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~person:"Nakajima, Jouchi"
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Nakajima, Jouchi
Koopman, Siem Jan
49
Dijk, Herman K. van
45
Joshi, Mark S.
42
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38
Tsionas, Efthymios G.
34
Reed, W. Robert
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Ravazzolo, Francesco
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1
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:
2
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:
3
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew student's t-distribution
Nakajima, Jouchi
;
Omori, Yasuhiro
-
2010
Persistent link: https://www.econbiz.de/10003940764
Saved in:
4
Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
Saved in:
5
Bayesian analysis of generalized autoregressive conditional heteroskedasticity and stochastic volatility : modeling leverage, jumps and heavy-tails for financial time series
Nakajima, Jouchi
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
1
,
pp. 81-103
Persistent link: https://www.econbiz.de/10009564869
Saved in:
6
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:
7
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
Nakajima, Jouchi
;
Kunihama, Tsuyoshi
;
Omori, Yasuhiro
; …
-
2009
Persistent link: https://www.econbiz.de/10003908068
Saved in:
8
The evolution of loan rate stickiness across the euro area
Nakajima, Jouchi
;
Teranishi, Yuki
-
2009
Persistent link: https://www.econbiz.de/10003822407
Saved in:
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