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, Faculty of Economics, University of Tokyo, August 2004 - July 2010
Ph.D., Economics, June 2004, University of California, San Diego
- Selected publications
Publications
"Testing for the Null Hypothesis of Cointegration with Reduced Size Distortion," (with Eiji Kurozumi) Journal of Time Series Analysis, 29, 476-500, 2008.
"Testing for the Null Hypothesis of Cointegration with Structural Breaks," (with Eiji Kurozumi) Econometric Reviews, 26, 705-739, 2007.
"Efficient Estimation and Inference in Cointegrating Regressions with Structural Change," (with Eiji Kurozumi) Journal of Time Series Analysis, 28, 545-575, 2007
"Monetary Policy in the Great Recession," (with Takeo Hoshi) in M. M. Hutchison and F. Westermann eds., Japan’s Great Stagnation: Financial and Monetary Policy Lessons for Advanced Economies, 157-181, Cambridge, MA. MIT Press, 2006.
"Alternative Representations for Asymptotic Distributions of Impulse Responses in Cointegrated VAR Systems," (with Taku Yamamoto) Economics Letters 67, 261-271, 2000.
Working Papers
"Asymptotically first-order optimal bandwidth selection for differences of nonparametric estimators with application to the regression discontinuity design," 2012 (with Hidehiko Ichimura)
"Program Evaluation with Nonseparable Simultaneous Equations Models with Weak Monotonicity Restriction," (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:
Fellowships and Scholarships
Grant-in-Aids for Scientific Research (B), 2011-2014
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
- Link
- E-mail: yarai
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