教員情報 - 栗田　高光 | 京都産業大学

クリタ　タカミツ Takamitsu Kurita
栗田　高光

所属

京都産業大学経済学部経済学科

職種教授

学会発表
2025/09	Towards empirical assessments of controlled cointegrated models (2nd Modern Finance Conference)
2025/08	Towards empirical assessments of controlled cointegrated models (8th International Conference on Econometrics and Statistics, EcoSta 2025)
2025/03	The econometric modelling of cryptocurrency prices in view of future policy development (Macro-Finance Workshop 2025)
2023/08	Econometric modelling of cryptocurrency prices (6th International Conference on Econometrics and Statistics, EcoSta 2023)
2023/03	The econometric modelling of cryptocurrency prices in view of future policy development (アジア経済シンポジウム)
2023/01	The econometric modelling of cryptocurrency prices from a policy-oriented perspective (第30回関西計量経済学研究会)
2022/11	Structural relationships between cryptocurrency prices and monetary policy indicators (French-Japanese Webinar in Economics, FJWE)
2021/06	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)
2020/05	A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts (日本経済学会2020年度春季大会)
2019/11	Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks (International Conference on Research in Economics and Social Science)
2019/08	Partial cointegrated vector autoregressive models with structural breaks in deterministic terms (Asia-Pacific Economic Association 15th Annual Conference)
2019/05	Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks (Workshop on Recent Progress in Time Series in honour of Peter Robinson)
2019/03	Partial cointegrated vector autoregressive models with structural breaks in deterministic terms (21st Dynamic Econometrics Conference)
2019/01	Partial cointegrated vector autoregressive models with structural breaks in deterministic terms (第26回関西計量経済学研究会)
2018/05	Likelihood-based tests for parameter constancy in I(2) cointegrated VAR models with an application to fixed-term deposit data (Conference on Financial and Macro Economics and Econometrics)
2017/08	Testing parameter constancy in I(2) cointegrated VAR models (ISSPSM 2017)
2017/01	Testing parameter constancy in I(2) cointegrated VAR models (第24回関西計量経済学研究会)
2016/01	Modeling the nexus of US monetary policy rule and inflation over the past quarter century (第23回関西計量経済学研究会)
2012/08	Shedding light on the underlying long-run price leadership: A study of US gasoline price data (10th International FLINS Conference)
2010/03	Empirical modeling of Japan's markup and inflation, 1976-2000 (26th Conference of the American Committee for Asian Economic Studies)
2009/09	Impacts of multivariate GARCH innovations on hypothesis testing for cointegrating vectors (The Money Macro and Finance Research Group 41st Annual Conference)
2009/08	An empirical linkage between monetary base and broad money: I(2) and I(1) cointegration analysis of monetary aggregates (2009 Far Eastern and South Asian Meeting of the Econometric Society)
2009/06	An empirical linkage between monetary base and broad money: I(2) and I(1) cointegration analysis of monetary aggregates (日本経済学会2009年度春季大会)
2009/03	Impacts of multivariate GARCH innovations on hypothesis testing for cointegrating vectors (International Conference on Econometrics and the World Economy)
2008/11	I(2) cointegration analysis in the presence of deterministic shifts (日本応用経済学会2008年度秋季大会)
2008/09	Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan (6th OxMetrics User Conference)
2008/07	I(2) cointegration analysis in the presence of deterministic shifts (2008 Far Eastern and South Asian Meeting of the Econometric Society)
2008/05	Cointegration and weak exogeneity: Modelling aggregate consumption in Japan (日本経済学会2008年度春季大会)
2007/09	I(2) cointegration analysis in the presence of deterministic shifts (5th OxMetrics User Conference)
2007/09	Likelihood analysis of weak exogeneity in I(2) systems and reduced econometric representations (日本経済学会2007年度秋季大会)
2006/07	Likelihood analysis of weak exogeneity in I(2) systems and reduced econometric representations (ESRC Econometric Study Group: Annual Conference 2006)
2006/06	Likelihood analysis of weak exogeneity in I(2) systems and reduced econometric representations (The Cointegrated VAR model: Methods and Applications)