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Jouchi Nakajima

Observed names: JOUCHI NAKAJIMA, Jouchi Nakajima Y, NAKAJIMA, Jouchi, Nakajima, Jouchi
Observed institutions: Hitotsubashi University, Duke University, Institute of Economic Research, Hitotsubashi University, Bank of Japan, Bank for International Settlements, The University of Tokyo
ORCID: 0000-0002-8830-9138
Observed ORCID: 0000-0002-8830-9138
OpenAlex ID: A5032237355
Stochastic volatility with leverage: Fast and efficient likelihood inference
2006 · Yasuhiro Omori, Siddhartha Chib, et al. · Journal of Econometrics · 464
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Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
2011 · Jouchi Nakajima · RePEc: Research Papers in Economics · 395
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy
2011 · Jouchi Nakajima, Munehisa Kasuya, et al. · Journal of the Japanese and International Economies · 318
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Bayesian Analysis of Latent Threshold Dynamic Models
2012 · Jouchi Nakajima, Mike West · Journal of Business and Economic Statistics · 151
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t -distribution
2010 · Jouchi Nakajima, Yasuhiro Omori · Computational Statistics & Data Analysis · 109
Leverage, heavy-tails and correlated jumps in stochastic volatility models
2008 · Jouchi Nakajima, Yasuhiro Omori · Computational Statistics & Data Analysis · 96
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
2019 · Kenichiro McAlinn, Knut Are Aastveit, et al. · Journal of the American Statistical Association · 72
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Identifying conventional and unconventional monetary policy shocks: a latent threshold approach
2015 · Takeshi Kimura, Jouchi Nakajima · The B E Journal of Macroeconomics · 65
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
2014 · Xiaocong Zhou, Jouchi Nakajima, et al. · International Journal of Forecasting · 65
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach
2011 · Jouchi Nakajima · The B E Journal of Macroeconomics · 50
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Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
2011 · Jouchi Nakajima, Tsuyoshi Kunihama, et al. · Computational Statistics & Data Analysis · 39
Identifying oil price shocks and their consequences: The role of expectations in the crude oil market
2020 · Takuji Fueki, Jouchi Nakajima, et al. · International Finance · 36
Dynamic network signal processing using latent threshold models
2015 · Jouchi Nakajima, Mike West · Digital Signal Processing · 25
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The role of household debt heterogeneity on consumption: Evidence from Japanese household data
2020 · Jouchi Nakajima · Economic Analysis and Policy · 24
Bayesian analysis of multivariate stochastic volatility with skew return distribution
2014 · Jouchi Nakajima · Econometric Reviews · 24
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Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model
2015 · Kei Imakubo, Jouchi Nakajima · RePEc: Research Papers in Economics · 21
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress
2006 · Shin-Ichi Fukuda, Munehisa Kasuya, et al. · Journal of the Asia Pacific Economy · 21
Bayesian Analysis of Generalized Autoregressive Conditional Heteroskedasticity and Stochastic Volatility: Modeling Leverage, Jumps and Heavy-tails for Financial Time Series*
2011 · JOUCHI NAKAJIMA · Japanese Economic Review · 20
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The natural yield curve: its concept and measurement
2017 · Kei Imakubo, Haruki Kojima, et al. · Empirical Economics · 18
The role of corporate governance in Japanese unlisted companies
2018 · Shin-ichi Fukuda, Munehisa Kasuya, et al. · Japan and the World Economy · 17
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Stochastic Volatility with Leverage: Fast Likelihood Inference
2004 · Yasuhiro Omori, Siddhartha Chib, et al. · Oxford University Research Archive (ORA) (University of Oxford) · 17
Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model
2018 · Sohei Kaihatsu, Jouchi Nakajima · Economic Analysis and Policy · 16
Dynamics & sparsity in latent threshold factor models: A study in multivariate EEG signal processing
2017 · Jouchi Nakajima, Mike West · Brazilian Journal of Probability and Statistics · 16
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Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns
2013 · Jouchi Nakajima · Studies in Nonlinear Dynamics and Econometrics · 16
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy
2011 · Jouchi Nakajima, Toshiaki Watanabe · RePEc: Research Papers in Economics · 15
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Works count: 91
Citation count: 2,281
H-index: 18
I10-index: 31
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