Nakajima Jouchi 中島上智

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NAKAJIMA Jouchi 中島上智

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Researcher Number	20962062
Other IDs
Affiliation (Current)	2025: 一橋大学, 経済研究所, 教授
Affiliation (based on the past Project Information) *help	2022 – 2024: 一橋大学, 経済研究所, 教授
Review Section/Research Field	Principal Investigator Medium-sized Section 7:Economics, business administration, and related fields / 0107:Economics, business administration, and related fields Except Principal Investigator Medium-sized Section 7:Economics, business administration, and related fields / Basic Section 07060:Money and finance-related
Keywords	Principal Investigator 金融政策 / 時系列モデル / 政策効果 Except Principal Investigator 金融・財政政策 / マクロ経済 / ボラティリティ / 流動性保有 / 本邦企業 / 自然実験 / 経済危機 … More / 実体的効果 / 企業の流動性保有 / 金融 / 気候変動 / 新型コロナウイルス / テキストデータ / 金融市場 / 自然災害 / 不確実性 / 早期警戒指標 / 高頻度データ Less

The construction of new uncertainty indicators and theoretical and econometric analysis of their impact on financial markets and the macroeconomy
- Principal Investigator
  
  渡部敏明
- Project Period (FY)
  2023 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Hitotsubashi University
新日銀法下における金融政策の四半世紀総括と次世代への展望Principal Investigator
- Principal Investigator
  
  中島上智
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Hitotsubashi University
Estimating monetary policy effectiveness in Japanese economyPrincipal Investigator
- Principal Investigator
  
  NAKAJIMA Jouchi
- Project Period (FY)
  2022 – 2023
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Review Section
  
  0107:Economics, business administration, and related fields
- Research Institution
  Hitotsubashi University
An empirical analysis of the actual impact of liquidity holdings by Japanese firms, utilizing the economic crisis as a "natural experiment"
- Principal Investigator
  
  HATTORI Masazumi
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Hitotsubashi University
Econometric analysis of risk of asset price fluctuations and business cycles using big and high-frequency data
- Principal Investigator
  
  WATANABE Toshiaki
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Hitotsubashi University

All 2024 2023 2022 2021 2020

All Journal Article Presentation

[Journal Article] Inflation-overshooting commitment: An analysis using a macroeconomic model2024
- Author(s)
  Takuji Kawamoto、Jouchi Nakajima、Tomoaki Mikami
- Journal Title
  
  Oxford Economic Papers
  
  Volume: －
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23H00048
[Journal Article] The impact of macroeconomic uncertainty on the relationship between financial volatility and real economic activity2024
- Author(s)
  Jouchi Nakajima
- Journal Title
  
  Applied Economics
  
  Volume: － Issue: 47 Pages: 1-14
- DOI
  10.1080/00036846.2023.2257039
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23H00048, KAKENHI-PROJECT-23H00050
[Journal Article] Inflation-overshooting commitment: An analysis using a macroeconomic model2024
- Author(s)
  Kawamoto Takuji、Nakajima Jouchi、Mikami Tomoaki
- Journal Title
  
  Oxford Economic Papers
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23H00050
[Journal Article] Inflation-overshooting commitment: An analysis using a macroeconomic model2024
- Author(s)
  Kawamoto Takuji、Nakajima Jouchi、Mikami Tomoaki
- Journal Title
  
  Oxford Economic Papers
  
  Volume: －
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K20157
[Journal Article] Estimating the macroeconomic effects of Japan’s expansionary monetary policy under Quantitative and Qualitative Monetary Easing during 2013?20202023
- Author(s)
  Kawamoto Takuji、Nakazawa Takashi、Kishaba Yui、Matsumura Kohei、Nakajima Jouchi
- Journal Title
  
  Economic Analysis and Policy
  
  Volume: 78 Pages: 208-224
- DOI
  10.1016/j.eap.2023.03.007
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K20157, KAKENHI-PROJECT-20H00073
[Journal Article] Energy efficiency in Japan: Developments in the business and household sectors, and implications for carbon neutrality2023
- Author(s)
  Kosuke Aoki、Jouchi Nakajima、Masato Takahashi、Tomoyuki Yagi、Kotone Yamada
- Journal Title
  
