Kaiji Motegi
- Associate Professor, Graduate School of Economics, Kobe University, Japan
- Doctor of Philosophy in Economics
(University of North Carolina at Chapel Hill)
About Me
I am an Associate Professor at the Graduate School of Economics, Kobe University, Japan. I earned a Ph.D. in Economics at the University of North Carolina at Chapel Hill in 2014. My fields of specialization are econometrics and time series analysis. My mission is to propose new econometric methods and to demonstrate theoretically, numerically, and empirically that the proposed methods outperform existing methods. I am especially interested in Mixed Data Sampling (MIDAS), Granger causality tests, white noise tests, and threshold time series models. I sometimes explore some other fields such as causal inference, missing data analysis, copula modelling, and the birthday paradox. My empirical studies are often based on macroeconomic and financial time series data. I have been serving as an Associate Editor of the Singapore Economic Review since 2018.