Shintani Mototsugu 新谷元嗣

Researcher Number	00252718
Other IDs	https://orcid.org/0000-0001-5799-8551
Affiliation (Current)	2023: 東京大学, 大学院経済学研究科(経済学部), 教授
Affiliation (based on the past Project Information) *help	2019 – 2023: 東京大学, 大学院経済学研究科(経済学部), 教授 2014 – 2019: 東京大学, 先端科学技術研究センター, 教授
Review Section/Research Field	Principal Investigator Economic statistics / Basic Section 07030:Economic statistics-related Except Principal Investigator Medium-sized Section 7:Economics, business administration, and related fields / Economic statistics / Basic Section 61030:Intelligent informatics-related / Basic Section 07040:Economic policy-related / Economic policy
Keywords	Principal Investigator 非線形トレンド / インパルス応答関数 / DSGEモデル / 確率トレンド / 景気循環 / マクロ経済モデル / 非構造化データ / マクロ政策評価 / ビッグデータ / 経済予測 … More / 時系列モデル / 機械学習 / トレンド / マクロ経済学 / 金利ギャップ / 失業率ギャップ / GDPギャップ / 潜在変数 / マクロ計量モデル / 購買力平価 / モデル選択 … More Except Principal Investigator 金融・財政政策 / マクロ経済 / 高頻度データ / ボラティリティ / 自然災害 / 金融 / 不確実性 / 文書 / 深層学習 / 投資 / ベクトル表現 / 金融情報処理 / 自然言語処理 / 株価データ / 埋め込み表現 / 近視眼的行動 / 量的緩和 / 行動経済学 / ゼロ金利制約 / ベイズ推計 / DSGEモデル / 早期警戒指標 / 計量経済学 / マクロ経済学 / 資産価格の高頻度データ / DSGE / VAR / 財政政策 / 金融政策 / 経済予測 / マクロ計量分析 / 計量ファイナンス / 経済統計 / 経済統計学 / 予測モデル / 金融市場 / リスク / 非定常 / 定常 / 外貨準備 / 運用利益 / 円ドルレート / 単位根 / 非線形トレンド / 為替介入 / 利益 / 代理変数 / 介入 Less

The construction of new uncertainty indicators and theoretical and econometric analysis of their impact on financial markets and the macroeconomy
- Principal Investigator
  
  渡部敏明
- Project Period (FY)
  2023 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Hitotsubashi University
Study on embedding representations of financial entities based on price and texts
- Principal Investigator
  
  石井久美子 (田中久美子)
- Project Period (FY)
  2021 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 61030:Intelligent informatics-related
- Research Institution
  Waseda University
  The University of Tokyo
Econometric analysis of risk of asset price fluctuations and business cycles using big and high-frequency data
- Principal Investigator
  
  渡部敏明
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Hitotsubashi University
機械学習的手法を用いたマクロ計量経済分析Principal Investigator
- Principal Investigator
  
  新谷元嗣
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The University of Tokyo
Estimating nonlinear behavioral macroeconomic models with the zero lower bound of nominal interest rates
- Principal Investigator
  
  上田晃三
- Project Period (FY)
  2019 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Waseda University
Building New Macroeconometric Models with Applications to Economic Forecasting Using Big Data
- Principal Investigator
  
  WATANABE Toshiaki
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic policy
- Research Institution
  Hitotsubashi University
Macroeconometric Analysis of Nonlinear TrendsPrincipal Investigator
- Principal Investigator
  
  SHINTANI MOTOTSUGU
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
Statistical inference and empirical study on the measurement of risk and its propagation
- Principal Investigator
  
  OYA Kosuke
- Project Period (FY)
  2016 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka University
Theoretical and applied analyses on closed and open economy short-run macroeconometric model selectionPrincipal Investigator
- Principal Investigator
  
  Shintani Mototsugu
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
Time Series Analysis of Financial Data
- Principal Investigator
  
  Yabu Tomoyoshi
- Project Period (FY)
  2014 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Keio University

