Yao Feng

Faculty
Faculty of Economics
Department of Economics
Graduate School of Science for Creative Emergence
Division of Science for Creative Emergence
PositionProfessor
Last Updated :2021/11/22

Researcher Profile and Settings

Education

  •  - 1996 , Tohoku University, Graduate School of Economics and Management
  •  - 1996 , Tohoku University
  •  - 1993 , Tohoku University, Graduate School of Economics and Management
  •  - 1993 , Tohoku University
  •  - 1987 , 吉林大学大学院, 法学研究科
  •  - 1987 , Graduate School of Jilin University, Graduate School, Division of Law

Degree

  • 経済学博士, 東北大学
  • 経済学修士, 東北大学
  • 法学修士, 吉林大学
  • 理学学士, 吉林大学

Association Memberships

  • 中国経済経営学会
  • 中国経済学会
  • 日本経済学会
  • 日本統計学会
  • The Econometric Society
  • Japanese Association for Chinese Economy and Management Studies
  • Chinese Economic Society
  • Japanese Economic Association
  • Japan Statistical Society
  • The Econometric Society

Committee Memberships

  •   2018 03 , Kagawa University and Waseda University, 2018 Kagawa International Symposium“Recent Developments in Statistics and Econometrics”, 委員長・座長
  •   2017 07 , Kagawa University and Dalian University of Technology, The 9th International Conference on Financial Risk and Corporate Finance Management, 委員長・座長
  •   2015 01 , - 関西計量経済学研究会, 2015年度関西計量経済学研究会, 座長
  •   2014 06 , - Asian Management Science Society, Asian Journal of Management Science and Applications, 編集委員
  •   2014 06 , - Asian Management Science Society, Asian Journal of Management Science and Applications, 編集委員
  •   2014 03 , - 吉林大学東北アジア研究院, 人口学刊, 編集委員
  •   2014 03 , - 吉林大学東北アジア研究院, 人口学刊, 編集委員
  •   2011 04 , International Economic Society, International Conference on Banking and Finance Perspectives, International Advisory Board
  •   2006 03 , - International Economic Society, International Journal of Economic Perspectives, 編集委員
  •   2006 03 , - International Economic Society, International Journal of Economic Perspectives, 編集委員
  •   2006 03 , - International Economic Society, International Journal of Economic Perspectives, 編集委員
  •   2006 03 , - International Economic Society, International Journal of Economic Perspectives, 編集委員
  •   2001 , 中国経済経営学会, 正会員
  •   2001 , 中国経済学会, 正会員
  •   2000 , The Econometric Society, 正会員
  •   1996 , 日本経済学会, 正会員
  •   1993 , 日本統計学会, 正会員
  •   2001 , Japanese Association for Chinese Economy and Management Studies, 正会員
  •   2001 , Chinese Economic Society, 正会員
  •   2000 , The Econometric Society, 正会員
  •   1996 , Japanese Economic Association, 正会員
  •   1993 , Japan Statistical Society, 正会員

Academic & Professional Experience

  •   1997 ,  - 2002 , Kagawa University
  •   2002 , - 香川大学, 教授
  •   1996 ,  - 1997 , Kagawa University

Research Activities

Research Areas

  • Humanities & social sciences / Economic statistics
  • Humanities & social sciences / Economic policy
  • Humanities & social sciences / Money and finance

Research Interests

    人口経済学, 日中経済, 中国経済, 地域経済, 統計学, 計量経済学, Demography, Japan-China Economy, Chinese Economy, Regional Economics, Statistics, Econometrics

Published Papers

  • A smooth nonparametric conditional quantile frontier estimator, Carlos Martins-Filho, Feng Yao, JOURNAL OF ECONOMETRICS, 143, (2) 317 - 333,   2008 04 , [Refereed]
  • Nonparametric frontier estimation via local linear regression, Carlos Martins-Filho, Feng Yao, JOURNAL OF ECONOMETRICS, 141, (1) 283 - 319,   2007 11 , [Refereed]

