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)




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About Me

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.


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