Noroi (The Curse) is a 2005 Japanese found footage horror film made as if a documentary. This isn't a gory film and doesn't have "jump" scenes but focuses on the experiences of people who've come into contact with the curse. The plot summary at Wikipedia begins with this:
The film focuses on Masafumi Kobayashi, a paranormal expert who produced a series of books and documentaries on supernatural activity around Japan. He disappeared in the process of making his most disturbing documentary, The Curse. His house burnt down and his wife Keiko was found dead in the ruins. The aforementioned movie begins to play, shown mostly through the recordings of Kobayashi's cameraman Miyajima.
It seems to have gotten generally positive reviews.