Misc

  • Causal Relationships of FDI, Economic Growth and Upgrading of Industrial Structure : Econometric Analysis of Shaanxi Province (Barbican of One Belt and One Road), 90, (2), 215 - 236,   2017 09
  • 日本経済発展与中日貿易的計量分析, 管理科学学報, Vol.6, (No.4), 55 - 62,   2003
  • 動態経済系統分析的経済計量模型与方法, 管理科学学報, Vol.6, (No.2), 74 - 80,   2003
  • Investigation of Nested Chi-square Test and AIC in the Box-Cox Transformation Model, Kagawa University Economic Review, The Institute of Economic Research, Kagawa University, 71, (3), 217 - 256,   1998
  • Investigation of Information Criteria in the Box-Cox Transformation Model, Kagawa University Economic Review, 69, (2-3), 267 - 295,   1996
  • Information Crieria and Nested X2 Method for the Box-Cox Data Transformation, Annual Report of the Economic Society, Tohoku University, 57, (2), 85 - 99,   1995
  • Empirical Causality Analysis of Japanese Macro Economic Data, Statistical Analysis of Time Series : Theory and Application, The Institute of Statistical Mathemetics, Tokyo, 79, 85 - 96,   1995
  • Analysis of the Box-Cox Transformation by the General and Akaike Information Criteria, Annual Report of the Economic Society, Tohoku University, 56, (1), 123 - 139,   1994
  • 賃金と物価を繋ぐ問題に関する研究, 中国:発展と改革, (8),   1988
  • 都市化に関する問題の研究, 経済情報と予測, 1988, (8),   1988
  • Testing the one-way effect in the presence of trend breaks, Y Hosoya, F Yao, T Takimoto, JAPANESE ECONOMIC REVIEW, 56, (1), 107 - 126,   2005 03
    This paper provides an approach to testing the measures of the one-way effect for cointegrated vector time-series in the presence of trend breaks. We propose Wald testing the measures and their computational algorithm, an extension of previous work by Hosoya and Yao and Hosoya, to the case where trend breaks are explicitly taken into account in the cointegration relationship. On the basis of the proposed inferential method and the derived evidence, we present a causal structure characterization of money supply and income as well as interest rates for the last 44 years of the Japanese economy, and contrast it with the results of Yao and Hosoya.
  • Inference on one-way effect and evidence in Japanese macroeconomic data, F Yao, Y Hosoya, JOURNAL OF ECONOMETRICS, 98, (2), 225 - 255,   2000 10
    This paper provides an approach to testing a variety of causal characteristics expressed in terms of the measures of one-way effect for cointegrated vector time series. For this purpose, we propose Wald tests and their computational algorithm by means of the measures of one-way effect, incorporating Johansen's algorithm for the maximum likelihood estimates and the likelihood ratio tests. Using the Wald test statistics, the paper also provides a method of confidence-set construction for the causal measures. The approach proposed in the paper includes testing Granger's non-causality as an instance of its multiple applications. As an illustration, the paper presents a characterization of the causal structure of the recent Japanese macroeconomy on the basis of the proposed method and the derived evidence. (C) 2000 Elsevier Science S.A. All rights reserved. JEL classification: C12; C13; C14; C32; E49; E51; E52; O11; O47; O53.

Books etc

  • Blue Book of Japanese Economy, Joint author, Dalian University of Technology Electronic & Audio-visual,   2018 05 , ISBN:9787894371751
  • Proceedings of the 9th International Conference on Financial Risk and Corporate Finance Management, Joint author,   2017 07
  • ベイズ計量経済学ハンドブック, 朝倉書店,   2013 , ISBN:9784254290196
  • 経済時系列分析ハンドブック, 朝倉書店,   2012 , ISBN:9784254290158
  • 現代物流とサプライチェーンマネジメント, 西安交通大学出版社,   2008 , ISBN:9787560527291
  • 計量経済学ハンドブック, 朝倉書店,   2007
  • 発展と改革(1983-1987), 中国計画出版社,   1988
  • 確率統計基礎(上.下), 吉林大学人口研究所・吉林省人口学会,   1986
  • The Oxford Handbook of Bayesian Econometrics, Asakura Publishing Co., Ltd,   2013 , ISBN:9784254290196
  • Handbook of Economic Time Series, Asakura Publishing Co., Ltd,   2012 , ISBN:9784254290158
  • Modern Logistics and Supply-chain Management, Xian Jiaotong University Press,   2008 , ISBN:9787560527291
  • Handbook of Econometrics, Asakura Publishing Co., Ltd,   2007
  • Econometric Analysis of Nonstationary and Nonlinear Relationships, Shinzansha International,   2002
  • Reform and development of Chinese Economy (1983-1987), 中国計画出版社,   1988
  • Introduction of Probability and Statistics, 吉林大学人口研究所・吉林省人口学会,   1986

