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Details about Jun Nagayasu

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Workplace:Graduate School of Economics and Management, Tohoku University, (more information at EDIRC)

Access statistics for papers by Jun Nagayasu.

Last updated 2020-01-09. Update your information in the RePEc Author Service.

Short-id: pna93


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Working Papers

2019

  1. Is Inflation Fiscally Determined?
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration
    MPRA Paper, University Library of Munich, Germany Downloads

2018

  1. Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  2. Financial Flows, Global Interest Rates, and Political Integration
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  3. Homeownership and Residential Mobility during the "Lost Decades"
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  4. Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  5. Productivity Spillovers in the Global Market
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  6. Spatial Dependence and Social Networks in Regional Labor Migration
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads

2016

  1. Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Inflation and Bubbles in the Japanese Condominium Market
    MPRA Paper, University Library of Munich, Germany Downloads

2015

  1. Global and country-specific factors in real effective exchange rates
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Regional Inflation and Consumption Behaviors
    MPRA Paper, University Library of Munich, Germany Downloads

2014

  1. Regional inflation, spatial location and the Balassa-Samuelson effect
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2013

  1. An Investigation of Housing Affordability in the UK Regions
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) Downloads View citations (1)
  2. Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) Downloads
  3. Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) Downloads
  4. Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model
    MPRA Paper, University Library of Munich, Germany Downloads
  5. The Forward Premium Puzzle And The Euro
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) Downloads
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013) Downloads

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)
  6. UK House Prices: Convergence Clubs and Spillovers
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) Downloads

    See also Journal Article in Journal of Housing Economics (2015)

2012

  1. Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Regional inflation and industrial structure in monetary union
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. The Forward Premium Puzzle And Risk Premiums
    MPRA Paper, University Library of Munich, Germany Downloads
  4. The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Structural Change and Economic Dynamics (2012)

2011

  1. Common factors of the exchange risk premium in emerging European markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Bulletin of Economic Research (2012)
  2. Financial Innovation and Regional Money
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Applied Economics (2012)
  3. Regional deposits and demographic changes
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Applied Economics Letters (2012)
  4. The threshold nonstationary panel data approach to forward premiums
    MPRA Paper, University Library of Munich, Germany Downloads

2010

  1. Domestic Capital Mobility: A Panel Data Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Macroeconomic Interdependence in East Asia
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Japan and the World Economy (2010)
  4. Regional Inflation (Price) Behaviors: Heterogeneity and Convergence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  5. The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Review of International Economics (2011)

2009

  1. Regional Inflation in China
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2008

  1. Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (2)
    Also in Working Papers, Business School - Economics, University of Glasgow (2008) Downloads View citations (2)
  2. Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    Also in Working Papers, Business School - Economics, University of Glasgow (2008) Downloads View citations (1)

    See also Journal Article in Global Finance Journal (2010)

2003

  1. The Efficiency of the Japanese Equity Market
    IMF Working Papers, International Monetary Fund Downloads View citations (4)
  2. The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
    See also Journal Article in Monetary and Economic Studies (2004)

2000

  1. Currency Crisis and Contagion; Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand
    IMF Working Papers, International Monetary Fund Downloads View citations (5)
    See also Journal Article in Journal of Asian Economics (2001)

1999

  1. Determinants of Angola’s Parallel Market Real Exchange Rate
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
  2. The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials; A Panel Study
    IMF Working Papers, International Monetary Fund Downloads View citations (10)
    See also Journal Article in IMF Staff Papers (2000)

1998

  1. Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study
    IMF Working Papers, International Monetary Fund Downloads View citations (24)
    See also Journal Article in Bulletin of Economic Research (2002)
  2. Japanese Effective Exchange Rates and Determinants; Prices, Real Interest Rates, and Actual and Optimal Current Accounts
    IMF Working Papers, International Monetary Fund Downloads View citations (3)

Journal Articles

2017

  1. Global and country-specific movements in real effective exchange rates: Implications for external competitiveness
    Journal of International Money and Finance, 2017, 76, (C), 88-105 Downloads
  2. Inflation and consumption of nontradable goods: Global implications from regional analyses
    International Review of Economics & Finance, 2017, 48, (C), 478-491 Downloads
  3. Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan
    Urban Studies, 2017, 54, (6), 1482-1499 Downloads

