English

 

友良

 

連絡先

慶應義塾大学商学部

港区三田2-15-45

tyabu@fbc.keio.ac.jp

 

学歴

19973

19993

20061

法政大学経済学部卒業

一橋大学経済学研究科修士課程修了(経済学修士)

ボストン大学大学院経済学研究課博士課程修了(Ph.D.取得)

 

職歴

20001月−20023

日本学術振興会特別研究員(DC2)

20059月−20076

日本銀行金融研究所、エコノミスト

20077月−20093

筑波大学、専任講師

20094月−20103

慶應義塾大学、専任講師

20104月−20173

慶應義塾大学、准教授

20174月−現在に至る

慶應義塾大学、教授

 

専攻

国際金融論、時系列論

 

レフリー

Econometrics Reviews, Econometrics Journal, Econometric Theory, Economics Bulletin, Emerging Markets Finance and Trade, Japan and World Economy, Japanese Economic Review, Journal of Applied Econometrics, Journal of Econometrics, Journal of International Money and Finance, Journal of Money, Credit and Banking, Journal of the Japanese and International Economies, Journal of the Royal Statistical Society, Oxford Bulletin of Economics and Statistics, PLOS ONE, Monetary and Economic Studies, Review of Economics and Statistics, Singapore Economic Review, Southern Economic Journal

 

所属学会

American Economic Association, Japanese Economic Association

 

研究業績一覧

論文

1.       “Have the constraints on PPP relaxed over time? Some evidence from Japan, Economics Letters 84, April 2004, 205-210.

 

2.       “What prompts Japan to intervene in the Forex market: A new approach to a reaction function,” (with Takatoshi Ito), Journal of International Money and Finance 26, March 2007, Pages 193-212. Download Data.

 

3.       「購買力平価(PPP)パズルの解明:時系列的アプローチの視点から」,『金融研究』200712, 75-106.

 

4.       “Estimating deterministic trends with an integrated or stationary noise component,” (with Pierre Perron), Journal of Econometrics 151, July 2009, Pages 56-69.Download Data and Replication Files (.zip).

 

5.       “Testing for shifts in trend with an integrated or stationary noise component,” (with Pierre Perron), Journal of Business and Economic Statistics 27, 2009, Pages 369-396. Download Data and Replication Files (.zip).

 

6.       「制度情報を用いた財政乗数の計測」, (共著者: 渡辺努、伊藤新) , 2010,(井堀利宏編『財政政策と社会保障』の5章) Download Data.

 

7.       「量的緩和期の外為介入」(共著者: 渡辺努),『フィナンシャルレビュー』, 財務省財務総合政策研究所, 2010, 97-114.

 

8.       “Fiscal policy switching: Evidence from Japan, the U.S., and the U.K.,” (with Arata Ito and Tsutomu Watanabe), Journal of the Japanese and International Economies 25, December 2011, Pages 380-413. Download Data.

 

9.       “Spurious regressions in technical trading,” (with Mototsugu Shintani and Daisuke Nagakura), Journal of Econometrics 169, August 2012, Pages 301-309.

 

10.    “Testing for trend in the presence of autoregressive error: A comment,” (with Pierre Perron), Journal of the American Statistical Association 107, July 2012, Pages 844.

 

11.    “A new method for identifying the effects of foreign exchange interventions,” (with Chih-nan Chen and Tsutomu Watanabe), Journal of Money, Credit and Banking 44, December 2012, Pages 1507-1533.

 

12.    「日本において購買力平価は成立していたか」, (共著者、中野聖子), 法政大学出版局, 2012年(宮崎憲司編『選好と国際マクロ経済学』の7章)

 

13.    “Exchange rate pass-through and inflation: A nonlinear time series analysis,” (with Mototsugu Shintani and Akiko Terada-Hagiwara), Journal of International Money and Finance 32, February 2013, Pages 512-527. Download Data and Replication Files (.zip).

 

14.    “The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004,” (with Tsutomu Watanabe), Journal of International Money and Finance 32, February 2013, Pages 428-443.

 

15.    “Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component” (with Pierre Perron and Mototsugu Shintani), Oxford Bulletin of Economics and Statistics, 2017. Download Data and Replication Files (GAUSS and Matlab codes).

 

16.    「為替介入と外貨準備―運用損益の長期推計」(共著者:伊藤隆敏), 『日本経済研究』, 2017年、Download Data.

 

17.    “Great earthquakes, exchange rate volatility and government interventions,” (with Mariko Hatase and Mototsugu Shintani), 2013.

 

進展中

“Japanese Foreign Exchange Interventions, 1971-1991: Estimating a Reaction Function Using the Best Proxy,” (with Takatoshi Ito), 2017.

 

“Japanese Foreign Reserves as a passive Carry-Trade Fund: A Long-term Estimate of Profits/Losses from Japanese Forex Interventions,” (with Takatoshi Ito), 2017.

 

 

著書

1.      『実践する統計学』、東洋経済新報社、2012

 

 

その他

1. 「協調介入で問題は解決しない〜東日本震災後の円高と為替介入の効果」、『日経ビジネスオンライン』、201141

2. 「円高は本当に深刻か」、『日経ビジネス』、201113(『新しい経済の教科書2』に再掲載)

3. 「為替レートと日本経済」(共著者、伊藤隆敏、川崎健太郎)、日本評論社, 2003年、(松本和幸編『経済成長と国際収支』の2章)

4. 「日本の為替介入は有効だったか」(共著者、伊藤隆敏)、『経済セミナー』、200210