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KAKAMU Kazuhiko

    Graduate School of Date　Science　Professor
Last Updated :2024/06/11

Researcher Information

URL

Research funding number

  • 00456005

ORCID ID

J-Global ID

Research Interests

  • income distribution   spatial econometrics   Markov chain Monte Carlo methods   Bayesian statistics   

Research Areas

  • Humanities & social sciences / Economic statistics

Academic & Professional Experience

  • 2023/04 - Today  Nagoya City UniversitySchool of Data ScienceProfessor
  • 2021/04 - 2023/03  Nagoya City UniversityGraduate School of Economics Department of EconomicsProfessor

Education

  • 2003/04 - 2007/03  Osaka University  Graduate School of Economics  Course of Management Studies

Association Memberships

  • THE JAPAN SOCIETY OF HOUSEHOLD ECONOMICS   APPLIED REGIONAL SCIENCE CONFERENCE   THE JAPAN SECTION OF THE REGIONAL SCIENCE ASSOCIATION INTERNATIONAL   THE JAPAN INSTITUTE OF PUBLIC FINANCE   JAPAN ASSOCIATION FOR APPLIED ECONOMICS   THE JAPAN STATISTICAL SOCIETY   JAPANESE ECONOMIC ASSOCIATION   International Society for Bayesian Analysis   Econometric Society   American Statistical Association   

