大塚 芳宏/Yoshihiro Otsuka

大塚 芳宏 Yoshihiro Otsuka

  • 主席研究員


【兼 職】


  • 景気循環分析
  • ベイズ計量経済学
  • 時空間計量経済学




<refereed papers>

  • Funashima Y., N. Iizuka, and Y. Ohtsuka (2020), “GDP Announcement and Stock Price,” Journal of Economics and Business, 108, 105872.
  • Funashima Y. and Y. Ohtsuka (2019), “Spatial Crowding-out and Crowding-in Effects of Government Spending on the Private Sector in Japan,” Regional Science and Urban Economics, 75, pp. 35-48.
  • Ohtsuka Y. (2018), “Large Shocks and the Business Cycle: The Effect of Outlier Adjustments,” Journal of Business Cycle Research, 14, pp. 143-178.
  • Ohtsuka Y. and K. Kakamu (2018), “Regional Growth and Business Cycles in Japan,” Review of Urban and Regional Development Studies, 30, pp. 1-25.
  • Ohtsuka Y. and K. Kakamu (2015), “Comparison of the Sampling Efficiency in Spatial Autoregressive Model,” Open Journal of Statistics, 5, pp. 10-20.
  • Ohtsuka Y. and K. Kakamu (2013), “Space-time Model versus VAR Model: Forecasting Electricity Demand in Japan,” Journal of Forecasting, 32, pp. 75-85.
  • Kakamu K., Y. Ohtsuka, and S. Arasawa (2011), “On the Roles of Spatial Interactions and Heteroscedasticity in Crime Modelling,” in (A.E. Hasselm ed.) Crime: Causes, Types and Victims, Nova Science Publishers, Inc., pp. 211-220.
  • Ohtsuka Y., T. Oga and K. Kakamu (2010), “Forecasting Electricity Demand in Japan: A Bayesian Spatial Autoregressive ARMA approach,” Computational Statistics and Data Analysis, 54, pp. 2721-2735.
  • Ohtsuka Y. and K. Kakamu (2009), “Estimation of Electric Demand in Japan: A Bayesian Spatial Autoregressive AR(p) Approach,” in (L.V. Schwartz ed.) Inflation: Causes and Effects, Nova Science Publishers, Inc, pp. 156-178.