Kurita Takamitsu 栗田高光

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KURITA Takamitsu 栗田高光

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Researcher Number	20454928
Other IDs
Affiliation (Current)	2025: 京都産業大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	2022 – 2024: 京都産業大学, 経済学部, 教授 2014 – 2021: 福岡大学, 経済学部, 教授 2007 – 2008: Fukuoka University, 経済学部, 准教授
Review Section/Research Field	Principal Investigator Basic Section 07040:Economic policy-related / Economic policy / Economic statistics
Keywords	Principal Investigator 時系列分析 / 為替政策 / 金融政策 / 時系列データ / 為替レート・物価 / 経済政策 / 計量分析 / グローバル・インフレ / 実証研究 / マイナス金利 … More / 非線形性 / 非定常性 / 仮想通貨 / 漸近分布 / 経済時系列 / モンテカルロ実験 / モンテカルロ・シミュレーション / 漸近理論 / 構造変化 / I(1)変数 / I(2)変数 / 共和分分析 / 経済時系列分析 / 弱外生性 / 超外生性 / ルーカス批判 Less

Econometric analysis of monetary and exchange rate policies in an era of global inflationPrincipal Investigator
- Principal Investigator
  
  栗田高光
- Project Period (FY)
  2024 – 2028
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Kyoto Sangyo University
Econometric analysis of monetary and exchange rate policies under the influence of negative interest rates and cryptocurrenciesPrincipal Investigator
- Principal Investigator
  
  栗田高光
- Project Period (FY)
  2018 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Kyoto Sangyo University
  Fukuoka University
Multivariate econometric analysis of time series data of foreign exchange rates and domestic prices in the presence of structural breaks (Fostering Joint International Research)Principal Investigator
- Principal Investigator
  
  Kurita Takamitsu
- Project Period (FY)
  2016 – 2018
- Research Category
  
  Fund for the Promotion of Joint International Research (Fostering Joint International Research)
- Research Field
  
  Economic policy
- Research Institution
  Fukuoka University
Multivariate econometric analysis of time series data of foreign exchange rates and domestic prices in the presence of structural breaksPrincipal Investigator
- Principal Investigator
  
  Kurita Takamitsu
- Project Period (FY)
  2014 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic policy
- Research Institution
  Fukuoka University
Cointegration Analysis of I(2) Non-Stationary Time Series DataPrincipal Investigator
- Principal Investigator
  
  KURITA Takamitsu
- Project Period (FY)
  2007 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (Start-up)
- Research Field
  
  Economic statistics
- Research Institution
  Fukuoka University

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2009 2008 2007

All Journal Article Presentation

[Journal Article] The empirical modelling of house prices and debt revisited: A policy-oriented perspective2024
- Author(s)
  Boug, P., Hungnes, H. and Kurita, T.
- Journal Title
  
  Empirical Economics
  
  Volume: 66 Issue: 1 Pages: 369-404
- DOI
  10.1007/s00181-023-02461-3
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01600
[Journal Article] The Canadian-US dollar exchange rate over the four decades of the post‐Bretton Woods float: An econometric study allowing for structural breaks2022
- Author(s)
  Kurita, T., Patrick, J.
- Journal Title
  
  Metroeconomica
  
  Volume: - Issue: 3 Pages: 856-883
- DOI
  10.1111/meca.12384
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01600
[Journal Article] Structural relationships between cryptocurrency prices and monetary policy indicators2022
- Author(s)
  Castle, J.L. and Kurita, T.
- Journal Title
  
  Department of Economics Discussion Paper Series, University of Oxford
  
  Volume: No. 972 Pages: 1-17
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01600
[Journal Article] The empirical modelling of house prices and debt revisited: A policy-oriented perspective2021
- Author(s)
  Boug, P., Hungnes, H., Kurita, T.
- Journal Title
  
  Discussion Papers, Statistics Norway
  
  Volume: -
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01600
[Journal Article] Normalising cointegrating relationships subject to long-run exclusion2020
- Author(s)
  T. Kurita
- Journal Title
  
  Economics Letters
  
  Volume: 192 Pages: 1-4
- DOI
  10.1016/j.econlet.2020.109161
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01600
[Journal Article] A regime-shifting approach to modeling the Canadian-US dollar exchange rate: Four decades of the post-Bretton Woods float2020
- Author(s)
  Kurita, T. and James, P.
- Journal Title
  
