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J-GLOBAL ID:200901048225235512
Update date: Nov. 19, 2024 Takamitsu Kurita
クリタ タカミツ | Takamitsu Kurita
Affiliation and department: Job title:
Professor
Homepage URL (1): https://sites.google.com/view/taka-kurita Research field (3):
Economic policy
, Economic statistics
, Money and finance
Research keywords (8):
International Finance
, Econometrics
, 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 (38): -
Boug, P., Hungnes, H. and Kurita, T. The empirical modelling of house prices and debt revisited: A policy-oriented perspective,. Empirical Economics. 2024. 66. 369-404
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Jennifer L. Castle. Stability between cryptocurrency prices and the term structure,. Journal of Economic Dynamics and Control. 2024. 165. Article 104890
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Kurita, T, James, P. The Canadian-US dollar exchange rate over the four decades of the post-Bretton Woods float: An econometric study allowing for structural breaks. Metroeconomica. 2022. 12384
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Kurita, T. Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression. Communications in Statistics - Theory and Methods. 2021
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Castle, J. L, Kurita, T. A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. Journal of Economic Dynamics and Control. 2021. 104139
more... Lectures and oral presentations (53): -
Econometric modelling of cryptocurrency prices
(6th International Conference on Econometrics and Statistics, EcoSta 2023 2023)
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The econometric modelling of cryptocurrency prices in view of future policy development
(アジア経済シンポジウム 2023)
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The econometric modelling of cryptocurrency prices from a policy-oriented perspective
(第30回関西計量経済学研究会 2023)
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Structural relationships between cryptocurrency prices and monetary policy indicators
(French-Japanese Webinar in Economics, FJWE 2022)
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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 2021)
more... Education (2): - 2003 - 2007 D.Phil. Programme, University of Oxford
- 2001 - 2003 M.Phil. Programme, University of Oxford
Professional career (3): - D.Phil. (D.Phil. Programme, University of Oxford)
- M.Phil. (M.Phil. Programme, University of Oxford)
- 学士 (早稲田大学)
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