All 2021 2020 2019 2018 2017 2016 2015 2014 Other

All Journal Article Presentation Book

[Book] 計量経済学2019
- Author(s)
  新谷元嗣・西山慶彦・川口大司・奥井亮
- Total Pages
  744
- Publisher
  有斐閣
- ISBN
  9784641053854
- Data Source
  KAKENHI-PROJECT-17H00985
[Book] 実証のための計量時系列分析2019
- Author(s)
  新谷元嗣（原著者：ウォルター・エンダース, 共訳者：藪友良）
- Total Pages
  522
- Publisher
  有斐閣
- ISBN
  9784641165489
- Data Source
  KAKENHI-PROJECT-17H02510
[Book] 計量経済学 (New Liberal Arts Selection)2019
- Author(s)
  新谷元嗣（共著者：西山慶彦, 川口大司, 奥井亮）
- Total Pages
  744
- Publisher
  有斐閣
- ISBN
  9784641053854
- Data Source
  KAKENHI-PROJECT-17H02510
[Journal Article] Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan2021
- Author(s)
  Iiboshi, Hirokuni, Mototsugu Shintani, and Kozo Ueda
- Journal Title
  
  Journal of Money, Credit and Banking
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19H01491
[Journal Article] Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model2021
- Author(s)
  Iwasaki, Yuto, Ichiro Muto and Mototsugu Shintani
- Journal Title
  
  European Economic Review
  
  Volume: 132 Pages: 103626-103626
- DOI
  10.1016/j.euroecorev.2020.103626
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20H01482
[Journal Article] Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan2020
- Author(s)
  Maehashi, Kohei, and Mototsugu Shintani
- Journal Title
  
  Journal of the Japanese and International Economies
  
  Volume: 58 Pages: 101104-101104
- DOI
  10.1016/j.jjie.2020.101104
- NAID
  210000173253
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20H01482
[Journal Article] Current account dynamics under information rigidity and imperfect capital mobility2019
- Author(s)
  Akihisa Shibata; Mototsugu Shintani; Takayuki Tsuruga
- Journal Title
  
  Journal of International Money and Finance
  
  Volume: 92 Pages: 153-176
- DOI
  10.1016/j.jimonfin.2018.12.001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H05728, KAKENHI-PROJECT-16H02026, KAKENHI-PROJECT-18K01684, KAKENHI-PROJECT-16H03605, KAKENHI-PROJECT-17H02510, KAKENHI-PROJECT-15H05729, KAKENHI-PROJECT-17H00985
[Journal Article] Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach2018
- Author(s)
  Shintani Mototsugu、Guo Zi-Yi
- Journal Title
  
  Econometric Reviews
  
  Volume: 37 Issue: 4 Pages: 360-379
- DOI
  10.1080/07474938.2015.1092825
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985, KAKENHI-PROJECT-17H02510
[Journal Article] Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes2018
- Author(s)
  Lee, Yoon-Jin, Ryo Okui, and Mototsugu Shintani
- Journal Title
  
  Journal of Econometrics
  
  Volume: 印刷中
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Journal Article] Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach2018
- Author(s)
  Mototsugu Shintani and Zi-Yi Guo
- Journal Title
  
  Econometric Reviews
  
  Volume: 37 (4) Pages: 360-379
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Journal Article] Quasi-Bayesian model selection2018
- Author(s)
  Inoue, Atsushi, and Mototsugu Shintani
- Journal Title
  
  Quantitative Economics
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H02510
[Journal Article] Quasi-Bayesian Model Selection2018
- Author(s)
  Atsushi Inoue and Mototsugu Shintani
- Journal Title
  
  Quantitative Economics
  
  Volume: 9(3) Issue: 3 Pages: 1265-1297
- DOI
  10.3982/qe587
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985, KAKENHI-PROJECT-16H03605, KAKENHI-PROJECT-17H02510
[Journal Article] Asymptotic Inference for Dynamic Panel Estimators of Infinite Order Autoregressive Processes2018
- Author(s)
  Yoon-Jin Lee, Ryo Okui and Mototsugu Shintani
- Journal Title
  
  Journal of Econometrics
  
  Volume: 204(2) Issue: 2 Pages: 147-158
- DOI
  10.1016/j.jeconom.2017.04.005
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985, KAKENHI-PROJECT-16H03605, KAKENHI-PROJECT-17H02510
[Journal Article] Asymptotic Inference for Dynamic Panel Estimators of Infinite Order Autoregressive Processes2017
- Author(s)
  Lee, Yoon-Jin, Ryo Okui and Mototsugu Shintani
- Journal Title
  
  Journal of Econometrics
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26285049
[Journal Article] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2017
- Author(s)
  Perron, Pierre, Mototsugu Shintani and Tomoyoshi Yabu
- Journal Title
  
