Takamitsu Kurita

发表

A note on testing parameter constancy in cointegrated vector autoregression: the case of near I(2) processes

Takamitsu Kurita, 2009 .

Empirical modeling of Japan’s markup and inflation, 1976–2000

Takamitsu Kurita, 2010 .

Modelling Time Series Data of Monetary Aggregates Using I(2) and I(1) Cointegration Analysis

Takamitsu Kurita, 2013 .

A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis

Takamitsu Kurita, 2009 .

Impacts of multivariate GARCH innovations on hypothesis testing for cointegrating vectors

Takamitsu Kurita, 2009 .

Dynamic characteristics of the daily yen–dollar exchange rate

Takamitsu Kurita, 2014 .

A Forecasting Model for Japan's Unemployment Rate

Takamitsu Kurita, 2010 .

The Canadian–US dollar exchange rate over the four decades of the post‐Bretton Woods float: An econometric study allowing for structural breaks

Patrick James, Takamitsu Kurita, 2022, Metroeconomica.

A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts

Jennifer L. Castle, Takamitsu Kurita, 2021, Journal of Economic Dynamics and Control.

Normalising cointegrating relationships subject to long-run exclusion

Takamitsu Kurita, Takamitsu Kurita, 2020 .

Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data

Takamitsu Kurita, Takamitsu Kurita, 2020, J. Multivar. Anal..

Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms

B. Nielsen, Takamitsu Kurita, 2019, Econometrics.

Separate cointegration in a VAR system subject to structural breaks

Takamitsu Kurita, 2019, Economics Letters.

A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems

Takamitsu Kurita, 2019, Journal of Quantitative Economics.

Modelling the real yen–dollar rate and inflation dynamics based on international parity conditions

Takamitsu Kurita, Synne Schanke Almaas, 2019, Journal of Asian Economics.

A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems

Takamitsu Kurita, 2019, Journal of Quantitative Economics.

Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks

Jennifer L. Castle, Takamitsu Kurita, 2019 .

A note on potential one-way policy instruments in cointegrated VAR systems

Takamitsu Kurita, Takamitsu Kurita, 2018, Economic Analysis and Policy.

Testing parameter constancy in I ( 2 ) cointegrated VAR models

Takamitsu Kurita, 2017 .

A simulation analysis of conditional tests for parameter stability in cointegrated VAR models

Takamitsu Kurita, Takamitsu Kurita, 2014, J. Simulation.

Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors

Takamitsu Kurita, Takamitsu Kurita, 2013, Commun. Stat. Simul. Comput..

Likelihood-Based Inference for Weak Exogeneity in I(2) Cointegrated VAR Models

Takamitsu Kurita, 2012 .

Local power of likelihood‐based tests for cointegrating rank: Comparative analysis of full and partial systems

Takamitsu Kurita, 2011 .

Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence

Takamitsu Kurita, Takamitsu Kurita, 2011, Math. Comput. Simul..

An empirical investigation of monetary interaction in the Korean economy

Takamitsu Kurita, H. Choo, 2011 .

An empirical model for Japan’s business fixed investment

Takamitsu Kurita, 2011 .

A simulation-based analysis of parameter-stability tests using conditional cointegration models

Takamitsu Kurita, 2011 .

Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan

Takamitsu Kurita, 2010 .

Investigating time series properties of a dynamic system for Japan's import demand

Takamitsu Kurita, 2010 .

Time Series Analysis of Transatlantic Market Interactions: Evidence from Crude Oil and Gasoline Prices

Takamitsu Kurita, 2010 .

Interaction of Spot Markets for Crude Oil and Regular Gasoline: Transatlantic Evidence

Takamitsu Kurita, 2010 .

Econometric Modeling of the Interactions between Japan's Housing Investment and GDP

Takamitsu Kurita, 2010 .

Markov-switching variance models and structural changes underlying Japanese bond yields: An inquiry into non-linear dynamics

Takamitsu Kurita, 2016 .

An I(2) Cointegration Model with Piecewise Linear Trends

Anders Rahbek, Takamitsu Kurita, Heino Bohn Nielsen, 2011 .

I ( 2 ) Cointegration Analysis in the Presence of Deterministic Shifts

Takamitsu Kurita, 2008 .

A dynamic econometric system for the real yen–dollar rate

Takamitsu Kurita, 2007 .

What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate

Guillaume Chevillon, Takamitsu Kurita, 2023, 2307.05818.

Likelihood Analysis of Weak Exogeneity in I(2) Systems and Reduced Econometric Representations

Takamitsu Kurita, 2008 .

Department of Economics Discussion Paper Series the Chinese Output Gap during the Reform Period 1978-2002 the Chinese Output Gap during the Reform Period 1978-2002 Table of Content Index of Tables and Figures Tables Potential Output

L. Yueh, Martín A. Rossi, G. Cameron, 2022 .

A Signal-to-Noise Ratio for Hypothesis Testing on Cointegrating Vectors

Takamitsu Kurita, 2009 .

Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression

Takamitsu Kurita, Takamitsu Kurita, 2021, Communications in Statistics - Theory and Methods.

The empirical modelling of house prices and debt revisited: a policy-oriented perspective

Pål Boug, Takamitsu Kurita, Håvard Hungnes, 2023, Empirical Economics.

Research Paper 2009-28 An I ( 2 ) Cointegration Model with Piecewise Linear Trends : Likelihood Analysis and Application

Heino Bohn Nielsen, Anders Rahbek, Takamitsu Kurita, 2009 .