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Jun Nagayasu

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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:
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Fax:
Postal:
Handle: RePEc:edi:istsujp (more details at EDIRC)

Works

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Working papers

  1. Alberto Montagnoli & Jun Nagaysu, 2013. "An investigation of housing affordability in the UK regions," Working Papers 1316, University of Strathclyde Business School, Department of Economics.
  2. Ronald MacDonald & Jun Nagayasu, 2013. "Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate," Working Papers 1321, University of Strathclyde Business School, Department of Economics.
  3. Jun Nagayasu, 2013. "Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model," Working Papers 1318, University of Strathclyde Business School, Department of Economics.
  4. Alberto Montagnoli & Jun Nagayasu, 2013. "UK house prices: convergence clubs and spillovers," Working Papers 1322, University of Strathclyde Business School, Department of Economics.
  5. Nagayasu, Jun, 2013. "The Forward Premium Puzzle And The Euro," MPRA Paper 45746, University Library of Munich, Germany.
  6. Nagayasu, Jun, 2013. "Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model," MPRA Paper 45955, University Library of Munich, Germany.
  7. Nagayasu, Jun, 2012. "Regional inflation and industrial structure in monetary union," MPRA Paper 37310, University Library of Munich, Germany.
  8. 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.
  9. Nagayasu, Jun, 2012. "The Forward Premium Puzzle And Risk Premiums," MPRA Paper 42472, University Library of Munich, Germany.
  10. 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.
  11. Nagayasu, Jun, 2011. "Regional deposits and demographic changes," MPRA Paper 31363, University Library of Munich, Germany.
  12. 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.
  13. Nagayasu, Jun, 2011. "Financial Innovation and Regional Money," MPRA Paper 29194, University Library of Munich, Germany.
  14. Nagayasu, Jun, 2011. "The threshold nonstationary panel data approach to forward premiums," MPRA Paper 34265, University Library of Munich, Germany.
  15. Nagayasu, Jun, 2010. "Macroeconomic Interdependence in East Asia," MPRA Paper 27129, University Library of Munich, Germany.
  16. Nagayasu, Jun, 2010. "Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns," MPRA Paper 28391, University Library of Munich, Germany.
  17. Nagayasu, Jun, 2010. "Regional Inflation (Price) Behaviors: Heterogeneity and Convergence," MPRA Paper 25430, University Library of Munich, Germany.
  18. Nagayasu, Jun, 2010. "The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region," MPRA Paper 24549, University Library of Munich, Germany.
  19. Nagayasu, Jun, 2010. "Domestic Capital Mobility: A Panel Data Approach," MPRA Paper 27720, University Library of Munich, Germany.
  20. Nagayasu, Jun, 2009. "Regional Inflation in China," MPRA Paper 24722, University Library of Munich, Germany.
  21. 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.
  22. 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.
  23. 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.
  24. Jun Nagayasu, 2003. "The Efficiency of the Japanese Equity Market," IMF Working Papers 03/142, International Monetary Fund.
  25. Jun Nagayasu, 2000. "Currency Crisis and Contagion," IMF Working Papers 00/39, International Monetary Fund.
  26. Jun Nagayasu & E. Gelbard, 1999. "Determinants of Angola's Parallel Market Real Exchange Rate," IMF Working Papers 99/90, International Monetary Fund.
  27. Jun Nagayasu & Ronald MacDonald, 1999. "The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials," IMF Working Papers 99/37, International Monetary Fund.
  28. Jun Nagayasu, 1998. "Japanese Effective Exchange Rates and Determinants," IMF Working Papers 98/86, International Monetary Fund.
  29. 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.

Articles

  1. Nagayasu, Jun, 2013. "Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 28, pages 412-440.
  2. Jun Nagayasu, 2013. "A dynamic factor approach to domestic capital mobility," Empirical Economics, Springer, vol. 44(2), pages 685-700, April.
  3. 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.
  4. Jun Nagayasu, 2012. "Regional deposits and demographic changes," Applied Economics Letters, Taylor & Francis Journals, vol. 19(10), pages 939-942, July.
  5. Jun Nagayasu, 2012. "Financial innovation and regional money," Applied Economics, Taylor & Francis Journals, vol. 44(35), pages 4617-4629, December.
  6. 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(Supplemen), pages s71-s85, December.
  7. Nagayasu, Jun, 2011. "Heterogeneity and convergence of regional inflation (prices)," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 711-723.
  8. 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.
  9. Nagayasu, Jun, 2010. "Macroeconomic interdependence in East Asia," Japan and the World Economy, Elsevier, vol. 22(4), pages 219-227, December.
  10. 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.
  11. 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.
  12. Jun Nagayasu, 2008. "Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data," Applied Financial Economics, Taylor & Francis Journals, vol. 18(4), pages 295-307.
  13. 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.
  14. Nagayasu, Jun, 2007. "Putting the dividend-price ratio under the microscope," Finance Research Letters, Elsevier, vol. 4(3), pages 186-195, September.
  15. 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.
  16. 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.
  17. Nagayasu, Jun, 2004. "The effectiveness of Japanese foreign exchange interventions during 1991-2001," Economics Letters, Elsevier, vol. 84(3), pages 377-381, September.
  18. 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.
  19. 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.
  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, 2002. "On the term structure of interest rates and inflation in Japan," Journal of Economics and Business, Elsevier, vol. 54(5), pages 505-523.
  22. 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.
  23. 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.
  24. 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

28 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 (5) 2008-11-18 2010-10-02 2013-09-06 2013-12-29 2013-12-29. Author is listed
  3. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  4. NEP-EEC: European Economics (4) 2011-06-18 2013-04-06 2013-09-06 2013-12-29
  5. NEP-EUR: Microeconomic European Issues (4) 2013-09-06 2013-11-02 2013-12-29 2013-12-29
  6. NEP-FDG: Financial Development & Growth (1) 2012-10-06
  7. NEP-FOR: Forecasting (2) 2013-10-18 2013-12-29
  8. NEP-GEO: Economic Geography (3) 2010-10-02 2011-06-18 2012-03-21
  9. 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
  10. NEP-INT: International Trade (1) 2013-12-29
  11. NEP-MAC: Macroeconomics (6) 2010-09-11 2010-10-02 2011-01-03 2011-03-12 2013-09-06 2013-11-02. Author is listed
  12. NEP-MON: Monetary Economics (9) 2010-09-11 2010-10-02 2011-03-12 2012-03-21 2013-04-06 2013-09-06 2013-10-18 2013-12-29 2013-12-29. Author is listed
  13. NEP-OPM: Open Economy Macroeconomics (7) 2008-11-18 2008-11-18 2011-01-03 2011-06-18 2013-04-13 2013-09-06 2013-12-29. Author is listed
  14. NEP-SEA: South East Asia (3) 2010-08-28 2011-01-03 2011-02-05
  15. NEP-TRA: Transition Economics (1) 2010-09-11
  16. NEP-UPT: Utility Models & Prospect Theory (2) 2012-11-17 2013-09-06
  17. NEP-URE: Urban & Real Estate Economics (4) 2013-09-06 2013-11-02 2013-12-29 2013-12-29

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