Rchr
J-GLOBAL ID:200901060083627043
Update date: Aug. 25, 2022 Katsuhiro Sugita
スギタ カツヒロ | Katsuhiro Sugita
Affiliation and department: Job title:
Professor
Research field (1):
Economic statistics
Research keywords (2):
ベイズ計量経済学
, 計量経済学
Research theme for competitive and other funds (3): - 2017 - 2020 ベイジアンSSVS法を使った非線形多変量時系列モデルによる予測と実証分析
- 2008 - 2012 アクチュアリーとファイナンスにおけるベイジアン・モデリング
- 2009 - 2011 ベイズ法による非観測データを含む多変量時系列モデルの分析とマクロ経済分析への応用
Papers (16): -
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
more... Professional career (1): Work history (4): - 2017/10 - 現在 University of the Ryukyus Faculty of Law and Letters, Department of Comprehensive Social Systems Studies
- 2009/10/01 - 2017/09 University of the Ryukyus, Faculty of Law and Letters, Department of Comprehensive Social Systems Studies, Associate Professor
- 2007/04/01 - 2009/09/30 University of the Ryukyus, Assistant Professor
- 2004/04/01 - 2007/03/31 Department of Economics at Hitotsubashi University, Senir Assistant
Return to Previous Page