ITO Mikio 伊藤幹夫

Researcher Number	70184695
Other IDs	https://orcid.org/0000-0002-6079-3642
Affiliation (based on the past Project Information) *help	2016 – 2023: 慶應義塾大学, 経済学部(三田), 教授 2017: 慶應義塾大学, 経済学部, 准教授 2014 – 2015: 慶應義塾大学, 経済学部, 准教授
Review Section/Research Field	Principal Investigator Money/ Finance Except Principal Investigator Basic Section 07070:Economic history-related / Money/ Finance / Public finance/Monetary economics
Keywords	Principal Investigator ベクトル誤差修正モデル / 時変計量経済モデル / 先物プレミアムパズル / 外国為替市場 / 経済統計学 / 金融論 / ブートストラップ法 / LASSO / 構造変化 / 仮想資産 … More / スパース回帰 / 市場調整速度 / バンドスペクトラル回帰 / スパース回帰モデル / 構造変化推定 / 為替レート予測 / 為替市場 / 市場統合 / 市場効率性 … More Except Principal Investigator 市場統合 / 日本経済史 / 朝鮮米 / 外米代用受渡 / 大阪堂島米穀取引所 / 東京米穀商品取引所 / 市場効率性 / 計量ファイナンス / 消費財 / 醤油 / ブランド / スパース回帰 / LASSO / 時系列解析 / 手印 / テクノロジー・フロンティア / ヤマサ醤油 / 製品ポートフォリオ / 価格連関 / 髙梨兵左衛門家 / 在来産業 / 醤油醸造業 / 日本近代史 / 日本経営史 / 政府介入 / 裁量性 / 米穀統制法 / 米穀法 / 先物取引 / 米騒動 / 東京深川市場 / 植民地米 / 東京深川正米市場 / 計量経済学 / ファイナンス Less

Structure and association of prices in urban and rural soy sauce markets during the Meiji and Taisho periods: Quantitative analysis of the Takanashi Honke Documents
- Principal Investigator
  
  Maeda Kiyotaka
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07070:Economic history-related
- Research Institution
  Keio University
Forecasting Exchange Rates using Time-Varying Econometric ModelsPrincipal Investigator
- Principal Investigator
  
  Ito Mikio
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Keio University
A Study on Time-Varying Structure of Market Integration and Market Efficiency in Modern Period: The Case of Rice Markets in Japan and Colonized Korea
- Principal Investigator
  
  NODA Akihiko
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Kyoto Sangyo University
A Study for the Time-Varying Structure of Foreign Exchange Markets using Non-Bayesian Time-Varying Econometric ModelsPrincipal Investigator
- Principal Investigator
  
  Ito Mikio
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Keio University
Measuring the Time-Varying Efficiency and Market Linkages in Modern Japanese Rice Markets
- Principal Investigator
  
  NODA Akihiko
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Wakayama University

All 2022 2021 2019 2017 2016 2015 2014 2013 2012 Other

All Journal Article Presentation

[Journal Article] Detecting Structural Breaks in Foreign Exchange Markets by Using the Group LASSO Technique2022
- Author(s)
  Ito, Mikio
- Journal Title
  
  arXiv:2202.02988 [econ.EM]
  
  Volume: - Pages: 1-11
- Data Source
  KAKENHI-PROJECT-20K01795
[Journal Article] Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach2021
- Author(s)
  Mikio Ito, Akihiko Noda, Tatsuma Wada
- Journal Title
  
  Mathematics
  
  Volume: 9 Issue: 8 Pages: 1-13
- DOI
  10.3390/math9080849
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K01775, KAKENHI-PROJECT-17K03709, KAKENHI-PROJECT-17K03809, KAKENHI-PROJECT-19K13747
[Journal Article] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Journal Title
  
  Quantitative Finance Papers, [arXiv:1704.00985]
  
  Volume: なし
- Data Source
  KAKENHI-PROJECT-17K03809
[Journal Article] The Futures Premium and Rice Market Efficiency in Prewar Japan2017
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Journal Title
  
  Economic History Review
  
  Volume: forthcoming Issue: 3 Pages: 909-937
- DOI
  10.1111/ehr.12608
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03809, KAKENHI-PROJECT-17K03863, KAKENHI-PROJECT-17H02553, KAKENHI-PROJECT-15K03542, KAKENHI-PROJECT-18K01734
[Journal Article] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Journal Title
  