Conference Activities & Talks

  • Empirical Causal Relationships between Money Supply and Stock Markets in China, Yao Feng, The 7th Kagawa University - Chiang Mai University Joint Symposium,   2018 08 , 招待有り
  • Causal Relationships between FDI Flow and Technological Innovation of China and Japan, 2018 Kagawa International Symposium“Recent Developments in Statistics and Econometrics”,   2018
  • 中日経済発展と国際貿易の因果関係研究, 2017年全国日本経済学会全国大会,   2017
  • Causal Analysis of Hong Kong Stock Market, the 9th International Conference on Financial Risk and Corporate Finance Management,   2017
  • Theory and Application of the Wald Test of One-way Effect Causal Measure, The 6th Kagawa University – Chiang Mai University Joint Symposium 2016,   2016
  • Theory and Application of the One-way Effect Causal Measure, Conference in Honor of Professor Yuzo Hosoya,   2016
  • 日中国際貿易と経済成長の因果関係, シルクロード経済ベルト国際協力メガニズムと内陸型改革開放シンポジウム,   2015
  • 多変量時系列因果分析の理論と応用, 中国科学協会エネルギー経済と気候政策フォラム,   2015
  • Granger's Non-causality and the Wald Test of One-way Effect, The 5th Chiang Mai University – Kagawa University Joint Symposium 2014,   2014
  • Nobel Prize in Economic Sciences and the New Statistical Approach for Analyzing Soft Power, The 3rd High-Level Forum on Soft Power,   2013
  • Time Series Causal Analysis and the Nobel Prize in Economic Sciences, Ishigaki International Conference on Modern Statistics Theories,Practices, and Education in the 21st Century,   2013
  • Stock Market Causal Relations between the US and East Asian Countries, 2012 Taipei International Statistics Workshop,   2012
  • 時系列因果分析方法の新たな展開, 中国数量経済学会2012年全国大会,   2012
  • Stability in Dynamic Optimization of Competitive Agents with a Market Externality, The Eleventh International Conference on Information and Management Sciences Shanghai University Economics Forum,   2012
  • 日中証券市場総合指数因果関係に関する分析, 国際学術シンポジウム「中国経済の転換と日中経済関係」,   2012
  • Asymmetric Causal Relationships between the Stock Markets of European and East Asian Countries, The 6th International Conference on Computational and Financial Econometrics,   2012
  • Stock Market Causal Relationships of China, the US and Japan, 2011 International Conference on Management Science and Engineering,   2011
  • Nobel Prize in Economic Sciences and the Theory of Causal Analysis, 2011 Shanghai University Economics Forum,   2011
  • Causal Relationship of the Stock Market Index between Developed and Developing Countries, Workshop on Time Series and Applications,   2011
  • Analysis of Stock Market Information: A New Financial Engineering Approach, IEEE ICIA 2010,   2010
  • Financial Crises Contagions and Its Inhibitions: a View of Differential Dynamical System, IEEE, ICSSSM 2010,   2010
  • 中国大陸八大台湾資本集中地域と台湾との経済貿易交流に関する研究, 第10回中国経済学年会,   2010
  • 日米中金融証券市場主な総合指数間の因果関係, 経済危機と政府マクロ経済コントロール,   2009
  • Japan-China International Trade and Sustainable Economic Development in East Asia, Economic Development and Culture in a Globalized Era of East Asia,   2008
  • Sustainable Economic Development and China-Japan Foreign Trade Relation, Symposium on Sustainable Development in East Asia,   2007
  • The Long-run and Short-run Causal Relationships between Japanese Money and, 2006 Far Eastern Meeting of the Econometric Society,   2006
  • 一方向因果測度の局所検定と応用, 2006年度統計関連学会連合大会,   2006
  • 中国の貿易依存度に関する統計分析, 2005年中国経済学会全国大会,   2005
  • Testing the Local One-way Effect and Its Application to Japanese Income and, IASC World Conference on Computational Statistics & Data Analysis,   2005
  • Testing Causality and the Japanese Economy, The 2nd International Workshop in Applied Probability,   2004
  • Causal Relationships in Japanese and Chinese External Trade, The 8th Japan-China Symposium on Statistics,   2004
  • Analysis of the Causal Relations between Trade and GDP -- the case of China and Japan, 2017年全国日本経済学会全国大会,   2017
  • Stock Market Causal Relationships between the US and East Asian Countries, 2015年度関西計量経済学研究会,   2016
  • The sequence of RMB capital account openness reform, 2015CSBF 電子金融フォラム,   2015
  • 日中国際貿易と経済成長の因果関係, シルクロード経済ベルト国際協力メガニズムと内陸型改革開放シンポジウム,   2015
  • 多変量時系列因果分析の理論と応用, 中国科学協会エネルギー経済と気候政策フォラム,   2015
  • Stock Market Causal Relations between the US and East Asian Countries, 2012 Taipei International Statistics Workshop,   2012
  • 時系列因果分析方法の新たな展開, 中国数量経済学会2012年全国大会,   2012
  • Stability in Dynamic Optimization of Competitive Agents with a Market Externality, The Eleventh International Conference on Information and Management Sciences Shanghai University Economics Forum,   2012
  • 日中証券市場総合指数因果関係に関する分析, 国際学術シンポジウム「中国経済の転換と日中経済関係」,   2012
  • Asymmetric Causal Relationships between the Stock Markets of European and East Asian Countries, The 6th International Conference on Computational and Financial Econometrics,   2012
  • Testing Causality and the Japanese Economy, The 2nd International Workshop in Applied Probability,   2004

Works

  • 「世界の工場」の中国化と日系企業の管理会計・原価管理の現地適用と現地適応
  • 日中地域経済の比較研究

Awards & Honors

  •   2010 , Best Paper Finalist, ICIA 2010
  •   2008 , 中国数量経済学会優秀論文賞
  •   2008 , Best Paper Awards, Chinese Association of Quantitative Economics

Research Grants & Projects

  • 多変量非定常時系列の共和分と因果関係の理論および実証的研究,   1993
  • Econometric Analysis of Nonlinear and Nonstationary Relationships,   1991
  • 日米中長期経済発展の相互依存関係に関する研究
  • Empirical Analysis of Japanese-Chinese Economy
  • 非線型・非定常時系列の計量分析
  • Econometric Analysis of Nonlinear and Nonstationary Relationships,   1991
  • 日米中長期経済発展の相互依存関係に関する研究
  • Empirical Analysis of Japanese-Chinese Economy


Copyright (c) MEDIA FUSION Co.,Ltd. All rights reserved.