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Search DetailsMOTEGI KaijiGraduate School of Economics / Division of EconomicsAssociate Professor
Researcher basic information
■ Degree■ Research Keyword
- Econometrics
- Time series analysis
- Mixed Data Sampling (MIDAS)
- Mixed frequency data
- Granger causality
- Threshold effect
■ Committee History
- Jan. 2026 - Present, Econometrics and Statistics, Associate Editor, Part A: Econometrics
- Jan. 2018 - Present, Singapore Economic Review, Associate Editor
- Aug. 2026 - Aug. 2026, EcoSta Conference 2026, Scientific Program Committee Member, Ryukoku University
- Mar. 2024 - Mar. 2024, International Conference on Time Series Econometrics, Organizer
- Aug. 2023 - Aug. 2023, EcoSta Conference 2023, Scientific Program Committee Member, Waseda University
- Sep. 2021 - Sep. 2022, 2021 & 2022 Japanese Joint Statistical Meetings, Program Committee Member
Research activity information
■ Award- Jul. 2024 Keiai Machizukuri Foundation & Kobe University, 13th Maenosono Memorial Award for Young Researchers
- Nov. 2021 Graduate School of Economics and Management, Tohoku University, Third Hosoya Prize
- Jan. 2020 Kobe University, Best Young Researcher Award
- Sep. 2019 The Japan Statistical Society, 33rd JSS Ogawa Award
- Mar. 2017 日本統計学会, 第11回日本統計学会春季集会「優秀発表賞」Japan society
- Mar. 2016 日本統計学会, 第10回日本統計学会春季集会「優秀発表賞」Japan society
- Sep. 2015 統計関連学会連合, 2015年度統計関連学会連合大会「優秀報告賞」Japan society
- Sep. 2014 統計関連学会連合, 2014年度統計関連学会連合大会「最優秀報告賞」Japan society
- 2014 JJSM Competition Session Best Presentation Award Winner 2014
- 2012 Dean's Award, Graduate School of Economics, Waseda University
- 2011 Outstanding Book Award, Japan Society for Fuzzy Theory and Intelligent Informatics
- 2026, Communications in Statistics - Theory and Methods, 55, 640 - 658, English, International magazine[Refereed]Scientific journal
- Dec. 2025, International Review of Financial Analysis, 108, #104678, EnglishCross-regional spillover effects of sustainability indices: A heteroscedasticity-robust VAR approach[Refereed]Scientific journal
- Mar. 2025, Energy Economics, 143, #108189, English[Refereed]Scientific journal
- 2024, Communications in Statistics - Theory and Methods, 53, 6417 - 6426, English[Refereed]Scientific journal
- Jan. 2023, North American Journal of Economics and Finance, 64, #101840, English[Refereed]Scientific journal
- Jul. 2021, Quantitative Economics, 12(3) (3), 779 - 816, English[Refereed]Scientific journal
- Nov. 2020, Journal of Multivariate Analysis, 180, #104654, English[Refereed]Scientific journal
- Lead, Nov. 2020, Journal of Forecasting, 39(7) (7), 1035 - 1042, English[Refereed]Scientific journal
- Last, Oct. 2020, Journal of Econometrics, 218(2) (2), 633 - 654, English[Refereed]Scientific journal
- Last, Oct. 2020, Econometric Theory, 36(5) (5), 907 - 960, English[Refereed]Scientific journal
- Corresponding, Sep. 2019, Journal of Multivariate Analysis, 173, 85 - 109, English[Refereed]Scientific journal
- Jan. 2019, Economic Modelling, 76, 231 - 242, English[Refereed]Scientific journal
- Elsevier Inc., Jan. 2018, North American Journal of Economics and Finance, 43, 118 - 128, English[Refereed]Scientific journal
- Last, May 2016, Journal of Econometrics, 192(1) (1), 207 - 230, English[Refereed]Scientific journal
- Lead, 15 Jan. 2022, Weekly Toyo Keizai Magazine, 78 - 79, JapaneseWhy does the infection status of COVID-19 differ between Japan and the U.S.?[Invited]Introduction commerce magazine
- Mixed frequency vector autoregressive (MF-VAR) models and Granger causality testsAn invited special article as the 33rd JSS Ogawa Award WinnerLead, Sep. 2020, Journal of the Japan Statistical Society, 50(1) (1), 191 - 204, Japanese, Domestic magazine[Refereed][Invited]Introduction scientific journal
■ Lectures, oral presentations, etc.
