■ Faculty of Economics  Department of Economics,  Professor 

Kurita, Takamitsu 

  Male

【 Research Field 】
  • Econometrics, International Finance
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Results  :  57  
Academic Paper ( 30)
  1. Exploring the impact of multivariate GARCH innovations on hypothesis testing for cointegrating vectors
    • Takamitsu Kurita  Communications in Statistics - Simulation and Computation  ,  42/,1785-1800  ,  2013
  2. Shedding light on the underlying long-run price leadership: A study of US gasoline price data
    • Takamitsu Kurita  Uncertainty Modeling in Knowledge Engineering and Decision Making: Proceedings of the 10th International FLINS Conference  ,  /,1167-1172  ,  2012
  3. Real interest parity, real exchange rate behavior and current account: Exploring Korea-US economic linkages
    • Han Gwang Choo, Takamitsu Kurita  Journal of Korea Trade  ,  16/,1-23  ,  2012
  4. Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models
    • Takamitsu Kurita  Econometric Reviews  ,  31/,325-360  ,  2012
  5. Modelling time series data of monetary aggregates using
    I(2) and I(1) cointegration analysis
    • Takamitsu Kurita  Bulletin of Economic Research  ,  in press/  ,  2011
  6. A parsimonious econometric model of inflation-demand nexus in Japan
    • Takamitsu Kurita  Advances and Applications in Statistical Sciences  ,  6/,153-173  ,  2011
  7. Local power of likelihood-based tests for cointegrating rank: Comparative analysis of full and partial systems
    • Takamitsu Kurita  Journal of Time Series Analysis  ,  32/,672-679  ,  2011
  8. An I(2) cointegration model with piecewise linear trends
    • Takamitsu Kurita, Heino Bohn Nielsen, Anders Rahbek  Econometrics Journal  ,  14/,131-155  ,  2011
  9. Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence
    • Takamitsu Kurita  Mathematics and Computers in Simulation  ,  81/,1733-1740  ,  2011
  10. An empirical investigation of monetary interaction in the Korean economy
    • Han Gwang Choo, Takamitsu Kurita  International Review of Economics and Finance  ,  20/,267-280  ,  2011
  11. An empirical model for Japan's business fixed investment
    • Takamitsu Kurita  Journal of Economics and Business  ,  63/,107-120  ,  2011
  12. Empirical modeling of Japan's markup and inflation, 1976-2000
    • Takamitsu Kurita  Journal of Asian Economics  ,  21/,552-563  ,  2010
  13. Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors
    • Takamitsu Kurita  Mathematics and Computers in Simulation  ,  80/,2033-2039  ,  2010
  14. A forecasting model for Japan's unemployment rate
    • Takamitsu Kurita  Eurasian Journal of Business and Economics  ,  3/,127-134  ,  2010
  15. Time series analysis of transatlantic market interactions: Evidence from crude oil and gasoline prices
    • Takamitsu Kurita  International Journal of Business and Economics  ,  9/,157-173  ,  2010
  16. Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan
    • Takamitsu Kurita  Economic Modelling  ,  27/,574-584  ,  2010
  17. Investigating time series properties of a dynamic system for Japan's import demand
    • Takamitsu Kurita  Economics Bulletin  ,  30/,450-460  ,  2010
  18. Cointegrated vector autoregressive models with adjusted short-run dynamics
    • Takamitsu Kurita, Bent Nielsen  Quantitative and Qualitative Analysis in Social Sciences  ,  3/,43-77  ,  2009
  19. A note on small-sample correction for hypothesis testing on cointegrating vectors: Recursive Monte Carlo analysis
    • Takamitsu Kurita  Economics Bulletin  ,  29/,1592-1599  ,  2009
  20. A note on testing parameter constancy in cointegrated vector autoregression: the case of near I(2) processes
    • Takamitsu Kurita  Economics Bulletin  ,  29/,575-587  ,  2009
  21. A dynamic econometric system for the real yen-dollar rate
    • Takamitsu Kurita  Empirical Economics  ,  33/,115-149  ,  2007
  22. Dynamic econometric modelling and the impact of a structural break: Evidence from Japanese time series data
    • Takamitsu Kurita  CAES Working Paper WP-2012-003, Fukuoka University  ,  2012
  23. Dynamic characteristics of the daily yen-dollar exchange rate
    • Takamitsu Kurita  CAES Working Paper WP-2012-002, Fukuoka University  ,  2012
  24. In pursuit of monetary econometric systems for New Zealand under inflation targeting policy
    • Han Gwang Choo, Takamitsu Kurita  CAES Working Paper WP-2012-001, Fukuoka University  ,  2012
  25. A simulation-based analysis of parameter-stability tests using conditional cointegration models
    • Takamitsu Kurita  CAES Working Paper WP-2011-006, Fukuoka University  ,  2011
  26. Korea's monetary interaction model revisited: Investigating the role of an effective won exchange rate
    • Han Gwang Choo, Takamitsu Kurita  CAES Working Paper WP-2011-004, Fukuoka University  ,  2011
  27. Exploring the dynamics of the unemployment rate: A reduced representation of Japanese data
