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Daisuke Nagakura


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Personal Details

First Name: Daisuke
Middle Name:
Last Name: Nagakura

RePEc Short-ID: pna148

Email: [This author has chosen not to make the email address public]
Postal Address:


Faculty of Economics
Keio University
Location: Tokyo, Japan
Phone: 81-3-3453-4511
Postal: 2-15-45, Mita, Minato-ku, Tokyo 108-8345
Handle: RePEc:edi:fekeijp (more details at EDIRC)


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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


  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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