Concepedia

Kaiji Motegi

KM

Statistics

Publications

9

Citations

210

H-Index

9

Active since

2014

Affiliations

Kobe University(Current)

University of North Carolina at Chapel Hill

Waseda University

Renmin University of China

Kaiji Motegi is an author at Kobe University specializing in economics, econometrics, and time series analysis.

ORCID

Publications per year

2014–2021

9

Publications

9

Testing for Granger causality with mixed frequency data

Éric Ghysels, Jonathan B. Hill, Kaiji Motegi · Journal of Econometrics · 2015 · 45 citations

, , +14

Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach

Kaiji Motegi, Akira Sadahiro · The North American Journal of Economics and Finance · 2017 · 32 citations

, , +10

Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality

Éric Ghysels, Jonathan B. Hill, Kaiji Motegi · Journal of Econometrics · 2020 · 29 citations

, , +9

A unified framework for efficient estimation of general treatment models

Chunrong Ai, Oliver Linton, Kaiji Motegi et al. · Quantitative Economics · 2021 · 22 citations · Full text

, , +14

Testing for Granger Causality with Mixed Frequency Data

Éric Ghysels, Jonathan B. Hill, Kaiji Motegi · SSRN Electronic Journal · 2014 · 19 citations · Full text

, , +14

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