17
H index
23
i10 index
1344
Citations
Bank of Japan | 17 H index 23 i10 index 1344 Citations RESEARCH PRODUCTION: 26 Articles 59 Papers RESEARCH ACTIVITY: 18 years (2004 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pna189 |
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 |
Year | Title of citing document | |
---|---|---|
2023 | Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/064. Full description at Econpapers || Download paper | |
2023 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper | |
2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper | |
2024 | Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper | |
2023 | Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970. Full description at Econpapers || Download paper | |
2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper | |
2023 | Bayesian 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. Full description at Econpapers || Download paper | |
2023 | Spatial 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. Full description at Econpapers || Download paper | |
2024 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
2023 | Stochastic volatility models with skewness selection. (2023). Lopes, Hedibert Freitas ; Batista, Igor Ferreira. In: Papers. RePEc:arx:papers:2312.00282. Full description at Econpapers || Download paper | |
2024 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; 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 | |
2023 | Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45. Full description at Econpapers || Download paper | |
2023 | Utiliser 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. Full description at Econpapers || Download paper | |
2024 | Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris G. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370. Full description at Econpapers || Download paper | |
2023 | BAYESIAN 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. Full description at Econpapers || Download paper | |
2023 | Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121. Full description at Econpapers || Download paper | |
2023 | The 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. 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 | |
2023 | Macroeconomic 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. 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 ; Yang, Jizhe ; Dai, LU. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994. Full description at Econpapers || Download paper | |
2023 | Bayesian 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. Full description at Econpapers || Download paper | |
2023 | Vector 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. Full description at Econpapers || Download paper | |
2023 | Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689. Full description at Econpapers || Download paper | |
2023 | Are energy consumption and carbon emission caused by Bitcoin? A novel time-varying technique. (2023). Albu, Lucian ; Umar, Muhammad ; Wu, Tong ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:109-120. 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 | |
2023 | Great 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. Full description at Econpapers || Download paper | |
2023 | Effects 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. Full description at Econpapers || Download paper | |
2023 | Research 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. Full description at Econpapers || Download paper | |
2024 | Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. 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 | |
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 | |
2023 | A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093. Full description at Econpapers || Download paper | |
2024 | Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Rue, Hvard ; Marin, Miguel J ; de Zea, P ; Veiga, Helena. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35. Full description at Econpapers || Download paper | |
2024 | Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper | |
2023 | Estimating 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. Full description at Econpapers || Download paper | |
2023 | Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919. Full description at Econpapers || Download paper | |
2023 | Blockchain 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. Full description at Econpapers || Download paper | |
2023 | Extreme 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062. Full description at Econpapers || Download paper | |
2023 | Dynamic effects and driving intermediations of oil price shocks on major economies. (2023). Chai, Jian ; Xiao, Hao ; Lin, Jie. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002773. Full description at Econpapers || Download paper | |
2023 | Herd and causality dynamics between energy commodities and ethical investment: Evidence from the different phases of the COVID-19 pandemic. (2023). Fromentin, Vincent ; Mohamad, Azhar. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004991. Full description at Econpapers || Download paper | |
2023 | Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. (2023). Dong, Qingyuan ; Yang, Tianle ; Du, Qunyang. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005972. Full description at Econpapers || Download paper | |
2023 | Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM: How important is carbon emission trading?. (2023). Lai, Yongzeng ; Lu, Min ; Ouyang, Zisheng. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006321. Full description at Econpapers || Download paper | |
2023 | The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty. (2023). Wang, Chengfang ; Chen, Xuesheng ; Zhong, Yufei ; Zhang, Yuchen. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006928. Full description at Econpapers || Download paper | |
2024 | The nexus among artificial intelligence, supply chain and energy sustainability: A time-varying analysis. (2024). Lin, Regina Fang-Ying ; Wang, Zhixian ; Chen, Xuesheng ; Zhong, Yufei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001877. 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 | |
2023 | Impact 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. Full description at Econpapers || Download paper | |
2023 | Analyzing 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. Full description at Econpapers || Download paper | |
2024 | Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian ; Luo, Xianfeng. 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 | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Characteristics 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. Full description at Econpapers || Download paper | |
2023 | Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors. (2023). Guo, NA ; Zhang, Jun ; Feng, Huiqun. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002302. Full description at Econpapers || Download paper | |
2023 | Geopolitical risk and economic policy uncertainty: Different roles in Chinas financial cycle. (2023). Li, Yujia ; Zhu, Zixiang ; Che, Ming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003836. Full description at Econpapers || Download paper | |
2024 | Connectedness and portfolio hedging between NFTs segments, American stocks and cryptocurrencies Nexus. (2024). Soltane, Feriel ; Sassi, Syrine ; Benmabrouk, Houda ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004751. Full description at Econpapers || Download paper | |
2024 | Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Li, Hongmei ; Chen, Fengwen ; Wang, Wei ; Lu, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856. Full description at Econpapers || Download paper | |
2023 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2023 | The differential effects of climate risks on non-fossil and fossil fuel stock markets: Evidence from China. (2023). Li, Xiru ; Zhang, Bokai ; Deng, Yuanyue ; Hu, Xin ; Zhu, BO. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003343. Full description at Econpapers || Download paper | |
2023 | The effects of quantitative easing on Bitcoin prices. (2023). Zhang, Maojun ; Zhao, Yang ; Nan, Jiangxia ; Pei, Ziting. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006049. Full description at Econpapers || Download paper | |
