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Kurita, Takamitsu [Author]; Shintani, Mototsugu [Author]

Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations

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http://www.cirje.e.u-tokyo.ac.jp/research/dp/2023/2023cf1216.pdf

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[Tokyo]: [CIRJE, Faculty of Economics, University of Tokyo], June 2023

Published in: Nihon-Keizai-Kokusai-Kyōdō-Kenkyū-Sentā: CIRJE discussion papers / F series ; 1216
Castle, Jennifer [Author]; Kurita, Takamitsu [Author]

Structural relationships between cryptocurrency prices and monetary policy indicators

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https://ora.ox.ac.uk/objects/uuid:226b7043-4a1e-446d-9e5c-53a7936688a0

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Oxford: Department of Economics, University of Oxford, [2022]

Published in: University of Oxford: Department of Economics discussion paper series ; 972
Kurita, Takamitsu [Author]; Nielsen, Bent [Author]

Partial cointegrated vector autoregressive models with structural breaks in deterministic terms

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https://www.mdpi.com/2225-1146/7/4/42/pdf

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2019

Published in: Econometrics ; 7(2019), 4/42 vom: Dez., Seite 1-35
Kurita, Takamitsu [Author]; Nielsen, Bent [Author]

Partial cointegrated vector autoregressive models with structural breaks in deterministic terms

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Basel: MDPI, 2019
Kurita, Takamitsu [Author]; Nielsen, Bent [Author]

Partial cointegrated vector autoregressive modelswith structural breaks in deterministic terms

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https://www.nuffield.ox.ac.uk/economics/Papers/2018/2018W03_CointPartialBreak22oct2018.pdf

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Oxford, United Kingdom: Nuffield College, University of Oxford, 22 October 2018

Published in: Economics discussion papers ; 2018,W03
Boug, Pål [Author]; Hungnes, Håvard [Author]; Kurita, Takamitsu [Author]

The empirical modelling of house prices and debt revisited : a policy-oriented perspective

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https://link.springer.com/content/pdf/10.1007/s00181-023-02461-3.pdf

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2024

Published in: Empirical economics ; 66(2024), 1 vom: Jan., Seite 369-404
Boug, Pål [Author]; Hungnes, Håvard [Author]; Kurita, Takamitsu [Author]

The empirical modelling of house prices and debt revisited : a policy-oriented perspective

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https://www.ssb.no/en/priser-og-prisindekser/boligpriser-og-boligprisindekser/artikler/the-empirical-modelling-of-house-prices-and-debt-revisited-a-policy-oriented-perspective/_/attachment/inline/f27d1df6-11d4-4065-a243-c707887ebe82:baa3d9d68be588e1375c73923d567803a2940f2f/DP967_web.pdf

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Oslo: Statistics Norway, Research Department, November 2021

Published in: Norwegen: Discussion papers ; 967
Boug, Pål [Author]; Hungnes, Håvard [Author]; Kurita, Takamitsu [Author]

The empirical modelling of house prices and debt revisited: A policy-oriented perspective

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http://hdl.handle.net/10419/250134

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Oslo: Statistics Norway, Research Department, 2021
Takamitsu, Kurita [Author]; Nielsen, Heino Bohn [Author]; Rahbek, Anders [Author]

An I(2) Cointegration Model with Piecewise Linear Trends : Likelihood Analysis and Application

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https://ssrn.com/abstract=1438033

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[S.l.]: SSRN, 2009

Published in: University of Copenhagen Department of Economics Discussion Papers ; No. 09-13
Kurita, Takamitsu

Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression

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Informa UK Limited, 2022

Published in: Communications in Statistics - Theory and Methods
Kurita, Takamitsu

A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems

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Springer Science and Business Media LLC, 2019

Published in: Journal of Quantitative Economics
Kurita, Takamitsu

Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors

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Informa UK Limited, 2013

Published in: Communications in Statistics - Simulation and Computation
Kurita, Takamitsu

Likelihood-Based Inference for Weak Exogeneity inI(2) Cointegrated VAR Models

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Informa UK Limited, 2012

Published in: Econometric Reviews
Kurita, Takamitsu

MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USINGI(2) ANDI(1) COINTEGRATION ANALYSIS

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Wiley, 2013

Published in: Bulletin of Economic Research
Kurita, Takamitsu

Local power of likelihood-based tests for cointegrating rank: Comparative analysis of full and partial systems : LOCAL POWER OF LIKELIHOOD-BASED TESTS

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Wiley, 2011

Published in: Journal of Time Series Analysis
Kurita, Takamitsu

Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence

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Elsevier BV, 2011

Published in: Mathematics and Computers in Simulation
Kurita, Takamitsu

Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan

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Elsevier BV, 2010

Published in: Economic Modelling
Kurita, Takamitsu

Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors

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Elsevier BV, 2010

Published in: Mathematics and Computers in Simulation
Takamitsu KURITA

A Forecasting Model for Japan's Unemployment Rate

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2010

Published in: Eurasian Journal of Business and Economics
Kurita, Takamitsu

A dynamic econometric system for the real yen–dollar rate

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Springer Science and Business Media LLC, 2007

Published in: Empirical Economics

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