OKIMOTO Tatsuyoshi

OKIMOTO Tatsuyoshi

OKIMOTO Tatsuyoshi

Research Associate

Professor, Faculty of Economics, Keio University

Activities at RIETI

Expertise

Financial Econometrics, Macroeconometrics, Energy Economics

Education

2005 Ph.D. in Economics, University of California, San Diego
2003 M.S. in Statistics, University of California, San Diego
2001 M.A. in Economics, University of Tokyo
1999 B.A. in Economics, University of Tokyo

Experience

2022 Professor, Faculty of Economics, Keio University
2014 Associate Professor, Crawford School of Public Policy, Australian National University
2008 Associate Professor, Graduate School of International Corporate Strategy, Hitotsubashi University
2005 Associate Professor, Faculty of Economics and IGSSS, Yokohama National University

Selected Publications and Papers

Selected Publications in Academic Journals

  • Okimoto, Tatsuyoshi and Sumiko Takaoka (2022), "The Credit Spread Curve Distribution and Economic Fluctuations in Japan," Journal of International Money and Finance 122, 102582.
  • Inoue, Tomoo, and Tatsuyoshi Okimoto (2022), "How Does Unconventional Monetary Policy Affect the Global Financial Markets?" Empirical Economics 62, 1013-1036.
  • Harada, Kimie and Tatsuyoshi Okimoto (2021), "The BOJ's ETF Purchases and Its Effects on Nikkei 225 stocks," International Review of Financial Analysis 77, 101826.
  • Irawan, Denny, and Tatsuyoshi Okimoto (2020), "Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms," Journal of Economic Dynamics and Control 126, 103973.
  • Okimoto, Tatsuyoshi, and Sumiko Takaoka (2020), "No-Arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves," Journal of International Financial Markets, Institutions, and Money 64, 101143.
  • Miyao, Ryuzo, and Tatsuyoshi Okimoto (2020), "Regime Shifts in the Effects of Japan's Unconventional Monetary Policies," Manchester School 88(6), 749-772.
  • Okimoto, Tatsuyoshi (2019), "Trend Inflation and Monetary Policy Regimes in Japan," Journal of International Money and Finance 92, 137-152.
  • Nguyen, Bao H., and Tatsuyoshi Okimoto (2019), "Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity," Energy Economics 80, 86-99.