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Daisuke Nagakura

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This is information that was supplied by Daisuke Nagakura in registering through RePEc. If you are Daisuke Nagakura , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Daisuke
Middle Name:
Last Name: Nagakura
Suffix:

RePEc Short-ID: pna148

Email: [This author has chosen not to make the email address public]
Homepage: http://web.keio.jp/~nagakura/index.html
Postal Address:
Phone:

Affiliation

Faculty of Economics
Keio University
Location: Tokyo, Japan
Homepage: http://www.econ.keio.ac.jp/
Email:
Phone: 81-3-3453-4511
Fax:
Postal: 2-15-45, Mita, Minato-ku, Tokyo 108-8345
Handle: RePEc:edi:fekeijp (more details at EDIRC)

Works

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Working papers

  1. Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Finance Working Papers 23399, East Asian Bureau of Economic Research.
  2. Ippei Fujiwara & Lena Mareen Körber & Daisuke Nagakura, 2011. "How much asymmetry is there in bond returns and exchange rates?," Globalization and Monetary Policy Institute Working Paper 93, Federal Reserve Bank of Dallas.
  3. Daisuke Nagakura & Toshiaki Watanabe, 2010. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd09-115, Institute of Economic Research, Hitotsubashi University.
  4. Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," Global COE Hi-Stat Discussion Paper Series gd09-055, Institute of Economic Research, Hitotsubashi University.
  5. Daisuke Nagakura, 2009. "Inconsistency of a Unit Root Test against Stochastic Unit Root Processes," IMES Discussion Paper Series 09-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
  6. Daisuke Nagakura, 2008. "How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models," IMES Discussion Paper Series 08-E-24, Institute for Monetary and Economic Studies, Bank of Japan.
  7. Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
  8. Daisuke Nagakura & Eric Zivot, 2007. "Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP," Working Papers UWEC-2007-07, University of Washington, Department of Economics.
  9. Daisuke Nagakura, 2007. "Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process," IMES Discussion Paper Series 07-E-20, Institute for Monetary and Economic Studies, Bank of Japan.
    RePEc:csg:ajrcwp:1301 is not listed on IDEAS

Articles

  1. Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke, 2013. "Asymmetry in government bond returns," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3218-3226.
  2. Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012. "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, vol. 169(2), pages 301-309.
  3. Nagakura, Daisuke, 2009. "Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process," Statistics & Probability Letters, Elsevier, vol. 79(24), pages 2476-2483, December.
  4. Daisuke Nagakura & Masahito Kobayashi, 2009. "Testing The Sequential Logit Model Against The Nested Logit Model," The Japanese Economic Review, Japanese Economic Association, vol. 60(3), pages 345-361.
  5. Nagakura, Daisuke, 2008. "A note on the two assumptions of standard unobserved components models," Economics Letters, Elsevier, vol. 100(1), pages 123-125, July.
  6. Daisuke Nagakura, 2008. "A note on the relationship between the information matrx test and a score test for parameter constancy," Economics Bulletin, AccessEcon, vol. 3(5), pages 1-7.
  7. Daisuke Nagakura, 2004. "A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model," Economics Bulletin, AccessEcon, vol. 3(40), pages 1-7.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-10-28
  2. NEP-CBA: Central Banking (2) 2008-10-28 2011-05-24
  3. NEP-ECM: Econometrics (6) 2007-05-12 2008-10-28 2009-03-28 2009-04-25 2009-12-11 2010-03-13. Author is listed
  4. NEP-ETS: Econometric Time Series (7) 2008-10-28 2009-03-28 2009-04-25 2009-12-11 2010-03-13 2011-05-24 2011-10-09. Author is listed
  5. NEP-FMK: Financial Markets (2) 2013-04-13 2013-05-24
  6. NEP-FOR: Forecasting (2) 2010-04-11 2013-05-24
  7. NEP-MAC: Macroeconomics (3) 2007-05-12 2008-10-28 2011-05-24. Author is listed
  8. NEP-MST: Market Microstructure (4) 2009-03-28 2009-04-25 2010-03-13 2011-10-09. Author is listed

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