YAO Feng 姚峰

… Alternative Names

姚峰ヨウホウ

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Researcher Number	90284348
Other IDs
External Links
Affiliation (Current)	2025: 香川大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	2017 – 2023: 香川大学, 経済学部, 教授 2009 – 2012: Kagawa University, 経済学部, 教授 2003 – 2007: 香川大学, 経済学部, 教授 1998 – 2000: 香川大学, 経済学部, 助教授
Review Section/Research Field	Principal Investigator Economic statistics Except Principal Investigator Basic Section 07030:Economic statistics-related / Foundations of mathematics/Applied mathematics / Accounting / 経済政策(含経済事情) / General mathematics (including Probability theory/Statistical mathematics)
Keywords	Principal Investigator ECM / 因果関係 / Japan-China economy / Finance and money / International trade / Econometrics / Cointegration / Causal relationship / VAR model / 日米中経済関係 … More / 計量分析プログラム / 日中経済統計分析 / マクロ経済 / 計量分析プログラミング / 日中経済 / 財政金融 / 国際貿易 / 計量経済 / 共和分 / VARモデル / Fortranプログラム / 因果分析 / 因果測度 / 計量モデル / 日米中経済 / ECMモデル / 金融危機 / VARとECM / アジア経済 / 金融証券市場 / 国際経済 / 時系列分析 / 誤差修正モデル / VAR / Granger 因果性 … More Except Principal Investigator 実証研究 / 金融工学 / 統計解析 / 日本経済 / 景気動向 / 経済データ分析 / 動的構造分析 / 経済変動 / 原油価格変動分析 / 経済変動分析 / 景気予測 / 新型コロナウイルス感染拡大の影響分析 / 日本の経済分析 / 景気動向指標の構築 / 国際間の関連分析 / 原油価格の分析 / 景気変動指標の構築 / 株価変動の分析 / 景気の予測分析 / ビッグデータ / 景気変動のメカニズム / 景気循環における時変構造 / ビッグデータの利活用 / 時系列の成分分解 / ベイズ法 / 経済指標の変動分析 / 景気動向指数の構築 / 景気変動のメカニズムの解明 / 景気変動の予測分析 / 統計科学 / Whittle 推定 / ポートフォリオ / 判別 / 補間 / 予測 / 統計数学 / 円周分布 / 高次元時系列 / 縮小推定量 / 金融データ解析 / 縮小推定 / 非正則検定理論 / 高次元時系列解析 / 予測・補間 / 定常過程 / 分位点回帰 / 時系列解析 / INTERNATIONAL TRANSFER / COST MANAGEMENT / MANAGEMENT ACCOUNTING / INVESTMENT ENVIRONMENTS / JAPANESE COMPANY / CHINESE ECONOMY / THE WORLD FACTORY / SOCIALIST MARKET ECONOMY / 日本企業 / 原価管理 / コストマネジメント / 国際貿易 / 社会主義市場経済 / 経済格差 / 中国化 / 投資環境 / 現地適応 / 現地適用 / 経済開発区 / 管理会計 / 日系企業 / 中国経済発展 / 世界の工場 / Conflict Analysis / Migration / Econometrics / Causality / Local Industry / Input-Output / Infrastructure / Urban Area / ゲーム理論 / コンフリクト解析 / 人口移動 / 計量経済 / 因果関係 / 地場産業 / 投入産出 / インフラ整備 / 都市圏 / 医学統計 / 計算機統計学 / 大偏差原理 / 非母数解析 / 順位統計量 / 経験尤度解析 / 計量ファイナンス / 統計的漸近理論 / 確率解析 / 非対称分布 / 多変量解析 / 非母数統計解析 / 漸近最適性 / 金融時系列 / 統計推測 Less

A study on the empirical analysis of business fluctuations mechanism using big data
- Principal Investigator
  
  Kyo Koki
- Project Period (FY)
  2019 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Gifu Shotoku Gakuen University
  Niigata University of Management
  Obihiro University of Agriculture and Veterinary Medicine
Theory for quantile regression inference of time series and its applications
- Principal Investigator
  
  Taniguchi Masanobu
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Waseda University
Econometric Analysis of the Macroeconomy and Financial Causal Relationships between Japan, the US and ChinaPrincipal Investigator
- Principal Investigator
  
  YAO Feng
- Project Period (FY)
  2009 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kagawa University
Theory and Applications for Mathematical Methods in Statistical Science
- Principal Investigator
  