  Statistical Methodology Papers, [arXiv:1707.06837]
  
  Volume: なし
- Data Source
  KAKENHI-PROJECT-17K03809
[Journal Article] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Journal Title
  
  Statistical Methodology Papers, [arXiv:1707.06837]
  
  Volume: なし
- Data Source
  KAKENHI-PROJECT-15K03542
[Journal Article] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Journal Title
  
  Quantitative Finance Papers, [arXiv:1704.00985]
  
  Volume: なし
- Data Source
  KAKENHI-PROJECT-15K03542
[Journal Article] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Noda, A.
- Journal Title
  
  Quantitative Finance Papers [arXiv:1610.04334]
  
  Volume: -
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380397
[Journal Article] The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach2016
- Author(s)
  Mikio Ito, Akihiko Noda and Tatsuma Wada
- Journal Title
  
  Applied Economics
  
  Volume: 48(7) Issue: 7 Pages: 621-635
- DOI
  10.1080/00036846.2015.1083532
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K03542, KAKENHI-PROJECT-26380397
[Journal Article] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Noda, A.
- Journal Title
  
  Quantitative Finance Papers [arXiv:1610.04334]
  
  Volume: -
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K03542
[Journal Article] Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets2016
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Journal Title
  
  Financial History Review
  
  Volume: 23 Issue: 3 Pages: 325-346
- DOI
  10.1017/s0968565017000014
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380397, KAKENHI-PROJECT-26780199, KAKENHI-PROJECT-15K03542
[Journal Article] International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach2014
- Author(s)
  Mikio Ito, Akihiko Noda and Tatsuma Wada
- Journal Title
  
