|
Position |
Professor |
|
Research Field |
Humanities & Social Sciences / Economic statistics |
|
Homepage URL |
|
|
External Link |
|
|
|
|
Graduating School 【 display / non-display 】
-
Kyoto University Faculty of Economics Graduated
1985.4 - 1989.3
Graduate School 【 display / non-display 】
-
ペンシルベニア大学（University of Pennsylvania） 経済学研究科 Doctor's Course Completed
1994.9 - 1999.12
Campus Career 【 display / non-display 】
-
KONAN UNIVERSITY Faculty of Economics Faculty of Economics Department of Economics Professor
2015.4
Papers 【 display / non-display 】
-
Structural estimation of a sequential decision model of college dropout
MURASAWA Yasutomo
66 ( 1・2 ) 1 - 64 2025.9
-
Yasutomo MURASAWA
63 ( 3・4 ) 229 - 247 2023.3
-
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration Reviewed
Yasutomo Murasawa
Studies in Nonlinear Dynamics and Econometrics 26 ( 3 ) 387 - 415 2022.6
-
Measuring public inflation perceptions and expectations in the UK Reviewed
Yasutomo Murasawa
Empirical Economics 59 ( 1 ) 315 - 344 2020.7
-
Multivariate Beveridge-Nelson Decomposition of I(1) and I(2) Series with Cointegration
Yasutomo MURASAWA
60 ( 3 ) 111 - 124 2020.3
Review Papers (Misc) 【 display / non-display 】
-
日本の景気・世界の景気(第11回)地域景気動向指数の可能性 Invited
村澤 康友
日経研月報 ( 371 ) 16 - 22 2009.5
Publishing type：Article, review, commentary, editorial, etc. (bulletin of university, research institution) Publisher：日本経済研究所
-
Book review: Satoru Kano, Macroeconomic analysis and survey data Invited
村澤 康友
The Economic review 58 ( 4 ) 374 - 376 2007.10
Publishing type：Book review, literature introduction, etc. Publisher：岩波書店
DOI： 10.15057/21926
Other Link： https://hdl.handle.net/10086/20314
-
景気循環を語る(第15回)月次GDPの考え方 Invited
村澤 康友
日経研月報 ( 332 ) 26 - 31 2006.2
Publishing type：Article, review, commentary, editorial, etc. (bulletin of university, research institution) Publisher：日本経済研究所
Presentations 【 display / non-display 】
-
"Don't know" responses in surveys on inflation expectations: Are they ignorable? International coauthorship
Yasutomo Murasawa
CIRET/Banco de Portugal/KOF Workshop (Banco de Portugal) 2025.9 Centre for International Research on Economic Tendency Surveys
Event date： 2025.9
Country：Portugal
-
DK responses in surveys on inflation expectations International coauthorship
村澤 康友
日本経済学会2025年度春季大会 (中京大学) 2025.5 日本経済学会
Event date： 2025.5
Country：Japan
-
DK responses in surveys on inflation expectations International coauthorship
Yasutomo Murasawa
32nd Annual Symposium of the Society for Nonlinear Dynamics and Econometrics (University of Texas at San Antonio) 2025.3 Society for Nonlinear Dynamics and Econometrics
Event date： 2025.3
Country：United States
Grant-in-Aid for Scientific Research 【 display / non-display 】
-
インフレ期待調査のDK回答・無回答を無視しないインフレ期待形成の静学・動学分析
2026.4 - 2031.3
JSPS Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research(C)
村澤 康友
-
期待インフレ率の区間データを用いたインフレ期待形成の異質性の動学分析
2021.4 - 2026.3
JSPS Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research(C)
村澤 康友
本研究課題に関連する令和3年度の研究実績は，論文・学会発表ともになかった．
令和3年9月から台湾で1年間の在外研究の予定があり，受入研究者と相談してから本研究課題に本格的に取り組む計画であったが，台湾での新型コロナウィルス感染拡大のため令和3年5月にビザ申請の受付が停止され，そのまま令和3年度中は渡航できなかった．そのため本研究課題の進捗に遅れが生じ，分析対象とするイングランド銀行のInflation Attitudes Surveyの個票データを入手して簡単な分析を行ったが，論文を執筆する段階には至らなかった． -
Expansion and its application to the economic analysis of multivariate Beveridge-Nelson decomposition
2016.4 - 2021.3
JSPS Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research(C)
Murasawa Yasutomo
I worked on two themes during the funding period: (1) development and application of a method to decompose multiple macroeconomic time series simultaneously into trends (natural rates) and cycles (gaps), relying on a forecasting model consistent with the standard macroeconomic theory, (2) development of a method to estimate the underlying distribution behind interval data, and its application to interval data on inflation perceptions and expectations.
The research outputs include two publications in refereed international journals, one publication in a domestic non-refereed journal, four presentations at international conferences, and three presentations at domestic conferences. -
Developing and Applying the Level and Gap Indices of Business Cycles
2011.4 - 2017.3
JSPS Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research(C)
MURASAWA Yasutomo
In business cycle measurement, "classical cycles" are cycles in the raw series, and "growth cycles" are cycles in the detrended series. We use real GDP and GDP gap to measure classical and growth cycles, respectively. To capture the state of the economy promptly, we must measure monthly real GDP and GDP gap. Moreover, under the recent global deflation, we also want to measure inflation (deflation) expectations. This research has developed three methods: (1) multivariate trend--cycle decomposition, (2) joint estimation of monthly real GDP and GDP gap, and (3) measuring the distribution of inflation expectations using interval data.
-
Microeconometric Analyses of Educational Policies and Their Effects
2008 - 2011
JSPS Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research(B)
YOSHIDA Atsushi