  TANIGUCHI Masanobu
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Waseda University
Chinasation of the World Factory and Adaption and Adoption of Managerial Amounting & Cost Management of Japanese-affiliated Companies in China
- Principal Investigator
  
  INOUE Shinichi
- Project Period (FY)
  2004 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Accounting
- Research Institution
  Kagawa University
Analysis of the long-run and one-way causality between macroeconomic indexPrincipal Investigator
- Principal Investigator
  
  YAO Feng
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kagawa University
Research of Modern Regional Economies in Both China and Japan
- Principal Investigator
  
  IHARA Takeo
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (B).
- Research Field
  
  経済政策(含経済事情)
- Research Institution
  Kagawa University

[Book] 経済時系列分析ハンドブック2012
- Author(s)
  姚峰（刈屋武昭）
- Total Pages
  771
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-21530200
[Book] 経済時系列分析ハンドブック2012
- Author(s)
  姚峰
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-21530200
[Book] 「計量経済学ハンドブック」、第17章(蓑谷千風彦・縄田和満・和合肇編)2007
- Author(s)
  姚峰
- Total Pages
  1000
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-16402023
[Journal Article] East asian crude oil market patterns in the face of geopolitical turmoil (in Chinese)2022
- Author(s)
  Hongzhi Tian, Feng Yao, Hui Li
- Journal Title
  
  Japanese Studies
  
  Volume: No.3 Pages: 28-49
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01583
[Journal Article] Research on the Impact of COVID-19 pandemic on the China-Japan stock market correlation based on the one-way effect causal measures2022
- Author(s)
  Yi Deng, Wang Liao, Feng Yao, Nengrui Xu
- Journal Title
  
  Discrete Dynamics in Nature and Society
  
  Volume: ー
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01583
[Journal Article] Study and judge the process of China's oil price striving to become the international benchmark index2020
- Author(s)
  H. Tian, F. Yao, H. Luo, and H. Li
- Journal Title
  
  Chinese Soft Science
  
  Volume: 2020 Pages: 11-21
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01583
[Journal Article] Does China have the international pricing power for crude oil?2020
- Author(s)
  H. Tian, F. Yao, and H. Li
- Journal Title
  
  Chinese Journal of Management Scienc
  
  Volume: 28 Pages: 90-99
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01583
[Journal Article] 日中証券市場動的相互影響の因果構造に関する計量分析2019
- Author(s)
  姚峰，中西朋花，師博
- Journal Title
  
  香川大学経済論叢
  
  Volume: 92 Pages: 5-44
- NAID
  120007009562
- Data Source
  KAKENHI-PROJECT-19K01583
[Journal Article] 技術投資、市場競争と製造業全要素生産率2018
- Author(s)
  師博・姚峰・李輝
- Journal Title
  
  人文雑誌
  
  Volume: 1 Pages: 26-36
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] 日本地域経済振興と国際観光誘致策の構築について　--訪日中国人観光客の統計分析を中心に2017
- Author(s)
  姚峰・王炎・李瑶・木内舜
- Journal Title
  
  経済論叢
  
  Volume: 2017 Pages: 55-87
- NAID
  120007009604
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Stability in Dynamic Optimization of Competitive Agents with a Market Externality2013
- Author(s)
  Ｆ. YAO（Y.R. Ying）
- Journal Title
  
  Information
  
  Volume: 16 Pages: 1097-1100
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] Stability in Dynamic Optimization of Competitive Agents with a Market Externality2013
- Author(s)
  Y.R. Ying & D.S Chen & F. Yao
- Journal Title
  
  Information
  
  Volume: vol.16, no.2 Pages: 1097-1100
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] 海峡両岸金融整合経路選択と戦略構想2012
- Author(s)
  戴淑庚・張麗麗・姚峰
- Journal Title
  
  商業研究
  
  Volume: vol.35、no.5 Pages: 107-112
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] 中国海峡両岸金融整合経路選択と戦略構想2012
- Author(s)
  姚峰（戴淑庚）
- Journal Title
  
  商業研究
  
  Volume: 35 Pages: 107-112
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] Stock Market Causal Relationships of China, the US and Japan2011
- Author(s)
  F. Yao & Y.R. Ying & D.S Dai
- Journal Title
  
  Proceedings of 2011 International Conference on Management Science and Engineering
  
