ARAI, Yoichi

• 
  • Position:
    Assistant Professor
  • Degree:
    Ph.D. (Economics), University of California, San Diego
  Specialty:
  Econometrics
• Current Research Interests:
  Econometrics of Program Evaluation
• Professional Career:
  Assistant Professor, GRIPS, August 2010-Present
  Assistant Professor, Faculty of Economics, University of Tokyo, August 2004 - July 2010
  Ph.D., Economics, June 2004, University of California, San Diego
  
• Selected Publications:
  Publications:
  

  �gTesting for the Null Hypothesis of Cointegration with Reduced Size Distortion,�h (with Eiji Kurozumi) Journal of Time Series Analysis, 29, 476-500, 2008.

  �gTesting for the Null Hypothesis of Cointegration with Structural Breaks,�h (with Eiji Kurozumi) Econometric Reviews, 26, 705-739, 2007.

  �gEfficient Estimation and Inference in Cointegrating Regressions with Structural Change,�h (with Eiji Kurozumi) Journal of Time Series Analysis, 28, 545-575, 2007

  �gMonetary Policy in the Great Recession,�h (with Takeo Hoshi) in M. M. Hutchison and F. Westermann eds., Japan�fs Great Stagnation: Financial and Monetary Policy Lessons for Advanced Economies, 157-181, Cambridge, MA. MIT Press, 2006.

  �gAlternative Representations for Asymptotic Distributions of Impulse Responses in Cointegrated VAR Systems,�h (with Taku Yamamoto) Economics Letters 67, 261-271, 2000.

  
  Working Papers:

  �gProgram Evaluation with Nonseparable Simultaneous Equations Models with Weak Monotonicity Restriction,�h (with Hidehiko Ichimura)

• Social Contributions:
  

  Member of Program Committee, SETA 2009

  Associate Editor, Journal of Japan Statistical Society, 2006 - 2008

  
  Refereeing:

  Econometric Reviews, Japan and the World Economy, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Japan Statistical Society, Journal of the Japanese and International Economics

• Other notable activities and achievements:
  Fellowships and Scholarships:

  Grant-in-Aid for Young Scientists (B), 2008-2011

  Grant-in-Aid for Young Scientists (B), 2005-2008

  Research Fellow of the JSPS, 1999-2002

  Fulbright Scholarship, 1999-2004

  
  Membership:

  American Economic Association, Econometric Society, Japan Statistical Society, Japanese Economic Association

• e-mail: yarai