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Shintani Mototsugu  新谷 元嗣

Researcher Number 00252718
Other IDs
  • ORCIDhttps://orcid.org/0000-0001-5799-8551
Affiliation (Current) 2022: 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 – 2022: 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
Economic statistics / Economic policy / Medium-sized Section 7:Economics, business administration, and related fields / Basic Section 07040:Economic policy-related / Basic Section 61030:Intelligent informatics-related
Keywords
Principal Investigator
マクロ経済モデル / 景気循環 / 確率トレンド / DSGEモデル / インパルス応答関数 / 非線形トレンド / モデル選択 / 購買力平価 / マクロ計量モデル / 潜在変数 … More / GDPギャップ / 失業率ギャップ / 金利ギャップ / マクロ経済学 / トレンド / 機械学習 / 時系列モデル / 経済予測 / ビッグデータ / マクロ政策評価 / 非構造化データ … More
Except Principal Investigator
ボラティリティ / 高頻度データ / 介入 / 代理変数 / 利益 / 為替介入 / 非線形トレンド / 単位根 / 円ドルレート / 運用利益 / 外貨準備 / 定常 / 非定常 / リスク / 金融市場 / 予測モデル / 経済統計学 / 経済統計 / 計量ファイナンス / マクロ計量分析 / 経済予測 / 金融政策 / 財政政策 / VAR / DSGE / 資産価格の高頻度データ / マクロ経済学 / 計量経済学 / マクロ経済 / 早期警戒指標 / 金融・財政政策 / DSGEモデル / ベイズ推計 / ゼロ金利制約 / 行動経済学 / 近視眼的行動 / ベクトル表現 / 投資 / 埋め込み表現 / 深層学習 / 文書 Less
  • Research Projects

    (9 results)
  • Research Products

    (94 results)
  • Co-Researchers

    (20 People)
  •  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
      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

    • ISSN
      0889-1583
    • 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

    • NAID

      40022347195

    • 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 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) 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) 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 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 Pages: 635-664

    • DOI

      10.1111/iere.12171

    • Peer Reviewed / Acknowledgement Compliant / 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 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.  YABU Tomoyoshi (90463819)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 4 results
  • 2.  WATANABE Toshiaki (90254135)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 3.  塩路 悦朗 (50301180)
    # of Collaborated Projects: 2 results
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  • 4.  陣内 了 (50765617)
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  • 5.  大森 裕浩 (60251188)
    # of Collaborated Projects: 2 results
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  • 6.  山本 庸平 (80633916)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 4 results
  • 7.  加納 隆 (90456179)
    # of Collaborated Projects: 2 results
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  • 8.  TSURUGA Takayuki (40511720)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 5 results
  • 9.  OYA Kosuke (20233281)
    # of Collaborated Projects: 1 results
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  • 10.  高橋 慎 (20723852)
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  • 11.  生方 雅人 (00467507)
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  • 12.  森田 裕史 (70732759)
    # of Collaborated Projects: 1 results
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  • 13.  中島 上智 (20962062)
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  • 14.  上田 晃三 (30708558)
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  • 15.  飯星 博邦 (90381441)
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  • 16.  石井 久美子 (10323528)
    # of Collaborated Projects: 1 results
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  • 17.  宮尾 祐介 (00343096)
    # of Collaborated Projects: 1 results
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  • 18.  INOUE Atsushi
    # of Collaborated Projects: 1 results
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  • 19.  CRUCINI Mario
    # of Collaborated Projects: 1 results
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  • 20.  柴田 章久
    # of Collaborated Projects: 0 results
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