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Central bank balance sheets and long-term interest rates : Revisiting Japan's unconventional monetary policy experience

Central bank balance sheets and long-term interest rates : Revisiting Japan's unconventional monetary policy experience
Digital文書・図像類
NAKAJIMA, JouchiInstitute of Economic Research, Hitotsubashi University2024-11
Available onlineOther Libraries in Japan
  • Author HeadingNAKAJIMA, Jouchi

Estimating trend inflation in a regime-switching Phillips curve

Estimating trend inflation in a regime-switching Phillips curve
Digital文書・図像類
NAKAJIMA, JouchiInstitute of Economic Research, Hitotsubashi University2023-12
Available onlineOther Libraries in Japan
  • Author HeadingNAKAJIMA, Jouchi

Estimation of firms' inflation expectations using the survey DI

Estimation of firms' inflation expectations using the survey DI
Digital文書・図像類
NAKAJIMA, JouchiInstitute of Economic Research, Hitotsubashi University2023-12
Available onlineOther Libraries in Japan
  • Author HeadingNAKAJIMA, Jouchi

On the estimation of the natural yield curve

On the estimation of the natural yield curve
Digital文書・図像類
NAKAJIMA, Jouchi, SUDO, Nao, HOGEN, Yoshihiko, TAKIZUKA, YasutakaInstitute of Economic Research, Hitotsubashi University2023-12
Available onlineOther Libraries in Japan
  • Author HeadingNAKAJIMA, Jouchi SUDO, Nao HOGEN, Yoshihiko TA...

Macroeconomic uncertainty matters: A nonlinear effect of financial volatility on real economic activity

Macroeconomic uncertainty matters: A nonlinear effect of financial volatility on real economic activity
Digital文書・図像類
Nakajima, JouchiHitotsubashi Institute for Advanced Study, Hitotsubashi University2022-06
Available onlineOther Libraries in Japan
  • Author HeadingNakajima, Jouchi

Estimation of firms' inflation expectations using the survey DI

Estimation of firms' inflation expectations using the survey DI
Digital文書・図像類
中島, 上智Hitotsubashi Institute for Advanced Study, Hitotsubashi University2023-07
Available onlineOther Libraries in Japan

High-frequency realized stochastic volatility model

High-frequency realized stochastic volatility model
Digital文書・図像類
Watanabe, Toshiaki, Nakajima, JouchiHitotsubashi Institute for Advanced Study, Hitotsubashi University2023-01
Available onlineOther Libraries in Japan
  • Author HeadingWatanabe, Toshiaki Nakajima, Jouchi

An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion

An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion
Digital文書・図像類
Harrison, Michael, Nakajima, Jouchi, Shabani, MimozaHitotsubashi Institute for Advanced Study, Hitotsubashi University2022-04
Available onlineOther Libraries in Japan
  • Author HeadingHarrison, Michael Nakajima, Jouchi Shabani, Mimoza

Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution

Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution
Paper文書・図像類
Nakajima, Jouchi, Omori, Yasuhiro日本経済国際共同センター2010-04Discussion paper series. CIRJE-FCIRJE-F-738
Other Libraries in Japan
  • Author HeadingNakajima, Jouchi Omori, Yasuhiro

Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form

Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form
Paper文書・図像類
Nakajima, Jouchi, Kunihama, Tsuyoshi, Omori, Yasuhiro, Frühwirth-Schnatter, Sylvia日本経済国際共同センター2011-01Discussion paper series. CIRJE-FCIRJE-F-782
Other Libraries in Japan
  • Author HeadingNakajima, Jouchi Kunihama, Tsuyoshi Omori, Yas...

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy
Digital文書・図像類
Nakajima, Jouchi, 渡部, 敏明Institute of Economic Research, Hitotsubashi University2011-07
Available onlineOther Libraries in Japan
  • Author HeadingNakajima, Jouchi 渡部, 敏明

Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution

Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution
Digital文書・図像類
中島, 上智, 大森, 裕浩Institute of Economic Research, Hitotsubashi University2010-03
Available onlineOther Libraries in Japan

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
Digital文書・図像類
中島, 上智, 粕谷, 宗久, 渡部, 敏明Institute of Economic Research, Hitotsubashi University2009-05
Available onlineOther Libraries in Japan

Leverage, heavy-tails and correlated jumps in stochastic volatility models

Leverage, heavy-tails and correlated jumps in stochastic volatility models
Paper文書・図像類
Nakajima, Jouchi, Omori, Yasuhiro日本経済国際共同センター2007-09Discussion paper series. CIRJE-FCIRJE-F-514
Other Libraries in Japan
  • Author HeadingNakajima, Jouchi Omori, Yasuhiro

Bank Health and Investment : An Analysis of Unlisted Companies in Japan

Bank Health and Investment : An Analysis of Unlisted Companies in Japan
Paper文書・図像類
Fukuda, Shin-ichi, Kasuya, Munehisa, Nakajima, Jouchi日本経済国際共同センター2005-03Discussion paper series. CIRJE-FCIRJE-F-330
Other Libraries in Japan
  • Author HeadingFukuda, Shin-ichi Kasuya, Munehisa Nakajima, Jouchi

How well do the sticky price models explain the disaggregated responses to aggregate technology and monetary policy shocks?

How well do the sticky price models explain the disaggregated responses to aggregate technology and monetary policy shocks?
Paper図書
Jouchi Nakajima, Nao Sudo, and Takayuki TsurugaInstitute for Monetary and Economic Studies, Bank of Japan2010
Other Libraries in Japan
  • Author HeadingNakajima, Jouchi Sudo, Nao Tsuruga, Takayuki 日...

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

Deteriorating Bank Health and Lending in Japan : Evidence from Unlisted Companies Undergoing Financial Distress
Paper文書・図像類
Fukuda, Shin-ichi, Kasuya, Munehisa, Nakajima, Jouchi日本経済国際共同センター2005-09Discussion paper series. CIRJE-FCIRJE-F-364
Other Libraries in Japan
  • Author HeadingFukuda, Shin-ichi Kasuya, Munehisa Nakajima, Jouchi

Stochastic volatility with leverage : fast and efficient likelihood inference

Stochastic volatility with leverage : fast and efficient likelihood inference
Paper文書・図像類
Omori, Yasuhiro, Siddhartha, Chib, Neil, Shephard, Nakajima, Jouchi日本経済国際共同センター2004-08Discussion paper series. CIRJE-F2004-CF-297
Other Libraries in Japan
  • Author HeadingOmori, Yasuhiro Siddhartha, Chib Neil, Shephard Nakajima, Jouchi

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