | |
| 2024 | Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Veiga, Helena ; de Zea, P ; Marin, Miguel J ; Rue, Hvard. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35. Full description at Econpapers || Download paper | |
| 2024 | Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility. (2024). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:34-56. Full description at Econpapers || Download paper | |
| 2025 | Flexible and Robust Particle Tempering for State Space Models. (2025). Kohn, Robert ; Gunawan, David ; Tran, Minh Ngoc. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:35-55. Full description at Econpapers || Download paper | |
| 2024 | Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466. Full description at Econpapers || Download paper | |
| 2024 | Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper | |
| 2024 | High-frequency realized stochastic volatility model. (2024). Watanabe, Toshiaki ; Nakajima, Jouchi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000938. Full description at Econpapers || Download paper | |
| 2025 | The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model. (2025). Zamenjani, Azam Shamsi ; Maheu, John M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000428. Full description at Econpapers || Download paper | |
| 2024 | The nexus among artificial intelligence, supply chain and energy sustainability: A time-varying analysis. (2024). Wang, Zhixian ; Zhong, Yufei ; Chen, Xuesheng ; Lin, Regina Fang-Ying. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001877. Full description at Econpapers || Download paper | |
| 2024 | Coal price shocks, investor sentiment, and stock market returns. (2024). Ding, Zhihua ; Liu, Zhenhua ; Chen, Shumin ; Zhong, Hongyu. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s014098832400327x. Full description at Econpapers || Download paper | |
| 2024 | Characteristics and influencing factors of risk spillover effects across clean energy stock prices: A comparative analysis during four periods of the COVID-19 pandemic. (2024). Dong, Zhiliang ; Jia, Yanjing. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003529. Full description at Econpapers || Download paper | |
| 2025 | Spillover effects between energy uncertainty and financial risk in the Eurozone banking sector. (2025). di Tommaso, Caterina ; Pacelli, Vincenzo ; Povia, Maria Melania ; Foglia, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007916. Full description at Econpapers || Download paper | |
| 2025 | Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489. Full description at Econpapers || Download paper | |
| 2025 | Dynamic risk spillover in green financial markets: A wavelet frequency analysis from China. (2025). Shang, Junyan ; Zhao, Xiaojun ; Wang, Yiding. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001240. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks and energy transition in Africa. (2024). Nchofoung, Tii N. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004408. Full description at Econpapers || Download paper | |
| 2025 | Geopolitics of renewable energy development: The role of energy metals. (2025). Lin, Boqiang ; Zhang, Zongyou. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524005020. Full description at Econpapers || Download paper | |
| 2024 | Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Luo, Xianfeng ; Ding, Qian ; Chen, Jinyu ; Huang, Jianbai. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000471. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. (2024). Qin, Zhongfeng ; Wu, Ruirui. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002755. Full description at Econpapers || Download paper | |
| 2025 | The transmission of coal price shock to Chinese industry: Sub-sectors and regions heterogeneity. (2025). Lin, Boqiang ; Lan, Tianxu. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001136. Full description at Econpapers || Download paper | |
| 2025 | Sino–US relations, climate policy uncertainty and rare earth prices. (2025). Song, YU ; Chen, BO ; Wang, Xinyi. In: Energy. RePEc:eee:energy:v:327:y:2025:i:c:s0360544225020304. Full description at Econpapers || Download paper | |
| 2024 | Connectedness and portfolio hedging between NFTs segments, American stocks and cryptocurrencies Nexus. (2024). Sassi, Syrine ; Abid, Ilyes ; Benmabrouk, Houda ; Soltane, Feriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004751. Full description at Econpapers || Download paper | |
| 2024 | A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549. Full description at Econpapers || Download paper | |
| 2024 | Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Wang, Wei ; Lu, Man ; Li, Hongmei ; Chen, Fengwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856. Full description at Econpapers || Download paper | |
| 2024 | How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options. (2024). Wang, Gang-Jin ; Uddin, Gazi ; Gong, Jue ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003727. Full description at Econpapers || Download paper | |
| 2024 | A study of the time-varying impact of capital account liberalization on monetary policy rules in the open economy: Evidence from China. (2024). Sun, Xiaowen ; Wang, Xiao ; Yang, Ronghai. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006573. Full description at Econpapers || Download paper | |
| 2024 | The time-varying impact of geopolitical risks on financial stress in China: A TVP-VAR analysis. (2024). Zhang, DU ; Wang, Fanyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011632. Full description at Econpapers || Download paper | |
| 2025 | Analyzing and forecasting Chinas financial resilience: Measurement techniques and identification of key influencing factors. (2025). Sun, Chentong ; Zhang, XU ; Chen, Yilin. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000014. Full description at Econpapers || Download paper | |
| 2025 | Measuring the contemporal and lead connectedness level between investor sentiment and exchange rate dynamics in Vietnam: Novel findings from TVP-VAR-SV technique. (2025). Ha, Le Thanh. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701725000010. Full description at Econpapers || Download paper | |
| 2025 | The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501. Full description at Econpapers || Download paper | |
| 2024 | A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246. Full description at Econpapers || Download paper | |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper | |
| 2024 | A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733. Full description at Econpapers || Download paper | |
