Takaoka Makoto 高岡慎

… Alternative Names

高岡慎タカオカマコト

TAKAOKA Makoto 高岡慎

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Researcher Number	60376663
Other IDs
Affiliation (Current)	2025: 琉球大学, 国際地域創造学部, 准教授
Affiliation (based on the past Project Information) *help	2022 – 2023: 琉球大学, 国際地域創造学部, 准教授 2014: 琉球大学, 法文学部, 准教授 2012 – 2014: 琉球大学, 法文学部, 講師 2009: 琉球大学, 法文学部, 講師 2007: 東京大学, 大学院・公共政策学連携研究部, 寄附講座教員 2005: 東京大学, 先端科学技術研究センター, 科学技術振興特任教員(特任助手)
Review Section/Research Field	Except Principal Investigator Social systems engineering/Safety system / Basic Section 07030:Economic statistics-related / Economic statistics
Keywords	Except Principal Investigator ファイナンス / 公的統計 / 季節性 / 非定常性 / 経済時系列 / マクロ経済時系列 / 直近の構造変化 / X-13ARIMA-SEATS / トレンド・循環・季節性 / 非定常経済時系列 … More / state-space model / Nelson-Siegel model / regime shift / term structure modeling / 金利の期間構造 / 計量経済学 / 状態空間モデル / Nelson-Siegelモデル / レジームシフト / 金利期間構造 / ミクロ経済データ / 政府公表系列 / マクロ時系列 / ＧＤＰ統計 / 人口統計 / 季節調整法 / ベンチマーク法 / 標本調査 / ベンチマーク問題 / 小地域統計 / 季節調節法 / ミクロ統計データ / マクロ時系列データ / 数理統計学 / 経済統計 / 政府統計 / 金融システムの安定性 / 金融危機 / ネットワーク / シミュレーション / 最適化 / リスク管理 Less

nonstationary seasonal economic time series analysis: theory and applications
- Principal Investigator
  
  国友直人
- Project Period (FY)
  2022 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Tokyo Keizai University
Theoretical Foundations and Applications of Economic and Official Statistics
- Principal Investigator
  
  YAMAMOTO Taku
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Nihon University
Network Structure and Financial Crises
- Principal Investigator
  
  FUJII Mariko
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  The University of Tokyo
Modeling and Simulation Methods for Integrated Risk Management
- Principal Investigator
  
  FUJII Mariko
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  The University of Tokyo
Modeling Term Structure Dynamics of Interest Rates
- Principal Investigator
  
  FUJII Mariko
- Project Period (FY)
  2005 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  The University of Tokyo

All 2022 2015 2013 2011 2010 2008

All Journal Article Book

[Book] 季節調整法2015
- Author(s)
  高岡慎
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-23243039
[Journal Article] GDP関連系列の季節調整における外れ値処理の妥当性について2022
- Author(s)
  高岡慎
- Journal Title
  
  内閣府経済社会総合研究所・国民経済計算関連論文
  
  Volume: no.2 Pages: 1-66
- Data Source
  KAKENHI-PROJECT-22K01428
[Journal Article] X-12-ARIMAにおけるモデル選択の安定性の改善について　－法人企業統計の事例－2013
- Author(s)
  高岡慎
- Journal Title
  
  『經濟研究』（琉球大学）
  
  Volume: 86 Pages: 53-77
- NAID
  120005352276
- Data Source
  KAKENHI-PROJECT-23243039
[Journal Article] イールドカーブと景気予測2013
- Author(s)
  高岡慎
- Journal Title
  
  フィナンシャル・レビュー
  
  Volume: 通巻第114号 Pages: 119-140
- NAID
  40019677407
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19310095
[Journal Article] Structure of the Financial System and the Contagion Effect : A Network Approach2011
- Author(s)
  Mariko Fujii, Makoto Takaoka
- Journal Title
  
