Kurose Yuta

クロセユウタ | Kurose Yuta

Affiliation and department：
Job title： Assistant Professor

Research field (2)： Economic statistics , Statistical science

Research keywords (2)： Bayesian Statistics , State Space Models

Research theme for competitive and other funds (3)：

2019 - 2024 高次元データモデリングの新展開と統計的リスク分析
2020 - 2024 多変量/高次元の潜在変数をもつ時系列モデルの効率的ベイズ推測
2014 - 2019 Bayesian modeling of multivariate economic and financial data and Probabilistic evaluation of policy and behavior

Papers (5)：

Yuta Kurose. Simulation of truncated and unimodal gamma distributions. Journal of Statistical Computation and Simulation. 2023
Yuta Kurose. Bayesian GARCH modeling for return and range. Economics Bulletin. 2022. 42
Yuta Kurose, Yasuhiro Omori. Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity. Econometrics and Statistics. 2020. 13. 46-68
Yuta Kurose, Yasuhiro Omori. Dynamic equicorrelation stochastic volatility. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 2016. 100. 795-813
Yuta Kurose, Yasuhiro Omori. Bayesian analysis of time-varying quantiles using a smoothing spline. Journal of the Japan Statistical Society. 2012. 42. 1. 23-46

MISC (1)：

Education (3)：

Professional career (1)：

Work history (5)：

2018/03 - 現在 University of Tsukuba Faculty of Engineering, Information and Systems
2017/04 - 2018/02 Osaka University
2014/04 - 2017/03 Kwansei Gakuin University School of Science and Technology, Department of Mathematical Sciences
2013/04 - 2014/03 Osaka University Center for the Study of Finance and Insurance
2009/04 - 2012/03 日本学術振興会特別研究員(DC1)

Association Membership(s) (2)：

THE JAPAN STATISTICAL SOCIETY , JAPANESE ECONOMIC ASSOCIATION

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