Research field (3)：
Theoretical economics
, Economic statistics
, Money and finance
Research keywords (7)：
Stock Market
, time series analysis
, applied econometrics
, Market Integration
, Market Efficiency
, Foreign exchange market
, Commodity Futures Market
Research theme for competitive and other funds (4)：
2017 - 2020 時変計量経済モデルを用いた為替レート予測に関する研究
2014 - 2017 非ベイズ時変計量経済モデルを用いた外国為替市場の時変構造に関する研究
2012 - 2015 近現代日本の米穀市場における時変効率性と情報完備性の計測と比較
2013 - 2014 非ベイズ時変ベクトル自己回帰モデルの構築と金融市場の国際連関の検証
Papers (11)：
Mikio Ito, Akihiko Noda, Tatsuma Wada. Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach. Mathematics. 2021. 9. 8. 849-849
ITO MIKIO. The Futures Premium and Rice Market Efficiency in Prewar Japan (with Kiyotaka Maeda and Akihiko Noda). Economic History Review. 2018. 71. 3. 909-937
Akihiko Noda, Mikio Ito, Kiyotaka Maeda. Market efficiency and government interventions in prewar Japanese rice futures markets. Financial History Review. 2016. 23. 3. 325-346
Detecting Structural Breaks in Foreign Exchange Markets by Using the Group LASSO Technique
(Virtual 96th Annual conference of Western Economic Association International 2021)
An Estimation Method for State-Space Models using Generalized LASSO Techniques
(Western Economic Association International 94th Annual Conference 2019)
Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 (with Kiyotaka Maeda and Akihiko Noda)
(18th World Economic History Conference 2018)
Market Efficiency and Price Stabilization Policy in Prewar Japanese Rice Markets (with Kiyotaka Maeda and Akihiko Noda)
(Western Economic Association International 92th Annual Conference 2017)
Market Efficiency and Integration in Foreign Exchange Markets: A Non-Bayesian Time-Varying Model Approach(with Akihiko Noda and Tatsuma Wada)
(Western Economic Association International 92th Annual Conference 2017)
