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Jun Nagayasu

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First Name:Jun
Middle Name:
Last Name:Nagayasu
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RePEc Short-ID:pna93
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Affiliation

Graduate School of Economics and Management
Tohoku University

Sendai, Japan
http://www.econ.tohoku.ac.jp/
RePEc:edi:fetohjp (more details at EDIRC)

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. Yikai Zhao & Rui Sun & Jun Nagayasu, 2024. "Credit Constraints, Corporate Transparency, and Export," DSSR Discussion Papers 139, Graduate School of Economics and Management, Tohoku University.
  2. Yikai Zhao & Jun Nagayasu, 2023. "Agglomeration and Selection Effects in Privatized-SOEs: The Role of SOE Reforms," DSSR Discussion Papers 137, Graduate School of Economics and Management, Tohoku University.
  3. Zihe Li & Jun Nagayasu, 2023. "A Dynamic Analysis of Chinese Yuan (RMB) Internationalization with Bayesian-Based Time Series Model," TUPD Discussion Papers 33, Graduate School of Economics and Management, Tohoku University.
  4. Jingyi Tian & Jun Nagayasu, 2023. "Financial Systemic Risk behind Artificial Intelligence:Evidence from China," TUPD Discussion Papers 44, Graduate School of Economics and Management, Tohoku University.
  5. Shutong Zhang & Jun Nagayasu, 2023. "Regional Policies’ Impacts on Urban Migration:Evidence from Special Economic Zones in China," TUPD Discussion Papers 45, Graduate School of Economics and Management, Tohoku University.
  6. Yikai Zhao & Jun Nagayasu, 2022. "Privatization's Influence on Agglomeration and Selection Effects: Evidence from China's Manufacturing Industry," DSSR Discussion Papers 126, Graduate School of Economics and Management, Tohoku University.
  7. Hui Zhou & Jun Nagayasu, 2022. "The Non-monotonic Relationship Between ESG Disclosure and Stock Price Crash Risk," DSSR Discussion Papers 134, Graduate School of Economics and Management, Tohoku University.
  8. Jun Nagayasu, 2021. "Causal and Frequency Analyses of Purchasing Power Parity," DSSR Discussion Papers 119, Graduate School of Economics and Management, Tohoku University.
  9. Zhou Hui & Jun Nagayasu, 2021. "Is Corporate Environmental Responsibility More Valuable in the Shaky Period? The Moderating Effect of Ownership Type," DSSR Discussion Papers 121, Graduate School of Economics and Management, Tohoku University.
  10. Lamia Bazzaoui & Jun Nagayasu & Ronald MacDonald, 2021. "Cyclical Reaction of Fiscal Policy and its Relationship with the Current Account Balance," DSSR Discussion Papers 118, Graduate School of Economics and Management, Tohoku University.
  11. Nagayasu, Jun, 2020. "Economic Activities and Regional Correlation During Economic and Natural Disasters," MPRA Paper 103084, University Library of Munich, Germany.
  12. Koji Murayama & Jun Nagayasu, 2020. "International and Interprefectural Migration in Japan : Implications for the Spatial Assimilation Theory," DSSR Discussion Papers 116, Graduate School of Economics and Management, Tohoku University.
  13. Bazzaoui, Lamia & Nagayasu, Jun, 2019. "Is Inflation Fiscally Determined?," MPRA Paper 95753, University Library of Munich, Germany.
  14. Murayama, Koji & Nagayasu, Jun, 2019. "Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration," MPRA Paper 95691, University Library of Munich, Germany.
  15. Nazmus Sadat Khan & Jun Nagayasu, 2018. "Productivity Spillovers in the Global Market," DSSR Discussion Papers 87, Graduate School of Economics and Management, Tohoku University.
  16. Jun Nagayasu, 2018. "Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan," DSSR Discussion Papers 76, Graduate School of Economics and Management, Tohoku University.
  17. Jun Nagayasu, 2018. "Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data," DSSR Discussion Papers 77, Graduate School of Economics and Management, Tohoku University.
  18. Jun Nagayasu, 2018. "Financial Flows, Global Interest Rates, and Political Integration," DSSR Discussion Papers 75, Graduate School of Economics and Management, Tohoku University.
  19. Koji Murayama & Jun Nagayasu, 2018. "Spatial Dependence and Social Networks in Regional Labor Migration," DSSR Discussion Papers 88, Graduate School of Economics and Management, Tohoku University.
  20. Jun Nagayasu, 2018. "Homeownership and Residential Mobility during the "Lost Decades"," DSSR Discussion Papers 89, Graduate School of Economics and Management, Tohoku University.
  21. Nagayasu, Jun, 2016. "Inflation and Bubbles in the Japanese Condominium Market," MPRA Paper 71192, University Library of Munich, Germany.
  22. Nagayasu, Jun, 2016. "Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries," MPRA Paper 70078, University Library of Munich, Germany.
