Kobe University
Tenure-Track Faculty

Kobe University Tenure-Track Researchers

Researcher

Kaiji MOTEGI
Associate Professor
Graduate School of Economics
Research field : Econometrics, Time Series Analysis, Applied Macroeconomics

Research outline:
My research interest lies in statistical analysis of economic time series. My goal is to reveal the dynamic properties of economic and financial variables like production, unemployment, and stock prices. I am particularly interested in the Mixed Data Sampling (MIDAS) analysis, a relatively new field that has been evolving since around 2004. MIDAS offers an innovative framework that handles time series data sampled at different frequencies. Taking advantage of the MIDAS approach, I am improving the precision of statistical tests.

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