Information about:
Daisuke Nagakura

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://www7b.biglobe.ne.jp/~dnagakura/index.html
Postal Address:
Phone:

Affiliation

• Institute for Monetary and Economic Studies
  Bank of Japan

  Location: Tokyo, Japan
  Homepage: http://www.imes.boj.or.jp/
  Email:
  Phone: +81-3-3279-111
  Fax: +81-3-3510-1265
  Postal: 2-1-1 Nihonbashi, Hongoku-cho, Chuo-ku, Tokyo 103
  Handle: RePEc:edi:imegvjp (registered authors at this institution)

Working papers

1. 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. [Downloadable!]
   Other versions:
   • Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," IMES Discussion Paper Series 09-E-11, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]

2. 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. [Downloadable!]

3. Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-9, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]

4. 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. [Downloadable!]

5. 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-020, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]

1. 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. [Downloadable!] (restricted)

2. Daisuke Nagakura, 2008. "A note on the relationship between the information matrx test and a score test for parameter constancy," Economics Bulletin, Economics Bulletin, vol. 3(5), pages 1-7. [Downloadable!]

3. Nagakura, Daisuke, 2008. "A note on the two assumptions of standard unobserved components models," Economics Letters, Elsevier, vol. 100(1), pages 123-125, July. [Downloadable!] (restricted)

4. Daisuke Nagakura, 2004. "A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model," Economics Bulletin, Economics Bulletin, vol. 3(40), pages 1-7. [Downloadable!]

1. NEP-BEC: Business Economics (1) 2008-10-28
2. NEP-CBA: Central Banking (1) 2008-10-28
3. NEP-ECM: Econometrics (5) 2007-05-12 2008-08-06 2008-10-28 2009-03-28 2009-04-25 Author is listed
4. NEP-ETS: Econometric Time Series (3) 2008-10-28 2009-03-28 2009-04-25 Author is listed
5. NEP-IFN: International Finance (1) 2008-08-06
6. NEP-MAC: Macroeconomics (2) 2007-05-12 2008-10-28 Author is listed
7. NEP-MST: Market Microstructure (3) 2008-08-06 2009-03-28 2009-04-25 Author is listed
8. NEP-RMG: Risk Management (1) 2008-08-06

This page was last updated on 2009-11-26.