Concepedia

Jouchi Nakajima

JN

Statistics

Publications

29

Citations

2K

H-Index

18

Active since

2004

Affiliations

Bank of Japan(Current)

Duke University

The University of Tokyo

Japan University of Economics

Bank for International Settlements

Jouchi Nakajima is an author at Bank of Japan specializing in economics, econometrics, and finance.

ORCID

Publications per year

2004–2020

29

Publications

29

Stochastic volatility with leverage: Fast and efficient likelihood inference

Yasuhiro Omori, Siddhartha Chib, Neil Shephard et al. · Journal of Econometrics · 2006 · 473 citations · Full text

, , +14

Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy

Jouchi Nakajima, Munehisa Kasuya, Toshiaki Watanabe · Journal of the Japanese and International Economies · 2011 · 298 citations

, , +16

Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications

Jouchi Nakajima · RePEc: Research Papers in Economics · 2011 · 278 citations

, , +17

Bayesian Analysis of Latent Threshold Dynamic Models

Jouchi Nakajima, Mike West · Journal of Business and Economic Statistics · 2012 · 159 citations · Full text

, , +17

Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si86.gif" display="inline" overflow="scroll"><mml:mi>t</mml:mi></mml:math>-distribution

Jouchi Nakajima, Yasuhiro Omori · Computational Statistics & Data Analysis · 2010 · 109 citations

, , +12

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