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 – 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

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

# of Collaborated Products: 0 results
4. 陣内了 (50765617)

# of Collaborated Projects: 2 results

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

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
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

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

# of Collaborated Projects: 1 results

# of Collaborated Products: 5 results
9. OYA Kosuke (20233281)

# of Collaborated Projects: 1 results

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

# of Collaborated Projects: 1 results

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

# of Collaborated Projects: 1 results

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

# of Collaborated Projects: 1 results

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

# 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: 3 results
20. 柴田章久

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

Shintani Mototsugu 新谷 元嗣

Research Projects

Research Products

Co-Researchers

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

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Macroeconometric Analysis of Nonlinear TrendsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Time Series Analysis of Financial Data

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 計量経済学2019

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Book] 実証のための計量時系列分析2019

Author(s)

Total Pages

Publisher

ISBN

Data Source

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

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Journal Article] Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan2021

Author(s)

Journal Title

Data Source

Shintani Mototsugu 新谷元嗣