  23. Nagayasu, Jun, 2015. "Regional Inflation and Consumption Behaviors," MPRA Paper 68566, University Library of Munich, Germany.
  24. Nagayasu, Jun, 2015. "Global and country-specific factors in real effective exchange rates," MPRA Paper 64217, University Library of Munich, Germany.
  25. Nagayasu, Jun, 2014. "Regional inflation, spatial location and the Balassa-Samuelson effect," MPRA Paper 59220, University Library of Munich, Germany.
  26. Jun, Nagayasu, 2013. "The Forward Premium Puzzle and The Euro," SIRE Discussion Papers 2013-65, Scottish Institute for Research in Economics (SIRE).
  27. Alberto, Montagnoli & Jun, Nagayasu, 2013. "An Investigation of Housing Affordability in the UK Regions," SIRE Discussion Papers 2013-64, Scottish Institute for Research in Economics (SIRE).
  28. Nagayasu, Jun, 2013. "Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model," SIRE Discussion Papers 2013-66, Scottish Institute for Research in Economics (SIRE).
  29. MacDonald, Ronald & Nagayasu, Jun, 2013. "Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate," SIRE Discussion Papers 2013-100, Scottish Institute for Research in Economics (SIRE).
  30. Montagnoli, Alberto & Nagayasu, Jun, 2013. "UK House Prices: Convergence Clubs and Spillovers," SIRE Discussion Papers 2013-101, Scottish Institute for Research in Economics (SIRE).
  31. Nagayasu, Jun, 2013. "Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model," MPRA Paper 45955, University Library of Munich, Germany.
  32. 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.
  33. Nagayasu, Jun, 2012. "The Forward Premium Puzzle And Risk Premiums," MPRA Paper 42472, University Library of Munich, Germany.
  34. 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.
  35. Nagayasu, Jun, 2012. "Regional inflation and industrial structure in monetary union," MPRA Paper 37310, University Library of Munich, Germany.
  36. Nagayasu, Jun, 2011. "The threshold nonstationary panel data approach to forward premiums," MPRA Paper 34265, University Library of Munich, Germany.
  37. 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.
  38. Nagayasu, Jun, 2011. "Financial Innovation and Regional Money," MPRA Paper 29194, University Library of Munich, Germany.
  39. Nagayasu, Jun, 2011. "Regional deposits and demographic changes," MPRA Paper 31363, University Library of Munich, Germany.
  40. Nagayasu, Jun, 2010. "The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region," MPRA Paper 24549, University Library of Munich, Germany.
  41. Nagayasu, Jun, 2010. "Macroeconomic Interdependence in East Asia," MPRA Paper 27129, University Library of Munich, Germany.
  42. Nagayasu, Jun, 2010. "Domestic Capital Mobility: A Panel Data Approach," MPRA Paper 27720, University Library of Munich, Germany.
  43. Nagayasu, Jun, 2010. "Regional Inflation (Price) Behaviors: Heterogeneity and Convergence," MPRA Paper 25430, University Library of Munich, Germany.
  44. Nagayasu, Jun, 2010. "Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns," MPRA Paper 28391, University Library of Munich, Germany.
  45. Nagayasu, Jun, 2009. "Regional Inflation in China," MPRA Paper 24722, University Library of Munich, Germany.
  46. Byrne, Joseph P. & Nagayasu, Jun, 2008. "Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship," SIRE Discussion Papers 2008-52, Scottish Institute for Research in Economics (SIRE).
  47. Byrne, Joseph P. & Nagayasu, Jun, 2008. "Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets," SIRE Discussion Papers 2008-49, Scottish Institute for Research in Economics (SIRE).
  48. Mr. Jun Nagayasu, 2003. "The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period," IMF Working Papers 2003/208, International Monetary Fund.
  49. Mr. Jun Nagayasu, 2003. "The Efficiency of the Japanese Equity Market," IMF Working Papers 2003/142, International Monetary Fund.
  50. Mr. Jun Nagayasu, 2000. "Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand," IMF Working Papers 2000/039, International Monetary Fund.
  51. Mr. Jun Nagayasu & Mr. Ronald MacDonald, 1999. "The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study," IMF Working Papers 1999/037, International Monetary Fund.
  52. Mr. Jun Nagayasu & Mr. Enrique A Gelbard, 1999. "Determinants of Angola’s Parallel Market Real Exchange Rate," IMF Working Papers 1999/090, International Monetary Fund.
  53. Mr. Jun Nagayasu, 1998. "Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study," IMF Working Papers 1998/123, International Monetary Fund.
  54. Mr. Jun Nagayasu, 1998. "Japanese Effective Exchange Rates and Determinants: Prices, Real Interest Rates, and Actual and Optimal Current Accounts," IMF Working Papers 1998/086, International Monetary Fund.

