Nagayasu Jun 永易淳

… Alternative Names

NAGAYASU Jun 永易淳

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Researcher Number	30375422
Other IDs
Affiliation (Current)	2025: 東北大学, 経済学研究科, 教授
Affiliation (based on the past Project Information) *help	2024: 東北大学, 経済学研究科, 教授 2017 – 2022: 東北大学, 経済学研究科, 教授 2015: 東北大学, 経済学研究科(研究院), 教授 2013 – 2014: 筑波大学, システム情報系, 准教授 2011: 筑波大学, システム情報系, 准教授 … More 2009 – 2011: 筑波大学, システム情報工学研究科, 准教授 2007 – 2011: University of Tsukuba, 大学院・システム情報工学研究科, 准教授 2006: 筑波大学, 大学院システム情報工学研究科, 助教授 Less
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Money/ Finance / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07030:Economic statistics-related / Applied economics / Public finance/Monetary economics Except Principal Investigator Public finance/Monetary economics
Keywords	Principal Investigator ファクターモデル / ファクター・モデル / 伝播効果 / Financial crises / AI / Systemic risks / 循環分析 / 項目別分析 / パネル分析 / グローバル経済 … More / 国際収支 / 貿易収支 / グローバルインバランス / データの周期性 / 双子の赤字 / 財政赤字 / 財政政策 / 経常収支 / 非貿易財 / 貿易財 / 同時点間代替性 / 購買力平価 / 代替性 / 貿易財と非貿易財 / 為替レート / 国際金融 / 日本 / ミクロデータ / バカス・スミスパズル / 相対価格 / 実質為替レート / 消費行動 / ダイナミック階層ファクターモデル / ベイズ統計 / 実質実効為替レート / 外国為替市場 / 為替相場 / リスク / 外国為替レート / マイクロ・ストラクチャー / 情報 / 日本証券市場 / 情報量 / JASDAQ / PIN / 東京証券取引所 / マイクロ・ストラクチャー・モデル … More Except Principal Investigator アジア経済 / アジア地域の金融統合 / 資本フローの管理 / グローバル化と為替政策 / アジア地域のマクロ経済連関 / 資本フロー管理 / 資本移動 / アジア地域の経済統合 / アジア / グローバル金融危機 Less

AI and Systemic Risks in International Financial MarketsPrincipal Investigator
- Principal Investigator
  
  永易淳
- Project Period (FY)
  2024 – 2028
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
  Basic Section 07030:Economic statistics-related
  Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
- Research Institution
  Tohoku University
The Current Account Surplus and the Budget Deficit in the Global Market: Cyclical and Categorical analysisPrincipal Investigator
- Principal Investigator
  
  Nagayasu Jun
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tohoku University
Consumption behaviors and real exchange rates (relative prices)Principal Investigator
- Principal Investigator
  
  Nagayasu Jun
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Tohoku University
Exchange rate movements and spillovers: evidence from the dynamic hierarchical factor modelPrincipal Investigator
- Principal Investigator
  
  Nagayasu Jun
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Tohoku University
  University of Tsukuba
The Global Crisis and the Asian Economies
- Principal Investigator
  
  TAKAGI Shinji
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Osaka University
Contagion effects : evidence from the foreign exchange market riskPrincipal Investigator
- Principal Investigator
  
  NAGAYASU Jun
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Applied economics
- Research Institution
  University of Tsukuba
情報と投資家行動の実証分析Principal Investigator
- Principal Investigator
  
  永易淳
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  University of Tsukuba

All 2020 2018 2017 2016 2014 2013 2012 2011 2010 2009 2008 2007 2006 Other

All Journal Article Presentation

[Journal Article] Life cycles and gender in residential mobility decisions2020
- Author(s)
  Jun Nagayasu
- Journal Title
  
  Journal of Real Estate Finance and Economics
  
  Volume: 未定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03796
[Journal Article] Intra-temporal substitution between tradable and nontradable goods: evidence from the Japanese cross-sectional Survey Data2018
- Author(s)
  Jun Nagayasu
- Journal Title
  
  DSSR Working Paper
  
  Volume: 77 Pages: 1-31
- NAID
  120006414673
- Open Access
- Data Source
  KAKENHI-PROJECT-17K03796
[Journal Article] Commonality and heterogeneity in real effective exchange rates: evidence from developed and developing countries2016
- Author(s)
  永易淳
- Journal Title
  
  MPRA　Paper
  
  Volume: 70078 Pages: 1-29
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25380386
[Journal Article] The forward premium puzzle and the euro2014
- Author(s)
  永易淳
- Journal Title
  
  Journal of International Financial Markets, Institutions & Money
  
  Volume: 32 Pages: 436-451
- DOI
  10.1016/j.intfin.2014.07.004
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-25380386
[Journal Article] The Threshold Consumption Correlation-Based Approach to International Capital Mobility2012
- Author(s)
  Jun Nagayasu
- Journal Title
  
