I am a time series econometrician who is especially interested in Granger causality in mixed frequency time series. 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 the Department of Economics, University of North Carolina at Chapel Hill in August 2009. I received a Ph.D. in Economics in May 2014. Starting in June 2014, I am working as a research associate at the Faculty of Political Science and Economics, Waseda University. My new Website there is:
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