Advanced Search
MyIDEAS: Login

Jun Nagayasu

Contents:

This is information that was supplied by Jun Nagayasu in registering through RePEc. If you are Jun Nagayasu , 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: Jun
Middle Name:
Last Name: Nagayasu
Suffix:

RePEc Short-ID: pna93

Email:
Homepage: https://sites.google.com/site/nagayasuj/home
Postal Address: University of Tsukuba Graduate School of Systems and Information Engineering 1-1-1 Tennodai, Tsukuba, Ibaraki, 305-8573 Japan
Phone:

Affiliation

Institute of Policy and Planning Sciences
University of Tsukuba
Location: Ibaraki, Japan
Homepage: http://www.sk.tsukuba.ac.jp/ipps/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:istsujp (more details at EDIRC)

Works

as in new window

Working papers

  1. Nagayasu, Jun, 2013. "Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model," MPRA Paper 45955, University Library of Munich, Germany.
  2. Nagayasu, Jun, 2013. "The Forward Premium Puzzle And The Euro," MPRA Paper 45746, University Library of Munich, Germany.
  3. Nagayasu, Jun, 2012. "The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries," MPRA Paper 36215, University Library of Munich, Germany.
  4. Nagayasu, Jun, 2012. "The Forward Premium Puzzle And Risk Premiums," MPRA Paper 42472, University Library of Munich, Germany.
  5. Nagayasu, Jun, 2012. "Regional inflation and industrial structure in monetary union," MPRA Paper 37310, University Library of Munich, Germany.
  6. Nagayasu, Jun, 2012. "Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods," MPRA Paper 41566, University Library of Munich, Germany.
  7. Nagayasu, Jun, 2011. "Regional deposits and demographic changes," MPRA Paper 31363, University Library of Munich, Germany.
  8. Nagayasu, Jun, 2011. "The threshold nonstationary panel data approach to forward premiums," MPRA Paper 34265, University Library of Munich, Germany.
  9. Nagayasu, Jun, 2011. "Financial Innovation and Regional Money," MPRA Paper 29194, University Library of Munich, Germany.
  10. Byrne, Joseph P & Nagayasu, Jun, 2011. "Common factors of the exchange risk premium in emerging European markets," MPRA Paper 31393, University Library of Munich, Germany.
  11. Nagayasu, Jun, 2010. "The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region," MPRA Paper 24549, University Library of Munich, Germany.
  12. Nagayasu, Jun, 2010. "Regional Inflation (Price) Behaviors: Heterogeneity and Convergence," MPRA Paper 25430, University Library of Munich, Germany.
  13. Nagayasu, Jun, 2010. "Macroeconomic Interdependence in East Asia," MPRA Paper 27129, University Library of Munich, Germany.
  14. Nagayasu, Jun, 2010. "Domestic Capital Mobility: A Panel Data Approach," MPRA Paper 27720, University Library of Munich, Germany.
  15. Nagayasu, Jun, 2010. "Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns," MPRA Paper 28391, University Library of Munich, Germany.
  16. Nagayasu, Jun, 2009. "Regional Inflation in China," MPRA Paper 24722, University Library of Munich, Germany.
  17. Joseph P. Byrne & Jun Nagayasu, 2008. "Common and idiosyncratic factors of the exchange risk premium in emerging European markets," Working Papers 2008_28, Business School - Economics, University of Glasgow.
  18. Joseph P. Byrne & Jun Nagayasu, 2008. "Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship," Working Papers 2008_29, Business School - Economics, University of Glasgow.
  19. Jun Nagayasu, 2003. "The Term Structure of Interest Rates and Monetary Policy During A Zero-Interest-Rate Period," IMF Working Papers 03/208, International Monetary Fund.
  20. Jun Nagayasu, 2003. "The Efficiency of the Japanese Equity Market," IMF Working Papers 03/142, International Monetary Fund.
  21. Jun Nagayasu, 2000. "Currency Crisis and Contagion - Evidence from Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand," IMF Working Papers 00/39, International Monetary Fund.
  22. Jun Nagayasu & E. Gelbard, 1999. "Determinants of Angola's Parallel Market Real Exchange Rate," IMF Working Papers 99/90, International Monetary Fund.
  23. Jun Nagayasu & Ronald MacDonald, 1999. "The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials - A Panel Study," IMF Working Papers 99/37, International Monetary Fund.
  24. Jun Nagayasu, 1998. "Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from Panel Co-Integration Study," IMF Working Papers 98/123, International Monetary Fund.
  25. Jun Nagayasu, 1998. "Japanese Effective Exchange Rates and Determinants-Prices, Real Interest Rates, and Actual and Optimal Current Accounts," IMF Working Papers 98/86, International Monetary Fund.