  CAES Working Paper, Fukuoka University
  
  Volume: WP-2020-002
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01600
[Journal Article] Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data2020
- Author(s)
  T. Kurita
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 178 Pages: 1-20
- DOI
  10.1016/j.jmva.2020.104622
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01600
[Journal Article] On useful implications of super exogeneity for small-sample inference in a cointegrated vector autoregression2019
- Author(s)
  Kurita, T.
- Journal Title
  
  CAES Working Paper, Fukuoka University
  
  Volume: WP-2019-001 Pages: 1-22
- Open Access
- Data Source
  KAKENHI-PROJECT-15KK0141
[Journal Article] Modelling the real yen-dollar rate and inflation dynamics based on international parity conditions2019
- Author(s)
  Almaas, S. S. and Kurita, T.
- Journal Title
  
  Journal of Asian Economics
  
  Volume: 61 Pages: 51-64
- DOI
  10.1016/j.asieco.2019.02.003
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01600, KAKENHI-PROJECT-26380349
[Journal Article] A recursive Monte Carlo study of structural-break sensitivity of adjustment coefficients in cointegrated VAR systems2019
- Author(s)
  Kurita, T.
- Journal Title
  
  Journal of Quantitative Economics
  
  Volume: 17 Issue: 2 Pages: 251-270
- DOI
  10.1007/s40953-019-00162-2
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01600
[Journal Article] Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks2019
- Author(s)
  Castle, J. L. and Kurita, T.
- Journal Title
  
  Department of Economics Discussion Paper, University of Oxford
  
  Volume: Ref: 866 Pages: 1-35
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15KK0141
[Journal Article] Partial cointegrated vector autoregressive models with structural breaks in deterministic terms2019
- Author(s)
  Kurita, T. and Nielsen, B.
- Journal Title
  
  Econometrics
  
  Volume: 7 - 42 Issue: 4 Pages: 42-42
- DOI
  10.3390/econometrics7040042
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01600
[Journal Article] Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks2019
- Author(s)
  Castle, J. L. and Kurita, T.
- Journal Title
  
  Department of Economics Discussion Paper, University of Oxford
  
  Volume: Ref: 866 Pages: 1-35
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380349
[Journal Article] Separate cointegration in a VAR system subject to structural breaks2019
- Author(s)
  Kurita, T.
- Journal Title
  
  Economics Letters
  
  Volume: 179 Pages: 19-23
- DOI
  10.1016/j.econlet.2019.03.013
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01600
[Journal Article] A note on potential one-way policy instruments in cointegrated VAR systems2018
- Author(s)
  Takamitsu Kurita
- Journal Title
  
  Economic Analysis and Policy
  
  Volume: 58 Pages: 55-59
- DOI
  10.1016/j.eap.2017.12.004
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26380349
[Journal Article] Partial cointegrated vector autoregressive models with structural breaks in deterministic terms2018
- Author(s)
  Kurita, T. and Nielsen, B.
- Journal Title
  
  Nuffield College Economics Discussion Paper, University of Oxford
  
  Volume: 2018-W03 Pages: 1-38
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380349
[Journal Article] Modelling the real yen-dollar rate and inflation dynamics based on international parity conditions2018
- Author(s)
  Synne S. Almaas; Takamitsu Kurita
- Journal Title
  
  CAES Working Paper WP-2018-001, Fukuoka University
  
  Volume: 1 Pages: 1-16
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380349
[Journal Article] Partial cointegrated vector autoregressive models with structural breaks in deterministic terms2018
- Author(s)
  Kurita, T. and Nielsen, B.
- Journal Title
  
  Nuffield College Economics Discussion Paper, University of Oxford
  
  Volume: 2018-W03 Pages: 1-38
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15KK0141
[Journal Article] Modeling the dynamics of US monetary policy and inflation over the past quarter century2016
- Author(s)
  Han Gwang Choo; Takamitsu Kurita
- Journal Title
  
  International Journal of Applied Business and Economic Research
  
  Volume: 14 Pages: 373-402
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380349
[Journal Article] Formulating testable hypotheses on inflation expectations with application to New Zealand's macroeconomic data2016
- Author(s)
  Han Gwang Choo; Takamitsu Kurita
- Journal Title
  
  CAES Working Paper WP-2016-006, Fukuoka University
  
  Volume: 6 Pages: 1-13
- Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380349
[Journal Article] Markov-switching variance models and structural changes underlying Japanese bond yields: An inquiry into non-linear dynamics2016
- Author(s)
  Takamitsu Kurita
- Journal Title
  