- 20th International Symposium on Econometric Theory and Applications (SETA 2026), Jun. 2026, English, University of Tokyo, Japan, International conference, Co-authored internationallyRegular and reverse Midastar models: Threshold autoregression with mixed frequency dataOral presentation
- Workshop “Research on the Frontier of Modern Economics”, Oct. 2025, Institute of Economic Research, College of Economics, Aoyama Gakuin University, Japan, Domestic conferenceCross-regional spillover effects of the Dow Jones Sustainability Indices: A heteroscedasticity-robust VAR approach[Invited]Public discourse
- 8th International Conference on Econometrics and Statistics (EcoSta 2025), Aug. 2025, English, Waseda University, International conference, Co-authored internationallyRegular and reverse Midastar models: Threshold autoregression with mixed frequency data[Invited]Invited oral presentation
- Internal Seminar, Jul. 2025, Institute for Monetary and Economic Studies, Bank of Japan, Japan, Domestic conferenceCross-regional spillover effects of the Dow Jones Sustainability Indices: A heteroscedasticity-robust VAR approach[Invited]Public discourse
- 100th Annual Conference, Western Economic Association International (WEAI), Jun. 2025Conditional Threshold Autoregression (CoTAR)Oral presentation
- 2024 Kansai Keiryo Keizaigaku Kenkyukai, Jan. 2025Conditional Threshold Autoregression (CoTAR)Oral presentation
- Yokohama City University, Dec. 2024, JapaneseIntensive course on time series analysis[Invited]Public discourse
- 92nd Marunouchi Quantitative Finance Seminar, Nov. 2024, JapaneseMidastar: Threshold autoregression with data sampled at mixed frequencies[Invited]Public discourse
- 2024 Japanese Economic Association Autumn Meeting, Oct. 2024, Japanese Economic Association, Fukuoka University, Japan, Domestic conferenceMidastar: Threshold autoregression with data sampled at mixed frequenciesOral presentation
- 9th Annual International Conference on Applied Economics in Hawaii, Sep. 2024, Graduate School of Economics, Kobe University, Honolulu, United States, International conferenceConditional threshold effects of stock market volatility on crude oil market volatility[Invited]Invited oral presentation
- 2024 Japanese Joint Statistical Meeting, Sep. 2024, Tokyo University of Science, Japan, Domestic conferenceMidastar: Threshold autoregression with data sampled at mixed frequenciesOral presentation
- Singapore Economic Review Conference, Jul. 2024, Singapore, International conferenceConditional threshold effects of stock market volatility on crude oil market volatilityOral presentation
- Economics and Economic Growth Centre Seminar Series, Jul. 2024, School of Social Sciences, Nanyang Technological University, Singapore, International conferenceMidastar: Threshold autoregression with data sampled at mixed frequencies[Invited]Public discourse
- 99th Annual Conference, Western Economic Association International (WEAI), Jun. 2024, EnglishConditional threshold effects of stock market volatility on crude oil market volatilityOral presentation
- Econometrics Workshop, May 2024, Japanese, Institute for Economic Studies, Keio University, Tokyo, Japan, Domestic conferenceAn over-rejection puzzle of bootstrap average tests for the no-threshold-effect hypothesis[Invited]Public discourse
- International Conference on Time Series Econometrics (ICTSE), Mar. 2024, English, Kaiji Motegi, Room #504, Academia Hall for Social Sciences, Rokkodai 1st Campus, Kobe University, Japan, Organizer and speaker, International conferenceConditional threshold effects of stock market volatility on crude oil market volatility[Invited]Invited oral presentation
- 6th International Conference on Econometrics and Statistics (EcoSta 2023), Aug. 2023, Waseda University, Japan, International conferenceMidastar: Threshold autoregression with data sampled at mixed frequencies[Invited]Invited oral presentation
- 98th Annual Conference, Western Economic Association International (WEAI), Jul. 2023, EnglishMidastar: Threshold autoregression with data sampled at mixed frequenciesOral presentation