Published Papers

Books etc

Conference Activities & Talks

  • Bayesian dynamic modeling of Gini coefficient from grouped data  [Not invited]
    各務和彦
    ベイズ統計学の最近の展開  2023/08
  • 各務和彦
    ベイズ統計学の最近の展開  2023/01
  • Kazuhiko Kakamu
    Webinar of Bayesian Econometrics 2023  2023/01
  • Kazuhiko Kakamu
    5th International Conference on Econometrics and Statistics (EcoSta 2022)  2022/06
  • Bayesian analysis of lognormal mixtures with an unknown number of components using grouped data  [Not invited]
    KAKAMU Kazuhiko
    13th International Conference on Computational and Financial Econometrics (CFE 2019)  2019/12  Senate House University of London, UK  Computational and Financial Econometrics
  • Bayesian analysis of lognormal mixtures with an unknown number of components using grouped data  [Not invited]
    KAKAMU Kazuhiko
    Workshop on Bayesian Modelling of Income and Wealth  2019/10
  • Bayesian analysis of lognormal mixtures with an unknown number of components from grouped data  [Not invited]
    KAKAMU KAZUHIKO
    ベイズ計量経済学研究集会  2018/11
  • Bayesian analysis of lognormal mixtures with an unknown number of components from grouped data  [Not invited]
    Kazuhiko Kakamu
    計量経済学ワークショップ  2018/06  慶應義塾大学  慶應義塾大学
  • The effects of great earthquakes on the premiums for earthquake insurance in Japan: A Bayesian approach  [Not invited]
    Kazuhiko Kakamu
    Lecture Series of the Research Institute for Supply Chain Management  2018/01  ウィーン  Vienna University of Economics and Business
  • On the effects of the monetary policy on the income inequality in Japan: Evidence from grouped data  [Not invited]
    Kazuhiko Kakamu
    11th International Conference on Computational and Financial Econometrics (CFE 2017)  2017/12  University of London  Computational and Financial Econometrics
  • Bayesian analysis of lognormal mixtures with an unknown number of components using grouped data  [Not invited]
    Kazuhiko Kakamu
    Brawn-Bag Seminar  2017/12  ウィーン  Vienna University of Economics and Business
  • On the effects of the monetary policy on the income inequality in Japan: Evidence from grouped data  [Not invited]
    Kazuhiko Kakamu
    Seminar Series in Statistics  2017/10  トリノ  Collegio Carlo Alberto
  • Bayesian estimation of the beta-type distribution parameters based on grouped data  [Not invited]
    Kazuhiko Kakamu
    金曜セミナー  2017/02  広島大学  広島大学
  • Bayesian estimation of the beta-type distribution parameters based upon grouped data  [Not invited]
    Kazuhiko Kakamu
    The First Eastern Asia Meeting on Bayesian Statistics  2016/12  Shanghai Jiao Tong University  International Society for Bayesian Analysis
  • Approximate Bayesian computation for Lorenz curves from grouped data  [Not invited]
    Kazuhiko Kakamu
    ISBA 2016 World Meeting  2016/06  Forte Village Resort Convention Center  ISBA
  • Bayesian estimation of the beta-type distribution parameters based upon grouped data  [Not invited]
    Kazuhiko Kakamu
    計量経済学ワークショップ  2016/04  慶應義塾大学  慶應義塾大学
  • Regional growth and business cycle in Japan  [Not invited]
    Kazuhiko Kakamu
    9th International Conference on Computational and Financial Econometrics (CFE 2015)  2015/12  University of London  Computational and Financial Econometrics
  • Approximate Bayesian computation for Lorenz curves from grouped data  [Not invited]
    Kazuhiko Kakamu
    2015年度関連学会連合大会  2015/09  岡山大学  統計関連学会連合
  • Approximate Bayesian computation for Lorenz curves from grouped data  [Not invited]
    Kazuhiko Kakamu
    Joint Statistical Meetings 2015  2015/08  Seattle  Joint Statistical Meetings
  • Direct and indirect effects on road productivity in Japan  [Invited]
    Kazuhiko Kakamu
    24th International Workshop on Matrices and Statistics  2015/05  Hainan Normal University  International Workshop on Matrices and Statistics
  • Regional growth and business cycle in Japan  [Not invited]
    Kazuhiko Kakamu
    European Seminar on Bayesian Econometrics  2014/11  ESSEC La Defense  European Seminar on Bayesian Econometrics
  • Bayesian estimation of the beta-type distribution parameters based upon grouped data  [Not invited]
    Kazuhiko Kakamu
    ISBA 2014 World Meeting  2014/07  Cancun  ISBA
  • Simulation studies comparing Dagum and Singh-Maddala income distributions  [Not invited]
    Kazuhiko Kakamu