Articles

  1. Jun Nagayasu, 2013. "A dynamic factor approach to domestic capital mobility," Empirical Economics, Springer, vol. 44(2), pages 685-700, April.
  2. Jun Nagayasu, 2012. "Regional deposits and demographic changes," Applied Economics Letters, Taylor and Francis Journals, vol. 19(10), pages 939-942, July.
  3. Jun Nagayasu, 2012. "Financial innovation and regional money," Applied Economics, Taylor and Francis Journals, vol. 44(35), pages 4617-4629, December.
  4. Joseph P. Byrne & Jun Nagayasu, 2012. "Common Factors Of The Exchange Risk Premium In Emerging European Markets," Bulletin of Economic Research, Wiley Blackwell, vol. 64, pages s71-s85, December.
  5. Nagayasu, Jun, 2012. "The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries," Structural Change and Economic Dynamics, Elsevier, vol. 23(3), pages 256-263.
  6. Nagayasu, Jun, 2011. "Heterogeneity and convergence of regional inflation (prices)," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 711-723.
  7. Jun Nagayasu, 2011. "The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region," Review of International Economics, Wiley Blackwell, vol. 19(4), pages 750-762, 09.
  8. Byrne, Joseph P. & Nagayasu, Jun, 2010. "Structural breaks in the real exchange rate and real interest rate relationship," Global Finance Journal, Elsevier, vol. 21(2), pages 138-151.
  9. Nagayasu, Jun, 2010. "Macroeconomic interdependence in East Asia," Japan and the World Economy, Elsevier, vol. 22(4), pages 219-227, December.
  10. Nagayasu, Jun & Inakura, Noriko, 2009. "PPP: Further evidence from Japanese regional data," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 419-427, June.
  11. Nagayasu, Jun & Liu, Ying, 2008. "Relative Prices and Wages in China: Evidence from a Panel of Provincial Data," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 23, pages 183-203.
  12. Jun Nagayasu, 2008. "Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data," Applied Financial Economics, Taylor and Francis Journals, vol. 18(4), pages 295-307.
  13. Nagayasu, Jun, 2007. "Putting the dividend-price ratio under the microscope," Finance Research Letters, Elsevier, vol. 4(3), pages 186-195, September.
  14. Nagayasu, Jun, 2007. "Empirical analysis of the exchange rate channel in Japan," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 887-904, October.
  15. Nagayasu, Jun, 2004. "The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(2), pages 19-43, May.
  16. Nagayasu, Jun, 2004. "The effectiveness of Japanese foreign exchange interventions during 1991-2001," Economics Letters, Elsevier, vol. 84(3), pages 377-381, September.
  17. Nagayasu, Jun, 2003. "A re-examination of the Japanese money demand function and structural shifts," Journal of Policy Modeling, Elsevier, vol. 25(4), pages 359-375, June.
  18. Nagayasu, Jun, 2003. "Asymmetric effects of monetary indicators on the Japanese yen," Japan and the World Economy, Elsevier, vol. 15(2), pages 143-159, April.
  19. Nagayasu, Jun, 2002. "On the term structure of interest rates and inflation in Japan," Journal of Economics and Business, Elsevier, vol. 54(5), pages 505-523.
  20. Nagayasu, Jun, 2002. "Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study," Bulletin of Economic Research, Wiley Blackwell, vol. 54(2), pages 181-87, April.
  21. Nagayasu, Jun, 2001. "Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand," Journal of Asian Economics, Elsevier, vol. 12(4), pages 529-546.
  22. Ronald MacDonald & Jun Nagayasu, 2000. "The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study," IMF Staff Papers, Palgrave Macmillan, vol. 47(1), pages 5.
  23. MacDonald, Ronald & Nagayasu, Jun, 1998. "On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials," Journal of the Japanese and International Economies, Elsevier, vol. 12(1), pages 75-102, March.

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (1) 2011-06-18
  2. NEP-CBA: Central Banking (2) 2008-11-18 2010-10-02
  3. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  4. NEP-EEC: European Economics (2) 2011-06-18 2013-04-06
  5. NEP-FDG: Financial Development & Growth (1) 2012-10-06
  6. NEP-GEO: Economic Geography (3) 2010-10-02 2011-06-18 2012-03-21
  7. NEP-IFN: International Finance (8) 2008-11-18 2008-11-18 2010-08-28 2011-02-05 2011-06-18 2011-10-22 2012-10-06 2013-04-06. Author is listed
  8. NEP-MAC: Macroeconomics (4) 2010-09-11 2010-10-02 2011-01-03 2011-03-12
  9. NEP-MON: Monetary Economics (5) 2010-09-11 2010-10-02 2011-03-12 2012-03-21 2013-04-06. Author is listed
  10. NEP-OPM: Open Economy Macroeconomic (5) 2008-11-18 2008-11-18 2011-01-03 2011-06-18 2013-04-13. Author is listed
  11. NEP-SEA: South East Asia (3) 2010-08-28 2011-01-03 2011-02-05
  12. NEP-TRA: Transition Economics (1) 2010-09-11
  13. NEP-UPT: Utility Models & Prospect Theory (1) 2012-11-17

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Jun Nagayasu should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.