Jouchi Nakajima
Biographic Data
| ID | 6681270 |
|---|---|
| NAME | Jouchi Nakajima |
| GIVEN NAMES | Jouchi |
| FAMILY NAME | Nakajima |
| SIGNATURE | NAKAJIMA J |
| AFFILIATIONS | Bank of Japan |
| ORCID | 0000-0002-8830-9138 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2006 |
| LATEST PUBLICATION YEAR | 2013 |
| H-INDEX | 0 |
Bayesian Analysis of Latent Threshold Dynamic Models
We describe a general approach to dynamic sparsity modelling in time series and state-space models. Time-varying parameters are linked to latent processes that are thresholded to induce zero values adaptively, providing dynamic variable inclusion/selection. We discuss Bayesian model estimation and prediction in dynamic regressions, time-varying vector autoregressions and multivariate volatility models using latent thresholding. Substantive exampl…
Deteriorating Bank Health and Lending in Japan
When a borrower faces a hold-up problem, deteriorating bank health might reduce a borrower's credit availability. However, a bank with an impaired balance-sheet might attempt to ‘gamble for resurrection’ and hence might increase risky lending to zombie firms. The purpose of this paper is to investigate what impacts weakened financial conditions of banks had on loans outstanding to medium size firms in Japan. Estimating lending functions, we exami…
No prominent works on this page.
Deteriorating Bank Health and Lending in Japan
When a borrower faces a hold-up problem, deteriorating bank health might reduce a borrower's credit availability. However, a bank with an impaired balance-sheet might attempt to ‘gamble for resurrection’ and hence might increase risky lending to zombie firms. The purpose of this paper is to investigate what impacts weakened financial conditions of banks had on loans outstanding to medium size firms in Japan. Estimating lending functions, we exami…
Bayesian Analysis of Latent Threshold Dynamic Models
We describe a general approach to dynamic sparsity modelling in time series and state-space models. Time-varying parameters are linked to latent processes that are thresholded to induce zero values adaptively, providing dynamic variable inclusion/selection. We discuss Bayesian model estimation and prediction in dynamic regressions, time-varying vector autoregressions and multivariate volatility models using latent thresholding. Substantive exampl…
Artificial Intelligence (1 work) · Banking stability, regulation, efficiency (1 work) · Bayesian probability (1 work) · Business (1 work) · Computer Science (1 work) · Corporate Finance and Governance (1 work) · Corporate Insolvency and Governance (1 work) · Distress (1 work) · Econometrics (1 work) · Economics (1 work)