    日本応用経済学会2014年度春季大会  2014/06  徳島大学  日本応用経済学会
  • Bayesian estimation of the beta-type distribution parameters based upon grouped data  [Not invited]
    Kazuhiko Kakamu
    2013年度統計関連学会連合大会  2013/09  大阪大学  統計関連学会連合
  • 家計調査からみた日本の所得分配：Singh-Maddala分布による検討  [Not invited]
    Kazuhiko Kakamu
    研究集会「計量経済分析の最近の展開」  2013/08  長崎県立大大学
  • Bayesian estimation of the beta-type distribution parameters based upon grouped data  [Not invited]
    Kazuhiko Kakamu
    Econometric Society Australian Meeting 2013  2013/07  University of Sydney  Econometric Society
  • Bayesian estimation of the beta-type distribution parameters based upon grouped data  [Not invited]
    Kazuhiko Kakamu
    Work in Progress セミナー  2013/05  東京工業大学
  • Why do municipalities recycle?: Using Bayesian panel spatial autoregressive probit model  [Not invited]
    Kazuhiko Kakamu
    国際地域開発経済学セミナー  2013/02  筑波大学
  • Bayesian estimation of the beta-type distribution parameters based upon grouped data  [Not invited]
    Kazuhiko Kakamu
    International Workshop on Bayesian Econometrics and Computation  2013/02  神戸大学
  • Regional growth and business cycle in Japan  [Not invited]
    Kazuhiko Kakamu
    International Conference "Frontiers in Macroeconometrics"  2013/01  一橋大学
  • Bayesian estimation of the beta-type distribution parameters based upon grouped data  [Not invited]
    Kazuhiko Kakamu
    European Seminar on Bayesian Econometrics  2012/11  Vienna University of Economics and Business  European Seminar on Bayesian Econometrics
  • Spatial patterns of flypaper effects for local expenditures by policy objective in Japan: A Bayesian approach  [Not invited]
    Kazuhiko Kakamu
    日本応用経済学会2012年度春季大会  2012/06  福岡大学  日本応用経済学会
  • Spatial patterns of flypaper effects for local expenditures by policy objective in Japan: A Bayesian approach  [Not invited]
    Kazuhiko Kakamu
    科研費研究集会「ベイズ分析のための数値計算技法とその経済・ファイナンス分析への応用」  2011/11  下関市立大学唐戸サテライトキャンパス
  • Why do municipalities recycle?: Using Bayesian panel spatial autoregressive probit model  [Not invited]
    Kazuhiko Kakamu
    5th Japanese-European Bayesian Econometrics and Statistics  2011/08  Norges Bank
  • 空間計量経済学における分析手法と応用例について  [Invited]
    Kazuhiko Kakamu
    日本応用経済学会2011年度春季大会  2011/06  中京大学  日本応用経済学会
  • Spatio-temporal dynamics in economic growth  [Not invited]
    Kazuhiko Kakamu
    マクロ計量分析研究会  2011/02  一橋大学
  • School choice effects in Tokyo 23-special wards in Japan: A Bayesian spatial quantile regression approach  [Not invited]
    Kazuhiko Kakamu
    International Workshop on Applied Bayesian Statistics  2011/02  京都私学会館
  • 空間計量経済学における分析手法と応用例について  [Not invited]
    Kazuhiko Kakamu
    計量経済学研究会  2010/06  神戸大学
  • Spatio-tempral dynamics in economic growth  [Not invited]
    Kazuhiko Kakamu
    International workshop on Bayesian Econometrics and Statistics  2010/06  東京大学
  • Posterior analysis of fatal traffic accidents on Hokkaido Prefecture in Japan  [Not invited]
    Kazuhiko Kakamu
    日本経済学会2010年度春季大会  2010/06  千葉大学  日本経済学会
  • Spatio-tempral dynamics in economic growth  [Not invited]
    Kazuhiko Kakamu
    3rd International Conference on Computational and Financial Econometrics  2009/10  Limassol  Computational and Financial Econometrics
  • Posterior analysis of fatal traffic accidents on Hokkaido Prefecture in Japan  [Not invited]
    Kazuhiko Kakamu
    4th Japanese-European Bayesian Econometrics and Statistics Meeting  2009/08  Univercity of Pompeu Fabre
  • Comparison of the sampling effisiency in spatial autoregressive model  [Not invited]
    Kazuhiko Kakamu
    日本応用経済学会2009年度春季大会  2009/06  名古屋大学  日本応用経済学会
  • Estimation of regional business cycle in Japan using Bayesian panel spatial autoregressive probit model  [Not invited]
    Kazuhiko Kakamu
    International Conference Econometrics and the World Economy  2009/03  福岡大学
  • Bayesian panel spatial autoregressive probit model with an application to business cycle in Japan  [Not invited]
    Kazuhiko Kakamu
    Joint Meeting of 6th World Conference and the Asian Regional Section of the IASC on Computational Statistics & Data Analysis  2008/12  パシフィコ横浜会議センター  IASC
  • Bayesian panel spatial autoregressive probit model with an application to business cycle in Japan  [Not invited]
    Kazuhiko Kakamu
    9th World Meeting for Bayesian Analysis  2008/07  Hamilton Island  ISBA
