Jouchi Nakajima
Economics and Econometrics · 2007–2011
A researcher in the Science corpus: 3 papers; trusts 24 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 24 citations into it
- Finance — 16 citations into it; #8,004 of 10,518 by trust here, #3,517 by citations
- Statistics and Probability — 12 citations into it; #10,081 of 12,932 by trust here, #4,371 by citations
- Artificial Intelligence — 9 citations into it
Whom Jouchi Nakajima trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Siddhartha Chib
- N. Shephard
- J. Durbin
- Timothy Cogley
- Giorgio E. Primiceri
- Dani Gamerman
- S. J. Koopman
- Thomas J. Sargent
- Yashuhiro Omori
- Antonello D’Agostino
Who trusts Jouchi Nakajima overall
- Stavros Degiannakis *
- Lu Liu
- Fenghua Wen
- George Filis
- En-Ze Wang
- Jihong Xiao
- Sofia Panagiotakopoulou
- Chien‐Chiang Lee
- Ikram Jebabli
- Xu Gong
Papers from Jouchi Nakajima's perspective
Ordered by how strongly the researchers Jouchi Nakajima trusts endorse each paper. Same corpus, a different order for every researcher.
- Time Series Analysis by State Space Methods
- A simple and efficient simulation smoother for state space time series analysis
- Filtering via Simulation: Auxiliary Particle Filters
- Time Varying Structural Vector Autoregressions and Monetary Policy
- Markov chain Monte Carlo methods for stochastic volatility models
- Marginal Likelihood From the Metropolis–Hastings Output
- MCMC Analysis of Diffusion Models With Application to Finance
- Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
- Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
- Time-Changed Levy Processes and Option Pricing ⁄
Their papers
- Stochastic volatility with leverage: Fast and efficient likelihood inference (2007) — 486 citations
- Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications (2011) — 559 citations
- Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy (2011) — 296 citations