Ikeda Shinsuke

Faculty
Department of Economics
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BirthdayWebsite
TEL(代表)0134-27-5206
Message
Last Updated :2019/06/08

Researcher Profile and Settings

Education

  •   2005 08  - 2010 05 , Boston University, Department of Economics, Ph.D. program
  •   2001 04  - 2003 03 , University of Tokyo, Graduate School of Economics, Master Program
  •   1995 04  - 2000 06 , International Christian University, Arts and Science, Division of Social Science

Association Memberships

  • Japanese Association of Financial Econometrics and Engineering
  • Japan Health Economic Association
  • American Economic Association
  • Econometric Society

Academic & Professional Experience

  •   2017 08 ,  - 現在, Otaru University of Commerce, Faculty of Commerce, Department of Economics, Associate Professor
  •   2016 01 ,  - 2017 11 , Research Institute of Economy, Trade and Industry, A project member
  •   2010 08 ,  - 2017 07 , National Graduate Institute for Policy Studies , Department of Policy Analysis, Assistant Professor

Research Activities

Research Areas

  • Economics, Economic policy
  • Economics, Applied economics

Research Interests

    Panel Quantile Regression, Dynamic Panel Analysis, Financial Econometrics

Published Papers

  • Markets for Balancing Power and Transmission Rights Operated by the European TSOs: Implications for the electric power system reform in Japan
    Shin S. Ikeda, RIETI Policy Discussion Paper Series, 01
  • Effects of Short Sale Ban on Financial Liquidity in Crisis and Non-Crisis Periods: A Propensity Score-Matching Approach
    Shin S. Ikeda, Applied Economics, 49, (28) 2711 - 2718, Refereed
  • A Note on Mixingale Limit Theorems and Stable Convergence in Law
    Shin S. Ikeda, Communications in Statistics - Theory and Methods, 46, (19) 9377 - 9387, Refereed
  • Graphical Analyses of Occupation-wise Suicide Risk in Japan
    Shin S. Ikeda, GRIPS Discussion Paper Series, 16, (3) , 05
  • A Dynamic Panel Analysis of Suicide in Japanese Municipalities
    Shin S. Ikeda, Economics Bulletin, 36, (2) 640 - 664, Refereed
  • A Bias-Corrected Estimator of the Covariation Matrix of Multiple Security Prices when both Microstructure Effects and Sampling Durations are Persistent and Endogenou
    Shin S. Ikeda, Journal of Econometrics, 193, (1) 203 - 214, Refereed, DOI
  • Dynamic Panel Analysis of HKEx Shorting Ban's Impact on the Relationship between Disagreement and Future Returns
    Shin S. Ikeda, Finance Research Letters, 17, 10 - 16, Refereed, DOI
  • Illiquidity in the Japanese Day-Ahead Electricity Market
    Shin S. Ikeda, RIETI Discussion Paper Series, 11
  • Two Scale Realized Kernels: A Univariate Case.
    Shin S. Ikeda, Journal of Financial Econometrics, 13, (1) 126 - 165, 01 , Refereed, DOI
  • A Contingent Claim Analysis of Suicide
    Shin S. Ikeda, GRIPS Discussion Paper Series, 13, (5) 1 - 26, 05
  • Three Essays on Bias-Corrected Kernel Methods for the Estimation of the Integrated Covariance of Security Returns
    Shinsuke Ikeda, Boston University, 05 , Refereed

