杉田 勝弘. Forecasting with Vector Autoregressions by Bayesian Model Averaging. 琉球大学経済学ワーキングペーパー. 2019. REWP#03. 1-13
杉田 勝弘. Forecasting with Vector Autoregressions using Bayesian Variable Selection Methods: Comparison of Direct and Iterated Methods. 琉球大学経済学ワーキングペーパー. 2019. No.REWP#02. 1-18
杉田 勝弘. Evaluation of Forecasting Performance Using Bayesian Stochastic Search Variable Selection in a Vector Autoregression. 琉球大学経済学ワーキングペーパー. 2018. 1. 1-19
Katsuhiro Sugita. Non-linear analysis of the Fisher effect: in the case of Japan. International Journal of Economics and Finance. 2017. 9. 11
Katsuhiro Sugita. Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model. International Journal of Economics and Finance. 2017. 9. 3
