Research fields:
Applied Econometric Time Series
Research themes:
Time Series Analysis for Macroeconomics and Finance
Main books and papers:
◆Sekine, A. and T. Tsuruga (2018) “Effects of Commodity Price Shocks on Inflation: A Cross-Country Analysis,” Oxford Economic Papers, 70(4), pp. 1108-1135.
◆Koeda, J. and A. Sekine (2022) “Nelson-Siegel Decay Factor and Term Premia in Japan,” Journal of the Japanese and International Economies, Article 101204.