Ohga Takashi 大鋸崇

… Alternative Names

Researcher Number	50326005
Affiliation (Current)	2022: 千葉大学, 大学院社会科学研究院, 准教授
Affiliation (based on the past Project Information) *help	2014: 千葉大学, 法政経学部, 准教授 2011 – 2013: 千葉大学, 法経学部, 准教授 2007 – 2008: Chiba University, Faculty of Law and Economics, Associate Professor 2006: 千葉大学, 法経学部, 助教授 2004: Chiba University, Faculty of Law and Economics, Associate Professor, 法経学部, 助教授 2003: 千葉大学, 法経学部, 講師
Review Section/Research Field	Principal Investigator Economic statistics Except Principal Investigator Economic statistics / Public finance/Monetary economics
Keywords	Principal Investigator 計量経済学 / ベイズ統計学 / マルコフ連鎖モンテカルロ法 / マルコフ切換モデル / 経済統計学 / マルコフ切替モデル / 証券計量経済学 / 時系列解析 / MCMC / 経済統計 / ボラティリティ－変動モデル / 状態空間モデル … More Except Principal Investigator … More

Time series analysis on financial crisesPrincipal Investigator
- Principal Investigator
  
  OGA Takashi
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Chiba University
The measurement of economic inequality by time series models
- Principal Investigator
  
  NISHINO Haruhisa
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Chiba University
Econometric models for a new business indexPrincipal Investigator
- Principal Investigator
  
  OGA Takashi
- Project Period (FY)
  2007 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Chiba University
Bayesian econometric analysis of semiparametirc model
- Principal Investigator
  
  OMORI Yasuhiro
- Project Period (FY)
  2006 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
Econometric Analysis of Stock Markets in Japan using Models of Changing Volatility
- Principal Investigator
  
  WATANABE Toshiaki
- Project Period (FY)
  2003 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Tokyo Metropolitan University

All 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 Other

All Journal Article Presentation Book

[Book] マルコフ連鎖モンテカルロ法を用いた応用計量分析2005
- Author(s)
  和合肇編(大森:第1, 2, 5章、渡部:第9章、大鋸:第11章)
- Publisher
  東洋経済新報社(未定)(近刊)
- Data Source
  KAKENHI-PROJECT-15530221
[Book] マルコフ連鎖モンテカルロ法を用いた応用計量分析2005
- Author(s)
  和合肇編(1, 2, 5章:大森, 9章:渡部, 11章:大鋸)
- Publisher
  東洋経済新報社(仮題)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530221
[Journal Article] Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model2012
- Author(s)
  Haruhisa Nishino, Kazuhiko Kakamu, and Takashi Oga
- Journal Title
  
  Journal of Income Distribution
  
  Volume: Volume 21, Number 1 Pages: 88-101
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530248
[Journal Article] ベイズ計量経済学的に景気を捉える2011
- Author(s)
  大鋸崇
- Journal Title
  
  千葉大学経済研究
  
  Volume: 第26巻 Pages: 85-108
- NAID
  120007065101
- Data Source
  KAKENHI-PROJECT-21530194
[Journal Article] ベイズ計量経済学的に景気を捉える2011
- Author(s)
  大鋸崇
- Journal Title
  
  千葉大学経済研究
  
  Volume: 26巻第2号 Pages: 85-108
- NAID
  120007065101
- Data Source
  KAKENHI-PROJECT-23530248
[Journal Article] ブル相場・ベア相場のベイズ分析2010
- Author(s)
  大鋸崇
- Journal Title
  
  千葉大学経済研究
  
  Volume: 第25巻 Pages: 91-138
- NAID
  40017384615
- Data Source
  KAKENHI-PROJECT-21530194
[Journal Article] The Asia Financial Crises and Exchange Rates : Had there been Volatility Shifts for Asian Currencies? Classification as a Tool for Research2010
- Author(s)
  Oga, T. Polasek, W
- Journal Title
  
