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Kaiji Motegi

kobe university

9H-index
45Paper Count
260Citation Count
Published Papers 8
Publication Date
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Cross-regional spillover effects of sustainability indices: A heteroscedasticity-robust VAR approach
errInternational Review of Financial Analysis
IF9.8
err2025-10-16
err0
errOAAI
errKaiji Motegi; Saki Sugano
errShare
errSave
Conditional threshold effects of stock market volatility on crude oil market volatility
errENERGY ECONOMICS
IF14.2
err2025-03-01
err0
errOAAI
errMotegi, Kaiji; Hamori, Shigeyuki
errShare
errSave
Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2023-01-01
err4
PREAI
errMotegi, Kaiji; Iitsuka, Yoshitaka
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errSave
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
errJOURNAL OF ECONOMETRICS
IF4
err2020-10-01
err12
PREAI
errGhysels, Eric; Hill, Jonathan B.; Motegi, Kaiji
errShare
errSave
Moving average threshold heterogeneous autoregressive (MAT-HAR) models
errJOURNAL OF FORECASTING
IF2.7
err2020-03-05
err12
PREAI
errMotegi, Kaiji; Cai, Xiaojing; Hamori, Shigeyuki; Xu, Haifeng
errShare
errSave
Testing the white noise hypothesis of stock returns
errECONOMIC MODELLING
IF4.7
err2019-01-01
err14
PREAI
errHill, Jonathan B.; Motegi, Kaiji
errShare
errSave
Sluggish private investment in Japan's Lost Decade: Mixed frequency vector autoregression approach
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2018-01-01
err23
PREAI
errMotegi, Kaiji; Sadahiro, Akira
errShare
errSave
Testing for Granger causality with mixed frequency data
errJOURNAL OF ECONOMETRICS
IF4
err2016-05-01
err74
PREAI
errGhysels, Eric; Hill, Jonathan B.; Motegi, Kaiji
errShare
errSave

Research Directions

The data has not been retrieved yet.
Co-authors
Cooperation Journals
É
Éric Ghysels
H-index: 66 · Papers: 475
S
Shigeyuki Hamori
H-index: 43 · Papers: 403
J
Jonathan B. Hill
H-index: 21 · Papers: 131
X
Xiaojing Cai
H-index: 13 · Papers: 67
H
Haifeng Xu
H-index: 6 · Papers: 29
View more