  The Journal of Economic Asymmetries
  
  Volume: 13 Pages: 74-80
- DOI
  10.1016/j.jeca.2016.03.001
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380349
[Journal Article] A monetary perspective on inflation dynamics in Norway2015
- Author(s)
  Han Gwang Choo; Takamitsu Kurita
- Journal Title
  
  International Journal of Economic Research
  
  Volume: 12 Pages: 583-606
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380349
[Journal Article] The Fisher Open Equation and Long-Run Real Exchange Behavior : A Cointegration Analysis of Korea-US Economic Linkages2009
- Author(s)
  Han Gwang Choo 栗田高光
- Journal Title
  
  CAES Working Paper Series 2009-001
  
  Pages: 1-15
- Data Source
  KAKENHI-PROJECT-19830111
[Journal Article] An Empirical Linkage between Monetary Base and Broad Money : I(2) and I(1) Cointegration Analysis of Monetary Aggregates2009
- Author(s)
  栗田高光
- Journal Title
  
  CAES Working Paper Series 2009-002
  
  Pages: 1-18
- Data Source
  KAKENHI-PROJECT-19830111
[Journal Article] A Note on Testing Parameter Constancy in Cointegrated Vector Autoregression : the Case of Near I(2) Processes2009
- Author(s)
  栗田高光
- Journal Title
  
  Economics Bulletin 29
  
  Pages: 589-601
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19830111
[Journal Article] An Empirical Linkage between Monetary Base and Broad Money : I(2) and I(1) Cointegration Analysis of Monetary Aggregates2009
- Author(s)
  栗田高光
- Journal Title
  
  CAES Working Paper Series, Fukuoka University 2009-0002
  
  Pages: 1-18
- Data Source
  KAKENHI-PROJECT-19830111
[Journal Article] The Fisher Open Equation and Long-Run Real Exchange Behavior : A Cointegration Analysis of Korea-US Economic Linkages2009
- Author(s)
  Han Gwang Choo, 栗田高光
- Journal Title
  
  CAES Working Paper Series, Fukuoka University 2009-0001
  
  Pages: 1-15
- Data Source
  KAKENHI-PROJECT-19830111
[Journal Article] Common Stochastic Trends and Long-Run Price Leadership in the US Gasoline Market2008
- Author(s)
  栗田高光
- Journal Title
  
  CAES Working Paper Series 2008-003
  
  Pages: 1-10
- Data Source
  KAKENHI-PROJECT-19830111
[Journal Article] Common Stochastic Trends and Long-Run Price Leadership in the US Gasoline Market2008
- Author(s)
  栗田高光
- Journal Title
  
  CAES Working Paper Series, Fukuoka University 2008-003
  
  Pages: 1-10
- Data Source
  KAKENHI-PROJECT-19830111
[Journal Article] Cointegration and Weak Exogeneity:Modelling Aggregate Consumption in Japan2007
- Author(s)
  栗田高光
- Journal Title
  
  CAES Working Paper Series, Fukuoka University 2007-002
  
  Pages: 1-18
- Data Source
  KAKENHI-PROJECT-19830111
[Journal Article] I(2)Cointegration Analysis in the Presence of Deterministic Shifts2007
- Author(s)
  栗田高光
- Journal Title
  
  CAES Working Paper Series, Fukuoka University 2007-0001
  
  Pages: 1-24
- Data Source
  KAKENHI-PROJECT-19830111
[Journal Article] Cointegration and Weak Exogeneity : Modelling Aggregate Consumption in Japan2007
- Author(s)
  栗田高光
- Journal Title
  
  CAES Working Paper Series 2007-002
  
  Pages: 1-18
- Data Source
  KAKENHI-PROJECT-19830111
[Journal Article] I(2) Cointegration Analysis in the Presence of Deterministic Shifts2007
- Author(s)
  栗田高光
- Journal Title
  
