Motegi Kaiji 茂木快治

… Alternative Names

茂木快治モテギカイジ

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Researcher Number	60742848
Other IDs
Affiliation (Current)	2025: 神戸大学, 経済学研究科, 准教授
Affiliation (based on the past Project Information) *help	2023: 神戸大学, 経済学研究科, 准教授 2020 – 2021: 神戸大学, 経済学研究科, 准教授 2016 – 2019: 神戸大学, 経済学研究科, 講師
Review Section/Research Field	Principal Investigator Medium-sized Section 7:Economics, business administration, and related fields / Basic Section 07030:Economic statistics-related / Economic statistics
Keywords	Principal Investigator 計量経済学 / Mixed Data Sampling / 時系列分析 / ワイルド・ブートストラップ法 / Midastar / 閾値自己回帰モデル / 閾値効果 / カリブレーション推定 / Missing at Random (MAR) / コピュラモデル … More / トリートメント効果 / 欠損データ分析 / 回帰分析 / カリブレーション / コピュラ / 欠損データ / 因果推論 / 経済統計学 / 応用マクロ経済学 / グランジャー因果性 / 株式市場の効率性 / 失われた10年 / マクロ経済分析 / 最大値検定 / ホワイトノイズ検定 / グランジャー因果性検定 Less

Modelling and testing threshold effects with mixed frequency dataPrincipal Investigator
- Principal Investigator
  
  茂木快治
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Challenging Research (Exploratory)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Kobe University
An innovative approach for unifying causal inference, missing data analysis, and copula modelsPrincipal Investigator
- Principal Investigator
  
  MOTEGI KAIJI
- Project Period (FY)
  2019 – 2021
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Kobe University
Statistical analysis of mixed frequency data: Theory and macroeconomic applicationsPrincipal Investigator
- Principal Investigator
  
  Motegi Kaiji
- Project Period (FY)
  2016 – 2018
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University

All 2023 2021 2020 2019 2018 2017 2016

All Journal Article Presentation

[Journal Article] A unified framework for efficient estimation of general treatment models2021
- Author(s)
  Chunrong Ai, Oliver Linton, Kaiji Motegi, and Zheng Zhang
- Journal Title
  
  Quantitative Economics
  
  Volume: 12 Pages: 779-816
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13670
[Journal Article] Copula-based regression models with data missing at random2020
- Author(s)
  Shigeyuki Hamori, Kaiji Motegi, and Zheng Zhang
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 180 Pages: 104654-104654
- DOI
  10.1016/j.jmva.2020.104654
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13670, KAKENHI-PROJECT-17H00983
[Journal Article] Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality2019
- Author(s)
  Eric Ghysels, Jonathan B. Hill, and Kaiji Motegi
- Journal Title
  
  Journal of Econometrics
  
  Volume: forthcoming
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104
[Journal Article] Testing the white noise hypothesis of stock returns2019
- Author(s)
  Jonathan B. Hill and Kaiji Motegi
- Journal Title
  
  Economic Modelling
  
  Volume: 76 Pages: 231-242
- DOI
  10.1016/j.econmod.2018.08.003
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104
[Journal Article] Calibration estimation of semiparametric copula models with data missing at random2019
- Author(s)
  Hamori Shigeyuki、Motegi Kaiji、Zhang Zheng
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 173 Pages: 85-109
- DOI
  10.1016/j.jmva.2019.02.003
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18564, KAKENHI-PROJECT-19K13670, KAKENHI-PROJECT-17H00983
[Journal Article] Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach2018
- Author(s)
  Kaiji Motegi; Akira Sadahiro
- Journal Title
  
