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person:"Paolella, Marc S."
subject:"Japan"
~language:"eng"
~person:"Nakajima, Jouchi"
~subject:"Stochastischer Prozess"
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Japan
Stochastischer Prozess
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44
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Paolella, Marc S.
Nakajima, Jouchi
McAleer, Michael
41
Gil-Alaña, Luis A.
29
Caporale, Guglielmo Maria
27
Asai, Manabu
22
Chinn, Menzie David
22
Hamori, Shigeyuki
19
Bollerslev, Tim
17
Chan, Joshua
17
Mumtaz, Haroon
17
Todorov, Viktor
17
Okubo, Toshihiro
15
Schrimpf, Andreas
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Bernhofen, Daniel M.
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Ogawa, Kazuo
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Raff, Horst
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Ryan, Michael
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Tauchen, George Eugene
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Bernard, Andrew B.
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Bos, Charles S.
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Chang, Tsangyao
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Cheung, Yin-Wong
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Dekle, Robert
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Diebold, Francis X.
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Pesaran, M. Hashem
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Rodriguez, Gabriel
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Herwartz, Helmut
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Horioka, Charles
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Inui, Tomohiko
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Koopman, Siem Jan
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Mittnik, Stefan
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Miyagawa, Tsutomu
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Su, Chi-Wei
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Tomiura, Eiichi
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Watanabe, Tsutomu
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10
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1
Bayesian analysis of multivariate stochastic volatility with skew return distribution
Nakajima, Jouchi
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 546-562
Persistent link: https://www.econbiz.de/10011795262
Saved in:
2
Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications
Nakajima, Jouchi
-
2011
Persistent link: https://www.econbiz.de/10008937530
Saved in:
3
Monetary policy transmission under zero interest rates : an extended time-varying parameter vector autoregression approach
Nakajima, Jouchi
-
2011
Persistent link: https://www.econbiz.de/10008937534
Saved in:
4
Identifying conventional and unconventional monetary policy shocks : a latent threshold approach
Kimura, Takeshi
;
Nakajima, Jouchi
- In:
The B.E. journal of macroeconomics
16
(
2016
)
1
,
pp. 277-300
Persistent link: https://www.econbiz.de/10011508988
Saved in:
5
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
6
On the reliability of Japanese inflation expectations using purchasing power parity
Kamada, Koichiro
;
Nakajima, Jouchi
- In:
Economic analysis and policy : EAP ; journal of the …
44
(
2014
)
3
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011481971
Saved in:
7
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
Saved in:
8
Monetary policy transmission under zero interest rates : an extended time-varying parameter vector autoregression approach
Nakajima, Jouchi
- In:
The B.E. journal of macroeconomics
11
(
2011
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009578442
Saved in:
9
Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications
Nakajima, Jouchi
- In:
Monetary and economic studies
29
(
2011
),
pp. 107-142
Persistent link: https://www.econbiz.de/10009385289
Saved in:
10
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
-
2003
Persistent link: https://www.econbiz.de/10001788591
Saved in:
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