  Monetary and Economic Studies
  
  Volume: 41 Pages: 81-110
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23H00048
[Journal Article] Real Effects of Corporate Cash Holdings: Evidence from Japan2023
- Author(s)
  Ryosuke Fujitani, Masazumi Hattori, Jouchi Nakajima and Yukihiro Yasuda
- Journal Title
  
  RIETI Discussion Papers
  
  Volume: 23-E-084
- Open Access
- Data Source
  KAKENHI-PROJECT-21H00728
[Presentation] Estimating trend inflation in a regime-switching Phillips curve2024
- Author(s)
  Nakajima Jouchi
- Organizer
  Hitotsubashi Summer Institute
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23H00050
[Presentation] Estimating trend inflation in a regime-switching Phillips curve2024
- Author(s)
  Jouchi Nakajima
- Organizer
  HSI2023 the 9th Hitotsubashi Summer Institute
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23H00048
[Presentation] Time-varying parameter heterogeneous autoregressive model with stochastic volatility2023
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  The 25th International Conference on Computational Statistics (COMPSTAT 2023)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23H00048
[Presentation] Time-varying parameter local projections with stochastic volatility2023
- Author(s)
  Jouchi Nakajima
- Organizer
  The HSI2022-8th Hitotsubashi Summer Institute
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Time-varying parameter local projections with stochastic volatility2023
- Author(s)
  Nakajima Jouchi
- Organizer
  The 6th International Conference on Econometrics and Statistics (EcoSta2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23H00050
[Presentation] Time-varying parameter heterogeneous autoregressive model with stochastic volatility2023
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  Webinar of Bayesian Econometrics 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Time-varying parameter local projections with stochastic volatility2023
- Author(s)
  Nakajima Jouchi
- Organizer
  The 17th International Conference on Computational and Financial Econometrics (CFE2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23H00050
[Presentation] Time-varying parameter local projections with stochastic volatility2023
- Author(s)
  Nakajima Jouchi
- Organizer
  The 25th International Conference on Computational Statistics (COMPSTAT2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23H00050
[Presentation] Time-varying parameter local projections with stochastic volatility2023
- Author(s)
  Jouchi Nakajima
- Organizer
  Webinar of Bayesian Econometrics 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Time-varying parameter local projections with stochastic volatility2023
- Author(s)
  Jouchi Nakajima
- Organizer
  The 17th International Conference on Computational and Financial Econometrics (CFE2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23H00048
[Presentation] High-frequency realized stochastic volatility model2023
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  一橋大学経済研究所共同利用・共同研究拠点プロジェクト「動学的パネルデータモデルによる多国間経済及びファイナンス波及分析」研究集会
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Time-varying parameter heterogeneous autoregressive model with stochastic volatility2023
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  The 6th International Conference on Econometrics and Statistics (EcoSta 2023)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23H00048
[Presentation] Estimating firm's inflation expectations based on survey's diffusion index2022
- Author(s)
  Jouchi Nakajima、Hiroaki Yamagata、Tatsushi Okuda、Shinnosuke Katsuki、Takeshi Shinohara
- Organizer
  The 16th International Symposium on Econometric Theory and Applications (SETA2022)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Measuring regional economic uncertainty2022
- Author(s)
  Jouchi Nakajima
- Organizer
  The 5th International Conference on Econometrics and Statistics (EcoSta2022)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Estimating firm's inflation expectations based on survey's diffusion index2022
- Author(s)
  Jouchi Nakajima
- Organizer
  The 16th International Symposium on Econometric Theory and Applications (SETA2022)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K20157
[Presentation] High-frequency realized stochastic volatility model2022
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  The 11th Conference of the IASC-ARS The Asian Regional Section of the International Association for Statistical Computing (IASC-ARS 2022)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] High-frequency realized stochastic volatility model2022
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  The 16th International Symposium on Econometric Theory and Applications (SETA2022)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Measuring regional economic uncertainty2022
- Author(s)
  Jouchi Nakajima
- Organizer
  The 6th Eastern Asia Chapter of International Society for Bayesian Analysis (EAC-ISBA) Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] High-frequency realized stochastic volatility model with the generalized hyperbolic skew Student's t-distribution2022
- Author(s)
  Jouchi Nakajima、Toshiaki Watanabe
- Organizer
  The 16th International Conference on Computational and Financial Econometrics (CFE 2022)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Stochastic volatility models with time-varying leverage effect2021
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  The 4th International Conference on Econometrics and Statistics (EcoSta 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] High-frequency realized stochastic volatility model2021
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  HSI2021-The 7th Hitotsubashi Summer Institute
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] High-frequency realized stochastic volatility model2021
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  Applied Time Series Econometrics Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] High-frequency realized stochastic volatility model2021
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  Insper Data Science and Decision Seminar Series
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] High-frequency realized stochastic volatility model2021
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  The 4th International Conference on Econometrics and Statistics (EcoSta 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Stochastic volatility models with time-varying leverage effect2021
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  The 15th International Conference on Computational and Financial Econometrics (CFE 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] High-frequency realized stochastic volatility model2020
- Author(s)
  Toshiaki Watanabe、Jouchi Nakajima
- Organizer
  The 14th International Conference on Computational and Financial Econometrics (CFE 2020)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073