  Public Policy Review
  
  Volume: Vol.7 No.1 Pages: 27-50
- URL
  http://www.mof.go.jp/english/pri/publication/pp_review/ppr013/ppr013b.pdf
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22510141
[Journal Article] 金融システムの構造と伝染効果-ネットワーク・アプローチ-2010
- Author(s)
  藤井眞理子、高岡慎
- Journal Title
  
  フィナンシャル・レビュー
  
  Volume: 第3号(通巻第101号) Pages: 98-118
- URL
  http://www.mof.go.jp/pri/publication/financial_review/fr_list6/r101/r101_06.pdf
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22510141
[Journal Article] 金融システムの構造と伝染効果-ネットワーク・アプローチ-2010
- Author(s)
  藤井眞理子, 高岡慎
- Journal Title
  
  フィナンシャル・レビユー
  
  Volume: 第3号(通巻第101号) Pages: 98-118
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22510141
[Journal Article] 金利の期間構造とマクロ経済 : Nelson-Siegel モデルを用いた実証分析2008
- Author(s)
  藤井眞理子, 高岡慎
- Journal Title
  
  FSAリサーチ・レビュー2007 第4号
  
  Pages: 219-248
- NAID
  40016455318
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19310095
[Journal Article] 金利の期間構造とマクロ経済:Nelson-Siegelモデルを用いた実証分析2008
- Author(s)
  藤井眞理子・高岡慎
- Journal Title
  
  FSAリサーチ・レビュー2007
  
  Pages: 219-248
- NAID
  40016455318
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19310095

1. FUJII Mariko (90323550)

# of Collaborated Projects: 3 results

# of Collaborated Products: 5 results
2. SUGIHARA Masaaki (80154483)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. MUROTA Kazuo (50134466)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. KUNITOMO Naoto (10153313)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. SATO Seishou (60280525)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. UNAYAMA Suguru (20348840)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. MASUDA Naoki (40415295)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. YAMAMOTO Taku (50104716)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. KAWASAKI Yoshinori (70249910)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. TSUCHIYA Takahiro (00270413)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. HOSHINO Nobuaki (00313627)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. KUBOKAWA Tatsuya (20195499)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. CHIGIRA Hiroaki (30447122)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. OHTSUKA Kazumichi (30361869)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Takaoka Makoto 高岡 慎

高岡 慎 タカオカ マコト

TAKAOKA Makoto 高岡 慎

Research Projects

Research Products

Co-Researchers

nonstationary seasonal economic time series analysis: theory and applications

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Theoretical Foundations and Applications of Economic and Official Statistics

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Network Structure and Financial Crises

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Modeling and Simulation Methods for Integrated Risk Management

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Modeling Term Structure Dynamics of Interest Rates

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 季節調整法2015

Author(s)

Publisher

Data Source

[Journal Article] GDP関連系列の季節調整における外れ値処理の妥当性について2022

Author(s)

Journal Title

Data Source

[Journal Article] X-12-ARIMAにおけるモデル選択の安定性の改善について －法人企業統計の事例－2013

Author(s)

Journal Title

NAID

Data Source

[Journal Article] イールドカーブと景気予測2013

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Structure of the Financial System and the Contagion Effect : A Network Approach2011

Author(s)

Journal Title

URL

Data Source

[Journal Article] 金融システムの構造と伝染効果-ネットワーク・アプローチ-2010

Author(s)

Journal Title

URL

Data Source

[Journal Article] 金融システムの構造と伝染効果-ネットワーク・アプローチ-2010

Author(s)

Journal Title

Data Source

[Journal Article] 金利の期間構造とマクロ経済 : Nelson-Siegel モデルを用いた実証分析2008

Author(s)

Journal Title

NAID

Data Source

[Journal Article] 金利の期間構造とマクロ経済:Nelson-Siegelモデルを用いた実証分析2008

Author(s)

Journal Title

NAID

Data Source

Takaoka Makoto 高岡慎

高岡慎タカオカマコト

TAKAOKA Makoto 高岡慎

[Journal Article] X-12-ARIMAにおけるモデル選択の安定性の改善について　－法人企業統計の事例－2013