SEKINE ATSUSHI 関根篤史

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Sekine Atsushi 関根篤史

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Researcher Number	70779066
Other IDs
Affiliation (Current)	2025: 明治大学, 政治経済学部, 専任准教授
Affiliation (based on the past Project Information) *help	2023: 明治大学, 政治経済学部, 専任講師 2018 – 2022: 千葉大学, 大学院社会科学研究院, 講師 2016 – 2017: 早稲田大学, 政治経済学術院, 助教
Review Section/Research Field	Principal Investigator Money/ Finance / Basic Section 07060:Money and finance-related
Keywords	Principal Investigator 時系列分析 / パス・スルー / インフレ / 石油価格 / 債券利回り / 非線形推計 / ゼロクーポン債 / 状態空間モデル / レジームスイッチングモデル / FAVARモデル … More / シャドーレート / Nelson-Siegelモデル / 金融政策 / Nelson-Siegel / イールドカーブ / 商品価格 / パススルー / インフレーション Less

Research Projects
(3 results)
Research Products
(13 results)

Time Series Analysis for Yield CurvesPrincipal Investigator
- Principal Investigator
  
  Sekine Atsushi
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Meiji University
  Chiba University
Oil Price Changes and Inflation DynamicsPrincipal Investigator
- Principal Investigator
  
  Sekine Atsushi
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Chiba University
  Waseda University
石油価格の変動とインフレ動学Principal Investigator
- Principal Investigator
  
  関根篤史
- Project Period (FY)
  2016 – 2017
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Research Field
  
  Money/ Finance
- Research Institution
  Waseda University

All 2023 2022 2021 2020 2019 2018

All Journal Article Presentation

[Journal Article] アメリカの日次イールドデータを用いたNelson-Siegelモデルの推定2023
- Author(s)
  関根　篤史
- Journal Title
  
  明治大学政経論叢
  
  Volume: 92 Pages: 37-54
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K13525
[Journal Article] Macroeconomic Effects of Unconventional Monetary Policies in Japan: A FAVAR Analysis2023
- Author(s)
  Atsushi Sekine
- Journal Title
  
  mimeo
  
  Volume: -
- Data Source
  KAKENHI-PROJECT-20K13525
[Journal Article] Nelson-Siegel Decay Factor and Term Premia in Japan2022
- Author(s)
  Junko Koeda, Atsushi Sekine
- Journal Title
  
  Journal of the Japanese and International Economies
  
  Volume: 64 Pages: 101204-101204
- DOI
  10.1016/j.jjie.2022.101204
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K13525, KAKENHI-PROJECT-22K01583, KAKENHI-PROJECT-21H04397
[Journal Article] Estimating the Yield Curve Using the Nelson-Siegel Model: Evidence from Daily Yield Data2022
- Author(s)
  Atsushi Sekine
- Journal Title
  
  Public Policy Review
  
  Volume: 18
- Open Access
- Data Source
  KAKENHI-PROJECT-20K13525
[Journal Article] 日次イールドデータを用いたNelson-Siegelモデルの推計2021
- Author(s)
  関根　篤史
- Journal Title
  
  フィナンシャル・レビュー
  
  Volume: -
- Data Source
  KAKENHI-PROJECT-20K13525
[Journal Article] Oil Price Uncertainty and Inflation Dynamics2020
- Author(s)
  Atsushi Sekine
- Journal Title
  
  mimeo
  
  Volume: -
- Data Source
  KAKENHI-PROJECT-17K13763
[Journal Article] Oil price pass-through to consumer prices and the inflationary environment: a STAR approach2019
- Author(s)
  Atsushi Sekine
- Journal Title
  
  Applied Economics Letters
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K13763
[Journal Article] Effects of Commodity Price Shocks on Inflation: A Cross-Country Analysis2018
- Author(s)
  Atsushi Sekine and Takayuki Tsuruga
- Journal Title
  
  Oxford Economic Papers
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K13763
[Journal Article] Oil Price Pass-Through to Consumer Prices and the Inflationary Environment: A STAR Approach2018
- Author(s)
  Atsushi Sekine
- Journal Title
  
  WINPEC Working Paper Series
  
  Volume: No.E1724
- Data Source
  KAKENHI-PROJECT-17K13763
[Presentation] The Nelson-Siegel Decay Factor in a Low Interest Rate Environment2020
- Author(s)
  関根　篤史
- Organizer
  日本経済学会
- Data Source
  KAKENHI-PROJECT-20K13525
[Presentation] The Nelson-Siegel Decay Factor in a Low Interest Rate Environment2020
- Author(s)
  関根　篤史
- Organizer
  日本金融学会
- Data Source
  KAKENHI-PROJECT-20K13525
[Presentation] Effects of commodity price shocks on inflation: a cross-country analysis2018
- Author(s)
  Atsushi Sekine
- Organizer
  Econometric Society Australasian Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K13763
[Presentation] Effects of Commodity Price Shocks on Inflation: A Cross-Country Analysis2018
- Author(s)
  Atsushi Sekine
- Organizer
  Western Economic Association International
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K13763

SEKINE ATSUSHI 関根 篤史

Sekine Atsushi 関根 篤史

Research Projects

Research Products

Time Series Analysis for Yield CurvesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Oil Price Changes and Inflation DynamicsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

石油価格の変動とインフレ動学Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] アメリカの日次イールドデータを用いたNelson-Siegelモデルの推定2023

Author(s)

Journal Title

Data Source

[Journal Article] Macroeconomic Effects of Unconventional Monetary Policies in Japan: A FAVAR Analysis2023

Author(s)

Journal Title

Data Source

[Journal Article] Nelson-Siegel Decay Factor and Term Premia in Japan2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Estimating the Yield Curve Using the Nelson-Siegel Model: Evidence from Daily Yield Data2022

Author(s)

Journal Title

Data Source

[Journal Article] 日次イールドデータを用いたNelson-Siegelモデルの推計2021

Author(s)

Journal Title

Data Source

[Journal Article] Oil Price Uncertainty and Inflation Dynamics2020

Author(s)

Journal Title

Data Source

[Journal Article] Oil price pass-through to consumer prices and the inflationary environment: a STAR approach2019

Author(s)

Journal Title

Data Source

[Journal Article] Effects of Commodity Price Shocks on Inflation: A Cross-Country Analysis2018

Author(s)

Journal Title

Data Source

[Journal Article] Oil Price Pass-Through to Consumer Prices and the Inflationary Environment: A STAR Approach2018

Author(s)

Journal Title

Data Source

[Presentation] The Nelson-Siegel Decay Factor in a Low Interest Rate Environment2020

Author(s)

Organizer

Data Source

[Presentation] The Nelson-Siegel Decay Factor in a Low Interest Rate Environment2020

Author(s)

Organizer

Data Source

[Presentation] Effects of commodity price shocks on inflation: a cross-country analysis2018

Author(s)

Organizer

Data Source

[Presentation] Effects of Commodity Price Shocks on Inflation: A Cross-Country Analysis2018

Author(s)

Organizer

Data Source

SEKINE ATSUSHI 関根篤史

Sekine Atsushi 関根篤史