- 17th International Conference, Apr. 2023, Western Economic Association International (WEAI), International conferenceMidastar: Threshold autoregression with data sampled at mixed frequenciesOral presentation
- The 7th Annual International Conference on Applied Economics in Hawaii, Nov. 2022, English, Graduate School of Economics, Kobe University, Zoom Webinar, International conferenceMidastar: Threshold autoregression with data sampled at mixed frequencies[Invited]Invited oral presentation
- 2022 Asian Meeting of the Econometric Society in East and South-East Asia, Keio University and University of Tokyo, International conferenceConditional Threshold Autoregression (CoTAR)Oral presentation
- 16th International Symposium on Econometric Theory and Applications (SETA 2022), Jul. 2022Conditional Threshold Autoregression (CoTAR)Oral presentation
- Econometrics Workshop, Jul. 2022, Institute for Economic Studies, Keio UniversityMidastar: Threshold autoregression with data sampled at mixed frequencies[Invited]
- 5th International Conference on Econometrics and Statistics (EcoSta 2022), Jun. 2022Regional interdependence of the Japan REIT market: A heteroscedasticity-robust time series approach[Invited]Invited oral presentation
- 5th International Conference on Econometrics and Statistics (EcoSta 2022), Jun. 2022, EnglishConditional threshold autoregression (CoTAR)[Invited]Invited oral presentation
- The 6th Annual International Conference on Applied Econometrics in Hawaii, Nov. 2021, Graduate School of Economics, Kobe University, Zoom Webinar, Organizer and speaker, International conferenceThe conditional threshold autoregression (CoTAR)[Invited]Invited oral presentation
- The Third Hosoya Prize Lecture, Nov. 2021, Graduate School of Economics and Management, Tohoku University, International conferenceThe conditional threshold autoregression (CoTAR)[Invited]Invited oral presentation
- Econometrics Workshop, Institute for Economic Studies, Keio University, Dec. 2019, Japanese, Domestic conferenceCopula-based regression models with data missing at random: A unified approach[Invited]Public discourse
- Departmental seminar, Department of Economics, University of Essex, Sep. 2019, English, International conferenceCopula-based regression models with data missing at random: A unified approach[Invited]Public discourse
- 2019 Japanese Joint Statistical Meeting, Sep. 2019, English, Shiga University, International conferenceTesting a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality[Invited]Invited oral presentation
- 2019 Japanese Joint Statistical Meeting, Sep. 2019, English, Shiga University, International conferenceCopula-based regression models with responses missing at random: A unified approachOral presentation
- 経済学会例会, Jun. 2019, Japanese, 神戸大学大学院経済学研究科, Domestic conferenceA max-correlation white noise test for weakly dependent time seriesPublic discourse
- The 15th International Symposium on Econometric Theory and Applications (SETA 2019), Jun. 2019, English, Osaka University, International conferenceA max-correlation white noise test for weakly dependent time seriesOral presentation
- 15th International Conference, Western Economic Association International, Mar. 2019, English, Keio University, International conferenceA max-correlation white noise test for weakly dependent time seriesOral presentation
- Essex Centre for Macro and Financial Econometrics Seminar Series, Jan. 2019, English, University of Essex, International conferenceA max-correlation white noise test for weakly dependent time seriesPublic discourse
- 88th Annual Meeting of Southern Economic Association, Nov. 2018, English, Marriott Marquis Washington, DC, International conferenceHigh-Dimensional Copula Models with Mixed Frequency Data and Asymmetric Volatility[Invited]Invited oral presentation
- UNC Econometrics Workshop, Nov. 2018, English, Department of Economics, University of North Carolina at Chapel Hill, International conferenceCalibration Estimation of Semiparametric Copula Models with Data Missing at RandomPublic discourse