  CAES Working Paper Series 2007-0001
  
  Pages: 1-24
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] The econometric modelling of cryptocurrency prices in view of future policy development2023
- Author(s)
  栗田高光
- Organizer
  アジア経済シンポジウム
- Data Source
  KAKENHI-PROJECT-18K01600
[Presentation] The econometric modelling of cryptocurrency prices from a policy-oriented perspective2023
- Author(s)
  栗田高光
- Organizer
  第30回関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-18K01600
[Presentation] Econometric modelling of cryptocurrency prices2023
- Author(s)
  Kurita, T.
- Organizer
  The 6th International Conference on Econometrics and Statistics (EcoSta 2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01600
[Presentation] Structural relationships between cryptocurrency prices and monetary policy indicators2022
- Author(s)
  Takamitsu Kurita
- Organizer
  French-Japanese Webinar in Economics (FJWE)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01600
[Presentation] On the feasibility of yield curve control by lowering negative short-term interest rates2021
- Author(s)
  栗田高光
- Organizer
  第28回関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-18K01600
[Presentation] Johansen test with Fourier-type smooth non-linear trends in cointegrating relations2020
- Author(s)
  栗田高光
- Organizer
  第27回関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-18K01600
[Presentation] Partial cointegrated vector autoregressive models with structural breaks in deterministic terms2019
- Author(s)
  Kurita, T.
- Organizer
  Research Seminar, ESSEC Business School
- Data Source
  KAKENHI-PROJECT-15KK0141
[Presentation] Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks2019
- Author(s)
  Takamitsu Kurita
- Organizer
  Workshop on Recent Progress in Time Series: in honour of Peter Robinson
- Data Source
  KAKENHI-PROJECT-18K01600
[Presentation] Partial cointegrated vector autoregressive models with structural breaks in deterministic terms2019
- Author(s)
  Takamitsu Kurita
- Organizer
  Asia-Pacific Economic Association 15th Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01600
[Presentation] Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks2019
- Author(s)
  Takamitsu Kurita
- Organizer
  International Conference on Research in Economics and Social Science
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01600
[Presentation] Partial cointegrated vector autoregressive models with structural breaks in deterministic terms2019
- Author(s)
  栗田高光
- Organizer
  広島大学数理統計学グループ研究セミナー
- Data Source
  KAKENHI-PROJECT-18K01600
[Presentation] Partial cointegrated vector autoregressive models with structural breaks in deterministic terms2019
- Author(s)
  Kurita, T.
- Organizer
  21st Dynamic Econometrics Conference, Washington DC
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15KK0141
[Presentation] Partial cointegrated vector autoregressive models with structural breaks in deterministic terms2018
- Author(s)
  Kurita, T.
- Organizer
  第26回関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-15KK0141
[Presentation] Partial cointegrated vector autoregressive models with structural breaks in deterministic terms2018
- Author(s)
  Kurita, T.
- Organizer
  Research Seminar, Statistics Norway
- Data Source
  KAKENHI-PROJECT-15KK0141
[Presentation] Partial cointegrated vector autoregressive models with structural breaks in deterministic terms2018
- Author(s)
  Kurita, T.
- Organizer
  Department Seminar, Department of Economics, University of Copenhagen
- Data Source
  KAKENHI-PROJECT-15KK0141
[Presentation] On useful implications of super exogeneity for small-sample inference in a cointegrated vector autoregression2018
- Author(s)
  Kurita, T.
- Organizer
  Economics Seminar, Department of Economics, University of Reading
- Data Source
  KAKENHI-PROJECT-15KK0141
[Presentation] On useful implications of super exogeneity for small-sample inference in a cointegrated vector autoregression2018
- Author(s)
  Kurita, T.
- Organizer
  Nuffield Econometrics/INET Seminar, Department of Economics, University of Oxford
- Data Source
  KAKENHI-PROJECT-15KK0141
[Presentation] Likelihood-based tests for parameter constancy in I(2) cointegrated VAR models with an application to fixed-term deposit data2018
- Author(s)
  Kurita, T.
- Organizer
  Conference on Financial and Macro Economics and Econometrics, London
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380349
[Presentation] Partial cointegrated vector autoregressive models with structural breaks in deterministic terms2018
- Author(s)
  Kurita, T.
- Organizer
  Department Seminar, Department of Economics, Norwegian University of Science and Technology (NTNU), Dragvoll
- Data Source
  KAKENHI-PROJECT-15KK0141
[Presentation] Testing parameter constancy in I(2) cointegrated VAR models2017
- Author(s)
  Takamitsu Kurita
- Organizer
  Nuffield / INET Econometric Seminar
- Place of Presentation
  University of Oxford, UK
- Data Source
  KAKENHI-PROJECT-26380349
[Presentation] Testing parameter constancy in I(2) cointegrated VAR models2017
- Author(s)
  Takamitsu Kurita
- Organizer
  東北大学現代経済学研究会
- Data Source
  KAKENHI-PROJECT-26380349
[Presentation] Testing for cointgerating rank in VAR systems with smooth non-linear deterministic trends2017
- Author(s)
  Takamitsu Kurita
- Organizer
  東京大学先端研マクロ経済分析研究会
- Data Source
  KAKENHI-PROJECT-26380349
[Presentation] Testing parameter constancy in I(2) cointegrated VAR models2017
- Author(s)
  Takamitsu Kurita
- Organizer
  Seminar
- Place of Presentation
  University of Reading, UK
- Data Source
  KAKENHI-PROJECT-26380349
[Presentation] Testing parameter constancy in I(2) cointegrated VAR models2017
- Author(s)
  Takamitsu Kurita
- Organizer
  2016年度（第24回）関西計量経済学研究会
- Place of Presentation
  広島大学
- Data Source
  KAKENHI-PROJECT-26380349
