Curriculum Vitae (pdf version is here) (Japanese)
● Research
● Home
● Econometric Workshop (please send an e-mail to nagakura@z7.keio.jp if you are interested in presenting a
paper in this WS)
Daisuke Nagakura (contact: nagakura(at)z7.keio.jp please replace “(at)“with
“@“.
Education
● Ph.D. in Economics, August 2007, Department of Economics, University of Washington.
● M.A. in Economics, March 2001, International
Graduate School of Social Science, Yokohama National University.
● B.A. in Economics, March 1999, Faculty
of Economics, Yokohama
National University.
Dissertation
Title: "Essays on Econometrics and Time
Series Analysis in Macroeconomics"
Committee: Eric Zivot (Chair; Department of Economics), Charles, R. Nelson
(Department of Economics), Richard Startz (Department of Economics), Donald, B.
Percival (Applied Physics Laboratory, Department of Statistics).
Professional Position
● Professor, Department of Economics, Keio University
April 2016 – Present
● Associate Professor, Department of Economics, Keio University
April 2011 – March 2016
● Assistant Professor, Graduate School of Finance,
Accounting and Law, Waseda
University.
April 2010 – March 2011.
● Research Economist, Institute for Monetary
and Economic Studies, Bank of Japan.
September 2007 – March 2010.
● Part-time Lecturer, Department of Political Science and
Economics, Waseda University.
April 2015 – March 2016.
● Part-time Lecturer, Department of Economics, Sophia University.
April 2015 – September 2015, April 2021 – March
2023.
● Part-time Lecturer, Graduate School of Finance,
Accounting and Law, Waseda
University.
October 2011 – March 2013.
● Part-time Lecturer, Faculty of Economics, Yokohama National University.
October 2009 – March 2012.
Research Interest Econometrics, Time Series Analysis, Financial
Econometrics.
Research Please see here.
Administrative and Professional Duties
● Local Organizing Committee, Japanese
Economic Association 2022 Autumn Meeting, (October, 2022).
● Program Committee,16th Japan
Statistical Society Spring Meeting (March, 2022)
Conference Presentation (my own presentation only)
● The 16 th
International Symposium on Econometric Theory and Applications (SETA 2022),
(July, 2022).
● 5th International
Conference on Econometrics and Statistics (EcoSta
2022), (June, 2022).
● 1st
International Conference on Econometrics and Statistics (EcoSta
2017), (June, 2017).
● 3rd Institute of
Mathematical Statistics Asia Pacific Rim Meeting (June/July, 2014).
● 7th CSDA International
Conference on Computational and Financial Econometrics (December, 2013).
● The 2013 Annual Meeting of the Taiwan
Mathematical Society (December, 2013)
● 3rd International Conference, “High-Frequency
Data Analysis in Financial Markets” (November, 2012).
● 2nd International Conference,
“High-Frequency Data Analysis in Financial Markets” (October, 2011).
● 2010 Japanese Joint Statistical Meeting
(September, 2010).
● 2009 Far East and South Asia Meeting of the
Econometric Society (August, 2009).
● 43rd Annual Meeting of the Canadian Economic
Association (May, 2009).
● International Conference on Econometrics and the
World Economy (March, 2009).
● Recent Developments in Finance and Econometrics
(February, 2009).
● International Conference “High-Frequency Data
Analysis in Financial Markets” (October, 2008).
● Japanese Economic Association 2008 Autumn
Meeting, (September, 2008).
● Japanese Economic Association 2008 Spring
Meeting, (May, 2008).
● Hitotsubashi Conference
on Econometrics 2007 (November, 2007).
● 76th Annual Meeting of the Southern Economic
Association (November, 2006).
● 40th Annual Meeting of the Canadian Economic
Association (May, 2006).
● Pennsylvania Economics Association 2006
Conference (May, 2006).
Seminar and Workshop Presentation (my own presentation only)
● Keio University, Institute for
Economic Studies (December 2019).
● Keio University, Institute for
Economic Studies (June 2019).
● Kushiro Public University, “Workshop
on various problems on finance and economic statistics,” (February 2018).
● Hitotsubashi
University, “Workshop on econometric analysis of asset prices using high
frequency data,” (February 2018).
