Tatsuyoshi Okimoto

Tatsuyoshi Okimoto is Associate Professor of Economics and Finance at the Crawford School of Public Policy, co-editor of Japanese Economic Review and Gendai Finance (journal of Nippon Finance Association in Japanese), and research director for Australia-Japan Research Centre. He received his PhD from the University of California, San Diego in 2005. He worked for Hitotsubashi University and Yokohama National University before joining the Crawford School of Public Policy. His current research has focused on Financial Econometrics, Empirical Finance, and Applied Macroeconomics. He has published a number of articles in the leading journals in economics and finance such as Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, and Journal of Money Credit and Banking. He has been awarded the 1st GPIF Finance Awards (2017), the 2015 Junko Maru Prize and 2014 Securities Analysts Journal Prize.

Tatsuyoshi Okimoto is interested in analyzing the interrelationship in macroeconomy and financial markets, and its implications on monetary policy, asset allocation and risk management. His current papers apply time series models, such as regime switching models and GVAR, to examine the effects of monetary policy on macroeconomy and financial markets. He is also working on the effects of oil price shocks on the real economy and other commodity markets.