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Nakajima, Jouchi
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Omori, Yasuhiro
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Kaihatsu, Sohei
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Kunihama, Tsuyoshi
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Teranishi, Yuki
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1
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
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2
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
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3
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
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4
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:
5
The evolution of loan rate stickiness across the euro area
Nakajima, Jouchi
;
Teranishi, Yuki
-
2009
Persistent link: https://www.econbiz.de/10003822407
Saved in:
6
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:
7
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:
8
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:
9
Has trend inflation shifted? : an empirical analysis with a regime-switching model
Kaihatsu, Sohei
;
Nakajima, Jouchi
-
2015
Persistent link: https://www.econbiz.de/10012178030
Saved in:
10
Estimating trend inflation in a regime-switching Phillips curve
Nakajima, Jouchi
-
2023
Persistent link: https://www.econbiz.de/10014448472
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