Research

Papers

Hasumi, Ryo and Yuto Kajita (2018). Boundary problem and data leakage: A caveat for wavelet-based forecasting. JCER Discussion Paper, 148.
Iiboshi, Hirokuni, Yasuharu Iwata, Yuto Kajita and Naoto Soma (2019). Time-varying Fiscal Multipliers Identified with Sign and Zero Restrictions: A Bayesian Approach to TVP-VAR-SV model (work-in-progress).
Kajita Yuto (2019). A Pitfall of Interest on Excess Reserves: A Perspective of Fiscal-Monetary Interaction (work-in-progress).
Kajita, Yuto and Kozo Ueda (2019). QE Effects on Prices through a Fiscal Channel (work-in-progress).
Kajita, Yuto and Wookyung Chung (2021). Nowcasting Japanese GDP using targeted predictors. JCER Discussion Paper, 152.

Conferences and Seminar Presentations

2019 DSGE Conference(Okinawa, March), Asian Meeting of the Econometric Society(Xiamen, June)
2018 Osaka University(Osaka, February), CPPE Annual Conference(Tokyo, March), Asian Meeting of the Econometric Society(Seoul, June), Annual Meeting of the Central Bank Research Association(Frankfurt, August), Japanese Economic Association Autumn Meeting(Tokyo, September)
2017 Japanese Economic Association Spring Meeting(Shiga, June), Singapore Economic Review Conference(Singapore, Augast)
2016 Waseda University(Tokyo, March)