Ohga Takashi 大鋸崇

… Alternative Names

OGA Takashi 大鋸崇

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Researcher Number	50326005
Affiliation (Current)	2025: 千葉大学, 大学院社会科学研究院, 准教授
Affiliation (based on the past Project Information) *help	2014: 千葉大学, 法政経学部, 准教授 2011 – 2013: 千葉大学, 法経学部, 准教授 2007 – 2008: Chiba University, Faculty of Law and Economics, Associate Professor 2006: 千葉大学, 法経学部, 助教授 2004: Chiba University, Faculty of Law and Economics, Associate Professor, 法経学部, 助教授 2003: 千葉大学, 法経学部, 講師
Review Section/Research Field	Principal Investigator Economic statistics Except Principal Investigator Economic statistics / Public finance/Monetary economics
Keywords	Principal Investigator マルコフ連鎖モンテカルロ法 / ベイズ統計学 / 計量経済学 / 状態空間モデル / ボラティリティ－変動モデル / 経済統計 / MCMC / 時系列解析 / 証券計量経済学 / マルコフ切替モデル / 経済統計学 / マルコフ切換モデル … More Except Principal Investigator … More マルコフ連鎖モンテカルロ法 / Realized Volatility / GARCH / Multi-move sampler / 確率的ボラティリティ変動モデル / Ultra high frequency data / Realized Volatjlity / Endogenous switching model / Sample selection model / Latent variable / Stochastic volatility / Bayesian Statistics / Markov chain Monte Carlo / カウントデータ / ボラティリティ変動モデル / マルコフ切替モデル / 確率的フロンティアモデル / サンプル・セレクションモデル / 確率的ボラティリティ / 高頻度データ / 内生的スイッチングモデル / サンプルセレクションモデル / 潜在変数 / ベイズ統計学 / Trading Volume / Option / Bayesian Estimation / Markov Chain Monte Carlo / Stochastic Volatility Model / Volatility / 取引高 / オプション / ベイズ推定 / マルコフ連鎖モンテカルロ / ボラティリティ / 計量分析 / 長記憶性 / 経済格差 / 対数正規分布 / 時系列 / 不平等度 / MCMC法 / グループ・データ / ジニ係数 / 所得分布 Less

Time series analysis on financial crisesPrincipal Investigator
- Principal Investigator
  
  OGA Takashi
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Chiba University
The measurement of economic inequality by time series models
- Principal Investigator
  
  NISHINO Haruhisa
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Chiba University
Econometric models for a new business indexPrincipal Investigator
- Principal Investigator
  
  OGA Takashi
- Project Period (FY)
  2007 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Chiba University
Bayesian econometric analysis of semiparametirc model
- Principal Investigator
  
  OMORI Yasuhiro
- Project Period (FY)
  2006 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
Econometric Analysis of Stock Markets in Japan using Models of Changing Volatility
- Principal Investigator
  
  WATANABE Toshiaki
- Project Period (FY)
  2003 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Tokyo Metropolitan University

All 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 Other

All Journal Article Presentation Book

[Book] マルコフ連鎖モンテカルロ法を用いた応用計量分析2005
- Author(s)
  和合肇編(大森:第1, 2, 5章、渡部:第9章、大鋸:第11章)
- Publisher
  東洋経済新報社(未定)(近刊)
- Data Source
  KAKENHI-PROJECT-15530221
[Book] マルコフ連鎖モンテカルロ法を用いた応用計量分析2005
- Author(s)
  和合肇編(1, 2, 5章:大森, 9章:渡部, 11章:大鋸)
- Publisher
  東洋経済新報社(仮題)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530221
[Journal Article] Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model2012
- Author(s)
  Haruhisa Nishino, Kazuhiko Kakamu, and Takashi Oga
- Journal Title
  
  Journal of Income Distribution
  
  Volume: Volume 21, Number 1 Pages: 88-101
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530248
[Journal Article] ベイズ計量経済学的に景気を捉える2011
- Author(s)
  大鋸崇
- Journal Title
  