[Presentation] Testing parameter constancy in I(2) cointegrated VAR models2017
- Author(s)
  Takamitsu Kurita
- Organizer
  ISSPSM 2017 (International Seminar on Stability Problems for Stochastic Models 2017)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380349
[Presentation] The roles of the term spread in the dynamics of US monetary policy and inflation over the past quarter century2016
- Author(s)
  Takamitsu Kurita
- Organizer
  Department Seminars, Department of Economics, Norwegian University of Science and Technology
- Place of Presentation
  Norwegian University of Science and Technology, Trondheim, Norway
- Year and Date
  2016-03-17
- Data Source
  KAKENHI-PROJECT-26380349
[Presentation] Modeling the nexus of US monetary policy rule and inflation over the past quarter century2016
- Author(s)
  Takamitsu Kurita
- Organizer
  2015年度 (第23回) 関西計量経済学研究会
- Place of Presentation
  東京大学経済学研究科
- Year and Date
  2016-01-09
- Data Source
  KAKENHI-PROJECT-26380349
[Presentation] Modeling the nexus of US monetary policy rule and inflation over the past quarter century2015
- Author(s)
  Takamitsu Kurita
- Organizer
  Nuffield Econometric/INET Seminar
- Place of Presentation
  Oxford, UK
- Year and Date
  2015-03-20
- Data Source
  KAKENHI-PROJECT-26380349
[Presentation] Modeling the nexus of US monetary policy rule and inflation over the past quarter century2015
- Author(s)
  Takamitsu Kurita
- Organizer
  Economics Macro Seminar, University of Alberta
- Place of Presentation
  University of Alberta, Edmonton, Canada
- Year and Date
  2015-09-04
- Data Source
  KAKENHI-PROJECT-26380349
[Presentation] Impacts of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors2009
- Author(s)
  栗田高光
- Organizer
  International Conference on Econometrics and the World Economy
- Place of Presentation
  福岡大学
- Year and Date
  2009-03-23
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] Co-breaking, Cointegration, and Weak Exogeneity : Modelling Aggregate Consumption in Japan2008
- Author(s)
  栗田高光
- Organizer
  計量経済学研究会
- Place of Presentation
  広島経済大学
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] Cointegration and Weak Exogeneity : Modelling Aggregate Consumption in Japan2008
- Author(s)
  栗田高光
- Organizer
  日本経済学会2008年度春季大会
- Place of Presentation
  東北大学
- Year and Date
  2008-05-31
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] Co-breaking, Cointegration and Weak Exogeneity : Modelling Aggregate Consumption in Japan2008
- Author(s)
  栗田高光
- Organizer
  6th OxMetrics User Conference
- Place of Presentation
  Cass Business Schoool, London
- Year and Date
  2008-09-17
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] I(2) Cointegration Analysis in the Presence of Deterministic Shifts2008
- Author(s)
  栗田高光
- Organizer
  日本応用経済学会2008年度秋季大会
- Place of Presentation
  金沢大学
- Year and Date
  2008-11-23
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] Co-breaking, Cointegration, and Weak Exogeneity : Modelling Aggregate Consumption in Japan2008
- Author(s)
  栗田高光
- Organizer
  6th OxMetrics User Conference
- Place of Presentation
  Cass Business School, London.
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] Co-breaking, Cointegration and Weak Exogeneity : Modelling Aggregate Consumption in Japan2008
- Author(s)
  栗田高光
- Organizer
  計量経済学研究会
- Place of Presentation
  広島経済大学
- Year and Date
  2008-12-28
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] I(2) Cointegration Analysis in the Presence of Deterministic Shifts2008
- Author(s)
  栗田高光
- Organizer
  2008 Far Eastern and South AsianMeeting of the Econometric Society
- Place of Presentation
  Singapore Management University, Singapore
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] I(2) Cointegration Analysis in the Presence of Deterministic Shifts2008
- Author(s)
  栗田高光
- Organizer
  2008 Far Eastern and South Asian Meeting of the Econometric Society
- Place of Presentation
  Singapopre Management University, Singapore
- Year and Date
  2008-07-18
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] I(2)Cointegration Analysis in the Presence of Deterministic Shifts2008
- Author(s)
  栗田高光
- Organizer
  Econometrics Seminar
- Place of Presentation
  Tinbergen Institute,Amsterdam
- Year and Date
  2008-03-21
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] I(2) Cointegration Analysis in the Presence of Deterministic Shifts2008
- Author(s)
  栗田高光
- Organizer
  計量経済学セミナー
- Place of Presentation
  京都大学経済研究所
- Year and Date
  2008-11-12
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] I(2) Cointegration Analysis in the Presence of Deterministic Shifts2008
- Author(s)
  栗田高光
- Organizer
  Econometrics Seminar
- Place of Presentation
  Tinbergen Institute, Amsterdam
- Year and Date
  2008-03-21
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] I(2) Cointegration Analysis in the Presence of Deterministic Shifts2007
- Author(s)
  栗田高光
- Organizer
  計量経済学研究会
- Place of Presentation
  神戸大学
- Year and Date
  2007-12-04
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] I(2)Cointegration Analysis in the Presence of Deterministic Shifts2007
- Author(s)
  栗田高光
- Organizer
  5th OxMetrics User Conference
- Place of Presentation
  Cass Business School,London
- Year and Date
  2007-09-20
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] I(2)Cointegration Analysis in the Presence of Deterministic Shifts2007
- Author(s)
  栗田高光
- Organizer
  計量経済学研究会
- Place of Presentation
  神戸大学
- Year and Date
  2007-12-04
- Data Source
  KAKENHI-PROJECT-19830111
[Presentation] I(2) Cointegration Analysis in the Presence of Deterministic Shifts2007
- Author(s)
  栗田高光
- Organizer
  5th Oxmetrics User Conference
- Place of Presentation
  Cass Business School, London
- Year and Date
  2007-09-20
- Data Source
  KAKENHI-PROJECT-19830111

