| 瀧本 太郎（たきもと たろう） | データ更新日：2024.04.26 |
教授 ／
経済学研究院
経済工学部門
経済システム解析講座
| 1. | Pyemo Afego, Taro Takimoto, Information asymmetry, non-scheduled announcements and the persistence of price pressure effects around Nikkei 225 index revisions, Faculty of Economics Kyushu University Discussion Paper No.2019-4, 1-63, 2019.07, [URL].  |
| 2. | Taro Takimoto Yuzo Hosoya, Inference based on the vector autoregressive and moving average model, 65-102, in Characterizing Interdependencies of Multiple Time Series Ch. 4, 2017.11. |
| 3. | Dahiru A. Bala, Taro Takimoto, Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach, Borsa Istanbul Review, 17, 1, 25-48, 2017.02. |
| 4. | 阪田 和哉, 中嶌 一憲, 坂本 直樹, 瀧本 太郎, 生川 雅紀, 住民の地域との係わりと利他性に伴う非利用価値の大きさに関する研究, 地域デザイン科学, 1, 91-105, 2017.02. |
| 5. | Dahiru A. Bala, Taro Takimoto, Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skew-t approach, Faculty of Economics Kyushu University Discussion Paper No.2016-4, 1-42, 2016.07, [URL]. |
| 6. | Dahiru A. Bala, Taro Takimoto, Nonlinear dynamics in Japan's financial returns volatility: A Markov-switching GARCH approach, Studies in Applied Economics (応用経済学研究), 9, 26-60, 2016.03. |
| 7. | Naoki Sakamoto, Taro Takimoto, Tax, spend, and democracy indices in Japan, Yamagata University FLSS DP, 2015-E01, 1-49, 2015.10. |
| 8. | Taro Takimoto, Naoki Sakamoto, Japan's revenue-expenditure nexus, Faculty of Economics Kyushu University Discussion Paper No.2014-3, 1-46, 2014.07, [URL]. |
| 9. | 瀧本 太郎, 阪田 和哉, 中嶌 一憲, 生川 雅紀, 坂本 直樹, 阿部 雅浩, 救急活動における病院収容時間と除細動実施が救命率に与える影響について：ウツタイン統計データによる２方程式プロビット・モデル分析, 医療経済研究, 25, 1, 50-69, 2014.01. |
| 10. | Yuzo Hosoya, Taro Takimoto, Patrial measures of time-series interdependence, Faculty of Economics Kyushu University Discussion Paper No.2013-9, 1-31, 2013.11, [URL]. |
| 11. | 瀧本太郎・坂本直樹, 国・都道府県レベルにおける歳入・歳出構造について , Studies in Applied Economics (応用経済学研究), 6, 134-148, 2013.02. |
| 12. | Hosoya, Y. and Takimoto, T., Measuring the partial causality in the frequency domain, Faculty of Economics Kyushu University Discussion Paper No. 2012-4, 2012.12, [URL]. |
| 13. | 阪田和哉・瀧本太郎・中嶌一憲・生川雅紀・坂本直樹・阿部雅浩, 「心拍再開」の内生性を考慮したウツタイン統計データによる救命曲線の推定, Faculty of Economics Kyushu University Discussion Paper No. 2012-1, 2012.09, [URL]. |
| 14. | 瀧本太郎・坂本直樹, 構造変化と非線形性を考慮したモデルによるわが国の歳入と歳出の因果性分析, 経済学研究, 九州大学経済学会, 78, 4, 111-138, 2011.12, [URL]. |
| 15. | 瀧本太郎・坂本直樹, 国・都道府県レベルにおける歳入・歳出構造について, Faculty of Economics Kyushu University Discussion Paper No. 2011-7, 2011.08, [URL]. |
| 16. | Hosoya, Y. and Takimoto, T., A numerical method for factorizing the rational spectral density matrix, Journal of Time Series Analysis, 31, 4, 229-240, 2010.07, Improving Rozanov (1967, Stationary Random Processes. San Francisco: Holden-day.)’s algebraic-analytic solution to the canonical factorization problem of the rational spectral density matrix, this article presents a feasible computational procedure for the spectral factorization. We provide numerical comparisons of our procedure with the Bhansali’s (1974, Journal of the Statistical Society, B36, 61.) and Wilson’s (1972 SIAM Journal on Applied Mathematics, 23, 420) methods and illustrate its application in estimation of invertible MA representation. The proposed procedure is usefully applied to linear predictor construction, causality analysis and other problems where a canonical transfer function specification of a stationary process in question is required.. |
| 17. | 坂井吉良・瀧本太郎, 消費のランダム・ウォーク仮説と恒常所得仮説の検証について, 政経研究, 47, 1, 1-21, 2010.06. |
| 18. | Hosoya, Y. and Takimoto, T., An approach to time-series partial causal analysis, Annual Report of the Economic Society, Tohoku University, vol.68, 53-75, 2007.03. |
| 19. | Takimoto, T. and Hosoya, Y., Inference on the cointegration rank and a procedure for VARMA root-modification, Journal of the Japan Statistical Society, Vol.36, No.2, 149-171, 2006.12. |
| 20. | Hosoya, Y. and Takimoto, T., A numerical method for factorizing the rational spectral density matrix, Graduate School of Economics Kyushu University Discussion Paper No.2006-5, 2006.08. |
| 21. | Hosoya, Y., Yao, F. and Takimoto, T., Testing the one-way effect in the presence of trend breaks, The Japanese Economic Review, vol.56, 107-126, 2005.03. |
| 22. | Takimoto, T. and Hosoya, Y., Three-step procedure for estimating and testing cointegrated ARMAX models, The Japanese Economic Review, vol.55, 418-450, 2004.12. |
| 23. | Hosoya, Y. and Takimoto, T., Inference on general unit-root cointegration and associated computational methods, Developments of Statistical Inference: Preprint for a Meeting in Honour of Professor Kei Takeuchi on the Occasion of His 70th Birthday, 45-66, 2003.11. |
| 24. | Takimoto, T., Computational methods for identification and estimation of VARMA model, Annual Report of the Economic Society, Tohoku University, vol.63, 199-224, 2001.11. |
| 25. | Hosoya, Y. and Takimoto, T., Testing the cointegration rank in the presence of trend breaks, Annual Report of the Economic Society, Tohoku University, vol.61, 615-635, 2000.01. |
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