Institute of Economic Research,Research Division of Theories in Economics and Statistics
WATANABE Toshiaki
  • Curriculum Vitae
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AffiliationInstitute of Economic Research,Research Division of Theories in Economics and Statistics
PositionProfessor
NameWATANABE Toshiaki
Year of Birth1963
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Homepagehttp://www.ier.hit-u.ac.jp/English/faculty/twatanabe.html
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Educational Background

Academic Degrees
Degree: Ph.D. (Economics) (Yale University)
Method: Coursework
Year: 1993
Graduate School
Yale University Graduate School
Graduate School, Division of Economics
Course: Doctor
Completion Category: 1993 (Completed)
University, etc.
The University of Tokyo
Faculty of Economics
Economics
Completion Status: 1986 (Graduated)

Research Field

Research Field
Research Field: Macroeconometrics, Financial Econometrics
Keywords: DSGE, MCMC, VAR, High-frequency data, Bayesian inference, volatility, Markov switching, Financial risk management
Category: Economic statistics (3803), Money/ Finance (3806)
Research Theme
Research Theme: Extension of Macroeconometric Models such as DSGE and VAR Models with an Application to Macroeconomic Data
Keywords
Research Theme: Extension of Markov Switching Model with an Application to Business Cycle
Keywords
Research Theme: Development of Volatility Changing Models with an Application to Financial Risk Management
Keywords

Career (Professional)

1993.07-1994.03 Assistant Professor, Faculty of Economics, Tokyo Metropolitan University
1994.04-2001.09 Associate Professor, Faculty of Economics, Tokyo Metropolitan University
2001.10-2005.03 Professor, Faculty of Economics, Tokyo Metropolitan University
2005.03- Senior Fellow, Institute for Economic Studies, Bank of Japan
2006.04-2015.03 Professor, Economic Systems Analysis, Institute of Economic Research, Hitotsubashi University
2015.04- Professor, Research Division of Theories in Economics and Statistics, Institute of Economic Research, Hitotsubashi University
2019.04-2021.03 Director, Institute of Economic Research, Hitotsubashi University

Academic Society Affiliations

NOInstitute NamePositionYear
1.Econometric Society
2.International Society for Bayesian Analysis
3.International Statistical Institute
4.Japan Association of Business Cycle Studies
5.Japanese Association of Financial Engineering and EconometricsAssociate Editor of Asia-Pacific Financial Markets2011-
6.Japanese Economic AssociationBord member2005-2008
7.Japanese Economic AssociationCo-editor of the Japanese Economic Review2011-
8.Nippon Finance AssociationBoard member2006-2007
9.Japan Statistical SocietyEditor of the Journal of the Japan Statistical Society Series J2008
10.Japan Statistical SocietyAuditor2011
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