Jouchi Nakajima

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

Visiting Senior Economist

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

120

SSRN CITATIONS
Rank 48,714

SSRN RANKINGS

Top 48,714

in Total Papers Citations

3

CROSSREF CITATIONS

8

Scholarly Papers (3)

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 117 (253,798)

Abstract:

Loading...

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

2.

Bayesian Analysis of Generalized Autoregressive Conditional Heteroskedasticity and Stochastic Volatility: Modeling Leverage, Jumps and Heavy‐Tails for Financial Time Series

Japanese Economic Review, Vol. 63, Issue 1, pp. 81-103, 2012
Number of pages: 23 Posted: 20 Feb 2012
Jouchi Nakajima
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 3 (670,771)
Citation 3
  • Add to Cart

Abstract:

Loading...

3.

Stochastic Volatility with Leverage: Fast Likelihood Inference

Nuffield College, Oxford Economics Working Paper No. 2004-W19
Posted: 07 Sep 2004
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