Motegi Kaiji

モテギカイジ | Motegi Kaiji

Affiliation and department：
Homepage URL (1)： http://www2.kobe-u.ac.jp/~motegi/

Research field (1)： Economic statistics

Research keywords (8)： Granger Causality , Mixed Frequency Data , Multivariate Analysis , Time Series Analysis , グランジャーの因果性 , 混合頻度データ , 多変量解析 , 時系列分析

Research theme for competitive and other funds (14)：

2023 - 2026 Modelling and testing threshold effects with mixed frequency data
2022 - 2024 Time series prediction of economic and COVID-19 statistics
2023 - 2024 Modelling and forecasting the volatility of energy prices
2022 - 2023 Modelling and testing threshold effects in mixed frequency time series
2020 - 2022 Modelling threshold effects in financial time series

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Papers (11)：

Kaiji Motegi, Sejun Woo. A note on the exponentiation approximation of the birthday paradox. Communications in Statistics - Theory and Methods. 2023. 1-10
Kaiji Motegi, Yoshitaka Iitsuka. Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. North American Journal of Economics and Finance. 2023. 64. #101840
Chunrong Ai, Oliver Linton, Kaiji Motegi, Zheng Zhang. A unified framework for efficient estimation of general treatment models. Quantitative Economics. 2021. 12. 3. 779-816
Shigeyuki Hamori, Kaiji Motegi, Zheng Zhang. Copula-based regression models with data missing at random. Journal of Multivariate Analysis. 2020. 180. #104654
Kaiji Motegi, Xiaojing Cai, Shigeyuki Hamori, Haifeng Xu. Moving average threshold heterogeneous autoregressive (MAT-HAR) models. Journal of Forecasting. 2020. 39. 7. 1035-1042

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MISC (2)：

Books (1)：

Lectures and oral presentations (50)：

Conditional threshold effects of stock market volatility on crude oil market volatility
(99th Annual Conference, Western Economic Association International (WEAI) 2024)
Conditional threshold effects of stock market volatility on crude oil market volatility
(International Conference on Time Series Econometrics (ICTSE) 2024)
Midastar: Threshold autoregression with data sampled at mixed frequencies
(6th International Conference on Econometrics and Statistics (EcoSta 2023) 2023)
Midastar: Threshold autoregression with data sampled at mixed frequencies
(98th Annual Conference, Western Economic Association International (WEAI) 2023)
Midastar: Threshold autoregression with data sampled at mixed frequencies
(17th International Conference 2023)

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Education (3)：

2009 - 2014 University of North Carolina at Chapel Hill Graduate School of Economics Doctor of Philosophy in Economics
2008 - 2009 Waseda University Graduate School of Economics One-Year Master's Program
2004 - 2008 Waseda University School of Political Science and Economics Department of Economics

Professional career (2)：

Work history (4)：

2020/04 - 現在 Kobe University Graduate School of Economics Associate Professor
2016/10 - 2020/03 Kobe University Graduate School of Economics Associate Professor (Tenure-Track)
2015/04 - 2016/09 Waseda University Faculty of Political Science and Economics Assistant Professor
2014/06 - 2015/03 Waseda University Faculty of Political Science and Economics Research Associate

Committee career (4)：

2021/01 - 現在 Journal of Risk and Financial Management Reviewer Board Member
2018/01 - 現在 Singapore Economic Review Associate Editor
2023/08 - 2023/08 EcoSta 2023 Conference Scientific Program Committee Member
2021/09 - 2022/09 2021 & 2022 Japanese Joint Statistical Meetings Program Committee Member

Awards (10)：

2021/11 - Graduate School of Economics and Management, Tohoku University Third Hosoya Prize
2020/01 - Kobe University Best Young Researcher Award
2019/09 - The Japan Statistical Society 33rd JSS Ogawa Award
2017/03 - 日本統計学会第11回日本統計学会春季集会「優秀発表賞」
2016/03 - 日本統計学会第10回日本統計学会春季集会「優秀発表賞」

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Association Membership(s) (5)：

Japan Economic Association , Japan Statistical Society , 日本経済学会 , 日本統計学会 , Econometric Society

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