  • Electric demand forecasting by spatial autoregressive ARMA(p,q) model  [Not invited]
    Kazuhiko Kakamu
    2nd International Workshop on Computational and Financial Econometrics  2008/06  University of Neuchatel  Computational and Financial Econometrics
  • Small sample properties of panel spatial autoregressive models: Comparison of Bayesian and maximum likelifood methods  [Not invited]
    Kazuhiko Kakamu
    応用統計ワークショップ  2008/01  東京大学
  • Small sample properties of panel spatial autoregressive models: Comparison of Bayesian and maximum likelifood methods  [Not invited]
    Kazuhiko Kakamu
    2007年度統計関連学会連合大会  2007/09  神戸大学  統計関連学会連合
  • Small sample properties of panel spatial autoregressive models: Comparison of Bayesian and maximum likelifood methods  [Not invited]
    Kazuhiko Kakamu
    日本経済学会2007年度秋季大会  2007/09  日本大学  日本経済学会
  • Posterior analysis of mergers between cities, towns and villages in Japan  [Not invited]
    Kazuhiko Kakamu
    FCSコンファレンス「計量経済学の最近の展開」  2007/02  下関市立大学
  • Spatial agglomeration and spill-over analysis for Japanese prefectures during 1991-2000  [Not invited]
    Kazuhiko Kakamu
    時空間統計解析研究会  2007/01  岡山国際交流センター
  • Posterior analysis of mergers between cities, towns and villages in Japan  [Not invited]
    Kazuhiko Kakamu
    International Workshop on Bayesian Statistics and Applied Econometrics  2006/10  東北大学
  • Bayesian seemingly unrelated regression in spatial regional model: Economics of agglomeration in Japan during 1991-2000  [Not invited]
    Kazuhiko Kakamu
    日本経済学会2006年度秋季大会  2006/10  大阪市立大学  日本経済学会
  • Bayesian seemingly unrelated regression in spatial regional model: Economics of agglomeration in Japan during 1991-2000  [Not invited]
    Kazuhiko Kakamu
    Joint Statistical Meetings 2006  2006/08  Seattle  Joint Statistical Meetings
  • Bayesian seemingly unrelated regression in spatial regional model: Economics of agglomeration in Japan during 1991-2000  [Not invited]
    Kazuhiko Kakamu
    Valencia International Meetings on Bayesian Statistics  2006/06  Benidorm (Alicante)  ISBA
  • Spatial Interaction of Crime Incidents in Japan  [Not invited]
    Kazuhiko Kakamu
    Joint Statistical Meetings 2005  2005/08  Minneapolis  Joint Statistical Meetings
  • Spatial Interaction of Crime Incidents in Japan  [Not invited]
    Kazuhiko Kakamu
    Workshop on recent advances in modeling spatio-temporal data  2005/05  University of Southampton
  • Productivity convergence of manufacturing industries in Japanese MEA  [Not invited]
    Kazuhiko Kakamu
    日本経済学会2004年度春季大会  2004/06  明治学院大学  日本経済学会
  • 地域間スピルオーバーを考慮した集積の経済の計測  [Not invited]
    Kazuhiko Kakamu
    計量経済学研究会（神戸大学21世紀COEプログラム共済）  2004/05  神戸大学
  • Productivity convergence of manufacturing industries in Japanese MEA  [Not invited]
    Kazuhiko Kakamu
    地域科学セミナー  2004/03  名古屋大学
  • Productivity convergence of manufacturing industries in Japanese MEA  [Not invited]
    Kazuhiko Kakamu
    科学研究費研究集会「潜在変数モデルを用いた構造の統計的分析」（北大近代経済学研究会共済）  2004/02  北海道大学
  • Productivity convergence of manufacturing industries in Japanese MEA  [Not invited]
    Kazuhiko Kakamu
    関西計量経済学研究会（日本統計学会「計量経済・ファイナンス」分科会共済）  2004/01  神戸大学
  • 集積の経済と工場三法  [Not invited]
    Kazuhiko Kakamu
    日本地域学会第40回年次大会  2003/11  琉球大学  日本地域学会
  • 集積の経済と外生的な技術進歩  [Not invited]
    Kazuhiko Kakamu
    日本経済学会2003年度秋季大会  2003/10  明治大学  日本経済学会
  • 財源から見た地方分権の可能性について  [Not invited]
    Kazuhiko Kakamu
    日本財政学会2003年度秋季大会  2003/10  関西大学  日本財政学会
  • 集積の経済と外生的な技術進歩  [Not invited]
    Kazuhiko Kakamu
    計量経済学研究会  2003/08  神戸大学
  • 集積の経済と外生的な技術進歩  [Not invited]
    Kazuhiko Kakamu
    Urban Economics Workshop  2003/06  京都大学
  • Multilevel decomposition methods for income inequality measures  [Not invited]
    Kazuhiko Kakamu
    日本経済学会2002年度秋季大会  2002/10  広島大学  日本経済学会
  • Multilevel decomposition methods for income inequality measures  [Not invited]
    Kazuhiko Kakamu
    計量経済学研究会  2002/09  神戸大学
  • Divergence or convergence? Income inequality between cities, towns and villages  [Not invited]
    Kazuhiko Kakamu
    第15回ARSC研究発表大会  2001/11  札幌学院大学  応用地域学会
  • バブルと一極集中がもたらしたものー東京都経済の20年ー  [Not invited]
    Kazuhiko Kakamu
    日本地域学会第38回年次大会  2001/10  京都大学  日本地域学会
  • 人口移動から見た地域間環境格差  [Not invited]
    Kazuhiko Kakamu
    第14回ARSC研究発表大会  2000/12  つくば国際会議場  応用地域学会

