MUTO Makoto

College of EconomicsAssistant Professor

Researcher Information

Field Of Study

  • Humanities & social sciences, Theoretical economics
Research activity information

Paper

  • ★Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform
    Makoto Muto; Yoshitaka Saiki
    The North American Journal of Economics and Finance, Sep. 2024, Refereed, Not invited
    Lead
  • ★Regional Synchronization during Economic Contraction: The Case of the U.S. and Japan
    M. Muto; T. Onozaki; Y. Saiki
    Applied Economics, May 2023, Refereed, Not invited
    Lead
  • ★What Determines Utility of International Currencies?
    Eiji Ogawa; Makoto Muto
    Journal of Risk and Financial Management, Jan. 2019, Refereed, Invited
  • ★Declining Japanese Yen in the Changing International Monetary System
    Eiji Ogawa; Makoto Muto
    East Asian Economic Review, Dec. 2017, Refereed
  • ★Inertia of the US Dollar as a Key Currency through the Two Crises
    Eiji Ogawa; Makoto Muto
    Emerging Markets Finance and Trade, Sep. 2017, Refereed

MISC

  • Identifying Deterministic Behavior in Exchange Rate Volatility Time Series Using Machine Learning
    Makoto Muto; Tamotsu Onozaki; Yoshitaka Saiki
    May 2024, Not refereed, Not invited
    Lead
  • ASEAN+3の最適通貨圏形成に関する計量分析
    山本拓、武藤誠
    商学論及, Mar. 2014, Not refereed, Invited

Books and other publications

  • 金融システムの制度設計:停滞を乗り越える、歴史的、現代的、国際的視点からの考察
    Joint work, アジア債券市場と日本の役割, 小川英治; 清水順子; 武藤誠
    有斐閣, Nov. 2017
    9784641165090

Lectures, oral presentations, etc.

  • Synchronization and desynchronization,among regional business cycles
    Makoto Muto; Onozaki Tamotsu; Saiki Yoshitaka
    Conference on Nonlinear Economic Dynamics - NED 2019, Sep. 2019

Research Themes

  • Expediting and Elaborating Business Forecast Using Machine Learning
    Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 09 Jul. 2021 - 31 Mar. 2024
    齊木 吉隆; 小野崎 保; 武藤 誠