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K

Kaiji Motegi

kobe university

9H指数
45论文数
260被引数
收录论文 8
发表时间
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Cross-regional spillover effects of sustainability indices: A heteroscedasticity-robust VAR approach可持续发展指数的区域间溢出效应：一种稳健异方差向量自回归方法
errInternational Review of Financial Analysis
IF9.8
err2025-10-16
err0
errOAAI
errKaiji Motegi; Saki Sugano
err分享
err收藏
Conditional threshold effects of stock market volatility on crude oil market volatility股票市场波动对原油市场波动的条件阈值效应
errENERGY ECONOMICS
IF14.2
err2025-03-01
err0
errOAAI
errMotegi, Kaiji; Hamori, Shigeyuki
err分享
err收藏
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
err分享
err收藏
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality在回归模型中测试大量的零限制，并应用于混合频率Granger因果关系
errJOURNAL OF ECONOMETRICS
IF4
err2020-10-01
err12
PREAI
errGhysels, Eric; Hill, Jonathan B.; Motegi, Kaiji
err分享
err收藏
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
err分享
err收藏
Testing the white noise hypothesis of stock returns
errECONOMIC MODELLING
IF4.7
err2019-01-01
err14
PREAI
errHill, Jonathan B.; Motegi, Kaiji
err分享
err收藏
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
err分享
err收藏
Testing for Granger causality with mixed frequency data
errJOURNAL OF ECONOMETRICS
IF4
err2016-05-01
err74
PREAI
errGhysels, Eric; Hill, Jonathan B.; Motegi, Kaiji
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
É
Éric Ghysels
H 指数: 66 · 论文数: 475
S
Shigeyuki Hamori
H 指数: 43 · 论文数: 403
J
Jonathan B. Hill
H 指数: 21 · 论文数: 131
X
Xiaojing Cai
H 指数: 13 · 论文数: 67
H
Haifeng Xu
H 指数: 6 · 论文数: 29
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