  Oxford Bulletin of Economics and Statistics
  
  Volume: 印刷中 Issue: 5 Pages: 822-850
- DOI
  10.1111/obes.12169
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26285049, KAKENHI-PROJECT-17H00985, KAKENHI-PROJECT-17H02510, KAKENHI-PROJECT-26380274, KAKENHI-PROJECT-17K03663
[Journal Article] Testing for flexible nonlinear trends with an integrated or stationary noise component2017
- Author(s)
  Pierre Perron, Mototsugu Shintani and Tomoyoshi Yabu
- Journal Title
  
  Oxford Bulletin of Economics and Statistics
  
  Volume: 79 (5) Pages: 822-853
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Journal Article] Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach2016
- Author(s)
  Shintani, Mototsugu, and Zi-Yi Guo
- Journal Title
  
  Econometric Reviews
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26285049
[Journal Article] Measuring International Business Cycles by Saving for a Rainy Day2016
- Author(s)
  Crucini, Mario J., and Mototsugu Shintani
- Journal Title
  
  Canadian Journal of Economics
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26285049
[Journal Article] Testing for A Unit Root against Transitional Autoregressive Models2016
- Author(s)
  Park, Joon Y., and Mototsugu Shintani
- Journal Title
  
  International Economic Review
  
  Volume: 57 Issue: 2 Pages: 635-664
- DOI
  10.1111/iere.12171
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605, KAKENHI-PROJECT-26285049
[Journal Article] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2015
- Author(s)
  Pierre Perron, Mototsugu Shintani, Tomoyoshi Yabu
- Journal Title
  
  Vanderbilt University Department of Economics Working Papers
  
  Volume: 15-00001
- Open Access
- Data Source
  KAKENHI-PROJECT-26380274
[Journal Article] Noisy Information, Distance and Law of One Price Dynamics across US Cities2015
- Author(s)
  Crucini, Mario J., Mototsugu Shintani and Takayuki Tsuruga
- Journal Title
  
  Journal of Monetary Economics
  
  Volume: 74 Pages: 52-66
- DOI
  10.1016/j.jmoneco.2015.06.003
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26285049, KAKENHI-PROJECT-15H05729
[Journal Article] Testing for A Unit Root Against Transitional Autoregressive Models2015
- Author(s)
  Park, Joon Y., and Mototsugu Shintani
- Journal Title
  
  International Economic Review
  
  Volume: 印刷中
- Data Source
  KAKENHI-PROJECT-26285049
[Journal Article] Real exchange rate dynamics in sticky wage models2014
- Author(s)
  Mario J. Crucini, Mototsugu Shintani, and Takayuki Tsuruga
- Journal Title
  
