School personnel information

写真b

TANIZAKI Hisashi


Keyword

Econometrics, Statistics

Mail Address

Mail Address

URL

http://www2.econ.osaka-u.ac.jp/~tanizaki

Organization 【 display / non-display

  • 2011.04.01 - 2014.03.31, Policy Studies, Graduate School of Economics, Professor

  • 2014.04.01 - , Economics, Graduate School of Economics, Professor

Education 【 display / non-display

Kwansei Gakuin University Faculty of Economics  Graduated B.A. 1985.03
Kobe University Graduate School, Division of Economics  Completed M.A. 1987.03
University of Pennsylvania Graduate School of Economics  Completed Ph.D. 1991.12

Employment Record 【 display / non-display

Department of Economics, Kobe Gakuin University 1992.04 - 1994.03
Department of Economics, Kobe Gakuin University 1994.04 - 1995.03
Department of Economics, Kobe University 1995.04 - 2000.03
Graduate School of Economics, Kobe University 2000.04 - 2003.03
Graduate School of Economics, Kobe University 2003.04 - 2011.03
Graduate School of Economics, Osaka University 2011.04 -

Research topics 【 display / non-display

  • Estimation and Inference on Simulation-Based Econometrics, especially, (i) Prediction, Filtering and Smoothing under Nolinearity and Nonnormality, (ii) Small Sample Properties of Nonparametric Tests, and (iii) Bias Correction of OLSE under Autoregressive Models.
    Economic statistics-related

Academic Society Membership 【 display / non-display

  • Japanese Economic Association

  • Japan Statistical Society

 

Academic Papers 【 display / non-display

  • The day-of-the-week effect on Bitcoin return and volatility, Donglian Ma and Hisashi Tanizaki, Research in International Business and Finance,Vol.49, pp.127-136, 2019.10, Papers

  • On the day-of-the-week effects of Bitcoin markets: international evidence, Donglian Ma and Hisashi Tanizaki, China Finance Review International,Vol. ahead-of-print, No. ahead-of-print, 2019.07, Papers

  • Fat-tailed stochastic volatility model and the stock market returns in China, Donglian Ma and Hisashi Tanizaki, China Finance Review International,Vol. ahead-of-print, No. ahead-of-print, 2019.06, Papers

  • On Estimation of Almost Ideal Demand System Using Moving Blocks Bootstrap and Pairs Bootstrap Methods, K. Mizobuchi, H. Tanizaki, Empirical Economics,Vol.47, No.4, pp.1221-1250., 2014.12, Papers

  • On Volatility Linkages among Stock Price, Exchange Rate and Interest Rate in Japan,第66巻・第1号, 2012.06, Papers(In Japanese)

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Books 【 display / non-display

  • Special, Computational Methods in Statistics and Econometrics (STATISTICS: textbooks and monographs, Vol.172), H. Tanizaki, CRC Press., ISBN, 9780824748043, 2004.01

  • Special, Nonlinear Filters: Estimation and Applications (Second, Revised and Enlarged Edition), H. Tanizaki, Springer-Verlag, ISBN, 978-3-540-61326-8, 1996.08

  • Special, Nonlinear Filters: Estimation and Applications (Lecture Notes in Economics and Mathematical Systems, No.400), H. Tanizaki, Springer-Verlag, 1993.07