Articles

  1. Zhou, Hui & Nagayasu, Jun, 2023. "Is corporate environmental responsibility more valuable in the transitory period? The moderating effect of ownership type," Finance Research Letters, Elsevier, vol. 53(C).
  2. Koji Murayama & Jun Nagayasu & Lamia Bazzaoui, 2022. "Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration," Sustainability, MDPI, vol. 14(3), pages 1-31, February.
  3. Jun Nagayasu, 2021. "Life Cycles and Gender in Residential Mobility Decisions," The Journal of Real Estate Finance and Economics, Springer, vol. 62(3), pages 370-401, April.
  4. Lamia Bazzaoui & Jun Nagayasu, 2021. "Is Inflation Fiscally Determined?," Sustainability, MDPI, vol. 13(20), pages 1-26, October.
  5. Koji Murayama & Jun Nagayasu, 2021. "Toward Coexistence of Immigrants and Local People in Japan: Implications from Spatial Assimilation Theory," Sustainability, MDPI, vol. 13(7), pages 1-16, March.
  6. Nagayasu, Jun, 2021. "Causal and frequency analyses of purchasing power parity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
  7. Nagayasu, Jun, 2019. "Financial flows, global interest rates, and political integration," Finance Research Letters, Elsevier, vol. 31(C).
  8. Jun Nagayasu, 2017. "Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan," Urban Studies, Urban Studies Journal Limited, vol. 54(6), pages 1482-1499, May.
  9. Nagayasu, Jun, 2017. "Inflation and consumption of nontradable goods: Global implications from regional analyses," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 478-491.
  10. Nagayasu, Jun, 2017. "Global and country-specific movements in real effective exchange rates: Implications for external competitiveness," Journal of International Money and Finance, Elsevier, vol. 76(C), pages 88-105.
  11. Montagnoli, Alberto & Nagayasu, Jun, 2015. "UK house price convergence clubs and spillovers," Journal of Housing Economics, Elsevier, vol. 30(C), pages 50-58.
  12. MacDonald, Ronald & Nagayasu, Jun, 2015. "Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 1-19.
  13. Nagayasu, Jun, 2014. "The forward premium puzzle and the Euro," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 436-451.
  14. Jun Nagayasu, 2013. "A dynamic factor approach to domestic capital mobility," Empirical Economics, Springer, vol. 44(2), pages 685-700, April.
  15. 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.
  16. Jun Nagayasu, 2012. "Regional deposits and demographic changes," Applied Economics Letters, Taylor & Francis Journals, vol. 19(10), pages 939-942, July.
  17. 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.
  18. Jun Nagayasu, 2012. "Financial innovation and regional money," Applied Economics, Taylor & Francis Journals, vol. 44(35), pages 4617-4629, December.
  19. 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 71-85, December.
  20. Nagayasu, Jun, 2011. "Heterogeneity and convergence of regional inflation (prices)," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 711-723.
  21. 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, September.
  22. 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.
  23. Nagayasu, Jun, 2010. "Macroeconomic interdependence in East Asia," Japan and the World Economy, Elsevier, vol. 22(4), pages 219-227, December.
  24. 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.
  25. 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.
  26. Nagayasu, Jun, 2007. "Putting the dividend-price ratio under the microscope," Finance Research Letters, Elsevier, vol. 4(3), pages 186-195, September.
  27. 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.
  28. Nagayasu, Jun, 2004. "The effectiveness of Japanese foreign exchange interventions during 1991-2001," Economics Letters, Elsevier, vol. 84(3), pages 377-381, September.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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 181-187, April.
  34. 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.
  35. 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 1-5.
  36. 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.