    • Takamitsu Kurita  CAES Working Paper WP-2011-002, Fukuoka University  ,  2011
  28. Cointegration and multiplicative seasonality: Application to CPI inflation in Japan
    • Takamitsu Kurita  CAES Working Paper WP-2008-002, Fukuoka University  ,  2008
  29. I(2) cointegration analysis in the presence of deterministic shifts
    • Takamitsu Kurita  CAES Working Paper WP-2007-001, Fukuoka University  ,  2007
  30. Econometric modelling using I(1) and I(2) cointegration analysis
    • Takamitsu Kurita  D.Phil. Thesis, University of Oxford  ,  2006
Presentation (27)
  1. Shedding light on the underlying long-run price leadership: A study of US gasoline price data
    • Takamitsu Kurita   ,  10th International FLINS Conference  ,  2012/8
  2. Modelling time series data of monetary aggregates using I(2) and I(1) cointegration analysis
    • Takamitsu Kurita   ,  Department of Economics, University of Victoria  ,  2012/1
  3. Impacts of multivariate GARCH innovations on hypothesis testing for cointegrating vectors
    • Takamitsu Kurita   ,  Department of Economics, University of Victoria  ,  2011/10
  4. Impacts of multivariate GARCH innovations on hypothesis testing for cointegrating vectors
    • Takamitsu Kurita   ,  2010/11
  5. Empirical modeling of Japan's markup and inflation, 1976-2000
    • Takamitsu Kurita   ,  26th Conference of the American Committee for Asian Economic Studies  ,  2010/3
  6. Impacts of multivariate GARCH innovations on hypothesis testing for cointegrating vectors
    • Takamitsu Kurita   ,  2009/12
  7. Impacts of multivariate GARCH innovations on hypothesis testing for cointegrating vectors
    • Takamitsu Kurita   ,  The Money Macro and Finance Research Group 41st Annual Conference  ,  2009/9
  8. An empirical linkage between monetary base and broad money: I(2) and I(1) cointegration analysis of monetary aggregates
    • Takamitsu Kurita   ,  2009 Far Eastern and South Asian Meeting of the Econometric Society  ,  2009/8
  9. An empirical linkage between monetary base and broad money: I(2) and I(1) cointegration analysis of monetary aggregates
    • Takamitsu Kurita   ,  2009/6
  10. Impacts of multivariate GARCH innovations on hypothesis testing for cointegrating vectors
    • Takamitsu Kurita   ,  International Conference on Econometrics and the World Economy  ,  2009/3
  11. Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan
    • Takamitsu Kurita   ,  2008/12
  12. I(2) cointegration analysis in the presence of deterministic shifts
    • Takamitsu Kurita   ,  2008/11
  13. I(2) cointegration analysis in the presence of deterministic shifts
    • Takamitsu Kurita   ,  2008/11
  14. Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan
    • Takamitsu Kurita   ,  6th OxMetrics User Conference  ,  2008/9
  15. I(2) cointegration analysis in the presence of deterministic shifts
    • Takamitsu Kurita   ,  2008 Far Eastern and South Asian Meeting of the Econometric Society  ,  2008/7
  16. Cointegration and weak exogeneity: Modelling aggregate consumption in Japan
    • Takamitsu Kurita   ,  2008/5
  17. I(2) cointegration analysis in the presence of deterministic shifts
    • Takamitsu Kurita   ,  Tinbergen institute, Amsterdam  ,  2008/3
  18. I(2) cointegration analysis in the presence of deterministic shifts
    • Takamitsu Kurita   ,  2007/12
  19. Likelihood analysis of weak exogeneity in I(2) systems and reduced econometric representations
    • Takamitsu Kurita   ,  2007/9
  20. I(2) cointegration analysis in the presence of deterministic shifts
    • Takamitsu Kurita   ,  5th OxMetrics User Conference  ,  2007/9
  21. Likelihood analysis of weak exogeneity in I(2) systems and reduced econometric representations
    • Takamitsu Kurita   ,  Department of Economics, Norwegian University of Science and Technology (NTNU), Dragvoll  ,  2007/2
  22. Likelihood analysis of weak exogeneity in I(2) systems and reduced econometric representations
    • Takamitsu Kurita   ,  ESRC Econometric Study Group: Annual Conference 2006  ,  2006/7
  23. Likelihood analysis of weak exogeneity in I(2) systems and reduced econometric representations
    • Takamitsu Kurita   ,  The Cointegrated VAR model: Methods and Applications  ,  2006/6
  24. Likelihood analysis of weak exogeneity in I(2) systems and reduced econometric representations
    • Takamitsu Kurita   ,  Department of Applied Mathematics and Statistics, University of Copenhagen  ,  2006/4
  25. Likelihood analysis of weak exogeneity in I(2) systems and reduced econometric representations
    • Takamitsu Kurita   ,  Department of Economics, University of Aarhus  ,  2006/3
  26. Likelihood analysis of weak exogeneity in I(2) systems and reduced econometric representations
    • Takamitsu Kurita   ,  Nuffield College, University of Oxford  ,  2006/2
  27. A dynamic econometric system for the real yen-dollar rate
    • Takamitsu Kurita   ,  Department of Economics, University of Oxford  ,  2004/3

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