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Personal profile

Biography

Tatsuyoshi Okimoto is an Associate Professor of Economics and Finance at the Crawford School of Public Policy, co-editor of Japanese Economic Review and Gendai Finance (journal of Nippon Finance Association in Japanese). He received his PhD from the University of California, San Diego in 2005. He worked for Hitotsubashi University and Yokohama National University before joining the Crawford School of Public Policy. His current research has focused on Financial Econometrics, Empirical Finance, and Applied Macroeconomics. He has been awarded the 1st GPIF Finance Awards (2017), the 2015 Junko Maru Prize and 2014 Securities Analysts Journal Prize.

Research interests

Tatsuyoshi Okimoto is interested in analyzing the interrelationship in the macroeconomy and financial markets, and its implications on monetary policy, asset allocation and risk management. His current papers apply time series models, such as regime switching models and GVAR, to examine the effects of monetary policy on the macroeconomy and financial markets. He is also working on the effects of oil price shocks on the real economy and other commodity markets.

Qualifications

BA in Economics (University of Tokyo), MA in Economics (University of Tokyo), MS in Statistics (UC, San Diego), Ph.D. in Economics (UC, San Diego)

Expertise Areas

  • Financial Economics
  • Time-Series Analysis
  • Financial Econometrics

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