1. WATANABE Toshiaki (90254135)

# of Collaborated Projects: 2 results

# of Collaborated Products: 14 results
2. HATTORI Masazumi (60768349)

# of Collaborated Projects: 2 results

# of Collaborated Products: 1 results
3. 塩路悦朗 (50301180)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. 加納隆 (90456179)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. 山本庸平 (80633916)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. 大森裕浩 (60251188)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. 新谷元嗣 (00252718)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
8. 森田裕史 (70732759)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
9. 陣内了 (50765617)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. 生方雅人 (00467507)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. 関根敏隆 (20894174)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. 笛木琢治 (20975403)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. 安田行宏 (10349524)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
14. 大橋和彦 (50261780)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. 藤谷涼佑 (90880849)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results

Nakajima Jouchi 中島 上智

NAKAJIMA Jouchi 中島 上智

Research Projects

Research Products

Co-Researchers

The construction of new uncertainty indicators and theoretical and econometric analysis of their impact on financial markets and the macroeconomy

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

新日銀法下における金融政策の四半世紀総括と次世代への展望Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Estimating monetary policy effectiveness in Japanese economyPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

An empirical analysis of the actual impact of liquidity holdings by Japanese firms, utilizing the economic crisis as a "natural experiment"

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Econometric analysis of risk of asset price fluctuations and business cycles using big and high-frequency data

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] Inflation-overshooting commitment: An analysis using a macroeconomic model2024

Author(s)

Journal Title

Data Source

[Journal Article] The impact of macroeconomic uncertainty on the relationship between financial volatility and real economic activity2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Inflation-overshooting commitment: An analysis using a macroeconomic model2024

Author(s)

Journal Title

Data Source

[Journal Article] Inflation-overshooting commitment: An analysis using a macroeconomic model2024

Author(s)

Journal Title

Data Source

[Journal Article] Estimating the macroeconomic effects of Japan’s expansionary monetary policy under Quantitative and Qualitative Monetary Easing during 2013?20202023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Energy efficiency in Japan: Developments in the business and household sectors, and implications for carbon neutrality2023

Author(s)

Journal Title

Data Source

[Journal Article] Real Effects of Corporate Cash Holdings: Evidence from Japan2023

Author(s)

Journal Title

Data Source

[Presentation] Estimating trend inflation in a regime-switching Phillips curve2024

Author(s)

Organizer

Data Source

[Presentation] Estimating trend inflation in a regime-switching Phillips curve2024

Author(s)

Organizer

Data Source

[Presentation] Time-varying parameter heterogeneous autoregressive model with stochastic volatility2023

Author(s)

Organizer

Data Source

[Presentation] Time-varying parameter local projections with stochastic volatility2023

Author(s)

Organizer

Nakajima Jouchi 中島上智

NAKAJIMA Jouchi 中島上智