Okubo Masakatsu 大久保正勝

… Alternative Names

OKUBO Masakatsu 大久保正勝

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Researcher Number	30334600
Other IDs
Affiliation (Current)	2025: 筑波大学, システム情報系, 准教授
Affiliation (based on the past Project Information) *help	2025: 筑波大学, システム情報系, 准教授 2011 – 2023: 筑波大学, システム情報系, 准教授 2008 – 2010: University of Tsukuba, 大学院・システム情報工学研究科, 准教授 2007: University of Tsukuba, 大学院・システム情報工学研究科, 講師 2006: 筑波大学, システム情報工学研究科, 講師 2004 – 2005: 筑波大学, 大学院・システム情報工学研究科, 講師
Review Section/Research Field	Principal Investigator Economic statistics / Basic Section 07030:Economic statistics-related
Keywords	Principal Investigator モデル不確実性 / 経済統計学 / 異時点間代替の弾力性 / 一般化積率法 / 曖昧さ回避 / 経済厚生 / 景気循環のコスト / 計量経済学 / 家計消費 / 不完備市場モデル … More / 労働所得リスク / ミクロ計量分析 / オイラー方程式 / 弱識別 / 弱操作変数 / 操作変数法 / 非ホモセティック型選好 / 耐久財消費 / 共和分 / リスクシェアリング / 資本の限界生産性 / 社会資本 / 非ホモセティック選好 / 耐久消費財 / 消費の異時点間代替 Less

Research Projects
(8 results)
Research Products
(10 results)

マクロ経済モデルにおけるモデル不確実性の定量的・計量経済学的分析Principal Investigator
- Principal Investigator
  
  大久保正勝
- Project Period (FY)
  2025 – 2028
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  University of Tsukuba
モデル不確実性を考慮したマクロ経済モデルの実証的評価と分析手法の開発Principal Investigator
- Principal Investigator
  
  大久保正勝
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  University of Tsukuba
International Comparison of Model Uncertainty and Economic WelfarePrincipal Investigator
- Principal Investigator
  
  Okubo Masakatsu
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  University of Tsukuba
Measurement of Model Uncertainty Aversion and International Comparison in HeterogeneityPrincipal Investigator
- Principal Investigator
  
  Okubo Masakatsu
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  University of Tsukuba
A Micro Data Analysis of Heterogeneity in Preferences and Consumption InsurancePrincipal Investigator
- Principal Investigator
  
  OKUBO Masakatsu
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  University of Tsukuba
Estimating Earnings Dynamics with Micro DataPrincipal Investigator
- Principal Investigator
  
  OKUBO Masakatsu
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  University of Tsukuba
Weak Instruments Problems in Macro-Finance Analysis and Tests of PredictabilityPrincipal Investigator
- Principal Investigator
  
  OKUBO Masakatsu
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  University of Tsukuba
家計の選好パラメータの推定とその規定要因に関する実証研究Principal Investigator
- Principal Investigator
  
  大久保正勝
- Project Period (FY)
  2004 – 2005
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  University of Tsukuba

All 2023 2014 2012 2011 2009 2007 2006

All Journal Article Presentation

[Journal Article] The moment restrictions for the durable consumption model with recursive utility revisited2023
- Author(s)
  Masakatsu Okubo
- Journal Title
  
  Finance Research Letters
  
  Volume: 52 Pages: 1-7
- DOI
  10.1016/j.frl.2022.103453
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01420
[Journal Article] Earnings Dynamics and Profile Heterogeneity : Estimates from Japanese Panel Data2012
- Author(s)
  Masakatsu Okubo
- Journal Title
  
  Department of Social Systems and Management Discussion Paper Series, University of Tsukuba
  
  Volume: No.1290 Pages: 1-58
- Data Source
  KAKENHI-PROJECT-21730171
[Journal Article] Earnings Dynamics and Profile Heterogeneity : Estimates from Japanese Panel Data2012
- Author(s)
  Masakatsu Okubo
- Journal Title
  
  University of Tsukuba Department of Social Systems and Management Discussion Paper Series
  