● Tokyo Metropolitan University, “TMU
Workshop on Financial Mathematics and Statistics 2016,” (November 2016).
● Tokyo University of Science, 7th
Seminar on Time Series and Financial Engineering, (March 2016).
● Osaka University, Nakanoshima
Workshop (December 2015).
● Hitotsubashi
Summer Institute Workshop “Frontiers in Financial Econometrics,” (August 2015).
● Tokyo University of Science, 6th Seminar
on Time Series and Financial Engineering, (March 2015).
● Hitotsubashi
University, Department of Economics (June 2014).
● Hitotsubashi
University, Institute of Economic Research (February 2014).
● Tokyo University of Science, 5th
Seminar on Time Series and Financial Engineering, (June 2013).
● Hitotsubashi
University, Institute of Economic Research (February 2013).
● Keio University, Department of Economics
(December 2012).
● Waseda
University, 4th Seminar on Time Series and Financial Engineering, (June 2012).
● Hiroshima University of Economics, Department of
Economics (March 2012).
● Hitotsubashi
University, Institute of Economic Research (March 2012).
● Hiroshima University of Economics, Department of
Economics (December 2011).
● Keio University, Department of Economics (April
2011).
● Hitotsubashi
University, Institute for Economic Research (February 2011).
● Gakushuin University,
Faculty of Economics (July 2010).
● Yokohama National University, Faculty of
Economics (June 2010).
● Waseda University,
Department of Commerce (April 2010).
● University of Washington, Department of Economics
(June 2009).
● Tezukayama University,
Department of Economics (April 2009).
● Hiroshima University of Economics, Department of
Economics (December 2008).
● Bank of Japan (August 2008).
● Hitotsubashi
University, ICS (November 2007).
● Bank of Japan (October 2007).
● Kyoto University, Department of Economics (July
2007).
● Yokohama National University, Department of
Economics (June 2007).
● Bank of Japan (February 2007).
● University of Washington, Department of Economics
(January 2006).
● University of Washington, Department of Economics
(January 2005).
Referee Experience
Annals of the Institute of Statistical
Mathematics, Applied Economics, Asia-Pacific Financial Markets, Computational
Statistics and Data Analysis, Econometric Reviews, Econometrics and Statistics,
Econometric Theory, Economic Modelling, Economics Bulletin, Japan and the World
Economy, Japanese Economic Review, Journal of Statistical Computation and
Simulation, Keio Economic Studies, Quarterly Review of Economics and Finance,
Statistical Methodology, Statistics & Probability Letters, Studies
in Nonlinear Dynamics and Econometrics, Tourism Management.
Teaching Experience
Instructor
Keio University
● Statistics (Autumn 2017, Spring and Autumn 2016, Spring
and Autumn 2015, Spring and Autumn 2014, Spring and Autumn 2013)
● Introduction to Econometrics (Autumn 2012)
● Applied Econometrics (Spring 2012).
● Time Series Analysis (Autumn 2017, Autumn 2016,
Spring 2015, Spring 2014, Spring 2013, Spring and Autumn 2012, Spring and
Autumn 2011).
● Statistics (PEARL) (Autumn 2016).
● Mathematics for Statistics and Probability
(Spring and Autumn 2011).
School of Political Science and Economics, Waseda University
● Time Series Analysis A and B (Spring and Autumn
2015).
Faculty of Economics, Sophia University
● Financial Economics (Spring 2015).
Graduate School of Finance, Accounting, and
Law, Waseda University
● Introduction to Mathematics in Finance (Spring
and Autumn 2010).
● Introduction to Statistics and Probability
(Spring and Autumn 2010).
● Time Series Analysis in Finance (Autumn 2012,
Autumn 2011, Autumn 2010).
Faculty of Economics, Yokohama National
University
● Econometrics (Spring and Autumn
2011).
● Data Analysis (Autumn 2010, Autumn
2009).
Department of Economics, University of
Washington
● Introduction to Microeconomics (Winter and Spring
2006, Autumn, 2005).
Teaching Assistant
Department of Economics, University of Washington
● Introduction to Microeconomics (Autumn 2006,
Winter and Spring 2005, Autumn, 2004).
● Introduction to Macroeconomics (Winter 2007).