  North American Journal of Economics and Finance
  
  Volume: 43 Pages: 118-128
- DOI
  10.1016/j.najef.2017.10.009
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Midastar: Threshold autoregression with data sampled at mixed frequencies2023
- Author(s)
  茂木快治
- Organizer
  98th Annual Conference, Western Economic Association International
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K17555
[Presentation] Midastar: Threshold autoregression with data sampled at mixed frequencies2023
- Author(s)
  茂木快治
- Organizer
  6th International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K17555
[Presentation] Midastar: Threshold autoregression with data sampled at mixed frequencies2023
- Author(s)
  茂木快治
- Organizer
  17th International Conference, Western Economic Association International
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K17555
[Presentation] A max-correlation white noise test for weakly dependent time series2019
- Author(s)
  Kaiji Motegi
- Organizer
  Essex Centre for Macro and Financial Econometrics Seminar Series
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Copula-based regression models with responses missing at random: A unified approach2019
- Author(s)
  Kaiji Motegi
- Organizer
  2019 Japanese Joint Statistical Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13670
[Presentation] A max-correlation white noise test for weakly dependent time series2019
- Author(s)
  Kaiji Motegi
- Organizer
  15th International Conference, Western Economic Association International
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] A max-correlation white noise test for weakly dependent time series2019
- Author(s)
  Kaiji Motegi
- Organizer
  The 15th International Symposium on Econometric Theory and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Copula-based regression models with data missing at random: A unified approach2019
- Author(s)
  Kaiji Motegi
- Organizer
  Departmental seminar, Department of Economics, University of Essex
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13670
[Presentation] Copula-based regression models with data missing at random: A unified approach2019
- Author(s)
  茂木快治
- Organizer
  慶應義塾大学経済研究所「計量経済学ワークショップ」
- Invited
- Data Source
  KAKENHI-PROJECT-19K13670
[Presentation] Calibration Estimation for Semiparametric Copula Models under Missing Data2018
- Author(s)
  Kaiji Motegi
- Organizer
  Economics and Economic Growth Centre Seminar Series, School of Social Sciences, Nanyang Technological University
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Calibration Estimation for Semiparametric Copula Models under Missing Data"2018
- Author(s)
  Kaiji Motegi
- Organizer
  第12回日本統計学会春季集会
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Testing for Weak Form Efficiency of Stock Markets2017
- Author(s)
  Kaiji Motegi
- Organizer
  50th Anniversary Seminar, Department of Statistics and Actuarial Science, University of Hong Kong
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Testing for Weak Form Efficiency of Stock Markets2017
- Author(s)
  Kaiji Motegi
- Organizer
  4th Annual Conference of the International Association for Applied Econometrics (IAAE)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Testing for Weak Form Efficiency of Stock Markets2017
- Author(s)
  Kaiji Motegi
- Organizer
  第24回関西計量経済学研究会
- Place of Presentation
  広島大学（広島県広島市）
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Testing for Weak Form Efficiency of Stock Markets2017
- Author(s)
  Kaiji Motegi
- Organizer
  1st International Conference on Econometrics and Statistics (EcoSta 2017)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Testing for Weak Form Efficiency of Stock Markets2017
- Author(s)
  Kaiji Motegi
- Organizer
  2017年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Testing for Weak Form Efficiency of Stock Markets2017
- Author(s)
  Kaiji Motegi
- Organizer
  第11回日本統計学会春季集会
- Place of Presentation
  政策研究大学院大学（東京都・港区）
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Testing for Weak Form Efficiency of Stock Markets2017
- Author(s)
  Kaiji Motegi
- Organizer
  3rd Annual International Conference on Applied Econometrics in Hawaii
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] Testing a Large Set of Zero Restrictions in Regression Models, with an Application to Mixed Frequency Granger Causality2017
- Author(s)
  Kaiji Motegi
- Organizer
  Workshop on Advances in Econometrics 2017
- Invited
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] A Max-Correlation White Noise Test for Weakly Dependent Time Series2016
- Author(s)
  Kaiji Motegi
- Organizer
  Summer Workshop on Economic Theory
- Place of Presentation
  小樽商科大学（北海道・小樽市）
- Invited
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] A Max-Correlation White Noise Test for Weakly Dependent Time Series2016
- Author(s)
  Kaiji Motegi
- Organizer
  2016 NBER-NSF Time Series Conference
- Place of Presentation
  ニューヨーク（アメリカ合衆国）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] A Max-Correlation White Noise Test for Weakly Dependent Time Series2016
- Author(s)
  Kaiji Motegi
- Organizer
  2016年度統計関連学会連合大会
- Place of Presentation
  金沢大学（石川県・金沢市）
- Data Source
  KAKENHI-PROJECT-16K17104
[Presentation] A Max-Correlation White Noise Test for Weakly Dependent Time Series2016
- Author(s)
  Kaiji Motegi
- Organizer
  2016 Asian Meeting of the Econometric Society
- Place of Presentation
  同志社大学（京都府・京都市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17104

1. GHYSELS Eric

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
2. HILL Jonathan B.

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
3. SADAHIRO Akira

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
4. 羽森茂之

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

Motegi Kaiji 茂木 快治

茂木 快治 モテギ カイジ

Research Projects

Research Products

Co-Researchers

Modelling and testing threshold effects with mixed frequency dataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

An innovative approach for unifying causal inference, missing data analysis, and copula modelsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Statistical analysis of mixed frequency data: Theory and macroeconomic applicationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] A unified framework for efficient estimation of general treatment models2021

Author(s)

Journal Title

Data Source

[Journal Article] Copula-based regression models with data missing at random2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality2019

Author(s)

Journal Title

Data Source

[Journal Article] Testing the white noise hypothesis of stock returns2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Calibration estimation of semiparametric copula models with data missing at random2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach2018

Author(s)

Journal Title

DOI

Data Source

[Presentation] Midastar: Threshold autoregression with data sampled at mixed frequencies2023

Author(s)

Organizer

Data Source

[Presentation] Midastar: Threshold autoregression with data sampled at mixed frequencies2023

Author(s)

Organizer

Data Source

[Presentation] Midastar: Threshold autoregression with data sampled at mixed frequencies2023

Author(s)

Organizer

Data Source

[Presentation] A max-correlation white noise test for weakly dependent time series2019

Author(s)

Organizer

Data Source

[Presentation] Copula-based regression models with responses missing at random: A unified approach2019

Author(s)

Organizer

Data Source

[Presentation] A max-correlation white noise test for weakly dependent time series2019

Author(s)

Organizer

Data Source

[Presentation] A max-correlation white noise test for weakly dependent time series2019

Author(s)

Organizer

Data Source

[Presentation] Copula-based regression models with data missing at random: A unified approach2019

Motegi Kaiji 茂木快治

茂木快治モテギカイジ