Jouchi Nakajima

2.1k total citations
37 papers, 1.1k citations indexed

About

Jouchi Nakajima is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Jouchi Nakajima has authored 37 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 20 papers in Economics and Econometrics and 19 papers in General Economics, Econometrics and Finance. Recurrent topics in Jouchi Nakajima's work include Monetary Policy and Economic Impact (19 papers), Financial Risk and Volatility Modeling (17 papers) and Market Dynamics and Volatility (10 papers). Jouchi Nakajima is often cited by papers focused on Monetary Policy and Economic Impact (19 papers), Financial Risk and Volatility Modeling (17 papers) and Market Dynamics and Volatility (10 papers). Jouchi Nakajima collaborates with scholars based in Japan, United States and Switzerland. Jouchi Nakajima's co-authors include Yasuhiro Omori, Munehisa Kasuya, Mike West, Toshiaki Watanabe, Neil Shephard, Siddhartha Chib, Takeshi Kimura, Knut Are Aastveit, Shin‐ichi Fukuda and Andrew Filardo and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Econometrics and Journal of Business and Economic Statistics.

In The Last Decade

Jouchi Nakajima

36 papers receiving 1.0k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Jouchi Nakajima Japan 15 663 530 350 143 132 37 1.1k
John M. Maheu Canada 19 980 1.5× 1.1k 2.1× 421 1.2× 162 1.1× 119 0.9× 49 1.4k
Andrea Carriero United Kingdom 19 995 1.5× 487 0.9× 999 2.9× 255 1.8× 115 0.9× 54 1.4k
Rodney W. Strachan Australia 16 584 0.9× 305 0.6× 555 1.6× 90 0.6× 122 0.9× 45 847
Raffaella Giacomini United Kingdom 16 981 1.5× 648 1.2× 859 2.5× 297 2.1× 161 1.2× 33 1.5k
Marta Bańbura Germany 10 927 1.4× 392 0.7× 939 2.7× 231 1.6× 108 0.8× 16 1.3k
Manabu Asai Japan 16 759 1.1× 749 1.4× 274 0.8× 97 0.7× 78 0.6× 70 997
Elena Andreou Cyprus 13 825 1.2× 696 1.3× 562 1.6× 162 1.1× 140 1.1× 38 1.2k
Ulrich K. Müller United States 20 767 1.2× 530 1.0× 734 2.1× 112 0.8× 448 3.4× 45 1.4k
Zacharias Psaradakis United Kingdom 18 894 1.3× 638 1.2× 678 1.9× 73 0.5× 107 0.8× 63 1.2k
Yiu‐Kuen Tse Singapore 13 1.1k 1.6× 1.1k 2.0× 429 1.2× 107 0.7× 92 0.7× 32 1.4k

Countries citing papers authored by Jouchi Nakajima

Since Specialization
Citations

This map shows the geographic impact of Jouchi Nakajima's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jouchi Nakajima with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jouchi Nakajima more than expected).

Fields of papers citing papers by Jouchi Nakajima

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jouchi Nakajima. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jouchi Nakajima. The network helps show where Jouchi Nakajima may publish in the future.

Co-authorship network of co-authors of Jouchi Nakajima

This figure shows the co-authorship network connecting the top 25 collaborators of Jouchi Nakajima. A scholar is included among the top collaborators of Jouchi Nakajima based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jouchi Nakajima. Jouchi Nakajima is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Yamamoto, Hiroki, et al.. (2024). Nonlinear input cost pass-through to consumer prices: a threshold approach. Applied Economics Letters. 33(4). 576–580. 1 indexed citations
2.
Watanabe, Toshiaki & Jouchi Nakajima. (2024). High-frequency realized stochastic volatility model. Journal of Empirical Finance. 79. 101559–101559.
3.
Nakajima, Jouchi. (2023). The impact of macroeconomic uncertainty on the relationship between financial volatility and real economic activity. Applied Economics. 56(47). 5591–5604. 1 indexed citations
4.
Kawamoto, Takuji, et al.. (2023). Estimating the macroeconomic effects of Japan’s expansionary monetary policy under Quantitative and Qualitative Monetary Easing during 2013–2020. Economic Analysis and Policy. 78. 208–224. 5 indexed citations
5.
Harrison, Michael R., et al.. (2022). An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. Journal of International Financial Markets Institutions and Money. 83. 101717–101717. 3 indexed citations
6.
Nakajima, Jouchi. (2020). The role of household debt heterogeneity on consumption: Evidence from Japanese household data. Economic Analysis and Policy. 65. 186–197. 11 indexed citations
7.
Aastveit, Knut Are, et al.. (2019). Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. Journal of the American Statistical Association. 115(531). 1092–1110. 33 indexed citations
8.
Filardo, Andrew & Jouchi Nakajima. (2018). Effectiveness of unconventional monetary policies in a low interest rate environment. SSRN Electronic Journal. 6 indexed citations
9.
Nakajima, Jouchi, et al.. (2018). Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model. Economic Analysis and Policy. 59. 69–83. 8 indexed citations
10.
Fukuda, Shin‐ichi, Munehisa Kasuya, & Jouchi Nakajima. (2018). The role of corporate governance in Japanese unlisted companies. Japan and the World Economy. 47. 27–39. 13 indexed citations
11.
Nakajima, Jouchi, et al.. (2016). Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes. Journal of Applied Statistics. 44(7). 1248–1268. 7 indexed citations
12.
Nakajima, Jouchi, et al.. (2014). Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models. International Journal of Forecasting. 30(4). 963–980. 40 indexed citations
13.
Nakajima, Jouchi & Mike West. (2012). Bayesian Analysis of Latent Threshold Dynamic Models. Journal of Business and Economic Statistics. 31(2). 151–164. 88 indexed citations
14.
Nakajima, Jouchi. (2011). Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach. The B E Journal of Macroeconomics. 11(1). 37 indexed citations
15.
Miura, Shiroh, Jouchi Nakajima, Kunihiko Nagasato, et al.. (2011). Anhedonia in Japanese patients with Parkinson's disease: Analysis using the Snaith–Hamilton Pleasure Scale. Clinical Neurology and Neurosurgery. 114(4). 352–355. 19 indexed citations
16.
17.
Nakajima, Jouchi, et al.. (2011). Generalized extreme value distribution with time-dependence using the AR and MA models in state space form. Computational Statistics & Data Analysis. 56(11). 3241–3259. 2 indexed citations
18.
Nakajima, Jouchi & Yasuhiro Omori. (2008). Leverage, heavy-tails and correlated jumps in stochastic volatility models. Computational Statistics & Data Analysis. 53(6). 2335–2353. 66 indexed citations
19.
Nakajima, Jouchi & Yasuhiro Omori. (2007). Leverage, heavy-tails and correlated jumps in stochastic volatility models. RePEc: Research Papers in Economics. 1 indexed citations
20.
Omori, Yasuhiro, Siddhartha Chib, Neil Shephard, & Jouchi Nakajima. (2004). Stochastic Volatility with Leverage: Fast Likelihood Inference. Oxford University Research Archive (ORA) (University of Oxford). 11 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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