Jouchi Nakajima

Jouchi Nakajima

This author no longer works for the BIS.

15 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
2015
Dynamic network signal processing using latent threshold models

by Jouchi Nakajima and M West

in Digital Signal Processing
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
2014
On the reliability of Japanese inflation expectations using purchasing power parity

by Jouchi Nakajima and K Kamada

in Economic Analysis and Policy
2013
Dynamic factor volatility modeling: a Bayesian latent threshold approach

by Jouchi Nakajima and M West

in Journal of Financial Econometrics
2013
Bayesian analysis of latent threshold dynamic models

by Jouchi Nakajima and M West

in Journal of Business and Economic Statistics
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
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
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
2011
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy

by Jouchi Nakajima, M Kasuya and T Watanabe

in Journal of the Japanese and International Economies