Jouchi Nakajima
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- Effectiveness of unconventional monetary policies in a low interest rate environment (RePEc:bis:biswps:691)
by Andrew Filardo & Jouchi Nakajima - Identifying oil price shocks and their consequences: the role of expectations in the crude oil market (RePEc:bis:biswps:725)
by Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu - The role of household debt heterogeneity on consumption: Evidence from Japanese household data (RePEc:bis:biswps:736)
by Jouchi Nakajima - Steady-state growth (RePEc:bis:biswps:812)
by Emanuel Kohlscheen & Jouchi Nakajima - Steady‐state growth (RePEc:bla:intfin:v:24:y:2021:i:1:p:40-52)
by Emanuel Kohlscheen & Jouchi Nakajima - Identifying oil price shocks and their consequences: The role of expectations in the crude oil market (RePEc:bla:intfin:v:24:y:2021:i:1:p:53-76)
by Takuji Fueki & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu - Bayesian Analysis Of Generalized Autoregressive Conditional Heteroskedasticity And Stochastic Volatility: Modeling Leverage, Jumps And Heavy‐Tails For Financial Time Series (RePEc:bla:jecrev:v:63:y:2012:i:1:p:81-103)
by Jouchi Nakajima - Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting (RePEc:bno:worpap:2019_02)
by Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West - Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting (RePEc:bny:wpaper:0073)
by Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West - The natural yield curve: its concept and developments in Japan (RePEc:boj:bojlab:lab15e03)
by Kei Imakubo & Haruki Kojima & Jouchi Nakajima - What do negative inflation risk premia tell us? (RePEc:boj:bojlab:lab15e04)
by Kei Imakubo & Jouchi Nakajima - Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy (RePEc:boj:bojlab:lab15e05)
by Koichiro.Kamada & Jouchi Nakajima - Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey (RePEc:boj:bojlab:lab21e02)
by Tomoaki Mikami & Hiroaki Yamagata & Jouchi Nakajima - Disagreement in households' inflation expectations and its evolution (RePEc:boj:bojrev:rev14e01)
by Shusaku Nishiguchi & Jouchi Nakajima & Kei Imakubo - Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown (RePEc:boj:bojron:ron161222a)
by Jouchi Nakajima & Kosuke Takatomi & Tomoko Mori & Shinsuke Ohyama - Bank Health and Investment: An Analysis of Unlisted Companies in Japan (RePEc:boj:bojwps:05-e-5)
by Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima - On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity (RePEc:boj:bojwps:13-e-13)
by Koichiro Kamada & Jouchi Nakajima - Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach (RePEc:boj:bojwps:13-e-7)
by Takeshi Kimura & Jouchi Nakajima - Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model (RePEc:boj:bojwps:wp15e01)
by Kei Imakubo & Jouchi Nakajima - Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model (RePEc:boj:bojwps:wp15e03)
by Sohei Kaihatsu & Jouchi Nakajima - The natural yield curve: its concept and measurement (RePEc:boj:bojwps:wp15e05)
by Kei Imakubo & Haruki Kojima & Jouchi Nakajima - Are Household Inflation Expectations Anchored in Japan? (RePEc:boj:bojwps:wp15e08)
by Koichiro Kamada & Jouchi Nakajima & Shusaku Nishiguchi - Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market (RePEc:boj:bojwps:wp16e17)
by Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu - Characteristics of Uncertainty Indices in the Macroeconomy (RePEc:boj:bojwps:wp20e06)
by Takeshi Shinohara & Tatsushi Okuda & Jouchi Nakajima - 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 (RePEc:boj:bojwps:wp21e04)
by Takuji Kawamoto & Takashi Nakazawa & Yui Kishaba & Kohei Matsumura & Jouchi Nakajima - Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model (RePEc:boj:bojwps:wp21e09)
by Takuji Kawamoto & Jouchi Nakajima & Tomoaki Mikami - Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis (RePEc:boj:bojwps:wp21e12)
by Jouchi Nakajima & Hiroaki Yamagata & Tatsushi Okuda & Shinnosuke Katsuki & Takeshi Shinohara - Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach (RePEc:bpj:bejmac:v:11:y:2011:i:1:n:32)
by Nakajima Jouchi - Identifying conventional and unconventional monetary policy shocks: a latent threshold approach (RePEc:bpj:bejmac:v:16:y:2016:i:1:p:277-300:n:11)
