SHINTANI, Mototsugu

Name / Position

SHINTANI, Mototsugu / Professor

Website

Personal Website

E-mail

shintani[at]e.u-tokyo.ac.jp
*Please replace [at] with@

Curriculum Vitae

Education

2000	Ph. D. in Economics, Yale University
1998	M.Phil. in Economics, Yale University
1993	M. A. in Economics, Osaka University
1991	B. A. in Economics, Osaka University

Professional Experience

2018 -	Professor, Faculty of Economics, The University of Tokyo
2014 -	Visiting Professor, Institute of Social and Economic Research, Osaka University
2007-2008, 2015 -	Economist, Institute for Monetary and Economic Studies, Bank of Japan
2014 - 2019	Professor, Research Center for Advanced Science and Technology, The University of Tokyo
2009	Project Associate Professor, Center for the Study of Finance and Insurance, Osaka University
2007-2014	Associate Professor, Department of Economics, Vanderbilt University
2002-2007	Assistant Professor, Department of Economics, Vanderbilt University
2001-2002	Lecturer, Faculty of Business and Commerce, Keio University
1993-1994	Research Associate, Institute of Social and Economic Research, Osaka University

Research Field

Macroeconomics, Econometrics

Research Theme

Nonlinear time series analysis of trending variables
Development and estimation of macroeconomic models
Forecasting macroeconomic time series using big data

Publications

Articles (2018-)

Iiboshi, Hirokuni, Mototsugu Shintani and Kozo Ueda. “Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan,” 2021, Journal of Money, Credit, and Banking, forthcoming.
Mukoyama, Toshihiko, Mototsugu Shintani and Kazuhiro Teramoto. “Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions,” 2021, Journal of Money, Credit, and Banking, forthcoming.
Goshima, Keiichi, Hiroshi Ishijima, Mototsugu Shintani and Hiroki Yamamoto. “Forecasting Japanese Inflation with News-based Business Cycle Indexes,” 2021, Studies in Nonlinear Dynamics & Econometrics, forthcoming.
Iwasaki, Yuto, Ichiro Muto and Mototsugu Shintani. “Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model,” 2021, European Economic Review, 132, February 2021, Article 103626.
Maehashi, Kohei, and Mototsugu Shintani. “Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan,” Journal of the Japanese and International Economies; 58, December 2020, Article 101104.
Shibata, Akihisa, Mototsugu Shintani, and Takayuki Tsuruga. “Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility,” Journal of International Money and Finance; 92, April 2019, Pages 153-176.
Inoue, Atsushi, and Mototsugu Shintani. “Quasi-Bayesian Model Selection,” Quantitative Economics; 9(3), November 2018, Pages 1265-1297.
Lee, Yoon-Jin, Ryo Okui, and Mototsugu Shintani. “Asymptotic Inference for Dynamic Panel Estimators of Infinite Order Autoregressive Processes,” Journal of Econometrics; 204(2), June 2018, Pages 147-158.
Shintani, Mototsugu, and Zi-Yi Guo. “Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach,” Econometric Reviews; 37(4), 2018, Pages 360-379.

Articles (2001-2017, selected)

Perron, Pierre, Mototsugu Shintani, and Tomoyoshi Yabu. “Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component,” Oxford Bulletin of Economics and Statistics; 79(5), October 2017, Pages 822-853.
Park, Joon Y., and Mototsugu Shintani. “Testing for A Unit Root Against Transitional Autoregressive Models,” International Economic Review; 57(2), May 2016, Pages 635-664.
Crucini, Mario J., Mototsugu Shintani, and Takayuki Tsuruga. “Noisy Information, Distance and Law of One Price Dynamics across US Cities,” Journal of Monetary Economics; 74, September 2015, Pages 52-66.
Crucini, Mario J., Mototsugu Shintani, and Takayuki Tsuruga. “Real Exchange Rate Dynamics in Sticky Wage Models,” Economics Letters; 123(2), May 2014, Pages 160-163.
Crucini, Mario J., Mototsugu Shintani, and Takayuki Tsuruga. “Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?,” European Economic Review; 62, August 2013, Pages 58-72.
Shintani, Mototsugu, Tomoyoshi Yabu, and Daisuke Nagakura. “Spurious Regressions in Technical Trading,” Journal of Econometrics; 169, 2012, Pages 301-309.
Fujiwara, Ippei, Yasuo Hirose, and Mototsugu Shintani. “Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach,” Journal of Money, Credit, and Banking; 43(1), February 2011, Pages 1-29.
Crucini, Mario J., Mototsugu Shintani, and Takayuki Tsuruga. “The Law of One Price without the Border: the Roles of Distance versus Sticky Prices,” the Economic Journal; 120(544), May 2010, Pages 462-480.
Shintani, Mototsugu. “Financial Forecasting, Sensitive Dependence,” in Robert Meyers (Ed.) Encyclopedia of Complexity and System Science, New York: Springer-Verlag, 2009, Pages 3504-3524.
Crucini, Mario J., and Mototsugu Shintani. “Persistence in Law of One Price Deviations: Evidence from Micro-data,” Journal of Monetary Economics; 55(3), April 2008, Pages 629-644.
Ahlin, Christian, and Mototsugu Shintani. “Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence,” Journal of Monetary Economics; 54(3), April 2007, Pages 753-784.
Inoue, Atsushi, and Mototsugu Shintani. “Bootstrapping GMM Estimators for Time Series,” Journal of Econometrics; 133(2), August 2006, Pages 531-555.
Shintani, Mototsugu. “Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan,” Journal of Money, Credit, and Banking 37(3), June 2005, Pages 517-538.
Takagi, Shinji, Mototsugu Shintani, and Tetsuro Okamoto. “Measuring the Economic Impact of Monetary Union: The Case of Okinawa,” Review of Economics and Statistics; 86(4), November 2004, Pages 858-867.
Shintani, Mototsugu, and Oliver Linton. “Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors,” International Economic Review; 44(1), February 2003, Pages 331-358.
Shintani, Mototsugu. “A Simple Cointegrating Rank Test Without Vector Autoregression,” Journal of Econometrics; 105(2), December 2001, Pages 337-362.

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