Rchr
J-GLOBAL ID：200901048225235512
Update date: Jan. 30, 2024
Takamitsu Kurita
クリタ タカミツ | Takamitsu Kurita
Affiliation and department：
Research field (2)：
Economic statistics
, Money and finance
Research keywords (6)：
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 (36)：
Lectures and oral presentations (54)：
-
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 (Online) 2021)
-
On the feasibility of yield curve control by lowering negative short-term interest rates
(28th Kansai Econometrics Workshop (Online) 2021)
-
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
(2020 Japanese Economic Association Spring Meeting (Online) 2020)
-
Johansen test with Fourier-type smooth non-linear trends in cointegrating relations
(27th Kansai Econometrics Workshop, Hitotsubashi University 2020)
-
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks
(International Conference on Research in Economics and Social Science, Shiga University (RESSU), Hikone 2019)
ｍore...
Education (2)：
- 2003 - 2007 D.Phil. Programme, University of Oxford
- 2001 - 2003 M.Phil. Programme, University of Oxford
Professional career (2)：
- D.Phil. (オックスフォード大学)
- D.Phil. (University of Oxford)
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