  Economics Letters
  
  Volume: 123 Issue: 2 Pages: 160-163
- DOI
  10.1016/j.econlet.2014.02.003
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24730269, KAKENHI-PROJECT-26285049
[Presentation] Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise2020
- Author(s)
  Mototsugu Shintani
- Organizer
  2020 Econometric Society World Congress
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H01482
[Presentation] Forecasting Japanese inflation with a news-based leading indicator of economic activities2019
- Author(s)
  新谷元嗣・五島圭一・石島博・山本弘樹
- Organizer
  2019年度 Summer Workshop on Economic Theory
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] News implied uncertainty and aggregate economic activity: Evidence from the Japanese government bond market2019
- Author(s)
  新谷元嗣
- Organizer
  The 3rd International Conference on Econometrics and Statistics (EcoSta 2019)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] News implied uncertainty and aggregate economic activity:Evidence from the Japanese government bond market2019
- Author(s)
  Mototsugu Shintani, Keiichi Goshima and Hiroshi Ishijima
- Organizer
  3rd International Conference on Econometrics and Statistics (EcoSta 2019)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Forecasting Japanese inflation with a news-based leading indicator of economic activities2019
- Author(s)
  新谷元嗣
- Organizer
  27th Symposium of the Society for Nonlinear Dynamics and Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Forecasting Japanese Inflation with a News-Based Leading Indicator of Economic Activities2019
- Author(s)
  新谷元嗣
- Organizer
  2019年度 Summer Workshop on Economic Theory
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Frequency-wise causality analysis in infinite order vector autoregressive processes2019
- Author(s)
  Mototsugu Shintani, Ryo Kinoshita and Kosuke Oya
- Organizer
  Workshop on Recent Progress in Time Series: in honour of Peter Robinson
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Forecasting Japanese inflation with a news-based leading indicator of economic activities2019
- Author(s)
  新谷元嗣
- Organizer
  2019 CUR Microeconometrics: Survey Methodology and Data Science
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Frequency-wise causality analysis in infinite order vector autoregressive processes2019
- Author(s)
  新谷元嗣, 木下亮, 大屋幸輔
- Organizer
  第26回関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Forecasting Japanese Inflation with a News-Based Leading Indicator of Economic Activities2019
- Author(s)
  新谷元嗣（共著者：五島圭一, 石島博, 山本弘樹）
- Organizer
  2019 CUR Microeconometrics: Survey Methodology and Data Science
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] News implied uncertainty and aggregate economic activity: Evidence from the Japanese government bond market2019
- Author(s)
  新谷元嗣（共著者：五島圭一, 石島博）
- Organizer
  The 3rd International Conference on Econometrics and Statistics (EcoSta 2019)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Frequency-wise causality analysis in infinite order vector autoregressive processes2019
- Author(s)
  新谷元嗣（共著者：木下亮, 大屋幸輔）
- Organizer
  Workshop on Recent Progress in Time Series: in honour of Peter Robinson
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Frequency-wise causality analysis in infinite order vector autoregressive processes2019
- Author(s)
  Mototsugu Shintani, Ryo Kinoshita and Kosuke Oya
- Organizer
  2019 Asian Meeting of the Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Forecasting Japanese Inflation with a News-Based Leading Indicator of Economic Activities2019
- Author(s)
  新谷元嗣（共著者：五島圭一, 石島博, 山本弘樹）
- Organizer
  日本経済学会秋季大会
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Frequency-wise causality analysis in infinite order vector autoregressive processes2019
- Author(s)
  新谷元嗣
- Organizer
  2019 Asian Meeting of the Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Forecasting Japanese Inflation with a News-Based Leading Indicator of Economic Activities2019
- Author(s)
  Mototsugu Shintani, Keiichi Goshima, Hiroshi Ishijima and Hiroki Yamamoto
- Organizer
  27th Symposium of the Society for Nonlinear Dynamics and Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Forecasting Japanese inflation with a news-based leading indicator of economic activities2019
- Author(s)
  Mototsugu Shintani, Keiichi Goshima, Hiroshi Ishijima and Hiroki Yamamoto
- Organizer
  27th Symposium of the Society for Nonlinear Dynamics and Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Forecasting Japanese inflation with a news-based leading indicator of economic activities2019
- Author(s)
  Mototsugu Shintani, Keiichi Goshima, Hiroshi Ishijima and Hiroki Yamamoto
- Organizer
  2019 CUR Microeconometrics: Survey Methodology and Data Science
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Forecasting Japanese inflation with a news-based leading indicator of economic activities2019
- Author(s)
  新谷元嗣・五島圭一・石島博・山本弘樹
- Organizer
  日本経済学会2019年度秋季大会
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Frequency-wise causality analysis in infinite order vector autoregressive processes2019
- Author(s)
  新谷元嗣（共著者：木下亮, 大屋幸輔）
- Organizer
  2019 Asian Meeting of the Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Frequency-wise Causality Analysis in Infinite Order Vector Autoregressive Processes2019
- Author(s)
  Mototsugu Shintani, Ryo Kinoshita and Kosuke Oya
- Organizer
  第26回関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Frequency-wise causality analysis in infinite order vector autoregressive processes2019
- Author(s)
  新谷元嗣
- Organizer
  第26回関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Frequency-wise causality analysis in infinite order vector autoregressive processes2019
- Author(s)
  新谷元嗣
- Organizer