1. Nielsen Bent

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
2. Jennifer L. Castle

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. Han Gwang Choo

# of Collaborated Projects: 1 results

# of Collaborated Products: 3 results
4. Almaas Synne S.

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results

Kurita Takamitsu 栗田 高光

KURITA Takamitsu 栗田 高光

Research Projects

Research Products

Co-Researchers

Econometric analysis of monetary and exchange rate policies in an era of global inflationPrincipal Investigator

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Econometric analysis of monetary and exchange rate policies under the influence of negative interest rates and cryptocurrenciesPrincipal Investigator

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Multivariate econometric analysis of time series data of foreign exchange rates and domestic prices in the presence of structural breaks (Fostering Joint International Research)Principal Investigator

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Research Institution

Multivariate econometric analysis of time series data of foreign exchange rates and domestic prices in the presence of structural breaksPrincipal Investigator

Principal Investigator

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Research Institution

Cointegration Analysis of I(2) Non-Stationary Time Series DataPrincipal Investigator

Principal Investigator

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Research Institution

[Journal Article] The empirical modelling of house prices and debt revisited: A policy-oriented perspective2024

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[Journal Article] The Canadian-US dollar exchange rate over the four decades of the post‐Bretton Woods float: An econometric study allowing for structural breaks2022

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[Journal Article] Structural relationships between cryptocurrency prices and monetary policy indicators2022

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[Journal Article] The empirical modelling of house prices and debt revisited: A policy-oriented perspective2021

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[Journal Article] Normalising cointegrating relationships subject to long-run exclusion2020

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[Journal Article] A regime-shifting approach to modeling the Canadian-US dollar exchange rate: Four decades of the post-Bretton Woods float2020

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[Journal Article] Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data2020

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[Journal Article] On useful implications of super exogeneity for small-sample inference in a cointegrated vector autoregression2019

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[Journal Article] Modelling the real yen-dollar rate and inflation dynamics based on international parity conditions2019

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[Journal Article] A recursive Monte Carlo study of structural-break sensitivity of adjustment coefficients in cointegrated VAR systems2019

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Kurita Takamitsu 栗田高光

KURITA Takamitsu 栗田高光