| | MOTEGI Kaiji Last updated: Jan 14, 2020 at 14:41 | Name | MOTEGI Kaiji |
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URL | http://www2.kobe-u.ac.jp/~motegi/ |
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Affiliation | Kobe University |
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Section | Graduate School of Economics Division of Economics |
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Job title | Associate Professor |
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Degree | Doctor of Philosophy in Economics(University of North Carolina at Chapel Hill) |
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Academic & Professional Experience Oct 2016 - Today Associate Professor (Tenure-Track), Graduate School of Economics, Kobe University Apr 2015 - Sep 2016 Assistant Professor, Faculty of Political Science and Economics, Waseda University Jun 2014 - Mar 2015 Research Associate, Faculty of Political Science and Economics, Waseda University Education Aug 2009 - May 2014 Doctor of Philosophy in Economics, Graduate School of Economics, University of North Carolina at Chapel Hill Apr 2008 - Mar 2009 One-Year Master's Program, Graduate School of Economics, Waseda University Apr 2004 - Mar 2008 Department of Economics, School of Political Science and Economics, Waseda University Awards & Honors Jan 2020 Best Young Researcher Award, Kobe University Sep 2019 33rd JSS Ogawa Award, The Japan Statistical Society Mar 2017 第11回日本統計学会春季集会「優秀発表賞」, 日本統計学会 Winner: MOTEGI KAIJI Mar 2016 第10回日本統計学会春季集会「優秀発表賞」, 日本統計学会 Winner: MOTEGI KAIJI Sep 2015 2015年度統計関連学会連合大会「優秀報告賞」, 統計関連学会連合 Winner: MOTEGI KAIJI Sep 2014 2014年度統計関連学会連合大会「最優秀報告賞」, 統計関連学会連合 Winner: MOTEGI KAIJI 2014 JJSM Competition Session Best Presentation Award Winner 2014 2012 Dean's Award, Graduate School of Economics, Waseda University 2011 Outstanding Book Award, Japan Society for Fuzzy Theory and Intelligent Informatics Published Papers Moving average threshold heterogeneous autoregressive (MAT-HAR) models Kaiji Motegi, Xiaojing Cai, Shigeyuki Hamori, and Haifeng Xu Journal of Forecasting forthcoming Jan 2020 [Refereed] A max-correlation white noise test for weakly dependent time series Jonathan B. Hill and Kaiji Motegi Econometric Theory forthcoming Oct 2019 [Refereed] Shigeyuki Hamori, Kaiji Motegi, and Zheng Zhang Journal of Multivariate Analysis 173 85-109 Sep 2019 [Refereed] Jonathan B. Hill and Kaiji Motegi Economic Modelling 76 231-242 Jan 2019 [Refereed] Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality Eric Ghysels, Jonathan B. Hill, and Kaiji Motegi Journal of Econometrics forthcoming Jul 2018 [Refereed] Kaiji Motegi and Akira Sadahiro North American Journal of Economics and Finance 43 118-128 Jan 2018 [Refereed] Eric Ghysels, Jonathan B. Hill, MOTEGI KAIJI Journal of Econometrics 192(1) 207-230 May 2016 [Refereed] Misc Fuzzy Cluster Analysis Using Spectral Analysis: With an Application to Stock Price Comovement Kaiji Motegi, Kimiaki Shinkai, Hajime Yamashita, Shuya Kanagawa, and Hiroaki Uesu ICIC Express Letters, PartB: Applications Forthcoming 2015 A Bootstrap Max-Correlation White Noise Test for Weakly Dependent Time Series Jonathan B. Hill and Kaiji Motegi Working Paper at the University of North Carolina at Chapel Hill and Waseda University 2015 Fuzzy Cluster Analysis with Mixed Frequency Data Kaiji Motegi Working Paper at Waseda University 2014 Sluggish Private Investment in Japan's Lost Decade: Mixed Frequency Vector Autoregression Approach Akira Sadahiro and Kaiji Motegi Working Paper at Waseda University 2014 Testing for Money Illusion Hypothesis in Aggregate Consumption: Mixed Frequency Approach Kaiji Motegi and Akira Sadahiro 2014 Books etc Fuzzy Theory 山下 元, 瀧澤 武信, 稲井田 次郎, 上江洲 弘明, 奥田 良治, 金川 秀也, 清水 誠一, 鍾 恂恂, 新海 公昭, 富田 真聡, 津田 栄, 永島 謙一, 橋口 泰武, MOTEGI KAIJI, 森岡 正臣 (Part:Joint Work) 共立出版 Aug 2010 |
Conference Activities & Talks Copula-based regression models with data missing at random: A unified approach [Invited] MOTEGI Kaiji Econometrics Workshop, Institute for Economic Studies, Keio University 3 Dec 2019 Copula-based regression models with data missing at random: A unified approach [Invited] MOTEGI Kaiji Departmental seminar, Department of Economics, University of Essex 23 Sep 2019 Copula-based regression models with responses missing at random: A unified approach MOTEGI KAIJI 2019 Japanese Joint Statistical Meeting Sep 2019 Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality [Invited] MOTEGI KAIJI 2019 Japanese Joint Statistical Meeting Sep 2019 A max-correlation white noise test for weakly dependent time series MOTEGI KAIJI The 15th International Symposium on Econometric Theory and Applications (SETA 2019) Jun 2019 Research Grants & Projects JSPS: KAKENHI Grant-in-Aid for Early-Career Scientists Project Year: Apr 2019 - Mar 2022 Investigator(s): MOTEGI Kaiji Unifying copula models, missing data analysis, and treatment effects Japan Center for Economic Research (JCER): Research grant Project Year: Apr 2018 - Mar 2020 Investigator(s): Kaiji Motegi Analysis of the interdependence of financial variables based on new copula models Nihon Hosei Gakkai Foundation: Research grant Project Year: Apr 2018 - Mar 2019 Investigator(s): Kaiji Motegi A new approach for predicting economic time series Kikawada Foundation: Research grant Project Year: Apr 2017 - Mar 2019 Investigator(s): Kaiji Motegi A new approach for predicting economic time series Nomura Foundation: Grants for Social Science Project Year: Apr 2017 - Mar 2019 Investigator(s): Kaiji Motegi JSPS: KAKENHI Grant-in-Aid for Young Scientists (B) Project Year: Apr 2016 - Mar 2019 Investigator(s): Kaiji Motegi A new approach for predicting economic time series Mitsubishi UFJ Trust Scholarship Foundation: Research grant Project Year: Apr 2017 - Mar 2018 Investigator(s): Kaiji Motegi Statistical analysis of mixed frequency data Suntory Foundation: Suntory Foundation Grant for Young Researchers Project Year: Apr 2016 - Mar 2017 Investigator(s): Kaiji Motegi |
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