  Economic Dynamics and Structural Changes
  
  Volume: (印刷中)
- URL
  http://dx.doi.org/10.1016/j.strueco
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330075
[Journal Article] The threshold nonstationary panel data approach to forward premiums, MPRA Paper 342652012
- Author(s)
  Nagayasu, Jun
- Journal Title
  
  University Library of Munich, Germany
- Data Source
  KAKENHI-PROJECT-21530206
[Journal Article] The threshold nonstionary panel data approach to forward premiums2011
- Author(s)
  永易淳
- Journal Title
  
  Universi ty Library of Munich, Germany
  
  Pages: 1-23
- Data Source
  KAKENHI-PROJECT-21530206
[Journal Article] The common component in the forward premium : evidence from the Asia-Pacific region2011
- Author(s)
  Nagayasu, Jun
- Journal Title
  
  eview of International Economics
  
  Volume: Vol.19, No.4 Issue: 4 Pages: 750-762
- DOI
  10.1111/j.1467-9396.2011.00979.x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530206
[Journal Article] The common component in the forward premium : evidence from the Asia-Pacific region2011
- Author(s)
  永易淳
- Journal Title
  
  Review of International Economics
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530206
[Journal Article] Heterogeneity and Convergence of Regional Inflation(Prices)2011
- Author(s)
  Jun Nagayasu
- Journal Title
  
  Journal of Macroeconomics
  
  Volume: Vol.33 Pages: 711-723
- URL
  http://dx.doi.org/10.1016/j.jmacro.2011.07.002
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330075
[Journal Article] Regional Inflation (Price) Behaviors : Heterogeneity and Convergence2010
- Author(s)
  Jun Nagayasu
- Journal Title
  
  MPRA Paper University Library of Munich
  
  Pages: 1-33
- Data Source
  KAKENHI-PROJECT-21330075
[Journal Article] Macroeconomic Inter-dependencein East Asia2010
- Author(s)
  Jun Nagayasu
- Journal Title
  
  Japan andthe World Economy
  
  Volume: Vol.22 Pages: 219-227
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330075
[Journal Article] Macroeconomic Interdependence in East Asia2010
- Author(s)
  Jun Nagayasu
- Journal Title
  
  Japan and the World Economy
  
  Volume: 22 Pages: 219-227
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330075
[Journal Article] Determinants of PIN: Evidence from the Japanese Stock Exchange Market2009
- Author(s)
  永易淳 Iam W Marsh
- Journal Title
  
  多目的統計データバンク年報(ISSN 1349-4112) 81
  
  Pages: 23-25
- Data Source
  KAKENHI-PROJECT-18653026
[Journal Article] JASDAQ証券取引所におけるプライベート・インフォメーション量の推定2008
- Author(s)
  永易淳、小原覚、牧田英
- Journal Title
  
  多目的統計データバンク年報 85
  
  Pages: 23-33
- Data Source
  KAKENHI-PROJECT-18653026
[Journal Article] ヘラクレス取引所における投資家の情報量2007
- Author(s)
  永易淳, 玉井恵美
- Journal Title
  
  平成18年度多目的統計データバンク年報 83(近刊)
- Data Source
  KAKENHI-PROJECT-18653026
[Journal Article] Financial market integration : evidence from stock and bond markets in Japan and the US2006
- Author(s)
  永易淳
- Journal Title
  
  Japanese Fixed Income Markets : Money, Bond, and Interest Rate Derivative 2
  
  Pages: 413-433
- Data Source
  KAKENHI-PROJECT-18653026
[Journal Article] Common factors of the exchange risk premium in emerging European markets
- Author(s)
  Byrne, Joseph P., Jun Nagayasu
- Journal Title
  
  Bulletin of Economic Research
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530206
[Journal Article] Common factors of the exchange risk premium in emerging European markets
- Author(s)
  永易淳, Josehp P Byrne
- Journal Title
  