MISC

Research Grants & Projects

  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (A)
    Date (from‐to) : 2020/04 -2025/03 
    Author : 各務 和彦; 小林 弦矢; 古澄 英男; 川久保 友超; 菅澤 翔之助; 西埜 晴久
     
    一昨年度は新型コロナウィルス感染症により，学会等への参加が制限されたために，研究が停滞してしまったが，昨年度は(1)"Bayesian approach to Lorenz curve using time series grouped data"，(2)"How does monetary policy affect income inequality in Japan? Evidence from grouped data"，(3)"Bayesian and decomposition analyses for health inequality in Japan"等の論文を，英文学術雑誌に掲載することができた。(1)は所得分配を分析するための時系列モデリングの成果であり，時空間モデリングへの架け橋となる，準備段階の成果である。(2)は時系列モデリングの金融政策への応用となっている。そして，(3)は所得分配の不平等を分解する手法を健康の不平等へと応用する研究であり，所得分配の時系列モデリングの応用となっている。いずれの研究においても，所得分配の不平等の時系列モデリングに対しては一定の成果を上げることができたとき考えられ，時空間計量モデリングにおける第一歩を踏み出すことができたと考えている。そして，時空間ベイズモデリングの基礎となる研究成果を国際学会において報告することができた。また，所得分配の時空間計量モデリングから派生した，統計手法の開発も進み，学会報告を行うことができた。特に，今後所得分配の不平等への応用が期待できる，時空間ベイズモデリングと，そのモデルに対するマルコフ連鎖モンテカルロ法の開発においては進展が見られ，それらが，学会報告において報告されている。
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C)
    Date (from‐to) : 2020/04 -2023/03 
    Author : 西埜 晴久; 各務 和彦
     
    研究代表者の健康の不平等度に関する研究論文はApplied Economics Lettersに印刷版として掲載された。また、研究分担者の各務和彦教授の論文では、金融政策が不平等度に与える研究論文がEmpirical Economicsに、そして、不平等度のローレンツ曲線を用いた時系列分析に関する論文がJournal of Business & Economic Statisticsに掲載された。
    所得分布を調べるために必要な国民生活基礎調査の個票データの利用をお茶の水女子大学の永瀬伸子教授らと共同して申請し、さまざまな手続きを経てようやくデータを取得できたところである。データの利用はできるようになったが、実際の分析は、まだである。個票データが利用できることで所得分布の詳しい性質を明らかにできると考えている。
    さらに、t分布のイノベーションをもつARMAモデルの推定に関する研究報告を、刈屋武昭喜寿記念の研究集会で行った。新型コロナウィルスの影響のため、海外に出張したり、海外から研究者を招いたりすることはなく、オンラインでの活動が中心であった。
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C)
    Date (from‐to) : 2016/04 -2019/03 
    Author : NISHINO HARUHISA
     
    During this research period, we have estimated the general Beta distribution based on Japanese income grouped data. The general Beta distribution has five parameters and a complicated distribution. It leads to a problem of identifying parameters in estimation. A Markov chain Monte Carlo method enables us to investigate correlations among parameters and to estimate parameters.
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (A)
    Date (from‐to) : 2013/10 -2018/03 
    Author : KOZUMI Hideo
     
