Graduate School of Economics and Management / Faculty of Economics, Tohoku University

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Faculty Member

Jun Nagayasu

Curriculum Vitae

1997Nomura International Plc, Quantitative Analyst
1997International Monetary Fund, Economist
2003University of Tsukuba, Associate Professor
2015Tohoku University, Professor

Academic Degree

PhD in Economics (Scottish Graduate Programme in Economics, UK)

Current Position

Tohoku University, Graduate School of Economics and Management, Professor

Fields of Research

International Finance, Applied Economics

Courses

Graduate: (Seminars excl.) International Economics

Undergraduate:(Seminars excl.) International Economics

Main Research Results

Introduction to International Finance, 2015, Tokyo, Yuhikaku, with T Esaka, Y Yoshida

Global and country-specific movements in real effective exchange rates: implications for external competitiveness, forthcoming, Journal of International Money and Finance.

Currency forecast errors and carry trades at times of low interest rates: evidence from survey data on the yen/dollar exchange rate, 2015, Journal of International Money and Finance 53 1-19, with R MacDonald

The common component in the forward premium: evidence from the Asia-Pacific region, 2011, Review of International Economics 19 750-762

Empirical analysis of the exchange rate channel in Japan, 2007, Journal of International Money and Finance 26 887-904

The effectiveness of Japanese foreign exchange interventions during 1991-2001, 2004, Economics Letters 84 377-381

The long run relationship between real exchange rate and interest rate differentials: a panel study, 2000, IMF Staff Papers 47 116-128, with R. MacDonald

Links

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