Graduate School of Social Data Science
WATANABE Toshiaki
Affiliation
/ Position		 Graduate School of Social Data Science / Professor
Faculty of Social Data Science / Professor
Graduate School of Social Data Science / Dean of Graduate School
Faculty of Social Data Science / Dean
Name WATANABE Toshiaki
Homepage https://www.sds.hit-u.ac.jp/en/faculty/toshiaki-watanabe/
E-Mail

Education

Degree
Degree : Ph.D. (Economics) (Yale University)
Year : 1993.11
Degree : Bachelar (Economics) (The University of Tokyo)
Year : 1986.3
Education
Yale University
Graduate School of Economics
Year : 1993.11
The University of Tokyo
Graduate School of Economics
Year : 1988.8
The University of Tokyo
Faculty of Economics
Economics
Year : 1986.3

Research Areas

Research Areas
Keywords : volatility, Markov switching, Financial risk management, Bayesian inference, DSGE, MCMC, VAR, High-frequency data
Research Areas : Humanities & Social Sciences / Economic statistics, Humanities & Social Sciences / Money and finance

Research History

1993.7 - 1994.3 Assistant Professor, Faculty of Economics, Tokyo Metropolitan University
1994.4 - 2001.9 Associate Professor, Faculty of Economics, Tokyo Metropolitan University
2001.10 - 2005.3 Professor, Faculty of Economics, Tokyo Metropolitan University
2005.3 - 2006.3 Senior Fellow, Institute for Economic Studies, Bank of Japan
2006.4 - Individual office commission, Institute for Economic Studies, Bank of Japan
2006.4 - 2023.3 Professor, Institute of Economic Research, Hitotsubashi University
2019.4 - 2021.3 Director, Institute of Economic Research, Hitotsubashi University
2020.10 - 2023.3 ソーシャル・データサイエンス教育研究推進センター長, Director, Center for the Promotion of Social Data Science Education and Research, Hitotsubashi University
2020.4 - 2023.3 学長補佐（ソーシャル・データサイエンス研究・教育担当）, Assistant to the President for Research and Education on Social Data Science, Hitotsubashi UniversityHitotsubashi University
2023.11 - Professor, Graduate School of So, Hitotsubashi University

Academic Society Affiliations

No. Institute Name
1. Japan Statistical 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 Econometrics
6. Japanese Economic Association
7. Nippon Finance Association

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