by Kimura Takeshi & Nakajima Jouchi - Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns (RePEc:bpj:sndecm:v:17:y:2013:i:5:p:499-520:n:2)
by Nakajima Jouchi - Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in "Journal of Econometrics", 140, 425-449, 2007. ) (RePEc:cfi:fseres:cf011)
by Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima - Bank Health and Investment: An Analysis of Unlisted Companies in Japan (RePEc:cfi:fseres:cf029)
by Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima - 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, D (RePEc:cfi:fseres:cf042)
by Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima - 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. ) (RePEc:cfi:fseres:cf107)
by Jouchi Nakajima & Yasuhiro Omori - Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution (RePEc:cfi:fseres:cf199)
by Jouchi Nakajima & Yasuhiro Omori - Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution (RePEc:cfi:fseres:cf215)
by Jouchi Nakajima & Yasuhiro Omori - Leverage, heavy-tails and correlated jumps in stochastic volatility models (RePEc:eee:csdana:v:53:y:2009:i:6:p:2335-2353)
by Nakajima, Jouchi & Omori, Yasuhiro - Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (RePEc:eee:csdana:v:56:y:2012:i:11:p:3241-3259)
by Nakajima, Jouchi & Kunihama, Tsuyoshi & Omori, Yasuhiro & Frühwirth-Schnatter, Sylvia - Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution (RePEc:eee:csdana:v:56:y:2012:i:11:p:3690-3704)
by Nakajima, Jouchi & Omori, Yasuhiro - On the reliability of Japanese inflation expectations using purchasing power parity (RePEc:eee:ecanpo:v:44:y:2014:i:3:p:259-265)
by Koichiro Kamada & Jouchi Nakajima - Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model (RePEc:eee:ecanpo:v:59:y:2018:i:c:p:69-83)
by Kaihatsu, Sohei & Nakajima, Jouchi - The role of household debt heterogeneity on consumption: Evidence from Japanese household data (RePEc:eee:ecanpo:v:65:y:2020:i:c:p:186-197)
by Nakajima, Jouchi - Stochastic volatility with leverage: Fast and efficient likelihood inference (RePEc:eee:econom:v:140:y:2007:i:2:p:425-449)
by Omori, Yasuhiro & Chib, Siddhartha & Shephard, Neil & Nakajima, Jouchi - Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models (RePEc:eee:intfor:v:30:y:2014:i:4:p:963-980)
by Zhou, Xiaocong & Nakajima, Jouchi & West, Mike - The role of corporate governance in Japanese unlisted companies (RePEc:eee:japwor:v:47:y:2018:i:c:p:27-39)
by Fukuda, Shin-ichi & Kasuya, Munehisa & Nakajima, Jouchi - Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy (RePEc:eee:jjieco:v:25:y:2011:i:3:p:225-245)
by Nakajima, Jouchi & Kasuya, Munehisa & Watanabe, Toshiaki - Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- (RePEc:hit:ecorev:v:63:y:2012:i:3:p:193-208)
by Nakajima, Jouchi & Watanabe, Toshiaki - Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model (RePEc:hit:ecorev:v:68:y:2017:i:3:p:237-249)
by Nakajima, Jouchi & Watanabe, Toshiaki - An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion (RePEc:hit:hiasdp:hias-e-120)
by Harrison, Michael & Nakajima, Jouchi & Shabani, Mimoza - Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy (RePEc:hst:ghsdps:gd09-072)
by Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe - Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution (RePEc:hst:ghsdps:gd09-124)
by Jouchi Nakajima & Yasuhiro Omori - Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy (RePEc:hst:ghsdps:gd11-196)
by Jouchi Nakajima & Toshiaki Watanabe - Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - (RePEc:hst:ghsdps:gd12-232)
by Jouchi Nakajima & Toshiaki Watanabe - EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns (RePEc:ime:imedps:08-e-23)
by Jouchi Nakajima - The Evolution of Loan Rate Stickiness Across the Euro Area (RePEc:ime:imedps:09-e-10)
by Jouchi Nakajima & Yuki Teranishi - Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy (RePEc:ime:imedps:09-e-13)
by Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe - Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form (RePEc:ime:imedps:09-e-32)
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter - The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis (RePEc:ime:imedps:10-e-06)
by Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi - How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? (RePEc:ime:imedps:10-e-22)