  千葉大学経済研究
  
  Volume: 第26巻 Pages: 85-108
- NAID
  120007065101
- Data Source
  KAKENHI-PROJECT-21530194
[Journal Article] ベイズ計量経済学的に景気を捉える2011
- Author(s)
  大鋸崇
- Journal Title
  
  千葉大学経済研究
  
  Volume: 26巻第2号 Pages: 85-108
- NAID
  120007065101
- Data Source
  KAKENHI-PROJECT-23530248
[Journal Article] ブル相場・ベア相場のベイズ分析2010
- Author(s)
  大鋸崇
- Journal Title
  
  千葉大学経済研究
  
  Volume: 第25巻 Pages: 91-138
- NAID
  40017384615
- Data Source
  KAKENHI-PROJECT-21530194
[Journal Article] The Asia Financial Crises and Exchange Rates : Had there been Volatility Shifts for Asian Currencies? Classification as a Tool for Research2010
- Author(s)
  Oga, T. Polasek, W
- Journal Title
  
  Studies in Classification, Data Analysis, and Knowledge Organization
  
  Pages: 629-637
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530194
[Journal Article] Forecasting electricity demand in Japan : A Bayesian spatial autoregressive ARMA approach2010
- Author(s)
  Ohtsuka, Y., Oga, T. Kakamu, K
- Journal Title
  
  Computational Statistics & Data Analysis
  
  Volume: 54 Pages: 2721-2735
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530194
[Journal Article] 株式市場におけるブル相場・ベア相場の日次データを用いた分析-ベイジアンアプローチ-2009
- Author(s)
  大鋸崇・大屋幸輔
- Journal Title
  
  ジャフィー・ジャーナルベイズ統計学とファイナンス
  
  Pages: 110-150
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] パレート分布を用いた経済格差の検定2009
- Author(s)
  西埜晴久・各務和彦・大鋸崇
- Journal Title
  
  日本統計学会誌 38-2
  
  Pages: 151-164
- NAID
  110007226108
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] 株式市場におけるブル相場・ベア相場の日次データを用いた分析-ベイジアンアプローチ-2009
- Author(s)
  大鋸崇・大屋幸輔
- Journal Title
  
  ジャフィー・ジャーナル, ベイズ統計学とファイナンス
  
  Pages: 110-150
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] 景気変動の上昇・下降期における非対称性の検出2008
- Author(s)
  大鋸崇・大屋幸輔
- Journal Title
  
  千葉大学経済学会working paper series #03E040
  
  Pages: 1-13
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] 景気変動の上昇・下降期における非対称性の検出2008
- Author(s)
  大鋸崇・大屋幸輔
- Journal Title
  
  千葉大学経済学会working paper series #03E040
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] 景気変動の上昇・下降期における非対称性の検出2008
- Author(s)
  大鋸崇・大屋幸輔
- Journal Title
  
  千葉大学経済学会working paper series #03E040
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] Detection of asymmetry in recession and expansion in business cycles (in Japanese)2008
- Author(s)
  Oga, T., Oya, K.
- Journal Title
  
  Discussion paper series, Department of Economics, Chiba University
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] Bayesian econometric analysis of business cycle (in Japanese)2007
- Author(s)
  Oga, T.
- Journal Title
  
  Report on the improvement of business cycle indices and new reference indices, Japan Research Institute
  
  Pages: 73-88
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] ベイズ計量経済学的に景気を捉える2007
- Author(s)
  大鋸崇
- Journal Title
  
  景気動向指数の改善及び新たな参考指標等に関する調査報告書(財団法人日本総合研究所)
  
  Pages: 73-88
- NAID
  120007065101
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] ベイズ計量経済学的に景気を捉える2007
- Author(s)
  大鋸崇
- Journal Title
  
  景気動向指数の改善及び新たな参考指標等に関する調査報告書
  
  Pages: 73-88
- NAID
  120007065101
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] ベイズ計量経済学的に景気を捉える2007
- Author(s)
  大鋸崇
- Journal Title
  