  Volume: vol.1 Pages: 479-484
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] Stock Market Causal Relationships of China, the US and Japan2011
- Author(s)
  F.Yao, D.S Dai, Y.R. Ying
- Journal Title
  
  Proceedings of 2011 International Conference on Management Science and Engineering
  
  Volume: Vol.1 Pages: 479-484
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] Analysis of Stock Market Information : A New Financial Engineering Approach2010
- Author(s)
  F.Yao
- Journal Title
  
  Proceedings of IEEE ICIA 2010
  
  Volume: Vol.1 Pages: 430-435
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] 長江デルタ地域投資環境に関する主成分分析2010
- Author(s)
  姚峰
- Journal Title
  
  香川大学経済論叢
  
  Volume: 第83巻第3号 Pages: 45-69
- NAID
  120007009772
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] 長江デルタ地域投資環境に関する主成分分析2010
- Author(s)
  姚峰・李謡・銭琳琳
- Journal Title
  
  香川大学経済論叢
  
  Volume: vol.83、no.3 Pages: 45-69
- NAID
  120007009772
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] Causal Relationship of Taiwan GDP and Energy Consumption : the One-way Effect Approach2010
- Author(s)
  F.Yao
- Journal Title
  
  Kagawa University Economic Review Vol.82No.4
  
  Pages: 69-90
- NAID
  120007168615
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] Financial Crises Contagions and Its Inhibitions : a View of Differential Dynamical System2010
- Author(s)
  F.Yao
- Journal Title
  
  Proceedings of IEEE ICSSSM 2010
  
  Pages: 711-716
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] Analysis of Stock Market Information: A New Financial Engineering Approach2010
- Author(s)
  F. Yao & Y.R. Ying & L. Zhang
- Journal Title
  
  Proceedings of ICIA 2010
  
  Volume: vol.1 Pages: 430-435
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] Causal Relationship of Taiwan GDP and Energy Consumption: the One-way Effect Approach2010
- Author(s)
  F. Yao & Y.W. Chen & C.Y. Wu & W. Pan
- Journal Title
  
  Kagawa University Economic Review
  
  Volume: vol.82, No.4 Pages: 69-90
- NAID
  120007168615
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] Financial Crises Contagions and Its Inhibitions: a View of Differential Dynamical System2010
- Author(s)
  K. Chen & Y. Tong & Y.R. Ying & F. Yao
- Journal Title
  
  Proceedings of ICSSSM 2010 Japan Advanced Institute of Science and Technology
  
  Pages: 711-716
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] SMEs in Wenzhou: Upstream Internationalization2009
- Author(s)
  Y.R. Ying & F. Yao
- Journal Title
  
  Strategic Management Engineering: Enterprise, Environment and Crisis
  
  Pages: 915-919
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] SMEs in Wenzhou : Upstream Internationalization2009
- Author(s)
  F.Yao
- Journal Title
  
  Strategic Management Engineering : Enterprise, Environment and Crisis Part 5
  
  Pages: 915-919
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530200
[Journal Article] One-way Effect Causal Relationship of the GDP and Energy Consum-ption in Taiwan2008
- Author(s)
  Y. Chen, F. YAO, C. Wu
- Journal Title
  
  国際シンポジウムin香川論文集、[計量ファイナンスと時系列解析法の新たな展開]
  
  Pages: 44-55
- Data Source
  KAKENHI-PROJECT-16402023
[Journal Article] Japan-China International Trade and Sustainable Economic Develop-ment in East Asia2008
- Author(s)
  F. YAO
- Journal Title
  
  Proceedings of the Economic Development and Culture in a Globalzed Era of East Asia
  
  Pages: 1-18
- Data Source
  KAKENHI-PROJECT-16402023
[Journal Article] 一方向因果測度の局所検定と応用2006
- Author(s)
  F.Yao
- Journal Title
  
  統計関連学会連合大会 (2006.9,仙台:日本) 学会報告
- Data Source
  KAKENHI-PROJECT-16402023
[Journal Article] The long-run and short-run causal relationships between Japanese money and income2006
- Author(s)
  Feng Yao
- Journal Title
  
  Proceedings of the Far Eastern Meeting of the Econometric Society 2006. (受理済み)
- NAID
  40015457140
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] The long-run and short-run causal relationships between Japanese money and income2006
- Author(s)
  Feng Yao
- Journal Title
  
