default author photo

Jouchi Nakajima

Bank for International Settlements (BIS) - Monetary and Economic Department

Visiting Senior Economist

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

328

TOTAL CITATIONS

2

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Effectiveness of Unconventional Monetary Policies in a Low Interest Rate Environment

BIS Working Paper No. 691
Number of pages: 37 Posted: 25 Jan 2018
Andrew J. Filardo and Jouchi Nakajima
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 328 (229,652)
Citation 1

Abstract:

Loading...

lending rate, quantitative easing, time-varying parameter VAR model, unconventional monetary policy

2.

Stochastic Volatility with Leverage: Fast Likelihood Inference

Nuffield College, Oxford Economics Working Paper No. 2004-W19
Posted: 07 Sep 2004
Yasuhiro Omori, Siddhartha Chib, Neil Shephard and Jouchi Nakajima
University of Tokyo, Washington University in St. Louis - John M. Olin Business School, Harvard University and Bank for International Settlements (BIS) - Monetary and Economic Department

Abstract:

Loading...

Leverage effect, Markov chain Monte Carlo, Mixture sampler, Stochastic volatility, Stock returns