← All authors Takamitsu Kurita Kyoto Sangyo University (from arXiv:2307.05818, 2023) · ORCID · OpenAlex
37 papers in scope · 36 published · 1 on the econ.EM arXiv · 129 citations · h-index 6 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Francisco Estrada Dukpa Kim Guillaume Chevillon Francis X. Diebold Neil Shephard Maximilian Göbel Maximilian Goebel Pierre Perrón Philippe Goulet Coulombe Alessandro Casini Ashesh Rambachan Tatsushi Oka Dalibor Stevanović Taosong Deng Maxime Leroux Lorenzo Trapani B. Cooper Boniece Lajos Horváth Karin Klieber Stéphane Surprenant Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 37)
Towards Empirical Assessments of Controlled Cointegrated Models
published 2026 · Oxford Bulletin of Economics and Statistics
Getting back on track: Forecasting after extreme observations
published 2025 · International Journal of Forecasting
with Pål Boug, Håvard Hungnes
Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations
published 2025 · Econometric Reviews
with Mototsugu Shintani
Stability between cryptocurrency prices and the term structure
published 2024 · Journal of Economic Dynamics and Control · 7 citations
with Jennifer L. Castle
working paper 2023 · arXiv
The empirical modelling of house prices and debt revisited: a policy-oriented perspective
published 2023 · Empirical Economics · 7 citations
with Pål Boug, Håvard Hungnes
The Canadian–US dollar exchange rate over the four decades of the post‐Bretton Woods float: An econometric study allowing for structural breaks
published 2022 · Metroeconomica · 3 citations
with Patrick James
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
published 2021 · Journal of Economic Dynamics and Control · 6 citations
with Jennifer L. Castle
Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression
published 2021 · Communication in Statistics-Theory and Methods
Normalising cointegrating relationships subject to long-run exclusion
published 2020 · Economics Letters · 1 citations
Likelihood-based tests for parameter constancy in I ( 2 ) CVAR models with an application to fixed-term deposit data
published 2020 · Journal of Multivariate Analysis
固定項堆積物データへの応用を伴うI(2)CVARモデルにおけるパラメータ不変性のための尤度ベース試験【JST・京大機械翻訳】
published 2020 · Journal of Multivariate Analysis
no link
Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms
published 2019 · Econometrics · 17 citations
A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems
published 2019 · Journal of Quantitative Economics
Separate cointegration in a VAR system subject to structural breaks
published 2019 · Economics Letters
Modelling the real yen–dollar rate and inflation dynamics based on international parity conditions
published 2019 · Journal of Asian Economics · 5 citations
with Synne Schanke Almaas
A note on potential one-way policy instruments in cointegrated VAR systems
published 2018 · Economic Analysis and Policy · 2 citations
Markov-switching variance models and structural changes underlying Japanese bond yields: An inquiry into non-linear dynamics
published 2016 · The Journal of Economic Asymmetries · 8 citations
A simulation analysis of conditional tests for parameter stability in cointegrated VAR models
published 2014 · Journal of Simulation · 2 citations
Dynamic characteristics of the daily yen–dollar exchange rate
published 2013 · Research in International Business and Finance · 4 citations
Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors
published 2013 · Communications in Statistics - Simulation and Computation · 5 citations · first circulated 2009
Real Interest Parity, Real Exchange Rate Behavior and Current Account
published 2012 · Journal of Korea Trade
with Han Gwang Choo
no link
Likelihood-Based Inference for Weak Exogeneity in I (2) Cointegrated VAR Models
published 2011 · Econometric Reviews · 3 citations
MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING I (2) AND I (1) COINTEGRATION ANALYSIS
published 2011 · Bulletin of Economic Research · 5 citations
An I(2) cointegration model with piecewise linear trends
published 2011 · Econometrics Journal · 13 citations · first circulated 2009
Local power of likelihood-based tests for cointegrating rank: Comparative analysis of full and partial systems
published 2011 · Journal of Time Series Analysis · 4 citations
Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence
published 2011 · Mathematics and Computers in Simulation
An empirical model for Japan’s business fixed investment
published 2010 · Journal of Economics and Business
An empirical investigation of monetary interaction in the Korean economy
published 2010 · International Review of Economics & Finance · 2 citations
with Han Gwang Choo
Empirical modeling of Japan’s markup and inflation, 1976–2000
published 2010 · Journal of Asian Economics · 1 citations
Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors
published 2010 · Mathematics and Computers in Simulation
Investigating time series properties of a dynamic system for Japan's import demand
published 2010 · Economics bulletin · 1 citations
no link
Time Series Analysis of Transatlantic Market Interactions: Evidence from Crude Oil and Gasoline Prices
published 2010 · International journal of business and economics · 2 citations
no link
Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan
published 2009 · Economic Modelling · 5 citations
A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis
published 2009 · Economics bulletin
no link
A note on testing parameter constancy in cointegrated vector autoregression: the case of near I(2) processes
published 2009 · Economics bulletin
no link
A dynamic econometric system for the real yen–dollar rate
published 2006 · Empirical Economics · 26 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).