Faculty Information - KINOSHITA Ryo |

（Last updated : 2023-09-27 20:34:02）

KINOSHITA Ryo

Department / Course Tokyo Keizai University Business Administration

Job Associate Professor

E-Mail Address

Business career
2019/04/01 ～	Associate Professor Tokyo Keizai University Business Administration
2017/04/01 ～ 2019/03/31	Full-Time Lecturer Tokyo Keizai University Business Administration

Degree/Academic background
～2009/03	Faculty of Economics Osaka University
2016/03 Degree Acquisition	Osaka University
2011/04～2014/03	Doctoral Program (2nd Semester) Graduate School, Division of Economics Osaka University Expired with Credits Obtained
2011/03 Degree Acquisition	Osaka University
2009/04～2011/03	Doctoral Program (1st Semester) Graduate School, Division of Economics Osaka University Finished
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Reseach Areas
Finalcial Econometrics, Econometrics

Book and thesis
2019/02/13	Papers	Comparison of Bias Correction Methods for Two-Pass Estimations of the Risk Premium,pp.63-75 (Sole-authored)
2017/10/26	Books	Characterizing Interdependencies of Multiple Time Series: Theory and Applications (Co-authored)
2015/08	Papers	Assent allocation under higher moments with the GARCH filter Empirical Economics Vol.49,pp.pp.235-254 (Sole-authored)
2014/09	Papers	周波数領域における時系列間の因果性の変化の検証日本統計学会誌 44巻 (1号),pp.pp.19-40 (Co-authored)

Academic conference presentation
2019/06/02	Frequency-wise causality analysis in infinite order vector autoregressive processes (The 15th International Symposium on Econometric Theory and Applications)
2016/10/17	Simulation Study of Causality Change with Infinite Order Vector Autoregressive Processes (2016 International Conference for JSCS 30th Anniversary)