  Volume: No.1290 Pages: 1-58
- URL
  http://www.sk.tsukuba.ac.jp/SSM/libraries/list1276.php
- Data Source
  KAKENHI-PROJECT-21730171
[Journal Article] The Intertemporal Elasticity of Substitution : An Analysis Based on Japanese Data2009
- Author(s)
  Masakatsu Okubo
- Journal Title
  
  Department of Social Systems and Management Discussion Paper Series 1229
  
  Pages: 1-45
- Data Source
  KAKENHI-PROJECT-18730141
[Journal Article] The Intertemporal Elasticity of Substitution : An Analysis Based on Japanese Data2009
- Author(s)
  Masakatsu Okubo
- Journal Title
  
  Department of Social Systems and Management Discussion Paper Series No.1229
  
  Pages: 1-45
- Data Source
  KAKENHI-PROJECT-18730141
[Journal Article] Estimating Euler Equations with the Return on Total Wealth2006
- Author(s)
  Masakatsu Okubo
- Journal Title
  
  Department of Social Systems and Management Discussion Paper Series No.1159
  
  Pages: 1-28
- Data Source
  KAKENHI-PROJECT-18730141
[Presentation] Model Uncertainty and International Differences in Risk Aversion2014
- Author(s)
  大久保正勝
- Organizer
  日本経済学会
- Place of Presentation
  西南学院大学（福岡県）
- Year and Date
  2014-10-12
- Data Source
  KAKENHI-PROJECT-24730190
[Presentation] Earnings Dynamics and Profile Heterogeneity : Estimates from Japanese Panel Data2011
- Author(s)
  大久保正勝
- Organizer
  日本経済学会2011年度春季大会
- Place of Presentation
  熊本学園大学(熊本県)
- Year and Date
  2011-05-22
- Data Source
  KAKENHI-PROJECT-21730171
[Presentation] Earnings Dynamics and Profile Heterogeneity : Estimates from Japanese Panel Data2011
- Author(s)
  大久保正勝
- Organizer
  日本経済学会
- Place of Presentation
  熊本学園大学(熊本県)
- Year and Date
  2011-05-22
- Data Source
  KAKENHI-PROJECT-21730171
[Presentation] Incomplete Risk Sharing and the Response of Consumption to Income Changes2007
- Author(s)
  大久保正勝
- Organizer
  日本経済学会春季大会
- Place of Presentation
  大阪学院大学
- Year and Date
  2007-06-02
- Data Source
  KAKENHI-PROJECT-18730141

Okubo Masakatsu 大久保 正勝

OKUBO Masakatsu 大久保 正勝

Research Projects

Research Products

マクロ経済モデルにおけるモデル不確実性の定量的・計量経済学的分析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

モデル不確実性を考慮したマクロ経済モデルの実証的評価と分析手法の開発Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

International Comparison of Model Uncertainty and Economic WelfarePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Measurement of Model Uncertainty Aversion and International Comparison in HeterogeneityPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

A Micro Data Analysis of Heterogeneity in Preferences and Consumption InsurancePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Estimating Earnings Dynamics with Micro DataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Weak Instruments Problems in Macro-Finance Analysis and Tests of PredictabilityPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

家計の選好パラメータの推定とその規定要因に関する実証研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] The moment restrictions for the durable consumption model with recursive utility revisited2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Earnings Dynamics and Profile Heterogeneity : Estimates from Japanese Panel Data2012

Author(s)

Journal Title

Data Source

[Journal Article] Earnings Dynamics and Profile Heterogeneity : Estimates from Japanese Panel Data2012

Author(s)

Journal Title

URL

Data Source

[Journal Article] The Intertemporal Elasticity of Substitution : An Analysis Based on Japanese Data2009

Author(s)

Journal Title

Data Source

[Journal Article] The Intertemporal Elasticity of Substitution : An Analysis Based on Japanese Data2009

Author(s)

Journal Title

Data Source

[Journal Article] Estimating Euler Equations with the Return on Total Wealth2006

Author(s)

Journal Title

Data Source

[Presentation] Model Uncertainty and International Differences in Risk Aversion2014

Author(s)

Okubo Masakatsu 大久保正勝

OKUBO Masakatsu 大久保正勝