  景気動向指数の改善及び新たな参考指標等に関する調査報告書
  
  Pages: 73-88
- NAID
  120007065101
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] ベイズ計量経済学的に景気を捉える2007
- Author(s)
  大鋸崇
- Journal Title
  
  景気動向指数の改善及び新たな参考指標等に関する調査報告書(財団法人日本総合研究所)
  
  Pages: 73-88
- NAID
  120007065101
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] 東日本大震災が証券市場に与えた影響2014
- Author(s)
  大鋸崇
- Organizer
  マクロ計量経済分析の最新の展開
- Place of Presentation
  長崎県立大学佐世保校
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] 東日本大震災が証券市場に与えた影響2013
- Author(s)
  大鋸崇
- Organizer
  計量経済分析の最近の展開
- Place of Presentation
  長崎県立大学佐世保校
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] Sampling the EGARCH Parameters2012
- Author(s)
  Takashi Oga
- Organizer
  6th Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  千葉大学
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] Sampling the EGARCH Parameters2012
- Author(s)
  Takashi Oga
- Organizer
  ISBA2012 World Meeting
- Place of Presentation
  Kyoto Terrsa
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] Sampling Markov Switching EGARCH Parameters2011
- Author(s)
  大鋸崇
- Organizer
  科研費研究集会「ベイズ分析のための数値計算技法とその経済・ファイナンス分析への応用」
- Place of Presentation
  下関市立大学唐戸サテライトキャンパス
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] In-sample and Out-of-sample Prediction for Japanese Composite Index2011
- Author(s)
  大鋸崇
- Organizer
  5th Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  Norges Bank，Oslo, Norway
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] Financial crisis and the exchange rate volatility: Had there been regime shifts for Asian economies2009
- Author(s)
  大鋸崇・Wolfgang Polasek
- Organizer
  ifcs 2009: International Federation of Classification Societies 2009 Conference
- Place of Presentation
  Dresden University of Technology
- Year and Date
  2009-03-16
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Estimation of dynamics for Income inequality by stochastic volatility model2009
- Author(s)
  Nishino, H, Oga, T. and Kakamu, K
- Organizer
  2009年度統計関連学会連合大会
- Place of Presentation
  同志社大学
- Data Source
  KAKENHI-PROJECT-21530194
[Presentation] Estimation of dynamics for Income inequality by stochastic volatility model2009
- Author(s)
  Nishino, H, Oga, T. and Kakamu, K
- Organizer
  3rd International Conference on Computational and Financial Econometrics (CFE'09)
- Place of Presentation
  Limassol, Cyprus
- Data Source
  KAKENHI-PROJECT-21530194
[Presentation] Financial crisis and the exchange rate volatility : Had there been regime shifts for Asian economies2009
- Author(s)
  大鋸崇・Wolghang Polasek
- Organizer
  ifcs 2009 : International Federation of Classification Societies 2009 Conference
- Place of Presentation
  Dresden University of Technology, Germany
- Year and Date
  2009-03-16
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Electric demand forecasting by spatial autoregressive seasonal ARMA (p, q) model2008
- Author(s)
  大塚芳宏・各務和彦-大鋸崇
- Organizer
  2008年度統計関連学会連合大会
- Place of Presentation
  慶應義塾大学理工学部矢上キャンパス
- Year and Date
  2008-09-09
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Electric demand forecasting by spatial autoregressive seasonal ARMA(p, q) model2008
- Author(s)
  大塚芳宏・各務和彦・大鋸崇
- Organizer
  2nd International Workshop on Computational and Financial Econometrics
- Place of Presentation
  Neuchatel, Switzerland
- Year and Date
  2008-06-20
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] パレート分布を用いた経済格差の検定2008
- Author(s)
  西埜晴久・各務和彦・大鋸崇
- Organizer
  「複雑現象のモデル化と統計理論的発展」
- Place of Presentation
  金沢大学サテライトプラザ
- Year and Date
  2008-03-02
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Testing Economic inequality using Pareto distribution2008
- Author(s)
  Nishino, H., Kakamu, K., Oga, T.
- Organizer
  Modeling complex phenomena and developments in statistical theory
- Place of Presentation
  Kanazawa University
- Year and Date
  2008-03-02
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2008
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  ISBA 2008 : 9th ISBA World Meeting
- Place of Presentation
  Hamilton Island, Queensland, Australia
- Year and Date
  2008-07-23
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Financial Crises and Exchange-rate Volatility for Asian Economies2008
- Author(s)
  大鋸崇・Wolfgang Polasek
- Organizer
  ACAES2008: 18th Conference of the American Committee for Asian Economic Studies
- Place of Presentation
  University Bologna, Rimini Campus
- Year and Date
  2008-08-30
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Financial Crises and Exchange-rate Volatility for Asian Economies2008
- Author(s)
  大鋸崇・Wo1fgang Polasek
- Organizer
  ACAES2008 : 18th Conference of the American Committee for Asian Economic Studies
- Place of Presentation
  University Bologna, Rimini Campus, Italy
- Year and Date
  2008-08-30
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] 景気指標作成における個別系列の構成比率についての分析2008
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  景気循環日付研究会佐賀コンファレンス
- Place of Presentation
  KKR山口あさくら
- Year and Date
  2008-03-17
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Electric demand forecasting by spatial autoregressive seasonal ARMA (p, q) model2008
- Author(s)
  大塚芳宏・各務和彦・大鋸崇
- Organizer
