NAKANISHI Tadashi

ナカニシタダシ | NAKANISHI Tadashi

Affiliation and department：
Job title： Assist. Prof.
Other affiliations (1)：

Onomichi City University Faculty of Economics, Management & Information Science Lecturer (part-time)

Research field (3)： Money and finance , Theoretical economics , Economic statistics

Research theme for competitive and other funds (4)：

2023 - 2026 Theory and applications of Econometric models with mixed Data sampling
2022 - 2026 複数の銀行の与信情報によるデフォルト企業の返済能力推計とその機械学習的方法の開発
2022 - 2024 国内外の金融政策の波及効果に対する非ガウス型パネル及び時系列モデルの開発と実証
2022 - 2023 動学的パネルデータモデルによる多国間経済及びファイナンス波及分析

Papers (2)：

Koichi Maekawa, Tadashi Nakanishi. Estimation of non-Gaussian SVAR models: a pseudo-log-likelihood function approach. Journal of Statistical Computation and Simulation. 2022. 93. 11. 1830-1850
Tadashi NAKANISHI. An Empirical Study of Japanese Monetary Policy Using Non-Gaussian SVAR Model. 2022

MISC (4)：

Tadashi NAKANISHI. The NG-SVAR Model under the Pearson Family of Distributions: Implementation with R Packages. Journal of International Economic Studies. 2024. 38. 35-46
On the Sustainability of Primary Budget Deficits. ISM (The Institute of Statistical Mathematics) Research Memorandum. 2023
中西正. 混合時系列回帰モデルの推定精度について-Rパッケージ'midasr'によるモンテカルロ実験-. ISM (The Institute of Statistical Mathematics) Research Memorandum. 2022
中西正. 非ガウス型構造VARモデルによる日本の金融政策の実証分析. 廣島大學經濟論叢. 2021. 45. 1-2. 113-128

Lectures and oral presentations (6)：

日本の金融政策の効果に関する実証分析
(2023年度統計関連学会連合大会 2023)
Estimation of non-Gaussian structural VAR model under a flexible quasi-log-likelihood function
(2023)
大規模財務データと融資信用データを用いた企業経営状況分析:中小企業にあたえたコロナのマグネチュード
(2022年度統計関連学会連合大会 2022)
非ガウス型構造VARモデルによる日本の金融政策の実証分析
(法政大学経済学部学会研究会 2022)
Estimation of non-Gaussian structural VAR model under a flexible quasi-log-likelihood function
(4th International Conference on Econometrics and Statistics 2021)

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Education (1)：

2019 - 2022 Hiroshima University Graduate School of Social Sciences

Professional career (1)：

Doctor of Economics (Hiroshima University)

Work history (6)：

2023/05 - 現在 The Institute of Statistical Mathematics
2023/04 - 現在 Hokkaido University
2022/09 - 現在 Onomichi City University Faculty of Economics, Management & Information Science Lecturer (part-time)
2022/09 - 2023/03 Joint Support-Center for Data Science Research Center for Social Data Structuring Project Assist. Prof.
2022/06 - 2023/03 The Institute of Statistical Mathematics Risk Analysis Research Center Project Assist. Prof.

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Association Membership(s) (5)：

Japan Society of Monetary Economics , Japanese Economic Association , The Japan Statistical Society , The Japanese Association of Financial Econometrics and Engineering , Hiroshima University Economic Society

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