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.
Phillips Annex 200, Department of Economics CB 3305, UNC Chapel Hill
Chapel Hill, NC 27599, USA