Jouchi Nakajima
Jouchi Nakajima
Data
Natural rate of interest for Japan
Firms' inflation expectations for Japan
Macroeconomic uncertainty index for Japan
Shadow rate and term premium estimates for Japan
Japanese Government Bonds security-by-security data
...these datasets are featured on the website Japan's Monetary Policy Database, maintained by Jouchi Nakajima
Software code
Time-varying parameter models (Ox, Matlab)
Time-varying local projections (R)
Stochastic volatility models (Ox)
Standard VAR models (Matlab)