  Workshop on Recent Progress in Time Series: in honour of Peter Robinson
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Forecasting Japanese Inflation with a News-Based Leading Indicator of Economic Activities2019
- Author(s)
  新谷元嗣
- Organizer
  日本経済学会秋季大会
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Frequency-wise Causality Analysis in Infinite Order Vector Autoregressive Processes2018
- Author(s)
  Mototsugu Shintani, Ryo Kinoshita and Kosuke Oya
- Organizer
  12th International Conference on Computational and Financial Econometrics (CFE2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Frequency-wise causality analysis in infinite order vector autoregressive processes2018
- Author(s)
  Mototsugu Shintani, Ryo Kinoshita and Kosuke Oya
- Organizer
  12th International Conference on Computational and Financial Econometrics (CFE2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model2018
- Author(s)
  Mototsugu Shintani, Yuto Iwasaki and Ichiro Muto
- Organizer
  2018 Midwest Macroeconomics Meetings
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model2018
- Author(s)
  新谷元嗣
- Organizer
  2018 Midwest Macroeconomics Meetings
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Frequency-wise causality analysis with infinite order VAR processes2018
- Author(s)
  Kosuke Oya (Ryo Kinoshita, Mototsugu Shintani)
- Organizer
  一橋大学共同利用・共同研究拠点プロジェクト研究集会「高頻度データを用いた資産価格の計量分析」
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] On Trigonometric Trend Regressions of Unknown Frequencies in the Presence of Autoregressive Errors2018
- Author(s)
  Mototsugu Shintani, Pierre Perron and Tomoyoshi Yabu
- Organizer
  4th Hitotsubashi Summer Institute (HSI2018) “Macroeconomics and Macroeconometrics”
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] On Trigonometric Trend Regressions of Unknown Frequencies in the Presence of Autoregressive Errors2018
- Author(s)
  Mototsugu Shintani, Pierre Perron and Tomoyoshi Yabu
- Organizer
  4th Hitotsubashi Summer Institute (HSI2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] On Trigonometric Trend Regressions of Unknown Frequencies in the Presence of Autoregressive Errors2018
- Author(s)
  新谷元嗣
- Organizer
  4th Hitotsubashi Summer Institute (HSI2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model2018
- Author(s)
  Yuto Iwasaki, Ichiro Muto and Mototsugu Shintani
- Organizer
  2018 Midwest Macroeconomics Meetings
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Frequency-wise causality analysis in infinite order vector autoregressive processes2018
- Author(s)
  新谷元嗣
- Organizer
  12th International Conference on Computational and Financial Econometrics (CFE2018)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve2017
- Author(s)
  新谷元嗣
- Organizer
  The 4th annual conference of the International Association for Applied Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Instrumental Variables Estimators for Infinite Order Panel Autoregressive Processes2017
- Author(s)
  Mototsugu Shintani (Yoonjin Lee, Ryo Okui)
- Organizer
  2017 China Meeting of the Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve2017
- Author(s)
  新谷元嗣
- Organizer
  4th Conference of International Association for Applied Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve2017
- Author(s)
  Mototsugu Shintani (Yasufumi Gemma, Takushi Kurozumi)
- Organizer
  The 4th annual conference of the International Association for Applied Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] On Trigonometric Trend Regressions of Unknown Frequencies in the Presence of Autoregressive Errors2017
- Author(s)
  Mototsugu Shintani (Pierre Perron, Ryo Okui)
- Organizer
  2017 Asian Meeting of the Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Evaluating the Role of Part-time Workers in an Estimated New Keynesian Model with Search Frictions2017
- Author(s)
  新谷元嗣
- Organizer
  HIAS, IER and AJRC Joint Workshop “Frontiers in Macroeconomics and Macroeconometrics”
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Instrumental Variables Estimators for Infinite Order Panel Autoregressive Processes2017
- Author(s)
  新谷元嗣
- Organizer
  2017 China Meeting of the Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] On Trigonometric Trend Regressions of Unknown Frequencies in the Presence of Autoregressive Errors2017
- Author(s)
  新谷元嗣
- Organizer
  2017 Asian Meeting of the Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] Evaluating the Role of Part-time Workers in an Estimated New Keynesian Model with Search Frictions2017
- Author(s)
  Mototsugu Shintani (Toshihiko Mukoyama, Kazuhiro Teramoto)
- Organizer
  11th International Conference on Computational and Financial Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Evaluating the Role of Part-time Workers in an Estimated New Keynesian Model with Search Frictions2017
- Author(s)
  新谷元嗣
- Organizer
  11th International Conference on Computational and Financial Econometrics (CFE 2017)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] On Trigonometric Trend Regressions of Unknown Frequencies in the Presence of Autoregressive Errors2017
- Author(s)
  新谷元嗣
- Organizer
  2017 Asian Meeting of the Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Evaluating the Role of Part-time Workers in an Estimated New Keynesian Model with Search Frictions2017
- Author(s)
  新谷元嗣
- Organizer
  The 11th International Conference on Computational and Financial Econometrics (CFE 2017)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Instrumental Variables Estimators for Infinite Order Panel Autoregressive Processes2017
- Author(s)
  新谷元嗣
- Organizer
  2017 China Meeting of the Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Evaluating the Role of Part-time Workers in an Estimated New Keynesian Model with Search Frictions2017