  Studies in Classification, Data Analysis, and Knowledge Organization
  
  Pages: 629-637
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530194
[Journal Article] Forecasting electricity demand in Japan : A Bayesian spatial autoregressive ARMA approach2010
- Author(s)
  Ohtsuka, Y., Oga, T. Kakamu, K
- Journal Title
  
  Computational Statistics & Data Analysis
  
  Volume: 54 Pages: 2721-2735
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530194
[Journal Article] 株式市場におけるブル相場・ベア相場の日次データを用いた分析-ベイジアンアプローチ-2009
- Author(s)
  大鋸崇・大屋幸輔
- Journal Title
  
  ジャフィー・ジャーナルベイズ統計学とファイナンス
  
  Pages: 110-150
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] パレート分布を用いた経済格差の検定2009
- Author(s)
  西埜晴久・各務和彦・大鋸崇
- Journal Title
  
  日本統計学会誌 38-2
  
  Pages: 151-164
- NAID
  110007226108
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] 株式市場におけるブル相場・ベア相場の日次データを用いた分析-ベイジアンアプローチ-2009
- Author(s)
  大鋸崇・大屋幸輔
- Journal Title
  
  ジャフィー・ジャーナル, ベイズ統計学とファイナンス
  
  Pages: 110-150
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] 景気変動の上昇・下降期における非対称性の検出2008
- Author(s)
  大鋸崇・大屋幸輔
- Journal Title
  
  千葉大学経済学会working paper series #03E040
  
  Pages: 1-13
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] 景気変動の上昇・下降期における非対称性の検出2008
- Author(s)
  大鋸崇・大屋幸輔
- Journal Title
  
  千葉大学経済学会working paper series #03E040
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] 景気変動の上昇・下降期における非対称性の検出2008
- Author(s)
  大鋸崇・大屋幸輔
- Journal Title
  
  千葉大学経済学会working paper series #03E040
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] Detection of asymmetry in recession and expansion in business cycles (in Japanese)2008
- Author(s)
  Oga, T., Oya, K.
- Journal Title
  
  Discussion paper series, Department of Economics, Chiba University
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] Bayesian econometric analysis of business cycle (in Japanese)2007
- Author(s)
  Oga, T.
- Journal Title
  
  Report on the improvement of business cycle indices and new reference indices, Japan Research Institute
  
  Pages: 73-88
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] ベイズ計量経済学的に景気を捉える2007
- Author(s)
  大鋸崇
- Journal Title
  
  景気動向指数の改善及び新たな参考指標等に関する調査報告書(財団法人日本総合研究所)
  
  Pages: 73-88
- NAID
  120007065101
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] ベイズ計量経済学的に景気を捉える2007
- Author(s)
  大鋸崇
- Journal Title
  
  景気動向指数の改善及び新たな参考指標等に関する調査報告書
  
  Pages: 73-88
- NAID
  120007065101
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] ベイズ計量経済学的に景気を捉える2007
- Author(s)
  大鋸崇
- Journal Title
  
  景気動向指数の改善及び新たな参考指標等に関する調査報告書
  
  Pages: 73-88
- NAID
  120007065101
- Data Source
  KAKENHI-PROJECT-19730157
[Journal Article] ベイズ計量経済学的に景気を捉える2007
- Author(s)
  大鋸崇
- Journal Title
  
  景気動向指数の改善及び新たな参考指標等に関する調査報告書(財団法人日本総合研究所)
  