- Departmental Seminar, Renmin University of China, Aug. 2018, English, Institute of Statistics and Big Data, Renmin University of China, International conferenceCalibration Estimation of Semiparametric Copula Models with Data Missing at RandomPublic discourse
- 計量経済学ワークショップ, Jul. 2018, Japanese, 慶應義塾大学経済研究所, Domestic conferenceCalibration Estimation of Semiparametric Copula Models with Data Missing at RandomPublic discourse
- Departmental Seminar, University of Hong Kong, Jun. 2018, English, Department of Statistics and Actuarial Science, University of Hong Kong, International conferenceEstimation of Semiparametric Copula Models under Missing DataPublic discourse
- 2nd International Conference on Econometrics and Statistics, Jun. 2018, English, City University of Hong Kong, International conferenceCalibration Estimation for Semiparametric Copula Models under Missing Data[Invited]Invited oral presentation
- 甲南経済学研究会, May 2018, Japanese, 甲南大学経済学部, Domestic conferenceCalibration Estimation of Semiparametric Copula Models with Data Missing at RandomPublic discourse
- 第12回日本統計学会春季集会, Mar. 2018, Japanese, Domestic conferenceCalibration Estimation for Semiparametric Copula Models under Missing DataPoster presentation
- Economics and Economic Growth Centre Seminar Series, Jan. 2018, English, School of Social Sciences, Nanyang Technological University, International conferenceCalibration Estimation for Semiparametric Copula Models under Missing DataPublic discourse
- 3rd Annual International Conference on Applied Econometrics in Hawaii, Sep. 2017, English, Ala Moana Hotel, Hawaii, International conferenceTesting for Weak Form Efficiency of Stock MarketsOral presentation
- 2017 Japanese Joint Statistical Meeting, Sep. 2017, English, Nanzan University, Nagoya, Domestic conferenceTesting for Weak Form Efficiency of Stock MarketsOral presentation
- Workshop on Advances in Econometrics 2017, Jul. 2017, Japanese, KKR Hakodate, Hokkaido, Domestic conferenceTesting a Large Set of Zero Restrictions in Regression Models, with an Application to Mixed Frequency Granger CausalityOral presentation
- 50th Anniversary Seminar, Jun. 2017, English, Department of Statistics and Actuarial Science, University of Hong Kong, International conferenceTesting for Weak Form Efficiency of Stock Markets[Invited]Oral presentation
- 50th Anniversary Seminar, University of Hong Kong, Jun. 2017, English, Department of Statistics and Actuarial Science, University of Hong Kong, International conferenceTesting for Weak Form Efficiency of Stock MarketsOral presentation
- 4th Annual Conference of the International Association for Applied Econometrics, Jun. 2017, English, Hotel Emisia Sapporo, Hokkaido, International conferenceTesting for Weak Form Efficiency of Stock MarketsOral presentation
- 1st International Conference on Econometrics and Statistics, Jun. 2017, English, The Hong Kong University of Science and Technology, International conferenceTesting for Weak Form Efficiency of Stock MarketsOral presentation
- 第11回日本統計学会春季集会, Mar. 2017, Japanese, Domestic conferenceTesting for Weak Form Efficiency of Stock MarketsPoster presentation
- UNC Econometrics Seminar, Feb. 2017, English, Department of Economics, University of North Carolina at Chapel Hill, Department of Economics, University of North Carolina at Chapel Hill, International conferenceMax-Correlation Test and Max-Causality Test for Economic Time SeriesOral presentation
- 第24回関西計量経済学研究会, Jan. 2017, Japanese, Domestic conferenceTesting for Weak Form Efficiency of Stock MarketsOral presentation
- 2016 Japanese Joint Statistical Meeting, Sep. 2016, Japanese, Domestic conferenceA Max-Correlation White Noise Test for Weakly Dependent Time SeriesOral presentation
- 2016 NBER-NSF Time Series Conference, Sep. 2016, English, Columbia University, International conferenceA Max-Correlation White Noise Test for Weakly Dependent Time SeriesPoster presentation
