Nagakura Daisuke

写真a

Affiliation

Faculty of Economics (Mita)

Position

Professor

E-mail Address

E-mail address

Related Websites

Message from the Faculty Member 【 Display / hide

  • 私の研究分野は計量経済学(Econometrics)、金融計量経済学(Financial Econometrics)、時系列分析(Time Series Analysis)です。

Career 【 Display / hide

  • 2016.04
    -
    Present

    慶應義塾大学経済学部, 教授

  • 2011.04
    -
    2016.03

    Associate Professor, Department of Economics, Keio University, 准教授

  • 2010.04
    -
    2011.03

    Graduate School of Finance, Accounting, and Law, Waseda University, 助教

  • 2007.09
    -
    2010.03

    Institute for Monetary and Economic Studies, Bank of Japan

Academic Background 【 Display / hide

  • 2007.08

    University of Washington, Department of Economics

    United States of America, Graduate School, Completed, Doctoral course

  • 2001.03

    Yokohama National University, 国際社会科学研究科

    Graduate School, Completed, Master's course

  • 1999.03

    Yokohama National University, Faculty of Economics

    University, Graduated

Academic Degrees 【 Display / hide

  • Ph.D in Economics, University of Washington, Coursework, 2007.08

 

Papers 【 Display / hide

  • Computing exact score vectors for linear Gaussian state space models

    Daisuke Nagakura

    Communications in Statistics - Simulation and Computation  forthcoming 2019

    Research paper (scientific journal), Single Work, Accepted

  • Further Results on the vecd Operator and Its Applications

    Daisuke Nagakura

    Communications in Statistics, Theory and Methods  forthcoming 2019

    Research paper (scientific journal), Single Work, Accepted

  • On the Relationship between the Matrix Operators, vech and vecd

    Daisuke Nagakura

    Communications in Statistics, Theory and Method 47(3)   3252 - 3268 2018

    Research paper (scientific journal), Single Work, Accepted

  • Asymmetry in Government Bond Returns

    Daisuke Nagakura (with Ippei Fujiwara and Lena M. Körber)

    Journal of Banking and Finance 37   3218 - 3226 2013

    Research paper (scientific journal), Joint Work, Accepted

  • Explicit Vector Expression of Exact Score for Time Series Models in State Space Form

    Daisuke Nagakura

    Statistical Methodology 13   69 - 74 2013

    Research paper (scientific journal), Single Work, Accepted

display all >>

Papers, etc., Registered in KOARA 【 Display / hide

Presentations 【 Display / hide

  • Please see http://web.keio.jp/~nagakura/index.html for details

    2000.01, Oral Presentation(general)

 

Courses Taught 【 Display / hide

  • TIME SERIES ANALYSIS

    2020

  • SEMINAR: ECONOMETRICS

    2020

  • SEMINAR IN SPECIAL TOPICS

    2020

  • RESEARCH SEMINAR D

    2020

  • RESEARCH SEMINAR C

    2020

display all >>