2023 | Volatility forecast with the regularity modifications. (2023). Wu, Chongfeng ; Diao, Xundi ; Zhu, Qinwen. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300380x. Full description at Econpapers || Download paper | |
2023 | Exploring the time-varying dependence between Bitcoin and the global stock market: Evidence from a TVP-VAR approach. (2023). Zhang, Tianding ; Zhao, Junming. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007146. Full description at Econpapers || Download paper | |
2023 | Climate uncertainty effects on bitcoin ecological footprint through cryptocurrency environmental attention. (2023). Boufateh, Talel ; Zribi, Wissal ; Guesmi, Khaled. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s154461232300956x. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476. Full description at Econpapers || Download paper | |
2023 | Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547. Full description at Econpapers || Download paper | |
2023 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838. 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). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. 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 | Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models. (2024). Arellano, Miguel Ataurima ; Cisneros, Rodrigo Salcedo ; Calero, Roberto ; Castillo, Paul ; Rodriguez, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s026156062400010x. Full description at Econpapers || Download paper | |
2023 | Information effects of monetary policy. (2023). Nakazono, Yoshiyuki ; Tango, Kento ; Tanahara, Yusuke. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:70:y:2023:i:c:s088915832300031x. Full description at Econpapers || Download paper | |
2023 | Speculation 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. Full description at Econpapers || Download paper | |
2023 | Not 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757. Full description at Econpapers || Download paper | |
2023 | The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Liu, Hong ; Xiao, Jihong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002441. Full description at Econpapers || Download paper | |
2023 | Relationships among geopolitical risk, trade policy uncertainty, and crude oil import prices: Evidence from China. (2023). Zhang, Xiaoyu ; Song, Yuegang ; Hu, Guoheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002660. Full description at Econpapers || Download paper | |
2023 | Impact of geopolitical risk on the volatility of natural resource commodity futures prices in China. (2023). Hu, Jiaying ; Zhao, Chunguang ; Zheng, Deyuan. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002799. Full description at Econpapers || Download paper | |
2023 | The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies. (2023). Mentel, Urszula ; Sharma, Gagan Deep ; Doan, Buhari ; Khalfaoui, Rabeh ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003653. Full description at Econpapers || Download paper | |
2023 | Extreme risk spillover effect and dynamic linkages between uncertainty and commodity markets: A comparison between China and America. (2023). Guo, Lili ; Li, Yanjiao. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005500. Full description at Econpapers || Download paper | |
2023 | Gold vs bitcoin: Who can resist panic in the U.S.?. (2023). Lobon, Oana-Ramona ; Qin, Meng ; Yang, Shengjie ; Su, Chi-Wei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005913. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, geopolitical risks, and the heterogeneity of commodity price fluctuations in China ——an empirical study based on TVP-SV-VAR model. (2023). Chen, Liujie ; Li, Ruiqi ; Hu, Peng ; Wu, Guo ; Liu, Shan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007201. Full description at Econpapers || Download paper | |
2023 | On the transmission of oil supply and demand shocks to CO2 emissions in the US by considering uncertainty: A time-varying perspective. (2023). SAADAOUI, Zied ; Boufateh, Talel ; Jiao, Zhilun. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007420. Full description at Econpapers || Download paper | |
2023 | Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries. (2023). Tedeschi, Marco ; Palomba, Giulio ; Foglia, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007675. Full description at Econpapers || Download paper | |
2023 | Financial stress in Russia: Exploring the impact of oil market shocks. (2023). Sohag, Kazi ; Elsayed, Ahmed ; Kalina, Irina. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008619. 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). Meng, Juan ; Zeng, Haiyu ; Mo, Bin ; Ding, Shaokai. 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 ; Chen, Han-Bo ; Tsai, I-Chun. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2018 | Effectiveness of unconventional monetary policies in a low interest rate environment In: BIS Working Papers. [Full Text][Citation analysis] | paper | 14 |
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 | 23 |
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: 23 | article | |
2018 | The role of household debt heterogeneity on consumption: Evidence from Japanese household data In: BIS Working Papers. [Full Text][Citation analysis] | paper | 9 |
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: 9 | article | |
2019 | Steady-state growth In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
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 | 12 |
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 | 40 |
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: 40 | 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 | 17 |
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 | 21 |
2015 | The natural yield curve: its concept and measurement In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
2018 | The natural yield curve: its concept and measurement.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2015 | Are Household Inflation Expectations Anchored in Japan? In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
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 Macroeconom 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 | 1 |
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 | 33 |
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: 33 | 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 | 15 |
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 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 | 47 |
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: 47 | 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: 47 | 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: 47 | 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: 47 | paper | |
2009 | Leverage, heavy-tails and correlated jumps in stochastic volatility models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 48 |
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: 48 | 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 | 8 |
2007 | Stochastic volatility with leverage: Fast and efficient likelihood inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 267 |
2014 | Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 34 |
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 | 146 |
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: 146 | 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: 146 | 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 | 83 |
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 | 5 |
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: 5 | 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 | 269 |
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: 269 | 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 | 1 |
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 | 9 |
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 | 3 |
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: 3 | 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: 3 | 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: 3 | paper | |
2020 | Skew selection for factor stochastic volatility models In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
2020 | Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 18 |
2013 | Bayesian Analysis of Latent Threshold Dynamic Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 66 |
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 |
2021 | Taylor Rule Yield Curve In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team