  Bulletin of Economic Research
  
  Volume: (掲載確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530206
[Presentation] Intra-temporal substitution between tradable and nontradable goods: evidence from Japanese survey data2018
- Author(s)
  永易淳
- Organizer
  第2回Household Finance Conference
- Data Source
  KAKENHI-PROJECT-17K03796
[Presentation] Intra-temporal substitution between tradable and nontradable goods: an implication for the Backus-Smith puzzle2018
- Author(s)
  永易淳
- Organizer
  Workshop on International Macroeconomics
- Invited
- Data Source
  KAKENHI-PROJECT-17K03796
[Presentation] Intra-temporal substitution between tradable and nontradable goods2017
- Author(s)
  永易淳
- Organizer
  大阪・京都大学マクロ経済ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-17K03796
[Presentation] Intra-temporal substitution between tradable and nontradable goods: evidence from Japanese household survey data2017
- Author(s)
  永易淳
- Organizer
  日本金融学会
- Data Source
  KAKENHI-PROJECT-17K03796
[Presentation] Intra-temporal substitution between tradable and nontradable goods2017
- Author(s)
  永易淳
- Organizer
  日本経済学会
- Data Source
  KAKENHI-PROJECT-17K03796
[Presentation] Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model2014
- Author(s)
  永易淳
- Organizer
  日本金融学会
- Place of Presentation
  慶応義塾大学
- Year and Date
  2014-05-24
- Data Source
  KAKENHI-PROJECT-25380386
[Presentation] Interdependence in real effective exchange rates: evidence from the dynamic hierarchical factor model2013
- Author(s)
  永易淳
- Organizer
  日本経済学会
- Place of Presentation
  神奈川大学
- Data Source
  KAKENHI-PROJECT-25380386
[Presentation] Heterogeneity and Convergence of Regional Inflation(Prices)2011
- Author(s)
  永易淳
- Organizer
  日本経済学会
- Place of Presentation
  熊本学園大学
- Year and Date
  2011-05-22
- Data Source
  KAKENHI-PROJECT-21330075
[Presentation] Heterogeneity and Convergence of Regional Inflation2011
- Author(s)
  永易淳
- Organizer
  日本経済学会
- Place of Presentation
  熊本学園大学(熊本県)(Prices)
- Year and Date
  2011-05-22
- Data Source
  KAKENHI-PROJECT-21330075
[Presentation] Macroeconomic Interdependence in East Asia2010
- Author(s)
  永易淳
- Organizer
  日本経済学会
- Place of Presentation
  千葉大学(千葉県)
- Year and Date
  2010-06-05
- Data Source
  KAKENHI-PROJECT-21330075
[Presentation] Macroeconomic Inter-dependence in East Asia2010
- Author(s)
  永易淳
- Organizer
  日本経済学会
- Place of Presentation
  千葉大学
- Year and Date
  2010-06-05
- Data Source
  KAKENHI-PROJECT-21330075
[Presentation] Empirical analysis of forward premium : evidence from the Asia-Pacific region2009
- Author(s)
  永易淳
- Organizer
  日本金融学会
- Place of Presentation
  東京大学
- Year and Date
  2009-05-15
- Data Source
  KAKENHI-PROJECT-21530206
[Presentation] Empirical analysis of the risk premium : evidence from the Asia-Pacific region2009
- Author(s)
  永易淳
- Organizer
  日本金融学会春季大会
- Place of Presentation
  東京大学(東京都)
- Year and Date
  2009-05-16
- Data Source
  KAKENHI-PROJECT-21530206
[Presentation] Macroeconomic Integration in East Asia2009
- Author(s)
  Jun Nagayasu
- Organizer
  All China International Economics Conference
- Place of Presentation
  City University of Hong Kong, Hong Kong SAR
- Year and Date
  2009-12-14
- Data Source
  KAKENHI-PROJECT-21330075
[Presentation] The Determinants of PIN: Evidence from Japanese Stock Markets2009
- Author(s)
  永易淳
- Organizer
  Western Economic Association International
- Place of Presentation
  龍谷大学
- Year and Date
  2009-03-24
- Data Source
  KAKENHI-PROJECT-18653026

1. TAKAGI Shinji (20226749)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. OGAWA Eiji (80185503)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. IWATSUBO Kentaro (90372466)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. ESAKA Taro (60347515)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. HIROSE Kenichi (40345450)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. BYRNE Joseph

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results

Nagayasu Jun 永易 淳

NAGAYASU Jun 永易 淳

Research Projects

Research Products

Co-Researchers

AI and Systemic Risks in International Financial MarketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

The Current Account Surplus and the Budget Deficit in the Global Market: Cyclical and Categorical analysisPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Consumption behaviors and real exchange rates (relative prices)Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Exchange rate movements and spillovers: evidence from the dynamic hierarchical factor modelPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

The Global Crisis and the Asian Economies

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Contagion effects : evidence from the foreign exchange market riskPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

情報と投資家行動の実証分析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Life cycles and gender in residential mobility decisions2020

Author(s)

Journal Title

Data Source

[Journal Article] Intra-temporal substitution between tradable and nontradable goods: evidence from the Japanese cross-sectional Survey Data2018

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Commonality and heterogeneity in real effective exchange rates: evidence from developed and developing countries2016

Author(s)

Journal Title

Data Source

[Journal Article] The forward premium puzzle and the euro2014

Author(s)

Journal Title

DOI

Data Source

[Journal Article] The Threshold Consumption Correlation-Based Approach to International Capital Mobility2012

Author(s)

Journal Title

URL

Data Source

[Journal Article] The threshold nonstationary panel data approach to forward premiums, MPRA Paper 342652012

Author(s)

Journal Title

Data Source

[Journal Article] The threshold nonstionary panel data approach to forward premiums2011

Author(s)

Journal Title

Data Source

[Journal Article] The common component in the forward premium : evidence from the Asia-Pacific region2011

Author(s)

Nagayasu Jun 永易淳

NAGAYASU Jun 永易淳