| 2024 | The impact of demographic change on the natural rate of interest in Japan. (2024). Han, Fei. In: Japan and the World Economy. RePEc:eee:japwor:v:69:y:2024:i:c:s0922142523000634. Full description at Econpapers || Download paper | |
| 2024 | Impact of the Kuroda Bazooka on Japanese households’ borrowing intentions. (2024). Gunji, Hiroshi. In: Japan and the World Economy. RePEc:eee:japwor:v:69:y:2024:i:c:s0922142524000033. Full description at Econpapers || Download paper | |
| 2024 | A fiscal theory of central bank’s solvency: Perils of the quantitative and qualitative monetary easing. (2024). Niwa, Hidekazu. In: Japan and the World Economy. RePEc:eee:japwor:v:70:y:2024:i:c:s092214252400015x. Full description at Econpapers || Download paper | |
| 2025 | The anchoring of inflation expectations in Japan: A learning-approach perspective. (2025). Okuma, Ryoichi ; Hogen, Yoshihiko. In: Japan and the World Economy. RePEc:eee:japwor:v:73:y:2025:i:c:s0922142524000562. Full description at Econpapers || Download paper | |
| 2024 | Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models. (2024). Rodríguez, Gabriel ; Ataurima, Miguel ; Calero, Roberto ; Castillo, Paul ; Arellano, Miguel Ataurima ; Rodriguez, Gabriel ; Cisneros, Rodrigo Salcedo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s026156062400010x. Full description at Econpapers || Download paper | |
| 2025 | The transmission of monetary policy shocks: Evidence from Japan. (2025). Tango, Kento ; Yano, Ritsu ; Nakazono, Yoshiyuki. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:75:y:2025:i:c:s0889158324000455. Full description at Econpapers || Download paper | |
| 2024 | The connectedness between uncertainty and exchange rates of oil import countries: new evidence from time and frequency perspective. (2024). Ding, Shaokai ; Meng, Juan ; Zeng, Haiyu ; Mo, Bin. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011091. Full description at Econpapers || Download paper | |
| 2024 | The ability of energy commodities to hedge the dynamic risk of epidemic black swans. (2024). Lin, Che-Chun ; Tsai, I-Chun ; Chen, Han-Bo. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338. Full description at Econpapers || Download paper | |
| 2024 | Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Hamouda, Foued ; Zargar, Faisal Nazir. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003994. Full description at Econpapers || Download paper | |
| 2024 | Analyzing the interconnection between rare earth market and green economy: Time-varying effects of trade policy uncertainty. (2024). Gao, Wang ; Guo, Yaoqi ; Wei, Shiyao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006299. Full description at Econpapers || Download paper | |
| 2024 | Causality, Connectedness, and Volatility pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Pakrooh, Parisa ; Manera, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s030142072400775x. Full description at Econpapers || Download paper | |
| 2024 | Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis. (2024). Wang, Yifan ; Zhang, Yanhang ; You, Xiqi ; Yang, Hanfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x24000234. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
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| 2018 | Effectiveness of unconventional monetary policies in a low interest rate environment In: BIS Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2018 | Identifying oil price shocks and their consequences: the role of expectations in the crude oil market In: BIS Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2021 | Identifying oil price shocks and their consequences: The role of expectations in the crude oil market.(2021) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2018 | The role of household debt heterogeneity on consumption: Evidence from Japanese household data In: BIS Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2020 | The role of household debt heterogeneity on consumption: Evidence from Japanese household data.(2020) In: Economic Analysis and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2019 | Steady-state growth In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Steady‐state growth.(2021) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2012 | BAYESIAN 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] | article | 17 |
| 2019 | Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 37 |
| 2020 | Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting.(2020) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2015 | The natural yield curve: its concept and developments in Japan In: Bank of Japan Research Laboratory Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | What do negative inflation risk premia tell us? In: Bank of Japan Research Laboratory Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy In: Bank of Japan Research Laboratory Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Using 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] | paper | 0 |
| 2014 | Disagreement in households inflation expectations and its evolution In: Bank of Japan Review Series. [Full Text][Citation analysis] | paper | 14 |
| 2016 | Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown In: Bank of Japan Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2005 | Bank Health and Investment: An Analysis of Unlisted Companies in Japan In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2005 | Bank Health and Investment: An Analysis of Unlisted Companies in Japan.(2005) In: CARF F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2005 | Bank Health and Investment: An Analysis of Unlisted Companies in Japan.(2005) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2013 | On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2014 | On the reliability of Japanese inflation expectations using purchasing power parity.(2014) In: Economic Analysis and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2013 | Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 44 |
| 2016 | Identifying conventional and unconventional monetary policy shocks: a latent threshold approach.(2016) In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
| 2015 | Estimating 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] | paper | 20 |
| 2015 | Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
| 2015 | The natural yield curve: its concept and measurement In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2018 | The natural yield curve: its concept and measurement.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2015 | Are Household Inflation Expectations Anchored in Japan? In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
