Graduate School of Business Administration, KOBE UNIVERSITY

Kazuhiko Kakamu

Doctor of Economics
(Osaka University)



Associate Professor of Statistics

Specialized Fields

Statistics, Econometrics

Fields of Interest

Bayesian Statistics, Markov Chain Monte Carlo Methods

Current Research

  • "Simulation studies comparing Dagum and Singh-Maddala income distributions," Computational Economics, 48, 593-605.
  • "A random walk stochastic volatility model for income inequality," Japan and the World Economy, 2015, Vol. 36, pp.21-28. (co-authored with Haruhisa Nishino)
  • "Spatial patterns of flypaper effects for local expenditure by policy objective in Japan: A Bayesian approach", (co-authored with Hideo Yunoue, Takashi Kuramoto), Economic Modelling, Vol. 37, 500-506, 2014.
  • "Space-time model versus VAR model: Forecasting electricity demand in Japan", (co-authored with Yoshihiro Otsuka), Journal of Forecasting, 32(1), 75-85, 2013.
  • "Bayesian estimation of persistent income inequality by lognormal stochastic volatility model", (co-authored with Haruhisa Nishino, Takashi Ohga), Journal of Income Distribution, 21(1), 88-101, 2012.
  • "Production technology and agglomeration for Japanese prefectures during 1991-2000", (co-authored with Wolfgang Polasek, Hajime Wago), Papers in Regional Science, 91, 29-41, 2012.
  • "On the roles of spatial interactions and heteroscedasticity in crime modeling", (co-authored with Yoshihiro Otsuka, Shuhei Arasawa), Crime: Causes, Types and Victims (A.E. Hasselm ed), Nova Science Publishers, 211-220, 2011
  • "Grouped data estimation and testing of Gini coefficient using lognormal distributions", (co-authored with Haruhisa Nishino), Sankhya Series B 73(2), 193-210, 2011.
  • "Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA Approach", (co-authored with Yoshihiro Otsuka, Takashi Ohga), Computational Statistics & Data Analysis 54(11), 2721-2735, 2010.
  • "Estimation of regional business cycle in Japan using Bayesian panel spatial autoregressive probit model", (co-authored with Hajime Wago, Hisashi Tanizaki), Handbook of Regional Economics (T.P. Nolin ed), Nova Science Publishers, 555-571, 2010.
  • "Estimation of electric demand in Japan: A Bayesian spatial autoregressive AR(p) approach", (co-authored with Yoshihiro Otsuka), Inflation: Causes and Effects (L.V. Schwartzed), Nova Science Publishers, 156-178, 2009.
  • "Multilevel decomposition methods for income inequality measures", (co-authored with Mototsugu Fukushige), Japanese Economic Review, 60(3), 333-344, 2009.
  • "Small sample properties and model choice in spatial models: A Bayesian approach", Far East Journal of Applied Mathematics, 34(1), 31-56, 2009.
  • "Small-sample properties of panel spatial autoregressive models: Comparison of the Bayesian and maximum likelihood methods", (co-authored with Hajime Wago), Spatial Economic Analysis, 3(3), 305-319, 2008.
  • "Spatial interaction of crime incidents in Japan", (co-authored with Wolfgang Polasek, Hajime Wago), Mathematics and Computers in Simulation, 78(2-3), 276-282, 2008.
  • "Spatial patterns of production activity in Japanese MEA: A Bayesian approach", Empirical Economics Letters, 7(2), 137-143, 2008.
  • "Simulation studies on the CO2 emission reduction efficiency in spatial econometrics: A case of Japan", (co-authored with Kenichi Mizobuchi), Economics Bulletin, 18(4), 1-9, 2007.
  • "Model choice for panel spatial models: Crime modeling in Japan", (co-authored with Wolfgang Polasek, Hajime Wago), Advances in Data Analysis (H.-J Lenz and R. Decker eds), 2007.
  • "Productivity convergence of manufacturing industries in Japanese MEA", (co-authored with Mototsugu Fukushige), Applied Economics Letters, 13(10), 649-653, 2006.
  • "Bayesian estimation of a distance functional weight matrix model", Economics Bulletin, 3(57), 1-6, 2005.
  • "Divergence or convergence?: Income inequality between cities, towns and villages in Japan", (co-authored with Mototsugu Fukushige), Japan and the World Economy, 17(4), 407-416, 2005.
  • "How much effect does human capital have on interregional wage differentials in Japan", (co-authored with Kyosuke Suzuki, Mototsugu Fukushige), 『地域学研究』, 33(1), 129-139, 2003.