HORIE Tetsushi

College of Economics College of EconomicsAssistant Professor

Degree

  • Doctor of Philosophy in Economics, Hitotsubashi University, Jul. 2022
  • Master of Economics, Hitotsubashi University, Mar. 2016

Research Keyword

  • Time Series Analysis
  • Factor Analysis
  • Unit root Tests
  • Economic Statistics

Field Of Study

  • Humanities & social sciences, Economic statistics, Time Series Analysis, Unit root Tests, Factor Analysis

Career

  • Apr. 2025 - Present
    Nihon University, College of Economics, Assistant Professor
  • Apr. 2020 - Present
    Toyo University, Faculty of Economics Department of Economics, 非常勤講師
  • Aug. 2023 - Mar. 2025
    Ministry of Finance, Policy Research Institute, Economist
  • Apr. 2023 - Mar. 2025
    Gakushuin University, Faculty of Economics Department of Economics, 非常勤講師
  • Oct. 2022 - Mar. 2025
    Gakushuin University, Faculty of Economics Research Institute for Economics and Management, 客員所員
  • Apr. 2017 - Mar. 2018
    公益財団法人三菱経済研究所, 研究員

Educational Background

  • Apr. 2016 - Jul. 2022
    Hitotsubashi University, Graduate School of Economics, Economic Theory and Economic Statistics Area
  • Apr. 2014 - Mar. 2016
    Hitotsubashi University, Graduate School of Economics, Economic Theory and Economic Statistics Area
  • Apr. 2013 - Mar. 2014
    Gakushuin University, Graduate School of Economics, Graduate Course in Economics
  • Apr. 2010 - Mar. 2013
    Gakushuin University, Faculty of Economics, Department of Economics

Paper

  • Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices
    Tetsushi Horie; Yohei Yamamoto
    Journal of Econometric Methods, Mar. 2023, Refereed
  • A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK
    Yohei Yamamoto; Tetsushi Horie
    Econometric Theory, Mar. 2022, Refereed
  • Note on the Uniqueness of the Maximum Likelihood Estimator for a Heckman’s Simultaneous Equations Model
    Kentaro Akashi; Tetsushi Horie
    Econometrics and Statistics, Mar. 2022, Refereed

Books and other publications

  • 因子構造を持つ確率的フロンティアモデルの推定 : 日本のGDP成長率の要因分析
    堀江, 哲史
    三菱経済研究所, Jun. 2018
    9784943852667

Lectures, oral presentations, etc.

  • Testing for Average Treatment Effects with Unknown Sample Size
    Tetsushi Horie
    KIER-CAPS Research Workshop on Applied Economics, Jan. 2024, Not invited
  • Skewness Tests for the Common Factor Model
    Tetsushi Horie
    The 15th International Symposium on Econometric Theory and Applications, Osaka University, Jun. 2019, Not invited
  • Skewness Tests for the Common Factor Model
    Tetsushi Horie
    日本経済学会秋季大会, 学習院大学, Sep. 2018, Not invited
  • Skewness Tests for the Common Factor Model
    Tetsushi Horie
    Kansai Keiryo Keizaigaku Kenkyukai, Jan. 2017, Not invited
  • Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets
    Tetsushi Horie
    Kansai Keiryo Keizaigaku Kenkyukai, Jan. 2016, Not invited

Courses

  • Economic Data Analysis Ⅰ, Ⅱ
    Apr. 2025 - Present
  • Statistics 1, 2
    Apr. 2025 - Present
  • Elementary Statistics, Ⅰ, Ⅱ
    Apr. 2025 - Present
  • Exercises in Microeconomics/Micro Economics Seminar/Exercises in Mathematics for Microeconomics2#A
    Apr. 2021 - Present
    Toyo University
  • Exercises in Macroeconomics/Macro Economics Seminar/Exercises in Mathematics for Macroeconomics2#A
    Apr. 2021 - Present
    Toyo University
  • Sep. 2024 - Dec. 2024
  • Special Lect. on Economics: (Statistical Analysis with R)
    Apr. 2023 - Jul. 2023
    Gakushuin University
  • Exercises in Introductory Economics B/Exercises in Mathematics for Economics B1
    Apr. 2020 - Mar. 2021
    Toyo University
  • Exercises in Introductory Economics A/Exercises in Mathematics for Economics A1
    Apr. 2020 - Mar. 2021
    Toyo University

Affiliated academic society

  • Oct. 2022 - Present
    The Japan Statistical Society
  • Apr. 2018 - Present
    Japanese Economic Association

Research Themes

  • グローバルサプライチェーンと日本の国際競争力、経済安全保障
    日本学術振興会, 科学研究費助成事業, Apr. 2025 - Mar. 2030
    乾 友彦
  • A Study on the Determinant Factors of Market Share in Japanese Pharmaceutical Market
    Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, Apr. 2014 - Mar. 2018
    SUGAHARA Takuma; ISHIKAWA Takayuki; HORIE Tetsushi