  Applied Economics
  
  Volume: 46(23) Issue: 23 Pages: 2744-2754
- DOI
  10.1080/00036846.2014.909579
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24530364, KAKENHI-PROJECT-26380397
[Presentation] Detecting Structural Breaks in Foreign Exchange Markets by Using the Group LASSO Technique2021
- Author(s)
  Ito, Mikio
- Organizer
  96th Annual conference of Western Economic Association International
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01795
[Presentation] An Estimation Method for State-Space Models using Generalized LASSO Techniques2019
- Author(s)
  Mikio Ito
- Organizer
  Western Economic Association International 94th Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] 戦間期大阪堂島米穀取引所における先物市場の価格形成と米穀政策2017
- Author(s)
  伊藤幹夫・前田廉孝・野田顕彦
- Organizer
  社会経済史学会第86回全国大会，慶應義塾大学（東京都，港区）
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Integration in Japanese Rice Markets, 1880--19322017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 3rd International Conference on Economic History at National Taipei University (Taipei, Taiwan)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] Market Integration in the Prewar Japanese Rice Markets2017
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  International Conference on Economic History "Market Integration during the Modernization in East Asia”
- Place of Presentation
  Keimyung University (Deagu, Korea)
- Year and Date
  2017-02-20
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Market Efficiency and Price Stabilization Policy in Interwar Osaka-Dojima Rice Exchange2017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] Market Integration in Japanese Rice Markets, 1880--19322017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 2nd International Conference on Economic History at Kyoto Sangyo University (Kyoto, Japan)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] Market Integration in the Prewar Japanese Rice Markets2017
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  International Conference on Economic History "Market Integration during the Modernization in East Asia"
- Place of Presentation
  Keimyung University (Deagu, Korea)
- Year and Date
  2017-02-20
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Integration in Japanese Rice Markets, 1880-19322017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 3rd International Conference on Economic History at National Taipei University
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Efficiency and Price Stabiliza-tion Policy in Interwar Osaka-Dojima Rice Exchange2017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  日本経済学会2017年度秋季大会，青山学院大学（東京都，渋谷区）
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  The 1st International Conference on Econometrics and Statistics at The Hong Kong University of Science and Technology (Hong Kong, China)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] Market Efficiency and Price Stabilization Policy in Interwar Osaka-Dojima Rice Exchange2017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Efficiency and Price Stabilization Policy in Interwar Osaka-Dojima Rice Exchange2017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  日本経済学会2017年度秋季大会，青山学院大学（東京都，渋谷区）
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  The 1st International Conference on Econometrics and Statistics at The Hong Kong University of Science and Technology (Hong Kong, China)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Integration in Japanese Rice Markets, 1880-19322017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 2nd International Conference on Economic History at Kyoto Sangyo University (Kyoto, Japan)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Integration in the Prewar Japanese Rice Markets2016
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  Western Economic Association International 91st Annual Conference
- Place of Presentation
  Hilton Portland & Executive Tower (Oregon, U.S.)
- Year and Date
  2016-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Wada, T.
- Organizer
  Midwest Econometrics Group 26th Annual Meeting
- Place of Presentation
  University of Illinois at Urbana-Champaign (Illinois, U.S.)
- Year and Date
  2016-10-21
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Market Integration in the Prewar Japanese Rice Markets2016
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  日本経済学会2016年度秋季大会
- Place of Presentation
  早稲田大学（東京都・新宿区）
- Year and Date
  2016-09-10
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Market Integration in the Prewar Japanese Rice Markets2016
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  Western Economic Association International 91st Annual Conference
- Place of Presentation
  Hilton Portland & Executive Tower (Oregon, U.S.)
- Year and Date
  2016-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Wada, T.
- Organizer
  Midwest Econometrics Group 26th Annual Meeting
- Place of Presentation
  University of Illinois at Urbana-Champaign (Illinois, U.S.)
- Year and Date
  2016-10-21
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] 戦前期日本における二大中央米穀市場の統合過程：電信電話網の利用拡大との関連を中心に2016
- Author(s)
  伊藤幹夫・前田廉孝・野田顕彦
- Organizer
  第85回社会経済史学会全国大会
- Place of Presentation
  北海道大学（北海道・札幌市）
- Year and Date
  2016-06-11
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Wada, T.
- Organizer
  Western Economic Association International 91st Annual Conference
- Place of Presentation
  Hilton Portland & Executive Tower (Oregon, U.S.)
- Year and Date
  2016-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Market Integration in the Prewar Japanese Rice Markets2016
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  日本経済学会2016年度秋季大会
- Place of Presentation
  早稲田大学（東京都・新宿区）
- Year and Date
  2016-09-10
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Wada, T.
- Organizer
  Western Economic Association International 91st Annual Conference
- Place of Presentation
  Hilton Portland & Executive Tower (Oregon, U.S.)
- Year and Date
  2016-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] The Futures Premium and Rice Market Efficiency in Prewar Japan2015
- Author(s)
  Mikio Ito, Kiyotaka Maeda and Akihiko Noda
- Organizer
  日本経済学会2015年度秋季大会
- Place of Presentation
  上智大学（東京都・千代田区）
- Year and Date
  2015-10-10
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets2015
- Author(s)
  伊藤幹夫・前田廉孝・野田顕彦
- Organizer
  第84回社会経済史学会全国大会
- Place of Presentation
  早稲田大学（東京都・新宿区）
- Year and Date
  2015-05-30
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] The Futures Premium and Rice Market Efficiency in Prewar Japan2015
- Author(s)
  伊藤幹夫・前田廉孝・野田顕彦
- Organizer
  日本経済学会2015年度秋季大会
- Place of Presentation
  上智大学（東京都・千代田区）
- Year and Date
  2015-10-10
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] 戦前期日本における米穀先物市場の統合と情報効率性：東京米穀商品取引所・大阪堂島米穀取引所を中心に2015
- Author(s)
  前田廉孝・野田顕彦・伊藤幹夫
- Organizer
  第84回社会経済史学会全国大会
- Place of Presentation
  早稲田大学（東京都・新宿区）
- Year and Date
  2015-05-30
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets2015
- Author(s)
  Mikio Ito, Kiyotaka Maeda and Akihiko Noda
- Organizer
  Western Economic Association International 90th Annual Conference
- Place of Presentation
  Hilton Hawaiian Village（Waikiki, Hawaii, U.S.)
- Year and Date
  2015-06-28
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets2015
- Author(s)
  Mikio Ito, Kiyotaka Maeda and Akihiko Noda
- Organizer
  Western Economic Association International 90th Annual Conference
- Place of Presentation
  Hilton Hawaiian Village (Waikiki, Hawaii, U.S.)
- Year and Date
  2015-06-28
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan2014
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  同志社大学経済学会研究会
- Place of Presentation
  同志社大学（京都府・京都市上京区）
- Year and Date
  2014-10-24
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan2014
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  同志社大学経済学会研究会
- Place of Presentation
  同志社大学
- Year and Date
  2014-10-24
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] Stock Market Linkages and Market Efficiency: A Non-Bayesian Time- Varying Model Approach2013
- Author(s)
  Akihiko Noda and Mikio Ito
- Organizer
  Western Economic Association International 10th Biennial Pacific Rim Conference
- Place of Presentation
  慶應義塾大学
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] Stock Market Linkages and Market Efficiency: A Non-Bayesian Time- Varying Model Approach2012
- Author(s)
  Akihiko Noda and Mikio Ito
- Organizer
  日本経済学会2012年度秋季大会
- Place of Presentation
  九州産業大学
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach2012
- Author(s)
  Akihiko Noda and Mikio Ito
- Organizer
  第19回日本ファイナンス学会
- Place of Presentation
  一橋大学
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach2012
- Author(s)
  Akihiko Noda and Mikio Ito
- Organizer
  Western Economic Association International 87th Annual Conference
- Place of Presentation
  San Francisco Hilton
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  政治経済学・経済史学会2014年度秋季学術大会・総会
- Place of Presentation
  青山学院大学（東京都・渋谷区）
- Year and Date
  2014-10-18 – 2014-10-19
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Dynamic Linkage between Tokyo and Osaka Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  Western Economic Association International 89th Annual Conference
- Place of Presentation
  Denver, U.S.
- Year and Date
  2014-06-27 – 2014-07-01
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  日本経済学会2014年度秋季大会
- Place of Presentation
  西南学院大学
- Year and Date
  2014-10-10 – 2014-10-11
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  日本経済学会2014年度秋季大会
- Place of Presentation
  西南学院大学（福岡県・福岡市早良区）
- Year and Date
  2014-10-10 – 2014-10-11
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  政治経済学・経済誌学会2014年度秋季学術大会・総会
- Place of Presentation
  青山学院大学
- Year and Date
  2014-10-18 – 2014-10-19
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] The Integration and Efficiency of the Rice Futures Markets in Prewar Japan (Previously circulated as "Dynamic Linkages between Tokyo and Osaka Rice Futures Markets in Prewar Japan")
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  Western Economic Association International 89th Annual Conference
- Place of Presentation
  Grand Hyatt Denver（Denver, Colorado, U.S.）
- Year and Date
  2014-06-27 – 2014-07-01
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Dynamic Linkage between Tokyo and Osaka Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  日本経済学会2014年度春季大会
- Place of Presentation
  同志社大学
- Year and Date
  2014-06-14 – 2014-06-15
- Data Source
  KAKENHI-PROJECT-24530364