  Pages: 73-88
- NAID
  120007065101
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] 東日本大震災が証券市場に与えた影響2014
- Author(s)
  大鋸崇
- Organizer
  マクロ計量経済分析の最新の展開
- Place of Presentation
  長崎県立大学佐世保校
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] 東日本大震災が証券市場に与えた影響2013
- Author(s)
  大鋸崇
- Organizer
  計量経済分析の最近の展開
- Place of Presentation
  長崎県立大学佐世保校
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] Sampling the EGARCH Parameters2012
- Author(s)
  Takashi Oga
- Organizer
  6th Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  千葉大学
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] Sampling the EGARCH Parameters2012
- Author(s)
  Takashi Oga
- Organizer
  ISBA2012 World Meeting
- Place of Presentation
  Kyoto Terrsa
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] Sampling Markov Switching EGARCH Parameters2011
- Author(s)
  大鋸崇
- Organizer
  科研費研究集会「ベイズ分析のための数値計算技法とその経済・ファイナンス分析への応用」
- Place of Presentation
  下関市立大学唐戸サテライトキャンパス
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] In-sample and Out-of-sample Prediction for Japanese Composite Index2011
- Author(s)
  大鋸崇
- Organizer
  5th Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  Norges Bank，Oslo, Norway
- Data Source
  KAKENHI-PROJECT-23530248
[Presentation] Financial crisis and the exchange rate volatility: Had there been regime shifts for Asian economies2009
- Author(s)
  大鋸崇・Wolfgang Polasek
- Organizer
  ifcs 2009: International Federation of Classification Societies 2009 Conference
- Place of Presentation
  Dresden University of Technology
- Year and Date
  2009-03-16
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Estimation of dynamics for Income inequality by stochastic volatility model2009
- Author(s)
  Nishino, H, Oga, T. and Kakamu, K
- Organizer
  2009年度統計関連学会連合大会
- Place of Presentation
  同志社大学
- Data Source
  KAKENHI-PROJECT-21530194
[Presentation] Estimation of dynamics for Income inequality by stochastic volatility model2009
- Author(s)
  Nishino, H, Oga, T. and Kakamu, K
- Organizer
  3rd International Conference on Computational and Financial Econometrics (CFE'09)
- Place of Presentation
  Limassol, Cyprus
- Data Source
  KAKENHI-PROJECT-21530194
[Presentation] Financial crisis and the exchange rate volatility : Had there been regime shifts for Asian economies2009
- Author(s)
  大鋸崇・Wolghang Polasek
- Organizer
  ifcs 2009 : International Federation of Classification Societies 2009 Conference
- Place of Presentation
  Dresden University of Technology, Germany
- Year and Date
  2009-03-16
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Electric demand forecasting by spatial autoregressive seasonal ARMA (p, q) model2008
- Author(s)
  大塚芳宏・各務和彦-大鋸崇
- Organizer
  2008年度統計関連学会連合大会
- Place of Presentation
  慶應義塾大学理工学部矢上キャンパス
- Year and Date
  2008-09-09
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Electric demand forecasting by spatial autoregressive seasonal ARMA(p, q) model2008
- Author(s)
  大塚芳宏・各務和彦・大鋸崇
- Organizer
  2nd International Workshop on Computational and Financial Econometrics
- Place of Presentation
  Neuchatel, Switzerland
- Year and Date
  2008-06-20
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] パレート分布を用いた経済格差の検定2008
- Author(s)
  西埜晴久・各務和彦・大鋸崇
- Organizer
  「複雑現象のモデル化と統計理論的発展」
- Place of Presentation
  金沢大学サテライトプラザ
- Year and Date
  2008-03-02
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Testing Economic inequality using Pareto distribution2008
- Author(s)
  Nishino, H., Kakamu, K., Oga, T.
- Organizer
  Modeling complex phenomena and developments in statistical theory
- Place of Presentation
  Kanazawa University
- Year and Date
  2008-03-02
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2008
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  ISBA 2008 : 9th ISBA World Meeting
- Place of Presentation
  Hamilton Island, Queensland, Australia
- Year and Date
  2008-07-23
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Financial Crises and Exchange-rate Volatility for Asian Economies2008
- Author(s)
  大鋸崇・Wolfgang Polasek
- Organizer
  ACAES2008: 18th Conference of the American Committee for Asian Economic Studies
- Place of Presentation
  University Bologna, Rimini Campus
- Year and Date
  2008-08-30
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Financial Crises and Exchange-rate Volatility for Asian Economies2008
- Author(s)
  大鋸崇・Wo1fgang Polasek
- Organizer
  ACAES2008 : 18th Conference of the American Committee for Asian Economic Studies
- Place of Presentation
  University Bologna, Rimini Campus, Italy
- Year and Date
  2008-08-30
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] 景気指標作成における個別系列の構成比率についての分析2008
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  景気循環日付研究会佐賀コンファレンス
- Place of Presentation
  KKR山口あさくら
- Year and Date
  2008-03-17
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Electric demand forecasting by spatial autoregressive seasonal ARMA (p, q) model2008
- Author(s)
  大塚芳宏・各務和彦・大鋸崇
- Organizer
  2nd International Workshop on Computational and Financial Econometrics
- Place of Presentation
  Neuchatel, Switzerland
- Year and Date
  2008-06-20