- Author(s)
  新谷元嗣
- Organizer
  HIAS, IER and AJRC Joint Workshop
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02510
[Presentation] On Trigonometric Trend Regressions of Unknown Frequencies in the Presence of Autoregressive Error2017
- Author(s)
  新谷元嗣（Pierre Perron、藪友良）
- Organizer
  計量経済学セミナー
- Place of Presentation
  京都大学経済研究所（京都府京都市）
- Year and Date
  2017-02-08
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] 高次VARモデルを用いた周波数別のグレンジャー因果性検定2016
- Author(s)
  木下　亮, 大屋幸輔, 新谷元嗣
- Organizer
  統計関連学会連合大会
- Place of Presentation
  金沢大学（石川県金沢市）
- Year and Date
  2016-09-04
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] Simulation Study of Causality Change with Infinite Order Vector Autoregressive Processes2016
- Author(s)
  Ryo Kinoshita, Kosuke Oya, Mototsugu Shintani
- Organizer
  International Conference for JSCS 30th Anniversary
- Place of Presentation
  Seattle Central Library, WA, USA
- Year and Date
  2016-10-16
- Data Source
  KAKENHI-PROJECT-16H03605
[Presentation] 高次VARモデルを用いたグレンジャー因果性検定2016
- Author(s)
  新谷元嗣（大屋幸輔、木下亮）
- Organizer
  先端経済研究センター第98回研究会
- Place of Presentation
  福岡大学経済学部（福岡県福岡市）
- Year and Date
  2016-05-26
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2016
- Author(s)
  新谷元嗣（Pierre Perron、藪友良）
- Organizer
  The 26th Annual Meeting of the Midwest Econometrics Group
- Place of Presentation
  University of Illinois at Urbana-Champaign (Urbana-Champaign, USA)
- Year and Date
  2016-10-21
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] 経常収支の動学的変化と硬直的な情報2016
- Author(s)
  新谷元嗣（柴田章久、敦賀貴之）
- Organizer
  金融先端セミナー
- Place of Presentation
  滋賀大学（滋賀県彦根市）
- Year and Date
  2016-12-22
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Current Account Dynamics and Imperfect Information2016
- Author(s)
  新谷元嗣（柴田章久、敦賀貴之）
- Organizer
  SWET 2016: Summer Workshop on Economic Theory
- Place of Presentation
  小樽商科大学（北海道小樽市）
- Year and Date
  2016-08-07
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Evaluating the Role of Part-time Workers in an Estimated New Keynesian Model with Search Frictions2016
- Author(s)
  新谷元嗣（向山敏彦、寺本和弘）
- Organizer
  2016 Asian Meeting of the Econometric Society
- Place of Presentation
  同志社大学（京都府京都市）
- Year and Date
  2016-08-10
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve2016
- Author(s)
  新谷元嗣（源間康史、黒住卓司）
- Organizer
  Midwest Macro Meetings
- Place of Presentation
  Federal Reserve Bank of Kansas City (Kansas City, USA)
- Year and Date
  2016-11-04
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] On Estimation and Selection of DSGE models2015
- Author(s)
  新谷元嗣
- Organizer
  DSGEコンファレンス
- Place of Presentation
  国立台湾大学（台湾、台北市）
- Year and Date
  2015-03-13
- Invited
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] マクロ経済モデルの推定と選択2015
- Author(s)
  新谷元嗣
- Organizer
  Open Lecture
- Place of Presentation
  国際基督教大学（東京都、三鷹市）
- Year and Date
  2015-06-03
- Invited
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2015
- Author(s)
  新谷元嗣
- Organizer
  The Society for Nonlinear Dynamics and Econometricsシンポジウム
- Place of Presentation
  BI Norwegian Business School (Norway, Oslo)
- Year and Date
  2015-03-19
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2015
- Author(s)
  新谷元嗣
- Organizer
  関西計量経済学研究会
- Place of Presentation
  大阪大学（大阪府、豊中市）
- Year and Date
  2015-01-10
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2015
- Author(s)
  新谷元嗣
- Organizer
  2015 Canadian Econometric Study Group Meetings
- Place of Presentation
  University of Guelph(Guelph, Canada)
- Year and Date
  2015-09-26
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2015
- Author(s)
  新谷元嗣
- Organizer
  2015 International Symposium on Econometric Theory and Applications (SETA)
- Place of Presentation
  一橋大学（東京都、国立市）
- Year and Date
  2015-05-30
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Quasi-Bayesian Model Selection2015
- Author(s)
  新谷元嗣
- Organizer
  Econometrics Seminar
- Place of Presentation
  Boston University(Boston, USA)
- Year and Date
  2015-09-18
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2015
- Author(s)
  新谷元嗣
- Organizer
  Economics Seminar Series
- Place of Presentation
  University of Alabama(Tuscaloosa, USA)
- Year and Date
  2015-10-16
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Regression-based Wavelet Analysis for the Shift in Mean in the Presence of Unknown Nonlinear Trend2014
- Author(s)
  新谷元嗣
- Organizer
  Summer Workshop on Economic Theory
- Place of Presentation
  小樽商科大学(北海道、小樽市）
- Year and Date
  2014-08-08
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Regression-based Wavelet Analysis for the Shift in Mean in the Presence of Unknown Nonlinear Trend2014
- Author(s)
  新谷元嗣
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  西南学院大学（福岡県、福岡市）
- Year and Date
  2014-10-11
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Quasi-Bayesian Model Selection2014
- Author(s)
  新谷元嗣
- Organizer
  Asian Meeting of the Econometric Society
- Place of Presentation
  アカデミア・シニカ（台湾、台北市）
- Year and Date
  2014-06-22
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Quasi-Bayesian Model Selection2014
- Author(s)
  新谷元嗣
- Organizer
  Mini-Conference in Microeconometrics2014 in Hakone
- Place of Presentation
  静雲荘（神奈川県）
- Year and Date
  2014-06-28
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Quasi-Bayesian Model Selection
- Author(s)
  新谷元嗣
- Organizer
  日本経済学会春季大会
- Place of Presentation
  同志社大学（京都府、京都市）
- Year and Date
  2014-06-14 – 2014-06-15
- Data Source
  KAKENHI-PROJECT-26285049
[Presentation] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
- Author(s)
  新谷元嗣
- Organizer
  The Society for Nonlinear Dynamics and Econometrics
- Place of Presentation
  Oslo
- Year and Date
  2015-03-19 – 2015-03-20
- Data Source
  KAKENHI-PROJECT-26380274