1. NODA Akihiko (80610112)

# of Collaborated Projects: 4 results

# of Collaborated Products: 55 results
2. MAEDA Kiyotaka (90708398)

# of Collaborated Projects: 3 results

# of Collaborated Products: 18 results
3. IOKU Shigehiko (60184371)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. 和田龍磨 (20756580)

# of Collaborated Projects: 2 results

# of Collaborated Products: 7 results
5. 大豆生田稔 (20175251)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

ITO Mikio 伊藤 幹夫

Research Projects

Research Products

Co-Researchers

Structure and association of prices in urban and rural soy sauce markets during the Meiji and Taisho periods: Quantitative analysis of the Takanashi Honke Documents

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Forecasting Exchange Rates using Time-Varying Econometric ModelsPrincipal Investigator

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A Study on Time-Varying Structure of Market Integration and Market Efficiency in Modern Period: The Case of Rice Markets in Japan and Colonized Korea

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A Study for the Time-Varying Structure of Foreign Exchange Markets using Non-Bayesian Time-Varying Econometric ModelsPrincipal Investigator

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Measuring the Time-Varying Efficiency and Market Linkages in Modern Japanese Rice Markets

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[Journal Article] Detecting Structural Breaks in Foreign Exchange Markets by Using the Group LASSO Technique2022

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[Journal Article] Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach2021

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[Journal Article] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392017

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[Journal Article] The Futures Premium and Rice Market Efficiency in Prewar Japan2017

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[Journal Article] An Alternative Estimation Method of A Time-Varying Parameter Model2017

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[Journal Article] An Alternative Estimation Method of A Time-Varying Parameter Model2017

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[Journal Article] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392017

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[Journal Article] Time-Varying Comovement of Foreign Exchange Markets2016

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[Journal Article] The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach2016

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[Journal Article] Time-Varying Comovement of Foreign Exchange Markets2016

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[Journal Article] Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets2016

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ITO Mikio 伊藤幹夫