Jouchi Nakajima

发表

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

Mike West, Kenichiro McAlinn, Knut Are Aastveit, 2017, Journal of the American Statistical Association.

Dynamic network signal processing using latent threshold models

Mike West, Jouchi Nakajima, M. West, 2015, Digit. Signal Process..

Stochastic Volatility with Leverage: Fast Likelihood Inference

Siddhartha Chib, Yasuhiro Omori, Neil Shephard, 2004 .

Leverage, heavy-tails and correlated jumps in stochastic volatility models

Yasuhiro Omori, Jouchi Nakajima, Yasuhiro Omori, 2007, Comput. Stat. Data Anal..

Dynamics and sparsity in latent threshold factor models: A study in multivariate EEG signal processing

Mike West, Jouchi Nakajima, M. West, 2016, 1606.08292.

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

Michael A. West, Kenichiro McAlinn, Knut Are Aastveit, 2017 .

Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution

Yasuhiro Omori, Jouchi Nakajima, Yasuhiro Omori, 2012, Comput. Stat. Data Anal..

Generalized extreme value distribution with time-dependence using the AR and MA models in state space form

Tsuyoshi Kunihama, Yasuhiro Omori, Jouchi Nakajima, 2012, Comput. Stat. Data Anal..

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

Jouchi Nakajima, Munehisa Kasuya, Toshiaki Watanabe, 2011 .

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

Jouchi Nakajima, Jouchi Nakajima, 2011 .

Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes

Tsuyoshi Kunihama, Yasuhiro Omori, Jouchi Nakajima, 2015 .

Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress

Jouchi Nakajima, Munehisa Kasuya, Shin-Ichi Fukuda, 2005 .