Kobe University Tenure-Track Researchers
Research field : Econometrics, Time Series Analysis, Applied Macroeconomics
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.