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Estimation of asymmetry in bull and bear markets2008
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  ISBA 2008: 9th ISBA World Meeting
- Place of Presentation
  Hamilton Island, Queensland, Australia
- Year and Date
  2008-07-23
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] パレート分布を用いた経済格差の検定2008
- Author(s)
  西埜晴久・各務和彦・大鋸崇
- Organizer
  金沢コンファレンス「複雑現象のモデル化と統計理論的発展」
- Place of Presentation
  金沢大学サテライトプラザ
- Year and Date
  2008-03-03
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] 景気指標作成における個別系列の構成比率についての分析2008
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  景気循環日付研究会佐賀コンファレンス
- Place of Presentation
  KKR山口あさくら
- Year and Date
  2008-03-17
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Electric demand forecasting by spatial autoregressive seasonal ARMA(p, q) model2008
- Author(s)
  大塚芳宏・各務和彦・大鋸崇
- Organizer
  2008年度統計関連学会連合大会
- Place of Presentation
  慶應義塾大学理工学部矢上キャンパス
- Year and Date
  2008-09-09
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] パレート分布を用いた経済格差の検定2008
- Author(s)
  西埜晴久・各務和彦・大鋸崇
- Organizer
  複雑現象のモデル化と統計理論的発展
- Place of Presentation
  金沢大学サテライトプラザ
- Year and Date
  2008-03-02
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Analysis of the ratio of individual series in making business cycle indicators2008
- Author(s)
  Oga, T., Oya, K.
- Organizer
  Saga Conference on Business Cycle Reference Date Determination
- Place of Presentation
  KKR Yamaguchi Sakura
- Year and Date
  2008-03-17
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] A State Space Approach to the Reference Date Determination2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  FCSコンファレンス「計量経済学の最近の展開」
- Place of Presentation
  下関市立大学経済学部
- Year and Date
  2007-02-11
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  2nd Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  The National Bank of Hungary
- Year and Date
  2007-08-27
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] Estimation of asymmetry in bull and bear markets2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  2nd Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  The National Bank of Hungary,Budapest
- Year and Date
  2007-08-27
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2007
- Author(s)
  Oga, T., Oya, K.
- Organizer
  JEuBES 2007 - 2nd Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  The National Bank of Hungary, Budapest
- Year and Date
  2007-08-27
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2007
- Author(s)
  Oga, T., Oya, K.
- Organizer
  International Workshop on Bayesian Statistic and Applied Econometrics
- Place of Presentation
  Tohoku University
- Year and Date
  2007-11-01
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] A State Space Approach to the Reference Date Determination2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  景気循環日付研究会佐賀コンファレンス
- Place of Presentation
  ウェルサンピア伊万里
- Year and Date
  2007-03-26
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] 景気変動の上昇、下降期における非対称性の検出2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  合同研究集会「官庁統計データの公開における諸問題の研究」
- Place of Presentation
  統計数理研究所
- Year and Date
  2007-11-16
- Data Source
  KAKENHI-PROJECT-19730157
[Presentation] A State Space Approach to the Reference Date Determination2007
- Author(s)
  Oga, T., Oya, K.
- Organizer
  FCS Conference on Recent Developments in Econometrics
- Place of Presentation
  Department of Economics, Shimonoseki City University
- Year and Date
  2007-02-11
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] A State Space Approach to the Reference Date Determination2007
- Author(s)
  Oga, T., Oya, K.
- Organizer
  Saga Conference on Business Cycle Reference Date Determination
- Place of Presentation
  Wel Sunpia Imari, Saga
- Year and Date
  2007-03-27
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] A State Space Approach to the Reference Date Determination2007
- Author(s)
  Oga, T., Oya, K.
- Organizer
  Annual Meeting of Japanese Federation of Statistical Science. Association
- Place of Presentation
  Tohoku University
- Year and Date
  2007-09-07
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2007
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  2nd Japanese-European Bayesian Econometrics and Statistics Meeting
- Place of Presentation
  The National Bank of Hungary, Budapest
- Year and Date
  2007-08-27
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Estimation of asymmetry in bull and bear markets2006
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  国際ワークショップ「Ihternational Workshop on Bayesian Statistic and Applied Econometrics」
- Place of Presentation
  東北大学大学院研究科
- Year and Date
  2006-11-01
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] A State Space Approach to the Reference Date Determination2006
- Author(s)
  大鋸崇・大屋幸輔
- Organizer
  2006年度統計関連学会連合大会
- Place of Presentation
  東北大学川内キャンパス
- Year and Date
  2006-09-07
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] 東日本大震災が証券市場に与えた影響
- Author(s)
  大鋸崇
- Organizer
  2014年度 (第22回) 関西計量経済学研究会
- Place of Presentation
  大阪大学・豊中キャンパス（大阪府豊中市）
- Year and Date
  2015-01-10 – 2015-01-11
- Data Source
  KAKENHI-PROJECT-23530248

