Works by Nakajima, Jouchi

Results: 20

Discussion of "Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions".

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 33, doi. 10.1007/s10463-019-00742-2

By:

Nakajima, Jouchi

Publication type:

Article

Identifying conventional and unconventional monetary policy shocks: a latent threshold approach.

Published in:

B.E. Journal of Macroeconomics, 2016, v. 16, n. 1, p. 277, doi. 10.1515/bejm-2015-0074

By:

Kimura, Takeshi;
Nakajima, Jouchi

Publication type:

Article

Bayesian Analysis of Latent Threshold Dynamic Models.

Published in:

Journal of Business & Economic Statistics, 2013, v. 31, n. 2, p. 151, doi. 10.1080/07350015.2012.747847

By:

Nakajima, Jouchi;
West, Mike

Publication type:

Article

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting.

Published in:

Journal of the American Statistical Association, 2020, v. 115, n. 531, p. 1092, doi. 10.1080/01621459.2019.1660171

By:

McAlinn, Kenichiro;
Aastveit, Knut Are;
Nakajima, Jouchi;
West, Mike

Publication type:

Article

Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress.

Published in:

Journal of the Asia Pacific Economy, 2006, v. 11, n. 4, p. 482, doi. 10.1080/13547860600924138

By:

Fukuda, Shin-Ichi;
Kasuya, Munehisa;
Nakajima, Jouchi

Publication type:

Article

Skew selection for factor stochastic volatility models.

Published in:

Journal of Applied Statistics, 2020, v. 47, n. 4, p. 582, doi. 10.1080/02664763.2019.1646227

By:

Nakajima, Jouchi

Publication type:

Article

Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes.

Published in:

Journal of Applied Statistics, 2017, v. 44, n. 7, p. 1248, doi. 10.1080/02664763.2016.1201796

By:

Nakajima, Jouchi;
Kunihama, Tsuyoshi;
Omori, Yasuhiro

Publication type:

Article

Inflation-overshooting commitment: an analysis using a macroeconomic model.

Published in:

Oxford Economic Papers, 2025, v. 77, n. 1, p. 213, doi. 10.1093/oep/gpae023

By:

Kawamoto, Takuji;
Nakajima, Jouchi;
Mikami, Tomoaki

Publication type:

Article

The natural yield curve: its concept and measurement.

Published in:

Empirical Economics, 2018, v. 55, n. 2, p. 551, doi. 10.1007/s00181-017-1289-3

By:

Imakubo, Kei;
Kojima, Haruki;
Nakajima, Jouchi

Publication type:

Article

Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2013, v. 17, n. 5, p. 499, doi. 10.1515/snde-2012-0021

By:

Nakajima, Jouchi

Publication type:

Article

Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach.

Published in:

Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 116, doi. 10.1093/jjfinec/nbs013

By:

Nakajima, Jouchi;
West, Mike

Publication type:

Article

The impact of macroeconomic uncertainty on the relationship between financial volatility and real economic activity.

Published in:

Applied Economics, 2024, v. 56, n. 47, p. 5591, doi. 10.1080/00036846.2023.2257039

By:

Nakajima, Jouchi

Publication type:

Article

Bayesian analysis of multivariate stochastic volatility with skew return distribution.

Published in:

Econometric Reviews, 2017, v. 36, n. 5, p. 546, doi. 10.1080/07474938.2014.977093

By:

Nakajima, Jouchi

Publication type:

Article

Steady‐state growth.

Published in:

International Finance, 2021, v. 24, n. 1, p. 40, doi. 10.1111/infi.12386

By:

Kohlscheen, Emanuel;
Nakajima, Jouchi

Publication type:

Article

Identifying oil price shocks and their consequences: The role of expectations in the crude oil market.

Published in:

International Finance, 2021, v. 24, n. 1, p. 53, doi. 10.1111/infi.12384

By:

Fueki, Takuji;
Nakajima, Jouchi;
Ohyama, Shinsuke;
Tamanyu, Yoichiro

Publication type:

Article

Household Inflation Expectation and Consumption －－Evidence from Japan－－.

Published in:

Economic Review / Keizai Kenkyū, 2021, v. 72, n. 3, p. 268

By:

Ryo Jinnai;
Tomoaki Mikami;
Tatsushi Okuda;
Jouchi Nakajima

Publication type:

Article

Estimating the macroeconomic effects of Japan's expansionary monetary policy under Quantitative and Qualitative Monetary Easing during 2013–2020.

Published in:

Economic Analysis & Policy, 2023, v. 78, p. 208, doi. 10.1016/j.eap.2023.03.007

By:

Kawamoto, Takuji;
Nakazawa, Takashi;
Kishaba, Yui;
Matsumura, Kohei;
Nakajima, Jouchi

Publication type:

Article

The role of household debt heterogeneity on consumption: Evidence from Japanese household data.

Published in:

Economic Analysis & Policy, 2020, v. 65, p. 186, doi. 10.1016/j.eap.2020.01.003

By:

Nakajima, Jouchi

Publication type:

Article

Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model.

Published in:

Economic Analysis & Policy, 2018, v. 59, p. 69, doi. 10.1016/j.eap.2018.04.003

By:

Kaihatsu, Sohei;
Nakajima, Jouchi

Publication type:

Article

On the reliability of Japanese inflation expectations using purchasing power parity.

Published in:

Economic Analysis & Policy, 2014, v. 44, n. 3, p. 259, doi. 10.1016/j.eap.2014.08.004

By:

Koichiro Kamada;
Jouchi Nakajima

Publication type:

Article