NAKAJIMA, Jouchi
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Professor
Research Division of Theories in Economics and Statistics
Specialization:
Econometrics, Statistics
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Previous research
At the Bank of Japan, I was engaged in policy work related to monetary policy and the assessment of developments in Japanese and overseas economies. I had been researching time series models, Bayesian statistics, and empirical analysis of macroeconomics, microeconomics, and finance. In particular, I have been interested in stochastic volatility models and the time-varying parameter VAR model.
Current research projects
After leaving the Bank of Japan, I continued my research on time series models and various empirical analyses. In particular, my current research focus is statistical methods of Bayesian analysis, time series models and a development of an analytical framework for evaluating policy effects and their application in Japanese and overseas economies.
◎Keywords
time series model, Bayesian statistics, evaluation of policy effect, big data
