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About Me
I am an associate professor at the Graduate School of Economics, Kobe University, Japan. My fields of specialization are econometrics and time series analysis. I earned a Ph.D. in Economics at the University of North Carolina at Chapel Hill in May 2014. Then I taught at the Faculty of Political Science and Economics, Waseda University until September 2016. I moved to Kobe University as a tenure-track faculty member in October 2016, and was promoted to a tenured associate professor in April 2020.In time series analysis, I propose and apply new methods such as mixed frequency Granger causality tests, max-correlation white noise tests, and moving average threshold heterogeneous autoregressive (MAT-HAR) models. Target variables of my empirical applications include various financial and macroeconomic indicators.
Recently, I am extending my scope to statistics and microeconometrics. There I combine copula models, missing data analysis, and causal inference.
I am an Associate Editor of Singapore Economic Review (SER) and a Reviewer Board Member of the Journal of Risk and Financial Management (JRFM).
Contact Information
Address:Graduate School of Economics, Kobe University
2-1 Rokkodai-cho, Nada, Kobe, Hyogo 657-8501 Japan
E-mail:
motegi [at] econ.kobe-u.ac.jp
Faculty Directory of Kobe University:
English Page & Japanese Page.
Personal Website:
http://www2.kobe-u.ac.jp/~motegi