  2nd International Workshop on Computational and Financial Econometrics
- Place of Presentation
  Neuchatel, Switzerland
- Year and Date
  2008-06-20
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Estimation of asymmetry in bull and bear markets2008
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  ISBA 2008: 9th ISBA World Meeting
- Place of Presentation
  Hamilton Island, Queensland, Australia
- Year and Date
  2008-07-23
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] パレート分布を用いた経済格差の検定2008
- Author(s)
  西埜晴久・各務和彦・大鋸崇
- Organizer
  金沢コンファレンス「複雑現象のモデル化と統計理論的発展」
- Place of Presentation
  金沢大学サテライトプラザ
- Year and Date
  2008-03-03
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] 景気指標作成における個別系列の構成比率についての分析2008
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  景気循環日付研究会佐賀コンファレンス
- Place of Presentation
  KKR山口あさくら
- Year and Date
  2008-03-17
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Electric demand forecasting by spatial autoregressive seasonal ARMA(p, q) model2008
- Author(s)
  大塚芳宏・各務和彦・大鋸崇
- Organizer
  2008年度統計関連学会連合大会
- Place of Presentation
  慶應義塾大学理工学部矢上キャンパス
- Year and Date
  2008-09-09
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] パレート分布を用いた経済格差の検定2008
- Author(s)
  西埜晴久・各務和彦・大鋸崇
- Organizer
  複雑現象のモデル化と統計理論的発展
- Place of Presentation
  金沢大学サテライトプラザ
- Year and Date
  2008-03-02
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Analysis of the ratio of individual series in making business cycle indicators2008
- Author(s)
  Oga, T., Oya, K.
- Organizer
  Saga Conference on Business Cycle Reference Date Determination
- Place of Presentation
  KKR Yamaguchi Sakura
- Year and Date
  2008-03-17
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] A State Space Approach to the Reference Date Determination2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  FCSコンファレンス「計量経済学の最近の展開」
- Place of Presentation
  下関市立大学経済学部
- Year and Date
  2007-02-11
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  2nd Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  The National Bank of Hungary
- Year and Date
  2007-08-27
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Estimation of asymmetry in bull and bear markets2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  2nd Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  The National Bank of Hungary,Budapest
- Year and Date
  2007-08-27
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2007
- Author(s)
  Oga, T., Oya, K.
- Organizer
  JEuBES 2007 - 2nd Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  The National Bank of Hungary, Budapest
- Year and Date
  2007-08-27
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2007
- Author(s)
  Oga, T., Oya, K.
- Organizer
  International Workshop on Bayesian Statistic and Applied Econometrics
- Place of Presentation
  Tohoku University
- Year and Date
  2007-11-01
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] A State Space Approach to the Reference Date Determination2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  景気循環日付研究会佐賀コンファレンス
- Place of Presentation
  ウェルサンピア伊万里
- Year and Date
  2007-03-26
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] 景気変動の上昇、下降期における非対称性の検出2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  合同研究集会「官庁統計データの公開における諸問題の研究」
- Place of Presentation
  統計数理研究所
- Year and Date
  2007-11-16
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] A State Space Approach to the Reference Date Determination2007
- Author(s)
  Oga, T., Oya, K.
- Organizer
  FCS Conference on Recent Developments in Econometrics
- Place of Presentation
  Department of Economics, Shimonoseki City University
- Year and Date
  2007-02-11
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] A State Space Approach to the Reference Date Determination2007
- Author(s)
  Oga, T., Oya, K.
- Organizer
  Saga Conference on Business Cycle Reference Date Determination
- Place of Presentation
  Wel Sunpia Imari, Saga
- Year and Date
  2007-03-27
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] A State Space Approach to the Reference Date Determination2007
- Author(s)
  Oga, T., Oya, K.
- Organizer
  Annual Meeting of Japanese Federation of Statistical Science. Association
- Place of Presentation
  Tohoku University
- Year and Date
  2007-09-07
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  2nd Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  The National Bank of Hungary, Budapest
- Year and Date
  2007-08-27
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2006
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  国際ワークショップ「Ihternational Workshop on Bayesian Statistic and Applied Econometrics」
- Place of Presentation
  東北大学大学院研究科
- Year and Date
  2006-11-01
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] A State Space Approach to the Reference Date Determination2006
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  2006年度統計関連学会連合大会
- Place of Presentation
  東北大学川内キャンパス
- Year and Date
  2006-09-07
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] 東日本大震災が証券市場に与えた影響
- Author(s)
  大鋸崇
- Organizer
  2014年度 (第22回) 関西計量経済学研究会
- Place of Presentation
  大阪大学・豊中キャンパス（大阪府豊中市）
- Year and Date
  2015-01-10 – 2015-01-11
- Data Source
  KAKENHI-PROJECT-23530248