2015

  1. 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, 2015, 53, (C), 1-19 Downloads View citations (1)
  2. UK house price convergence clubs and spillovers
    Journal of Housing Economics, 2015, 30, (C), 50-58 Downloads View citations (6)
    See also Working Paper (2013)

2014

  1. The forward premium puzzle and the Euro
    Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 436-451 Downloads
    See also Working Paper (2013)

2013

  1. A dynamic factor approach to domestic capital mobility
    Empirical Economics, 2013, 44, (2), 685-700 Downloads
  2. Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations
    Journal of Economic Integration, 2013, 28, 412-440 Downloads View citations (3)

2012

  1. COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS
    Bulletin of Economic Research, 2012, 64, (Supplement 1), s71-s85 Downloads View citations (3)
    See also Working Paper (2011)
  2. Financial innovation and regional money
    Applied Economics, 2012, 44, (35), 4617-4629 Downloads View citations (5)
    See also Working Paper (2011)
  3. Regional deposits and demographic changes
    Applied Economics Letters, 2012, 19, (10), 939-942 Downloads
    See also Working Paper (2011)
  4. The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries
    Structural Change and Economic Dynamics, 2012, 23, (3), 256-263 Downloads View citations (1)
    See also Working Paper (2012)

2011

  1. Heterogeneity and convergence of regional inflation (prices)
    Journal of Macroeconomics, 2011, 33, (4), 711-723 Downloads View citations (14)
  2. The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region
    Review of International Economics, 2011, 19, (4), 750-762 Downloads View citations (5)
    See also Working Paper (2010)

2010

  1. Macroeconomic interdependence in East Asia
    Japan and the World Economy, 2010, 22, (4), 219-227 Downloads
    See also Working Paper (2010)
  2. Structural breaks in the real exchange rate and real interest rate relationship
    Global Finance Journal, 2010, 21, (2), 138-151 Downloads View citations (7)
    See also Working Paper (2008)

2009

  1. PPP: Further evidence from Japanese regional data
    International Review of Economics & Finance, 2009, 18, (3), 419-427 Downloads View citations (16)

2008

  1. Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data
    Applied Financial Economics, 2008, 18, (4), 295-307 Downloads
  2. Relative Prices and Wages in China: Evidence from a Panel of Provincial Data
    Journal of Economic Integration, 2008, 23, 183-203 View citations (5)

2007

  1. Empirical analysis of the exchange rate channel in Japan
    Journal of International Money and Finance, 2007, 26, (6), 887-904 Downloads View citations (6)
  2. Putting the dividend-price ratio under the microscope
    Finance Research Letters, 2007, 4, (3), 186-195 Downloads View citations (2)

2004

  1. The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period
    Monetary and Economic Studies, 2004, 22, (2), 19-43 Downloads View citations (4)
    See also Working Paper (2003)
  2. The effectiveness of Japanese foreign exchange interventions during 1991-2001
    Economics Letters, 2004, 84, (3), 377-381 Downloads View citations (17)

2003

  1. A re-examination of the Japanese money demand function and structural shifts
    Journal of Policy Modeling, 2003, 25, (4), 359-375 Downloads View citations (19)
  2. Asymmetric effects of monetary indicators on the Japanese yen
    Japan and the World Economy, 2003, 15, (2), 143-159 Downloads View citations (4)

2002

  1. Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study
    Bulletin of Economic Research, 2002, 54, (2), 181-87 View citations (17)
    See also Working Paper (1998)
  2. On the term structure of interest rates and inflation in Japan
    Journal of Economics and Business, 2002, 54, (5), 505-523 Downloads View citations (4)

2001

  1. Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand
    Journal of Asian Economics, 2001, 12, (4), 529-546 Downloads View citations (19)
    See also Working Paper (2000)

2000

  1. The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study
    IMF Staff Papers, 2000, 47, (1), 5 Downloads View citations (64)
    See also Working Paper (1999)

1998

  1. 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, 1998, 12, (1), 75-102 Downloads View citations (19)
 
Page updated 2020-01-17