    RePEc:taf:apfiec:v:18:y:2008:i:4:p:295-307 is not listed on IDEAS

Chapters

  1. Jun Nagayasu, 2021. "Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 79-111, Springer.
    RePEc:ann:findec:book:y:2006:n:02:ch:12:mon is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 55 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (15) 2013-09-06 2013-11-02 2013-12-29 2013-12-29 2014-11-17 2016-01-03 2018-04-02 2018-11-12 2018-11-19 2019-09-09 2020-08-17 2020-10-26 2022-07-25 2023-11-13 2024-01-08. Author is listed
  2. NEP-MON: Monetary Economics (13) 1999-05-03 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 2018-04-02 2019-09-09 2021-01-11. Author is listed
  3. NEP-OPM: Open Economy Macroeconomics (12) 2008-11-18 2008-11-18 2011-01-03 2011-06-18 2013-04-13 2013-09-06 2013-12-29 2015-05-22 2016-04-04 2018-04-02 2018-04-02 2021-01-11. Author is listed
  4. NEP-IFN: International Finance (11) 1999-05-03 2000-01-11 2000-04-04 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
  5. NEP-MAC: Macroeconomics (11) 2010-09-11 2010-10-02 2011-01-03 2011-03-12 2013-09-06 2013-11-02 2014-11-17 2016-01-03 2016-05-28 2019-09-09 2021-01-11. Author is listed
  6. NEP-GEO: Economic Geography (9) 2010-10-02 2011-06-18 2012-03-21 2014-11-17 2016-01-03 2016-05-28 2018-11-12 2019-09-09 2022-07-25. Author is listed
  7. NEP-CBA: Central Banking (7) 2008-11-18 2010-10-02 2013-09-06 2013-12-29 2013-12-29 2014-11-17 2019-09-09. Author is listed
  8. NEP-MIG: Economics of Human Migration (5) 2018-11-12 2018-11-19 2019-09-09 2020-08-17 2024-01-08. Author is listed
  9. NEP-EEC: European Economics (4) 2011-06-18 2013-04-06 2013-09-06 2013-12-29
  10. NEP-EUR: Microeconomic European Issues (4) 2013-09-06 2013-11-02 2013-12-29 2013-12-29
  11. NEP-INT: International Trade (4) 2013-12-29 2016-04-04 2020-08-17 2024-03-25
  12. NEP-SEA: South East Asia (4) 2004-04-18 2010-08-28 2011-01-03 2011-02-05
  13. NEP-CNA: China (3) 2022-07-25 2024-01-08 2024-01-08
  14. NEP-FDG: Financial Development and Growth (2) 2012-10-06 2024-01-08
  15. NEP-FMK: Financial Markets (2) 2000-04-04 2004-04-18
  16. NEP-FOR: Forecasting (2) 2013-10-18 2013-12-29
  17. NEP-RMG: Risk Management (2) 2023-01-09 2024-01-08
  18. NEP-SOC: Social Norms and Social Capital (2) 2018-11-12 2019-09-09
  19. NEP-UPT: Utility Models and Prospect Theory (2) 2012-11-17 2013-09-06
  20. NEP-AGE: Economics of Ageing (1) 2011-06-18
  21. NEP-AIN: Artificial Intelligence (1) 2024-01-08
  22. NEP-CFN: Corporate Finance (1) 2024-03-25
  23. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  24. NEP-CMP: Computational Economics (1) 2024-01-08
  25. NEP-EFF: Efficiency and Productivity (1) 2022-07-25
  26. NEP-ENV: Environmental Economics (1) 2021-03-15
  27. NEP-GRO: Economic Growth (1) 2018-11-12
  28. NEP-ICT: Information and Communication Technologies (1) 2024-01-08
  29. NEP-LAB: Labour Economics (1) 2019-09-09
  30. NEP-REG: Regulation (1) 2022-07-25
  31. NEP-SBM: Small Business Management (1) 2024-03-25
  32. NEP-TRA: Transition Economics (1) 2010-09-11

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