Sugita Katsuhiro 杉田勝弘

… Alternative Names

Katsuhiro Sugita 杉田勝弘

SUGITA Katsuhiro 杉田勝弘

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Researcher Number	50377058
Other IDs
Affiliation (Current)	2025: 琉球大学, 国際地域創造学部, 教授
Affiliation (based on the past Project Information) *help	2018 – 2023: 琉球大学, 国際地域創造学部, 教授 2017: 琉球大学, 法文学部, 教授 2009 – 2012: University of the Ryukyus, 法文学部, 准教授 2008 – 2010: 琉球大学, 法文学部, 講師
Review Section/Research Field	Principal Investigator Economic statistics / Basic Section 07030:Economic statistics-related Except Principal Investigator Economic statistics
Keywords	Principal Investigator 時系列分析 / MCMC / ベイズ法 / 多変量時系列分析 / 計量経済学 / マルコフ連鎖モンテカルロ法 / 多変量解析 / ベイジアン / 多変量時系列モデル / 経済時系列モデル … More / 時系列予測 / 多変量モデル / ベイジアンモデル平均法 / 時系列モデル / ベイズ計量経済学 / 非線形時系列 / ベイズ統計学 / 多変量時系列 / 計算経済学 / 経済統計学 / 多変量分析 / 共和分 … More Except Principal Investigator リスク分析 / ファイナンス / アクチュアリー / ベイズ分析 / 経済統計学 Less

Forecasting and Empirical Analysis By Multivariate Time Series Models Using Bayesian Model AveragingPrincipal Investigator
- Principal Investigator
  
  Sugita Katsuhiro
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  University of the Ryukyus
Forecasting Using Non-linear Multivariate Time Series Models with Bayesian Stochastic Search Variable Selection Method and its Application to MacroeconmicsPrincipal Investigator
- Principal Investigator
  
  Katsuhiro Sugita
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  University of the Ryukyus
Bayesian Analysis of Multivariate Time Series Model including unobserved data and its application to macro economic analysisPrincipal Investigator
- Principal Investigator
  
  SUGITA Katsuhiro
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  University of the Ryukyus
Bayesian modeling for actuary and finance
- Principal Investigator
  
  NAKATSUMA Teruo (NAKATUMA Teruo)
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Keio University

All 2022 2021 2019 2018 2009 2008

All Journal Article Presentation

[Journal Article] Forecasting with Bayesian vector autoregressive models: comparison of direct and iterated multistep methods2022
- Author(s)
  Sugita Katsuhiro
- Journal Title
  
  Asian Journal of Economics and Banking
  
  Volume: 6 Issue: 2 Pages: 142-154
- DOI
  10.1108/ajeb-04-2022-0044
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K01591
[Journal Article] Time Series Forecasting Using a Markov Switching Vector Autoregressive Model with Stochastic Search Variable Selection Method2022
- Author(s)
  Sugita Katsuhiro
- Journal Title
  
  Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics, Studies in Systems, Decision and Control 427
  
  Volume: 427 Pages: 147-170
- DOI
  10.1007/978-3-030-98689-6_10
- ISBN
  9783030986889, 9783030986896
- Data Source
  KAKENHI-PROJECT-20K01591
[Journal Article] Forecasting with Vector Autoregressions using Bayesian Variable Selection Methods: Comparison of Direct and Iterated Methods2019
- Author(s)
  Katsuhiro Sugita
- Journal Title
  
  Ryukyu Economics Working Paper Series
  
  Volume: No.2 Pages: 118-118
- Data Source
  KAKENHI-PROJECT-17K03661
[Journal Article] Forecasting with Vector Autoregressions by Bayesian Model Averaging2019
- Author(s)
  Katsuhiro Sugita
- Journal Title
  
  Ryukyu Economics Working Paper Series
  
  Volume: No.3 Pages: 113-113
- Data Source
  KAKENHI-PROJECT-17K03661
[Journal Article] Evaluation of Forecasting Performance Using Bayesian Stochastic Search Variable Selection in a Vector Autoregression2018
- Author(s)
  Katsuhiro Sugita
- Journal Title
  
  Ryukyu Economics Working Paper Series
  
  Volume: No.1 Pages: 119-119
- Data Source
  KAKENHI-PROJECT-17K03661
[Journal Article] A Monte Carlo comparison of Bayesian testing for cointegration rank2009
- Author(s)
  杉田勝弘
- Journal Title
  
  Economics Bulletin 29
  
  Pages: 2141-2147
- NAID
  120006407217
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530201
[Journal Article] 時系列における構造変化検定法のシミュレーションによる比較2009
- Author(s)
  杉田勝弘
- Journal Title
  