- 2016 Asian Meeting of the Econometric Society, Aug. 2016, English, Doshisha University, International conferenceA Max-Correlation White Noise Test for Weakly Dependent Time SeriesOral presentation
- 2014 Kansai Keiryo Keizaigaku Kenkyukai, 2015Sluggish Private Investment in Japan's Lost Decade: Mixed Frequency Vector Autoregression Approach
- Japanese Joint Statistical Meeting, 2014Testing for Granger Causality with Mixed Frequency Data
- NBER-NSF Time Series Conference, 2014Regression-Based Mixed Frequency Granger Causality TestsPoster presentation
- 25th (EC)2 Conference - Advances in Forecasting, 2014Regression-Based Mixed Frequency Granger Causality TestsPoster presentation
- North Ameican Summer Meeting of the Econometric Society, 2013Granger Causality in Mixed Frequency Vector Autoregressive Models
- NBER-NSF Time Series Conference, 2013Testing for Granger Causality with Mixed Frequency DataPoster presentation
- Triangle Econometrics Conference, 2013Testing for Granger Causality with Mixed Frequency Data
■ Research Themes
- Japan Society for the Promotion of Science, JSPS KAKENHI, Grant-in-Aid for Scientific Research (B), Apr. 2026 - Mar. 2030, Principal investigatorTheory and applications of the non-stationarity and non-linearity of time series variables
- Trust Forum Foundation, Research Grant, Apr. 2025 - Mar. 2027, Principal investigatorModelling and predicting the volatility of real estate investment trust markets
- Nihon Hoseigakkai Foundation, Research Grant, Apr. 2025 - Mar. 2026, Principal investigatorStatistical analysis of the cross-regional spillover effects of ESG indices
- Japan Society for the Promotion of Science, JSPS KAKENHI, Grant-in-Aid for Challenging Research (Exploratory), Jun. 2023 - Mar. 2026, Principal investigatorModelling and testing threshold effects with mixed frequency data
- Nomura Foundation, Grants for Social Science, Oct. 2022 - Sep. 2024Time series prediction of economic and COVID-19 statistics
- The Murata Science Foundation, Research Grant, Aug. 2023 - Jul. 2024, Principal investigatorModelling and forecasting the volatility of energy prices
- Japan Securities Scholarship Foundation, Research Grant, Oct. 2022 - Sep. 2023Modelling and testing threshold effects in mixed frequency time series
- Ishii Memorial Securities Research Promotion Foundation, Research Grant, Aug. 2020 - Mar. 2022, Principal investigatorModelling threshold effects in financial time seriesCompetitive research funding
- Zengin Foundation for Studies on Economics and Finance, Grant-in-Aid for Research, Apr. 2020 - Mar. 2022, Principal investigatorTime series analysis on the regional spillover effects of REIT prices
- Japan Society for the Promotion of Science, JSPS KAKENHI, Grant-in-Aid for Early-Career Scientists, Apr. 2019 - Mar. 2022, Principal investigatorCompetitive research funding
- Japan Center for Economic Research (JCER), Research grant, Apr. 2018 - Mar. 2020, Principal investigatorUnifying copula models, missing data analysis, and treatment effectsCompetitive research funding
- Nihon Hosei Gakkai Foundation, Research grant, Apr. 2018 - Mar. 2019, Principal investigatorAnalysis of the interdependence of financial variables based on new copula modelsCompetitive research funding
- Kikawada Foundation, Research grant, Apr. 2017 - Mar. 2019, Principal investigatorA new approach for predicting economic time seriesCompetitive research funding
- Nomura Foundation, Grants for Social Science, Apr. 2017 - Mar. 2019, Principal investigatorA new approach for predicting economic time seriesCompetitive research funding
- Japan Society for the Promotion of Science, JSPS KAKENHI, Grant-in-Aid for Young Scientists (B), Apr. 2016 - Mar. 2019, Principal investigatorCompetitive research funding
- Mitsubishi UFJ Trust Scholarship Foundation, Research grant, Apr. 2017 - Mar. 2018, Principal investigatorA new approach for predicting economic time seriesCompetitive research funding
- Suntory Foundation, Suntory Foundation Grant for Young Researchers, Apr. 2016 - Mar. 2017, Principal investigatorStatistical analysis of mixed frequency dataCompetitive research funding