1. OMORI Yasuhiro (60251188)

# of Collaborated Projects: 2 results

# of Collaborated Products: 2 results
2. WATANABE Toshiaki (90254135)

# of Collaborated Projects: 2 results

# of Collaborated Products: 2 results
3. NISHINO Haruhisa (20305410)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
4. KAKAMU Kazuhiko (00456005)

# of Collaborated Projects: 1 results

# of Collaborated Products: 3 results
5. ISHIDA Isao (20361579)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. WAGO Hajime (00091934)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. KOZUMI Hideo (10261273)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Ohga Takashi 大鋸 崇

OGA Takashi 大鋸 崇

Research Projects

Research Products

Co-Researchers

Time series analysis on financial crisesPrincipal Investigator

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The measurement of economic inequality by time series models

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Econometric models for a new business indexPrincipal Investigator

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Bayesian econometric analysis of semiparametirc model

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Econometric Analysis of Stock Markets in Japan using Models of Changing Volatility

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[Book] マルコフ連鎖モンテカルロ法を用いた応用計量分析2005

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[Book] マルコフ連鎖モンテカルロ法を用いた応用計量分析2005

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[Journal Article] Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model2012

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[Journal Article] ベイズ計量経済学的に景気を捉える2011

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NAID

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[Journal Article] ベイズ計量経済学的に景気を捉える2011

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NAID

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[Journal Article] ブル相場・ベア相場のベイズ分析2010

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[Journal Article] The Asia Financial Crises and Exchange Rates : Had there been Volatility Shifts for Asian Currencies? Classification as a Tool for Research2010

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[Journal Article] Forecasting electricity demand in Japan : A Bayesian spatial autoregressive ARMA approach2010

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[Journal Article] 株式市場におけるブル相場・ベア相場の日次データを用いた分析-ベイジアンアプローチ-2009

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[Journal Article] パレート分布を用いた経済格差の検定2009

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NAID

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Ohga Takashi 大鋸崇

OGA Takashi 大鋸崇