WATANABE Toshiaki

J-GLOBAL         Last updated: Sep 28, 2019 at 02:42
 
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Name
WATANABE Toshiaki
E-mail
watanabeier.hit-u.ac.jp
URL
http://www.ier.hit-u.ac.jp/English/faculty/twatanabe.html
Affiliation
Hitotsubashi University
Section
Institute of Economic Research Research Division of Theories in Economics and Statistics
Job title
Professor
Degree
Ph.D. (Economics)(Yale University)
Other affiliation
Bank of JapanHitotsubashi UniversityHitotsubashi UniversityHitotsubashi UniversityHitotsubashi University
Research funding number
90254135

Research Areas

 
 

Academic & Professional Experience

 
Jul 1993
 - 
Mar 1994
Assistant Professor, Faculty of Economics, Tokyo Metropolitan University
 
Apr 1994
 - 
Sep 2001
Associate Professor, Faculty of Economics, Tokyo Metropolitan University
 
Oct 2001
 - 
Mar 2005
Professor, Faculty of Economics, Tokyo Metropolitan University
 
Mar 2005
 - 
Today
Senior Fellow, Institute for Economic Studies, Bank of Japan
 
Apr 2006
 - 
Mar 2015
Professor, Institute of Economic Research Economic Systems Analysis, Hitotsubashi University
 

Education

 
Sep 1986
 - 
Dec 1993
Graduate School, Division of Economics, Yale University Graduate School
 
 
 - 
Mar 1986
Economics, Faculty of Economics, The University of Tokyo
 

Published Papers

 
Toshiaki Watanabe
Journal of Applied Econometrics   14(2) 101-121   Mar 1999   [Refereed]
Toshiaki Watanabe
Journal of Business & Economic Statistics   18(2) 199-210   Apr 2000   [Refereed]
Toshiaki Watanabe
Applied Economics Letters   7(6) 353-355   Jun 2000   [Refereed]
Toshiaki Watanabe
Statistics & Probability Letters   52(2) 177-181   Sep 2001   [Refereed]
Toshiaki Watanabe
Applied Financial Economics   11(6) 651-658   Dec 2001   [Refereed]

Books etc

 
Volatility Changing Model
May 2000   ISBN:4-254-27504-8C3550
Econometric Analysis of Finance and Business Cycle (co-authored and co-edited)
Kazumi Asako, Toshiaki Watanabe (Part:Joint Editor)
Minerva-shobo   Dec 2011   ISBN:9784623060474

Conference Activities & Talks

 
Bayesian analysis of structural changes in ARFIMA models with an application to realized volatility
渡部 敏明
Japan Statistical Society   1 Sep 2007   
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
渡部 敏明
Globa COE Hi-Stat   15 Sep 2009   
Bayesian Analysis of Structural Changes in ARFIMA Models with an Application to Realized Volatility
Toshiaki Watanabe
International Workshop on Bayesian Econometrics and Statistics   4 Feb 2010   
A New Method for the Evaluation of Dynamic Stochastic General Equilibrium Models
Toshiaki Watanabe
4th CSDA International Conference on Computational and Financial Econometrics (CFE'10)   10 Dec 2010   
Pricing Nikkei 225 Options Using Realized Volatility
渡部 敏明
計量経済学・計量ファイナンス研究集会   23 Dec 2010   

Research Grants & Projects

 
Development of Volatility Changing Models with an Application to Financial Risk Management
Project Year: Jul 1993 - Today
Extension of Markov Switching Model with an Application to Business Cycle
Project Year: Apr 2001 - Today
Extension of Macroeconometric Models such as DSGE and VAR Models with an Application to Macroeconomic Data
Project Year: Apr 2010 - Today