  Proceedings of the Far Eastern Meeting of the Econometric Society (Accepted)
- NAID
  40015457140
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Testing the local one-way effect and its application to Japanese income and money2006
- Author(s)
  F.Yao
- Journal Title
  
  The 2006 Far Eastern Meeting of the Econometric Society (2006/7, Beijing). 学会報告
- Data Source
  KAKENHI-PROJECT-16402023
[Journal Article] 中国国際貿易依存度の再検証2006
- Author(s)
  姚峰
- Journal Title
  
  九州大学経済学府発展経済学研究会 (招待講演)
- Data Source
  KAKENHI-PROJECT-16402023
[Journal Article] 国際貿易依存度に関する分析の新たな展開:中国の現状分析と日米中の国際比較2005
- Author(s)
  姚峰・李九妹
- Journal Title
  
  香川大学経済論叢第78巻第2号
- NAID
  110005050162
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16402023
[Journal Article] 国際貿易依存度に関する分析の新たな展開:中国の現状分析と日米中の国際比較2005
- Author(s)
  姚峰, 李九妹
- Journal Title
  
  香川大学経済論叢第78巻2号
  
  Pages: 147-168
- NAID
  110005050162
- Data Source
  KAKENHI-PROJECT-16402023
[Journal Article] Development in the Analysis of Degree of Dependence upon Foreign Trade ---The Case of China and Comparison between Japan-US-China---2005
- Author(s)
  F.Yao, J.M.Li
- Journal Title
  
  Kagawa University Economic Review Vol.78, No.2
  
  Pages: 147-168
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Testing the Local One-way Effect and Its Application to Japanese Income and Money2005
- Author(s)
  Feng Yao
- Journal Title
  
  Proceedings of the 3rd IASC world conference on Computational Statistics & Data Analysis 13
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Analysis of Degree of Dependence upon Foreign Trade in China2005
- Author(s)
  F.Yao, J.M.Li
- Journal Title
  
  Proceedings of the Annual General Meeting of the Chinese Economy Society
  
  Pages: 91-97
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Testing the Local One-way Effect and Its Application to Japanese Income and Money2005
- Author(s)
  Feng Yao
- Journal Title
  
  Proceedings of the 3rd IASC world conference on Computational Statistics & Data Analysis
  
  Pages: 13-13
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] 中国の貿易依存度に関する統計分析2005
- Author(s)
  姚峰
- Journal Title
  
  中国経済学会第4回全国大会研究報告要旨集
  
  Pages: 91-97
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] 国際貿易依存度に関する分析の新たな展開:中国の現状分析と日米中の国際比較2005
- Author(s)
  姚峰, 李九妹
- Journal Title
  
  香川大学経済論叢 Vol.78・No.2
  
  Pages: 147-168
- NAID
  110005050162
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Testing the Local One-way Effect and Its Application to Japanese Income and Money2005
- Author(s)
  Feng Yao
- Journal Title
  
  Proceedings of the 3rd IAC world conference on Computational Statistics & Data Analysis
  
  Pages: 11-11
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] 中国の貿易依存度に関する統計分析2005
- Author(s)
  姚峰, 李九妹
- Journal Title
  
  中国経済学会第4回全国大会研究報告要旨集 (学会報告)
  
  Pages: 91-97
- Data Source
  KAKENHI-PROJECT-16402023
[Journal Article] 国際貿易依存度に関する分析の新たな展開 : 中国の現状分析と日米中の国際比較2005
- Author(s)
  姚峰, 李九妹
- Journal Title
  
  香川大学経済論叢第78巻第2号
  
  Pages: 147-168
- NAID
  110005050162
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Testing the One-way Effect in the Presence of Trend Breaks2005
- Author(s)
  Y.Hosoya, F.Yao, T.Takimoto
- Journal Title
  
  The Japanese Economic Review Vol.56・ No.1
  
  Pages: 107-126
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] 中国の貿易依存度に関する統計分析2005
- Author(s)
  姚峰, 李九妹
- Journal Title
  
  中国経済学会第4回全国大会研究報告要旨集
  
  Pages: 91-97
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] New Development in the Analysis of Degree of Dependence upon Foreign Trade-The Case of China and Comparison of Japan-US-China2005
- Author(s)
  F. Yao, J. M. Li
- Journal Title
  
  The Kagawa University Economic Review Vol.78 No.2
  
  Pages: 147-168
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16402023
[Journal Article] Testing the One-way Effect in the Presence of Trend Breaks2005
- Author(s)
  Y.Hosoya, F.Yao, T.Takimoto
- Journal Title
  
