Jouchi Nakajima
This author no longer works for the BIS.
16 items
| 2016 |
Identifying conventional and unconventional monetary policy shocks: a latent threshold approach
by Jouchi Nakajima and T Kimura in The B.E. Journal of Macroeconomics
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| 2015 |
Dynamic network signal processing using latent threshold models
by Jouchi Nakajima and M West in Digital Signal Processing
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| 2014 |
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
by Jouchi Nakajima, M West and X Zhou in International Journal of Forecasting
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| 2014 |
On the reliability of Japanese inflation expectations using purchasing power parity
by Jouchi Nakajima and K Kamada in Economic Analysis and Policy
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| 2013 |
Dynamic factor volatility modeling: a Bayesian latent threshold approach
by Jouchi Nakajima and M West in Journal of Financial Econometrics
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| Forthcoming |
Steady-state growth
by Emanuel Kohlscheen and Jouchi Nakajima in International Finance
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| 2013 |
Bayesian analysis of latent threshold dynamic models
by Jouchi Nakajima and M West in Journal of Business and Economic Statistics
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| 2013 |
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns
by Jouchi Nakajima in Studies in Nonlinear Dynamics and Econometrics
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| 2012 |
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
by Jouchi Nakajima, S Fruhwirth-Schnatter, T Kunihama and Y Omori in Computational Statistics and Data Analysis
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| 2012 |
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution
by Jouchi Nakajima and Y Omori in Computational Statistics and Data Analysis
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