1. WATANABE Toshiaki (90254135)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
2. 塩路悦朗 (50301180)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
3. 大森裕浩 (60251188)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
4. 山本庸平 (80633916)

# of Collaborated Projects: 3 results

# of Collaborated Products: 4 results
5. 加納隆 (90456179)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
6. YABU Tomoyoshi (90463819)

# of Collaborated Projects: 2 results

# of Collaborated Products: 4 results
7. 陣内了 (50765617)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
8. 森田裕史 (70732759)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
9. 中島上智 (20962062)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
10. TSURUGA Takayuki (40511720)

# of Collaborated Projects: 1 results

# of Collaborated Products: 4 results
11. OYA Kosuke (20233281)

# of Collaborated Projects: 1 results

# of Collaborated Products: 8 results
12. 高橋慎 (20723852)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. 生方雅人 (00467507)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. 上田晃三 (30708558)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
15. 飯星博邦 (90381441)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
16. 石井久美子 (10323528)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. 宮尾祐介 (00343096)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. INOUE Atsushi

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. CRUCINI Mario

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results

Shintani Mototsugu 新谷 元嗣

Research Projects

Research Products

Co-Researchers

The construction of new uncertainty indicators and theoretical and econometric analysis of their impact on financial markets and the macroeconomy

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Study on embedding representations of financial entities based on price and texts

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Econometric analysis of risk of asset price fluctuations and business cycles using big and high-frequency data

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機械学習的手法を用いたマクロ計量経済分析Principal Investigator

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Estimating nonlinear behavioral macroeconomic models with the zero lower bound of nominal interest rates

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Building New Macroeconometric Models with Applications to Economic Forecasting Using Big Data

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Macroeconometric Analysis of Nonlinear TrendsPrincipal Investigator

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Statistical inference and empirical study on the measurement of risk and its propagation

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Theoretical and applied analyses on closed and open economy short-run macroeconometric model selectionPrincipal Investigator

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Time Series Analysis of Financial Data

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[Book] 計量経済学2019

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[Book] 実証のための計量時系列分析2019

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[Book] 計量経済学 (New Liberal Arts Selection)2019

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Shintani Mototsugu 新谷元嗣