Kaiji Motegi's Website
Tenure-Track Associate Professor at the Graduate School of Economics, Kobe University
Doctor of Philosophy in Economics (University of North Carolina at Chapel Hill)
My field of specialization is econometrics, in particular time series analysis.
After receiving a Doctor of Philosophy in Economics at the University of North Carolina at Chapel Hill in May 2014,
I taught at the Faculty of Political Science and Economics, Waseda University as an assistant professor until September 2016.
My present position is a tenure-track associate professor at the Graduate School of Economics, Kobe University.
In terms of time series analysis, I am developing new tests for Mixed Data Sampling (MIDAS) Granger causality and white noise.
I am also applying those tests for macroeconomic and financial time series including GDP, inflation, interest rates, and stock prices.
Recently, I am extending my scope to copula models, missing data, and causal inference.
I am serving as an Associate Editor of Singapore Economic Review since January 2018.
Graduate School of Economics, Kobe University
2-1 Rokkodai-cho, Nada, Kobe, Hyogo 657-8501 Japan
motegi [at] econ.kobe-u.ac.jp
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