1. OMORI Yasuhiro (60251188)

# of Collaborated Projects: 2 results

# of Collaborated Products: 2 results
2. WATANABE Toshiaki (90254135)

# of Collaborated Projects: 2 results

# of Collaborated Products: 2 results
3. NISHINO Haruhisa (20305410)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
4. KAKAMU Kazuhiko (00456005)

# of Collaborated Projects: 1 results

# of Collaborated Products: 3 results
5. ISHIDA Isao (20361579)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. WAGO Hajime (00091934)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. KOZUMI Hideo (10261273)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Ohga Takashi 大鋸 崇

OGA Takashi 大鋸 崇

Research Projects

Research Products

Co-Researchers

Time series analysis on financial crisesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

The measurement of economic inequality by time series models

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Econometric models for a new business indexPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Bayesian econometric analysis of semiparametirc model

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Econometric Analysis of Stock Markets in Japan using Models of Changing Volatility

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] マルコフ連鎖モンテカルロ法を用いた応用計量分析2005

Author(s)

Publisher

Data Source

[Book] マルコフ連鎖モンテカルロ法を用いた応用計量分析2005

Author(s)

Publisher

Description

Data Source

[Journal Article] Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model2012

Author(s)

Journal Title

Data Source

[Journal Article] ベイズ計量経済学的に景気を捉える2011

Author(s)

Journal Title

NAID

Data Source

[Journal Article] ベイズ計量経済学的に景気を捉える2011

Author(s)

Journal Title

NAID

Data Source

[Journal Article] ブル相場・ベア相場のベイズ分析2010

Author(s)

Journal Title

NAID

Data Source

[Journal Article] The Asia Financial Crises and Exchange Rates : Had there been Volatility Shifts for Asian Currencies? Classification as a Tool for Research2010

Author(s)

Journal Title

Data Source

[Journal Article] Forecasting electricity demand in Japan : A Bayesian spatial autoregressive ARMA approach2010

Author(s)

Journal Title

Data Source

[Journal Article] 株式市場におけるブル相場・ベア相場の日次データを用いた分析-ベイジアンアプローチ-2009

Author(s)

Journal Title

Data Source

[Journal Article] パレート分布を用いた経済格差の検定2009

Author(s)

Journal Title

NAID

Data Source

Ohga Takashi 大鋸崇

OGA Takashi 大鋸崇