    In this research project, we have developed new Bayesian econometric models for analyzing high-dimensional economic data. Specifically, we have developed Bayesian models based on covariance regression and proposed variable selection methods by applying the stochastic variable selection and shrinkage priors. For the proposed models, we have also developed efficient simulation-based methods. We have investigated the performance of the proposed approaches by conducting simulation studies and real data analysis.
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C)
    Date (from‐to) : 2014/04 -2017/03 
    Author : Usui Takehiro; Chikasada Mitsuko; Kakamu Kazuhiko
     
    Some empirical studies have attempted to clarify the mechanism of illegal dumping by examining the degree to which per-bag pricing plays a role. However, previous research on the behaviour of avoiding paying a charge for waste collection has tended to neglect so-called 'immoral disposal,' which is less risky than illegal dumping because there is no legal penalty. In this study, we define immoral disposal as the dumping of waste in a manner that is immoral but not illegal. To detect the existence of immoral disposal, we apply a spatial econometric approach, namely an extended panel spatial Durbin model, to identify the actual spillover effect of garbage pricing in neighbouring municipalities on immoral disposal from the total waste. A major finding of this study is that immoral disposal exists in unit-based pricing, two-tiered pricing, and fixed pricing.
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C)
    Date (from‐to) : 2014/04 -2017/03 
    Author : Kakamu Kazuhiko
     
    This research examined the estimation methods and properties of several income distributions to analyze the factor of income differentials. For example, we examined the properties of the Singh-Maddala and Dagum distributions, and the estimation method of the generalized beta distribution using a Markov chain Monte Carlo method. Moreover, we construct the stochastic volatility model with the lognormal distribution and the spatial econometric model to analyze the income differentials. From the results, we found that points to be noted for analyzing factors of income differentials and further problems became clear.
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Fund for the Promotion of Joint International Research (Fostering Joint International Research)
    Date (from‐to) : 2016 -2017 
    Author : Kakamu Kazuhiko; Petra Staufer-Steinnocher; Feldkircher Martin; Ohtsuka Yoshihiro; Yamasaki Takashi; Yanase Noriyoshi
     
    In this research, we developed a method of spatial factor analysis of income differentials and conducted research on its visualization. Specifically, as a preparatory stage for performing spatial factor analysis, research on estimating income distribution was advanced. Among others, we can find availability of lognormal distribution, we can conduct research such as constructing a model for factor analysis using lognormal distribution and extending to logarithmic normal distribution to mixture distribution. Regarding visualization, it was not possible to target spatial factors of income differentials, but taking the Hanshin-Awaji earthquake and analyzing the spatial factors of changes in participation behavior to earthquake insurance and visualizing it did it.
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (B)
    Date (from‐to) : 2012/04 -2016/03 
    Author : Tokunaga Suminori; KAKAMU Kazuhiko; ISHIKAWA Yoshihumi; KUNIMITSU Youji; HIGANO Youshirou; AKUNE Yuko; OKIYAMA Mitsuru; IKEGAWA Maria; Budy P. Resosudarmo
     
    In this study, we have examined the economic and human damage inflicted on Iwate, Miyagi, Fukushima, and Ibaraki Prefectures by the Great East Japan Earthquake, as well as the devastation caused in Fukushima Prefecture by the nuclear power plant disaster, based on materials including industrial production indices and Fukushima Prefectural statistics and surveys done by the Tohoku Bureau of Economy, Trade and Industry. We also showed the extent of the fiscal transfer to date from the government for reconstruction and renewal in the stricken areas, in addition to analyzing the economic effect of the formation of new industrial clusters using the computable general equilibrium model.
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C)
    Date (from‐to) : 2012/04 -2015/03 
    Author : NISHINO Haruhisa; KAKAMU Kazuhiko
     