  The Japanese Economic Review Vol.56, No.1
  
  Pages: 107-126
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Testing the One-way Effect in the Presence of Trend Breaks2005
- Author(s)
  Y.Hosoya, F.Yao, T.Takimoto
- Journal Title
  
  The Japanese Economic Review Vol.56・No.1
  
  Pages: 107-126
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Testing Causality and the Japanese Economy2004
- Author(s)
  F.Yao, T.Takimoto
- Journal Title
  
  Proceedings of the International Workshop in Applied Probability
  
  Pages: 340-343
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Causal Relationships in Japanese and Chinese External Trade2004
- Author(s)
  F.Yao, N.Z.Shi
- Journal Title
  
  Proceedings of the 8th Japan-China Symposium on Statistics
  
  Pages: 354-355
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Causal Relationships in Japanese and Chinese External Trade2004
- Author(s)
  F.Yao, N.Z.Shi
- Journal Title
  
  Preceedings of the 8th Japan-China Symposium on Statistics
  
  Pages: 354-355
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Testing Causality and the Japanese Economy2004
- Author(s)
  F.Yao, T.Takimoto
- Journal Title
  
  Proceedings of the International Workshop in Applied Probability 2004.
  
  Pages: 340-343
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Causal Analysis of Kagawa Prefecture Economic Data2004
- Author(s)
  F.Yao, K.Ohyabu
- Journal Title
  
  Kagawa University Economic Review Vol.76, No.3
  
  Pages: 135-154
- NAID
  110000973857
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Causal Relationships In Japanese and Chinese External Trade2004
- Author(s)
  F.Yao, N.Z.Shi
- Journal Title
  
  Proceedings of the 8th Japan-China Symposium on Statistics, Guilin, China
  
  Pages: 354-355
- Data Source
  KAKENHI-PROJECT-16402023
[Journal Article] 日本の経済発展と中日貿易に関する計量分析2003
- Author(s)
  姚峰, 史寧中
- Journal Title
  
  管理科学学報第6巻第4号
  
  Pages: 55-62
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Econometric Analysis of International Trade between Japan and China2003
- Author(s)
  F.Yao, N.Z.Shi
- Journal Title
  
  Journal of Management Sciences in China Vol.6, No.4
  
  Pages: 55-62
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Causal Analysis of Kagawa Prefecture Economic Data2003
- Author(s)
  F.Yao, K.Ohyabu
- Journal Title
  
  Kagawa University Economic Review Vol. 76・ No.3
  
  Pages: 135-154
- NAID
  110000973857
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] ダイナミック経済系統分析の経済計量モデルと方法2003
- Author(s)
  姚峰
- Journal Title
  
  管理科学学報第6巻第2号
  
  Pages: 74-80
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Journal Article] Econometric Model and Method for Analysis of Dynamic Economic System2003
- Author(s)
  F.Yao
- Journal Title
  
