Department of Policy and Planning Sciences, Graduate School of University of Tsukuba

OKUBO Masakatsu

Not Shown

Position Assistant Professor
Room 3F1106
Principal affiliation Division of Policy and Planning Sciences
Other affiliations College of Policy and Planning Sciences
Doctoral Program in Social Systems and Management
Master's Program in Social Systems Engineering
Master's Program in Business Administration and Public Policy
Degree Programs in Systems and Information Engineering: Policy and Planning Sciences
Research interests Macroeconomics, Econometrics
Degree Ph.D. in Economics, Hitotsubashi University, March 2001
Education / Professional experience April 2004-present: Assistant Professor, Graduate School of Systems and Information Engineering, University of Tsukuba
September 2002-March 2004: Assitant Professor, Institute of Policy and Planning Science, University of Tsukuba
April 2002-August 2002: Post Doctoral Fellow, Japan Society for the Promotion of Science
April 2001-March 2002: Research Associate, Graduate School of Economics, Hitotsubashi University
Courses taught Undergraduate: Macroeconomics, Macroeconometrics, Seminar in Social Engineering
Graduate: Macroeconomics
Academic societies American Economic Association, Econometric Society, Japanese Economic Association, Nippon Finance Association
Representative publications 1. On the Intertemporal Elasticity of Substitution under Nonhomothetic Utility, Journal of Money, Credit, and Banking, forthcoming.

2. Intertemporal Substitution and Nonhomothetic Preferences, Economics Letters, forthcoming.

3. Intratemporal Substitution between Private and Government Consumption: The Case of Japan, Economics Letters, Vol.79, Issue 1, April 2003, Pages 75-81.

4. Long-Run Relationships between Consumption and Income in Japan: Tests of the Deterministic Cointegration Restrictions, Journal of the Japanese and International Economies, Vol.16, Issue 2, June 2002, Pages 253-278.
Research projects My main research interests lie in empirical and quantitative analysis of macroeconomic models. Currently, my research includes:
1. Measurement of intertemporal substitution;
2. Tests of the full risk-sharing hypothesis;
3. Time series econometrics;
4. Incomplete market models and their application to Japanese economy
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Department of Policy and Planning Sciences, Graduate School of University of Tsukuba