    We have studied two topics. The first is to estimate the income distribution using the generalized beta distribution of the second kind with five parameters. The second is to construct time series models with the lognormal assumed. In the time series model we analyze a random-walk model and a stationary AR model for changes of the income inequality. These works provide useful econometric models for an income distribution and a time series model for the income. These estimations are given by the computationally intensive MCMC method.
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Young Scientists (B)
    Date (from‐to) : 2011 -2012 
    Author : KAKAMU Kazuhiko
     
    This research examined several empirical analyses using large spatial data. We examined, for example, whether municipalities recycle or not, whether the flypaper effects exist in prefectural expenditures or not, whether the regional business cycles are different from the national one or not, and so on. From these empirical results, we found that the spatial interactions play an important role in Japan.
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (A)
    Date (from‐to) : 2010 -2012 
    Author : WATANABE Toshiaki; SHIOJI Etsuro; ASAKO Kazumi; WATANABE Tsutomu; FUKUSHIGE Mototsugu; KAKAMU Kazuhiko
     
    The DSGE, DSGE-VAR, time-varying VAR and Markov switching models are refined and applied to the macroeconomic data in Japan. The results are presented in conferences and published in refereed journals. An exact method for estimating the time-varying the parameters and a method for the ordering of variables are developed for the time-varying VAR models. The causes of the long deflation during the zero interest rate periods, the relation between the foreign exchange intervention and the monetary policy during the quantitative easing periods and an early warning test for housing bubbles are also analyzed.
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (B)
    Date (from‐to) : 2010 -2012 
    Author : KOZUMI Hideo; MORI Kunie; KAKAMU Kazuhiko; MIYAWAKI Koji
     
    Since a set of quantiles often provides more complete description of the response distribution than the mean, this study has focused on quantile regression, which offers an important alternative to classical mean regression. We have developed new quantile regression models and efficient simulation-based methods for analyzing economic data. We have also examined the performance of the proposed methods by empirically investigating the problems such as labor supply andmedical expenditure.
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C)
    Date (from‐to) : 2009 -2011 
    Author : NISHINO Haruhisa; KAKAMU Kazuhiko; OGA Takashi
     
    We propose a estimation and a testing based on grouped data of Family Income and Expenditure Survey. The method is given by a normal approximation of selected order statistics, and can be applied to a testing. We extend a model of the method to a stochastic volatility time series model.
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Young Scientists (B)
    Date (from‐to) : 2008 -2010 
    Author : KAKAMU Kazuhiko
     
    This research considers the properties of the parameters in spatio-temporal models and applied to the economic data extending the models. We examined electricity demand, crime, business cycle and so on. From the results of the properties of the parameters, we can confirm the importance of incorporating spatial interaction in the econometric models. From the empirical results, we find that the spatial interactions play important roles in economic activities.

Teaching Experience

  • Advanced EconometricsAdvanced Econometrics Nagoya City University
  • Basic EconometricsBasic Econometrics Nagoya City University
  • Advanced EconometricsAdvanced Econometrics Nagoya City University
  • EconometricsEconometrics Nagoya City University
  • SeminarSeminar Kobe University
  • Statistical MethodStatistical Method Kobe University
  • Basic on Introduction to Statistical Methods for Management DecisionsBasic on Introduction to Statistical Methods for Management Decisions Kobe University
  • Statistical TheoryStatistical Theory Kobe University
  • Business StatisticsBusiness Statistics Kobe University
  • First Year SeminarFirst Year Seminar Kobe University
  • Bayesian StatisticsBayesian Statistics Chiba University
  • Econometrics IEconometrics I Chiba University
  • Statistics for Economics and BisinessStatistics for Economics and Bisiness Chiba University
  • Mathematical StatisticsMathematical Statistics Chiba University

Committee Membership

  • 2022/12 - Today   Journal of Statistical Computation and Simulation   Associate Editor
  • 2021/01 - Today   Statistical Papers   Associate Editor
  • 2015/09 -2020/12   Statistical Papers   Editor of the Problem Section
  • 2015/04 -2017/03   Japan Association for Applied Economics   Review Board member: Studies in Applied Economics
  • 2008/10 -2010/09   The Japan Statistical Society   Director

Other link

researchmap


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