  琉球大学法文学部経済学研究第78号
  
  Pages: 25-41
- NAID
  120001755936
- Data Source
  KAKENHI-PROJECT-21530201
[Journal Article] Testing for Cointegration Rank Using Bayes Factors2008
- Author(s)
  Sugita, K.
- Journal Title
  
  琉球大学経済学研究 76
  
  Pages: 51-66
- NAID
  120001374681
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Bayesian analysisof a vector autoregressive model withmultiple structural breaks2008
- Author(s)
  Katsuhiro Sugita
- Journal Title
  
  Economics Bulletin
  
  Volume: 3 Pages: 1-7
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Bayesian analysis of a vector autoregressive model with multiple structural breaks2008
- Author(s)
  Katsuhiro Sugita
- Journal Title
  
  Economics Bulletin 3
  
  Pages: 1-7
- NAID
  120006407218
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Bayesian Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates with Multiple Structural Breaks2008
- Author(s)
  Sugita, K.
- Journal Title
  
  琉球大学経済学研究 76
  
  Pages: 35-50
- NAID
  120001374680
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Bayesian Analysis of a Markov Switching Temporal Cointe gration Model2008
- Author(s)
  Sugita, K.
- Journal Title
  
  Japan and the World Economy 20
  
  Pages: 257-274
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Bayesian Analysis of a Vector Autoregressive Model with Multiple Structural Breaks2008
- Author(s)
  Sugita, K.
- Journal Title
  
  Economics Bulletin 3
  
  Pages: 1-7
- NAID
  120006407218
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Time Series Forecasting Using a Markov Switching Vector Autoregressive Model with Stochastic Search Variable Selection Methods2021
- Author(s)
  杉田勝弘 (Katsuhiro Sugita)
- Organizer
  The Fifth Econometric Conference of Vietnam - ECONVN2022
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01591
[Presentation] Time Series Analysis of Term Structure of Interest Rates Using a Vector Error Correction Model with Unknown Autoregressive Risk Premium2009
- Author(s)
  Sugita, K.
- Organizer
  研究集会「ファイナンスと計量経済学の最近の展開」
- Place of Presentation
  琉球大学
- Year and Date
  2009-02-14
- Data Source
  KAKENHI-PROJECT-20243017

1. NAKATSUMA Teruo (90303049)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. TANIZAKI Hisashi (60248101)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. KOGURE Atsuyuki (80178251)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. ASAI Manabu (90319484)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Sugita Katsuhiro 杉田 勝弘

Katsuhiro Sugita 杉田 勝弘

SUGITA Katsuhiro 杉田 勝弘

Research Projects

Research Products

Co-Researchers

Forecasting and Empirical Analysis By Multivariate Time Series Models Using Bayesian Model AveragingPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Forecasting Using Non-linear Multivariate Time Series Models with Bayesian Stochastic Search Variable Selection Method and its Application to MacroeconmicsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Bayesian Analysis of Multivariate Time Series Model including unobserved data and its application to macro economic analysisPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Bayesian modeling for actuary and finance

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Forecasting with Bayesian vector autoregressive models: comparison of direct and iterated multistep methods2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Time Series Forecasting Using a Markov Switching Vector Autoregressive Model with Stochastic Search Variable Selection Method2022

Author(s)

Journal Title

DOI

ISBN

Data Source

[Journal Article] Forecasting with Vector Autoregressions using Bayesian Variable Selection Methods: Comparison of Direct and Iterated Methods2019

Author(s)

Journal Title

Data Source

[Journal Article] Forecasting with Vector Autoregressions by Bayesian Model Averaging2019

Author(s)

Journal Title

Data Source

[Journal Article] Evaluation of Forecasting Performance Using Bayesian Stochastic Search Variable Selection in a Vector Autoregression2018

Author(s)

Journal Title

Data Source

[Journal Article] A Monte Carlo comparison of Bayesian testing for cointegration rank2009

Author(s)

Journal Title

NAID

Data Source

[Journal Article] 時系列における構造変化検定法のシミュレーションによる比較2009

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Testing for Cointegration Rank Using Bayes Factors2008

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Bayesian analysisof a vector autoregressive model withmultiple structural breaks2008

Author(s)

Journal Title

Data Source

[Journal Article] Bayesian analysis of a vector autoregressive model with multiple structural breaks2008

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Bayesian Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates with Multiple Structural Breaks2008

Author(s)

Journal Title

Sugita Katsuhiro 杉田勝弘

Katsuhiro Sugita 杉田勝弘

SUGITA Katsuhiro 杉田勝弘