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 (15)：

2025 - 2027 Modelling and predicting the volatility of real estate investment trust markets
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

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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 (58)：

Intensive course on time series analysis
(Yokohama City University 2024)
Midastar: Threshold autoregression with data sampled at mixed frequencies
(92nd Marunouchi Quantitative Finance Seminar 2024)
Midastar: Threshold autoregression with data sampled at mixed frequencies
(2024 Japanese Economic Association Autumn Meeting 2024)
Conditional threshold effects of stock market volatility on crude oil market volatility
(9th Annual International Conference on Applied Economics in Hawaii 2024)
Midastar: Threshold autoregression with data sampled at mixed frequencies
(2024 Japanese Joint Statistical Meeting 2024)

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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 (11)：

2024/07 - Keiai Machizukuri Foundation & Kobe University 13th Maenosono Memorial Award for Young Researchers
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」

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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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