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J-GLOBAL ID:200901048225235512   Update date: Nov. 19, 2024

Takamitsu Kurita

クリタ タカミツ | Takamitsu Kurita
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Affiliation and department:
Job title: Professor
Homepage URL  (1): https://sites.google.com/view/taka-kurita
Research field  (3): Economic policy ,  Economic statistics ,  Money and finance
Research keywords  (8): International Finance ,  Econometrics ,  Time series analysis ,  Multivariate analysis ,  Cointegration ,  Foreign exchange rates ,  Interest rates ,  Prices
Research theme for competitive and other funds  (4):
  • 2018 - 2023 Econometric analysis of monetary and exchange rate policies under the influence of negative interest rates and cryptocurrencies
  • 2014 - 2019 Multivariate econometric analysis of time series data of foreign exchange rates and domestic prices in the presence of structural breaks
  • 2016 - 2018 Multivariate econometric analysis of time series data of foreign exchange rates and domestic prices in the presence of structural breaks (Fostering Joint International Research)
  • 2007 - 2008 Cointegration Analysis of I(2) Non-Stationary Time Series Data
Papers (38):
  • Boug, P., Hungnes, H. and Kurita, T. The empirical modelling of house prices and debt revisited: A policy-oriented perspective,. Empirical Economics. 2024. 66. 369-404
  • Jennifer L. Castle. Stability between cryptocurrency prices and the term structure,. Journal of Economic Dynamics and Control. 2024. 165. Article 104890
  • Kurita, T, James, P. The Canadian-US dollar exchange rate over the four decades of the post-Bretton Woods float: An econometric study allowing for structural breaks. Metroeconomica. 2022. 12384
  • Kurita, T. Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression. Communications in Statistics - Theory and Methods. 2021
  • Castle, J. L, Kurita, T. A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. Journal of Economic Dynamics and Control. 2021. 104139
more...
Lectures and oral presentations  (53):
  • Econometric modelling of cryptocurrency prices
    (6th International Conference on Econometrics and Statistics, EcoSta 2023 2023)
  • The econometric modelling of cryptocurrency prices in view of future policy development
    (アジア経済シンポジウム 2023)
  • The econometric modelling of cryptocurrency prices from a policy-oriented perspective
    (第30回関西計量経済学研究会 2023)
  • Structural relationships between cryptocurrency prices and monetary policy indicators
    (French-Japanese Webinar in Economics, FJWE 2022)
  • A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
    (4th International Conference on Econometrics and Statistics, EcoSta 2021 2021)
more...
Education (2):
  • 2003 - 2007 D.Phil. Programme, University of Oxford
  • 2001 - 2003 M.Phil. Programme, University of Oxford
Professional career (3):
  • D.Phil. (D.Phil. Programme, University of Oxford)
  • M.Phil. (M.Phil. Programme, University of Oxford)
  • 学士 (早稲田大学)
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

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