Conference Activities & Talks

  • Corporate Governance and Economic Performance of Publicly Listed Firms in Hanoi Stock Exchange
    Shin S. Ikeda, Western Economic Association International Meeting,   2018 01
  • Corporate Governance and Economic Performance of Publicly Listed Firms in Hanoi Stock Exchange
    Shin S. Ikeda, Vietnam Symposium in Banking and Finance,   2017 10
  • Effects of Short Sale Ban on Financial Liquidity in Crisis and Non-Crisis Periods
    Shin S. Ikeda, International Finance and Banking Society Conference,   2016 06 01
  • A Dynamic Panel Analysis of Japanese Municipality-Level Suicide Data
    Shinsuke Ikeda, 医療経済学会,   2015 09 06
  • A Dynamic Panel Analysis of MunicipalitySuicide Data in Japan
    Shinsuke Ikeda, Singapore Health Economics Association Meeting,   2015 05 11
  • A Contingent Claim Analysis of Suicide
    Shinsuke Ikeda, Indonesian Finance Association Meeting,   2014 12 17
  • A Contingent Claim Analysis of Suicide
    Shinsuke Ikeda, World Finance Conference,   2014 12 12
  • A Contingent Claim Analysis of Suicide
    Shinsuke Ikeda, Econometric Society Australasian Meeting,   2014 07 03
  • Interaction of the Short Sale Ban, Heterogeneous Beliefs, and Liquidity
    Shin S. Ikeda, Institute for Monetary and Economic Studies,   2013 10 , 招待有り
  • Empirical Spectral Measure Approach to Financial Econometrics of High Frequency Data
    Shin S. Ikeda, Asian Meeting of the Econometric Society,   2012 12
  • Empirical Spectral Measure Approach to Financial Econometrics of High Frequency Data
    Shin S. Ikeda, Institute of Mathematical Statistics Asia-Pacific Rim Meeting,   2012 07
  • A Kernel-based Estimator of the Spot Volatility Matrix in the Presence of Market Microstructure, Leverage Effect and Diurnal Heteroskedasticity
    Shin S. Ikeda, Econometric Society Eastern Asian Meeting,   2011 08
  • A Bias-Corrected Rate-Optimal Estimator of the Covariation Matrix of Multiple Security Prices with Dependent Noise
    Shin S. Ikeda, SETA Meeting,   2010 04
  • Two Scale Realized Kernels
    Shin S. Ikeda, EC2 Real Time Econometrics,   2009 12
  • Two Scale Realized Kernels
    Shin S. Ikeda, Econometric Society Far Eastern and Southeast Asia Meeting,   2009 08
  • Two Scale Realized Kernels
    Shin S. Ikeda, Econometric Society North American Summer Meeting,   2009 06

Awards & Honors

  • International Christian University, Akira Takayama Economics Thesis Award, Microeconometric Analysis of Social Choice Theory
  • Boston University, Boston University Graduate School of Management Finance Fellowship 2005-2006
  • The Nakajima Foundation, The Nakajima Foundation Scholarship Program (Management Field) 2005-2010
  • Boston University Department of Economics, Distinction in Ph.D. Macroeconomics Qualifier Examination 2005
  • Boston University Department of Economics, Summer Research Grant 2008, 2009

Research Grants & Projects

Others

  •   2018 06 , An interviewer of student applicants to a language learning program at Otago University and Malaya University, An interviewer of student applicants to a language learning program at Otago University (New Zealand) or Malaya University (Malaysia) for a few weeks.
  •   2018 05 , A member of the hiring committee in the field of Industrial Organization in Department of Economics, Otaru University of Commerce, A member of the hiring committee in the field of Industrial Organization in Department of Economics, Otaru University of Commerce
  •   2018 04 , A member of the Committee for Informatoin Technology Center at Otaru University of Commerce, As a committee member of the operation and management of the Information Technology Center at Otaru Universtity of Commerce.
  •   2018 03 , An attendant and instructor of five OUC students study tour to Boston, I accompanied with the student stuty tour to Boston as a part of North American regional study course in OUC started two years ago, and made courtesy visits to Massachusetts State House, campuses of Lesley University (under the exchange program partnership with OUC), etc. This tour had another mission to deepen the sister state relationship between Hokkaido prefecture and the State of Massachusetts, and as a part of it, we made a courtesy visit to the international section at Hokkaido prefecture government and to several state representatives. Finally, I evaluated students' group presentation at Boston and individual in-class presentations after the tour.
  •   2018 04 , Vice Director of the Education Division at the Center for Glocal Strategy, Operations and suggestions for improvements of education of students in the exchange program (inbound) and for Japanese students in the glocal management program as a minor field.
  •   2017 11 , An interviewer of applicants to Language learning program at University of Oolongon and University of Calgary, An interviewer of student applicants to language learning programs at University of Oolongon and University of Calgary for a few weeks, both in Japanese and English.
  •   2017 10 , A courtesy visit to International University, Vietnam National University HCMC, I visited the campus of IU VNS HCMC as a partner of the exchange program with OUC and exchange our opinions about further deepening of our relationship. Particularly, we discussed the possibilities of encouraging more interactions of teachers/researchers and launching a study tour from OUC to IU.

Educational Activities

Teaching Experience

  • Glocal Seminar IV, Otaru University of Commerce
  • Glocal Seminar III, Otaru University of Commerce
  • Business Economics II, Otaru University of Commerce
  • Business Economics I, Otaru University of Commerce
  • Statistical Analysis, International Christian University Graduate School of Public Administration
  • Time Series Analysis, National Graduate Institute for Policy Studies
  • Advanced Macroeconomics IV, National Graduate Institute for Policy Studies
  • Advanced Econometrics IV, National Graduate Institute for Policy Studies


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