2001-2005 Ph.D., Economics, University of California, San Diego
2001-2003 M.S., Statistics, University of California, San Diego
1999-2001 M.A., Economics, University of Tokyo
1995-1999 B.A., Economics, University of Tokyo
September 2008 - February 2014:
Associate Professor, Graduate School of International Corporate Strategy,
September 2005 - August 2008:
Associate Professor, Faculty of Economics and IGSSS,
Yokohama National University
Current Research and Activities
Tatsuyoshi Okimoto is interested in analyzing financial market using sophisticated econometric technique. His current papers and ongoing research apply copula theory to understanding dependence evolutions in international equity and bond markets. He is also working for a dynamic general equilibrium model to explain the dynamics of the term structures of interest rates. Another interest of him is to develop a modified quasi-likelihood test of Markov regime switching models.
Selected info_books and publications
"New Evidence of Asymmetric Dependence Structures in International Equity Markets," forthcoming in Journal of Financial and Quantitative Analysis.
"Were There Structural Breaks in the Effect of Japanese Monetary Policy? Re-evaluating the Policy Effects in the Lost Decade," Journal of the Japanese and International Economies, 22(3), 320-342, 2008 (with Tomoo Inoue).
"Dynamics of Inflation Persistence in International Inflation Rate," Journal of Money, Credit, and Banking, 39(6), 1457-1479, 2007 (with Manmohan S. Kumar).