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Daichi Hiraki

The University of Tokyo (per OpenAlex) · ORCID · OpenAlex

3 papers in scope · 1 published · 3 on the econ.EM arXiv · 1 citations · h-index 1 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Yasuhiro Omori
  2. Siddhartha Chib
  3. Yuta Yamauchi
  4. Ilya Archakov
  5. Peter Reinhard Hansen
  6. Chen Tong
  7. Didier Nibbering
  8. Rubén Loaiza-Maya
  9. Tong Chen
  10. Victor H. Aguiar
  11. Christopher D. Walker
  12. Asger Lunde
  13. Nail Kashaev
  14. Kenichi Shimizu
  15. Xinxian Chen
  16. John Gardner
  17. Raiden B. Hasegawa
  18. Dylan S. Small
  19. Pedro H. C. Sant’Anna
  20. Jonathan Roth

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

Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels
working paper2026 · arXiv
with Siddhartha Chib, Yasuhiro Omori
Paper profile arXiv arXiv:2604.04529
Unified Mixture Sampler for State-Space Models: Application to Stochastic Conditional Duration Models
working paper2026 · arXiv
with Yasuhiro Omori
Paper profile arXiv arXiv:2604.04517
Stochastic volatility in mean: Efficient analysis by a generalized mixture sampler
published2025 · Journal of Econometrics · 1 citations · first circulated 2024
with Siddhartha Chib, Yasuhiro Omori
Paper profile Journal of Econometrics arXiv:2404.13986

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.