Kaiji Motegi
Author
Alternate name Kaiji Motegi
Institution Kobe University
Past institutions Kobe University, Escola Brasileira de Economia e Finanças, Chinese University of Hong Kong, Shenzhen, Renmin University of China, University of Cambridge +2 more
ORCID: Yes
H-index: 9
I10-index: 9
Works count: 43
Citations count: 227
Testing for Granger Causality with Mixed Frequency Data
2013 · Éric Ghysels, Jonathan B. Hill, et al. · RePEc: Research Papers in Economics
Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach
2017 · Kaiji Motegi, Akira Sadahiro · The North American Journal of Economics and Finance
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
2020 · Éric Ghysels, Jonathan B. Hill, et al. · Journal of Econometrics