  Journal of Management Sciences in China Vol.6, No.2
  
  Pages: 74-80
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530143
[Presentation] Empirical causal relationship between money supply and stock market in China2019
- Author(s)
  F. Yao and J. W. Li
- Organizer
  The 11th International Conference on Financial Risk and Corporate Finance Management
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01583
[Presentation] Theory and Application of the One-way Effect Causality2019
- Author(s)
  F. Yao
- Organizer
  The International Symposium on Innovative Management, Information & Production
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01583
[Presentation] Causal Analysis of Hong Kong Stock Market, t2017
- Author(s)
  Yao F. & Dai S.G. & Li Y.
- Organizer
  the 9th International Conference on Financial Risk and Corporate Finance Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Asymmetric Causal Relationships between the Stock Markets of European and East Asian Countries2012
- Author(s)
  F. YAO
- Organizer
  The 6th International Conference on Computational and Financial Econometrics
- Place of Presentation
  Oviedo
- Invited
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] 日中証券市場総合指数因果関係に関する分析2012
- Author(s)
  姚峰
- Organizer
  国際シンポジウム「中国経済の転換と日中経済関係」
- Place of Presentation
  ハルビン
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] 日中証券市場総合指数因果関係に関する分析2012
- Author(s)
  姚峰
- Organizer
  国際学術ｼﾝﾎﾟｼﾞｳﾑ「中国経済の転換と日中経済関係」
- Place of Presentation
  ハルビン
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Asymmetric Causal Relationships between the Stock Markets of European and East Asian Countries2012
- Author(s)
  F. Yao & Y.R. Ying & S.G. Dai
- Organizer
  the 6th CFE
- Place of Presentation
  Oviedo
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] 時系列因果分析方法の新たな展開2012
- Author(s)
  姚峰
- Organizer
  中国数量経済学会 2012 年全国大会
- Place of Presentation
  ウルムチ
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Stability in Dynamic Optimization of Competitive Agents with a Market Externality2012
- Author(s)
  Y.R. Ying & D.S Chen & F. Yao
- Organizer
  The Eleventh International Conference on Information and Management Sciences
- Place of Presentation
  Dunhuang
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Stock Market Causal Relations between the US and East Asian Countries2012
- Author(s)
  F. YAO
- Organizer
  2012 Taipei International Statistics Workshop
- Place of Presentation
  Taipei
- Invited
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] 時系列因果分析方法の新たな展開2012
- Author(s)
  姚峰
- Organizer
  中国数量経済学会２０１２年全国大会
- Place of Presentation
  ウルムチ
- Invited
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Causal Relationships of the Stock Market Indices in East Asia2011
- Author(s)
  姚峰
- Organizer
  2011 Shanghai University Economics Forum
- Place of Presentation
  上海
- Year and Date
  2011-12-09
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Nobel Prize in Economic Sciences and the Theory of Causal Analysis2011
- Author(s)
  F. Yao
- Organizer
  2011 Shanghai University Economics Forum
- Place of Presentation
  Shanghai
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Stock Market Causal Relations between the US and East Asian Countries2011
- Author(s)
  F. Yao
- Organizer
  2012 Taipei International Statistics Workshop
- Place of Presentation
  National Taiwan University, Taipei
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Stock Market Causal Eelationships of China, the US and Japan2011
- Author(s)
  F.Yao
- Organizer
  MSE2011
- Place of Presentation
  Chengdu
- Year and Date
  2011-10-02
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Causal Relationship of the Stock Market Index between Developed and Developing Countries, International Workshop on Time Series and Applications2011
- Author(s)
  F. Yao
- Organizer
  National Taiwan University
- Place of Presentation
  Taipei
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Stock Market Causal Relationships of China, the US and Japan2011
- Author(s)
  F. Yao & Y.R. Ying & D.S Dai
- Organizer
  2011 MSE, Information Engineering Research Institute
- Place of Presentation
  USA, Chengdu.
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Causal Relationship of the Stock Market Index between Developedand Developing Countries2011
- Author(s)
  F.Yao
- Organizer
  Workshop on Time Series Analysis and Applications
- Place of Presentation
  Taipei(台湾)(招待講演)
- Year and Date
  2011-03-16
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] 中国大陸八大台湾資本集中地域と台湾との経済貿易交流に関する研究2010
- Author(s)
  姚峰
- Organizer
  第10回中国経済学年会
- Place of Presentation
  鄭州(中国)
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Analysis of Stock Market Information: A New Financial Engineering Approach2010
- Author(s)
  F. Yao & Y.R. Ying & L. Zhang
- Organizer
  ICIA
- Place of Presentation
  Harbin
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] 中国大陸八大台湾資本集中地域と台湾との経済貿易交流に関する研究2010
- Author(s)
  戴淑庚・曽維翰・姚峰
- Organizer
  第10回中国経済学年会
- Place of Presentation
  鄭州
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Financial Crises Contagions and Its Inhibitions: a View of Differential Dynamical System2010
- Author(s)
  K. Chen & Y. Tong & Y.R. Ying & F. Yao
- Organizer
  ICSSSM
- Place of Presentation
  Tokyo
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] 日米中金融証券市場主な総合指数間の因果関係2009
- Author(s)
  姚峰
- Organizer
  国際シンポジウム「経済危機と政府マクロ経済コントロール」
- Place of Presentation
  中国・北京鴻坤国隊大酒店
- Year and Date
  2009-10-17
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] 日米中金融証券市場主な総合指数間の因果関係、国際シンポジウム2009
- Author(s)
  姚峰
- Organizer
  経済危機と政府マクロ経済コントロール
- Place of Presentation
  首都経貿大学、北京
- Data Source
  KAKENHI-PROJECT-21530200
[Presentation] Japan-China International Trade and Sustainable Economic Development in East Asia2008
- Author(s)
  Feng Yao
- Organizer
  香川大学国際シンポジューム
- Place of Presentation
  香川大学,日本
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16402023
[Presentation] One-way Effect Causal Relationship of the GDP and Energy Consumption in Taiwan2008
- Author(s)
  Y. W. Chen & F. Yao & C.Y. Wu,
- Organizer
  「計量ファイナンスと時系列解析法の新たな展開」論文集[科研費国際シンポジューム]
- Place of Presentation
  香川大学,日本
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16402023
[Presentation] One-way Effect Causal Relationship of the GDP and Energy Consumption in Taiwan2008
- Author(s)
  Y. W. Chen, F. Yao, C. Y. Wu
- Organizer
  The International Symposium of Econometric Finance and Development of Time-series Analysis, Kagawa Univ
- Place of Presentation
  Takamatsu
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16402023
[Presentation] Japan-China International Trade and Sustainable Economic Development in East Asia2008
- Author(s)
  F. Yao
- Organizer
  The International Symposium on the Economic Development and Culture in a Globalized Era of East Asia
- Place of Presentation
  Takamatsu
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16402023
[Presentation] The long-run and Short-run Causal Relationships between Japanese Money and Income2006
- Author(s)
  Feng, Yao
- Organizer
  Far Eastern Meeting of the Econometric Society
- Place of Presentation
  Tsinghua University, Beijing
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16402023
[Presentation] 中国の貿易依存度に関する統計分析2006
- Author(s)
  姚峰・李九妹
- Organizer
  中国経済学会第4回全国大会
- Place of Presentation
  東京,日本
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16402023
[Presentation] The Long-run and Short-run Causal Relationships between Japanese Money and Income2006
- Author(s)
  Feng Yao,
- Organizer
  Far Eastern Meeting of the Econometric Society
- Place of Presentation
  Tsinghua University, Beijing, China
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16402023
[Presentation] Analysis of Degree of Dependence upon Foreign Trade in China2005
- Author(s)
  F. Yao, J. M. Li
- Organizer
  The Chinese Economy Society The 4th Annual Meeting
- Place of Presentation
  Tokyo
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16402023

