MOTEGI Kaiji

J-GLOBAL         Last updated: Jan 14, 2020 at 14:41
 
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Name
MOTEGI Kaiji
URL
http://www2.kobe-u.ac.jp/~motegi/
Affiliation
Kobe University
Section
Graduate School of Economics Division of Economics
Job title
Associate Professor
Degree
Doctor of Philosophy in Economics(University of North Carolina at Chapel Hill)

Research Areas

 
 

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