by Jouchi Nakajima & Nao Sudo & Takayuki Tsuruga - Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach (RePEc:ime:imedps:11-e-08)
by Jouchi Nakajima - Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications (RePEc:ime:imedps:11-e-09)
by Jouchi Nakajima - Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications (RePEc:ime:imemes:v:29:y:2011:p:107-142)
by Jouchi Nakajima - How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks? (RePEc:kue:dpaper:e-10-007)
by Jouchi Nakajima & Nao Sudo & Takayuki Tsuruga - Stochastic volatility with leverage: fast likelihood inference (RePEc:nuf:econwp:0419)
by Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima - Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach (RePEc:oup:jfinec:v:11:y:2012:i:1:p:116-153)
by Jouchi Nakajima & Mike West - Stochastic volatility with leverage: fast likelihood inference (RePEc:oxf:wpaper:2004-fe-16)
by Neil Shephard & Yashurio Omori & Faculty of Economics & University of Tokyo & Siddhartha Chib & Olin School of Business & Washington University & Jouchi Nakajima & Faculty of Economics & University of - Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” (RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-019-00742-2)
by Jouchi Nakajima - The natural yield curve: its concept and measurement (RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1289-3)
by Kei Imakubo & Haruki Kojima & Jouchi Nakajima - Bayesian analysis of multivariate stochastic volatility with skew return distribution (RePEc:taf:emetrv:v:36:y:2017:i:5:p:546-562)
by Jouchi Nakajima - Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (RePEc:taf:japsta:v:44:y:2017:i:7:p:1248-1268)
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori - Skew selection for factor stochastic volatility models (RePEc:taf:japsta:v:47:y:2020:i:4:p:582-601)
by Jouchi Nakajima - Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting (RePEc:taf:jnlasa:v:115:y:2020:i:531:p:1092-1110)
by Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West - Bayesian Analysis of Latent Threshold Dynamic Models (RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164)
by Jouchi Nakajima & Mike West - Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress (RePEc:taf:rjapxx:v:11:y:2006:i:4:p:482-501)
by Shin-Ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima - Taylor Rule Yield Curve (RePEc:tcr:wpaper:e156)
by Masazumi Hattori & Tomohide Mineyama & Jouchi Nakajima - Stochastic Volatility with Leverage: Fast Likelihood Inference (RePEc:tky:fseres:2004cf297)
by Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima - Bank Health and Investment: An Analysis of Unlisted Companies in Japan (RePEc:tky:fseres:2005cf330)
by Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima - Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress (RePEc:tky:fseres:2005cf364)
by Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima - Leverage, heavy-tails and correlated jumps in stochastic volatility models (RePEc:tky:fseres:2007cf514)
by Jouchi Nakajima & Yasuhiro Omori - Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (RePEc:tky:fseres:2009cf689)
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter - Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution (RePEc:tky:fseres:2009cf701)
by Jouchi Nakajima & Yasuhiro Omori - Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models (RePEc:tky:fseres:2010cf738)
by Jouchi Nakajima & Yasuhiro Omori - Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form (RePEc:tky:fseres:2010cf782)
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter - Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes (RePEc:tky:fseres:2014cf952)
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori - Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes (RePEc:tky:fseres:2015cf952)
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori - Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes (RePEc:tky:fseres:2015cf953)
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori - The Role of Corporate Governance in Japanese Unlisted Companies (RePEc:tky:fseres:2018cf1081)
by Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima - "GH skew Student's t-distribution in stochastic volatility model with application to stock returns" (in Japanese) (RePEc:tky:jseres:2010cj228)
by Jouchi Nakajima & Yasuhiro Omori