I am a fifth-year Ph.D. student at the Department of Economics, University of North Carolina at Chapel Hill. After receiving a B.A. in Economics and M.A. in Economics at Waseda University in Japan, I enrolled in the Ph.D. program at UNC in August 2009. I am expected to graduate in May 2014.
My dissertation research is on “Granger Causality in Mixed Frequency Time Series”. Time series are often sampled at different frequencies, and it is well-known that temporal aggregation has adverse effects on Granger causality tests. I am developing a set of Granger causality tests that explicitly take advantage of data sampled at different frequencies.
Gardner 404, Department of Economics CB 3305, UNC Chapel Hill
Chapel Hill, NC 27599, USA