1. SHIRAISHI Hiroshi (90454024)

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2. TANIGUCHI Masanobu (00116625)

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3. AKAHIRA Masafumi (70017424)

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7. OCHI Yoshimichi (60185618)

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8. WAKAKI Hirofumi (90210856)

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9. KAKIZAWA Yoshihide (30281778)

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10. JIMBO Masakazu (50103049)

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23. MAEKAWA Koichi (20033748)

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28. KURIKI Satoshi (90195545)

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YAO Feng 姚 峰

姚 峰 ヨウ ホウ

Research Projects

Research Products

Co-Researchers

A study on the empirical analysis of business fluctuations mechanism using big data

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Review Section

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Theory for quantile regression inference of time series and its applications

Principal Investigator

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Econometric Analysis of the Macroeconomy and Financial Causal Relationships between Japan, the US and ChinaPrincipal Investigator

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Research Institution

Theory and Applications for Mathematical Methods in Statistical Science

Principal Investigator

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Chinasation of the World Factory and Adaption and Adoption of Managerial Amounting & Cost Management of Japanese-affiliated Companies in China

Principal Investigator

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Analysis of the long-run and one-way causality between macroeconomic indexPrincipal Investigator

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Research Institution

Research of Modern Regional Economies in Both China and Japan

Principal Investigator

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[Book] 経済時系列分析ハンドブック2012

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[Book] 経済時系列分析ハンドブック2012

Author(s)

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[Book] 「計量経済学ハンドブック」、第17章(蓑谷千風彦・縄田和満・和合肇編)2007

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[Journal Article] East asian crude oil market patterns in the face of geopolitical turmoil (in Chinese)2022

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[Journal Article] Research on the Impact of COVID-19 pandemic on the China-Japan stock market correlation based on the one-way effect causal measures2022

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[Journal Article] Study and judge the process of China's oil price striving to become the international benchmark index2020

Author(s)

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[Journal Article] Does China have the international pricing power for crude oil?2020

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[Journal Article] 日中証券市場動的相互影響の因果構造に関する計量分析2019

Author(s)

Journal Title

YAO Feng 姚峰

姚峰ヨウホウ

[Journal Article] 日本地域経済振興と国際観光誘致策の構築について　--訪日中国人観光客の統計分析を中心に2017