Jouchi Nakajima

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

Visiting Senior Economist

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

4

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121

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Rank 49,396

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Top 49,396

in Total Papers Citations

1

CROSSREF CITATIONS

8

Scholarly Papers (4)

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 108 (251,291)

Abstract:

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

2.

Steady-State Growth

Number of pages: 17 Posted: 24 Aug 2019 Last Revised: 04 Sep 2019
Emanuel Kohlscheen and Jouchi Nakajima
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 10 (582,200)

Abstract:

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economic growth; financial conditions; inflation; monetary policy; potential output; time-varying parameter VAR; trend growth

3.

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 (629,751)
Citation 1
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4.

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

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