| 2016 | Identifying 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] | paper | 3 |
| 2020 | Characteristics of Uncertainty Indices in the Macroeconomy In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Supplementary Paper Series for the Assessment (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the Macroeconomic Model (Q-JEM) In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Supplementary 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] | paper | 0 |
| 2021 | Extracting Firms Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Monetary 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] | article | 38 |
| 2011 | Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach.(2011) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2013 | Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2004 | Stochastic 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] | paper | 0 |
| 2005 | Deteriorating 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, pp.482-501. ) In: CARF F-Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Leverage, 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] | paper | 0 |
| 2009 | Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Students t-distribution In: CARF F-Series. [Citation analysis] | paper | 53 |
| 2010 | Stochastic 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] This paper has nother version. Agregated cites: 53 | paper | |
| 2012 | Stochastic 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] This paper has nother version. Agregated cites: 53 | article | |
| 2010 | Stochastic 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] This paper has nother version. Agregated cites: 53 | paper | |
| 2009 | Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Students t-Distribution.(2009) In: CIRJE F-Series. [Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2009 | Leverage, heavy-tails and correlated jumps in stochastic volatility models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 50 |
| 2007 | Leverage, heavy-tails and correlated jumps in stochastic volatility models.(2007) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 2012 | Generalized 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] | article | 7 |
| 2009 | Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form.(2009) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2009 | Generalized extreme value distribution with time-dependence using the AR and MA models in state space form.(2009) In: CIRJE F-Series. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form.(2011) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2018 | Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 11 |
| 2007 | Stochastic volatility with leverage: Fast and efficient likelihood inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 296 |
| 2014 | Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
| 2018 | The role of corporate governance in Japanese unlisted companies In: Japan and the World Economy. [Full Text][Citation analysis] | article | 8 |
| 2018 | The Role of Corporate Governance in Japanese Unlisted Companies.(2018) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2011 | Bayesian 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] | article | 175 |
| 2009 | Bayesian 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 nother version. Agregated cites: 175 | paper | |
| 2009 | Bayesian 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 nother version. Agregated cites: 175 | paper | |
| 2012 | Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- In: Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2012 | Time-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 nother version. Agregated cites: 1 | paper | |
| 2017 | Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model In: Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2022 | An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion In: Discussion paper series. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Bayesian 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] | paper | 92 |
| 2008 | EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | The Evolution of Loan Rate Stickiness Across the Euro Area In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2010 | The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2010 | How 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] | paper | 6 |
| 2010 | How 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 nother version. Agregated cites: 6 | paper | |
| 2011 | Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 327 |
| 2011 | Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications.(2011) In: Monetary and Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 327 | article | |
| 2004 | Stochastic volatility with leverage: fast likelihood inference In: Economics Papers. [Full Text][Citation analysis] | paper | 8 |
| 2004 | Stochastic volatility with leverage: fast likelihood inference.(2004) In: Economics Series Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2004 | Stochastic Volatility with Leverage: Fast Likelihood Inference.(2004) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2012 | Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2020 | Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Bayesian analysis of multivariate stochastic volatility with skew return distribution In: Econometric Reviews. [Full Text][Citation analysis] | article | 10 |
| 2017 | Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 4 |
| 2015 | Bayesian 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 nother version. Agregated cites: 4 | paper | |
| 2015 | Bayesian 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 nother version. Agregated cites: 4 | paper | |
| 2015 | Bayesian 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 nother version. Agregated cites: 4 | paper | |
| 2020 | Skew selection for factor stochastic volatility models In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Bayesian Analysis of Latent Threshold Dynamic Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 73 |
| 2006 | Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress In: Journal of the Asia Pacific Economy. [Full Text][Citation analysis] | article | 18 |
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| 2005 | Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Students t-Distribution Models In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2010 | GH skew Students t-distribution in stochastic volatility model with application to stock returns (in Japanese) In: CIRJE J-Series. [Full Text][Citation analysis] | paper | 0 |
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