Yasutomo Murasawa
Professor, Faculty of Economics, Konan University

Employment
2015–present Professor, Faculty of Economics, Konan University.
2004–2015 Professor, School of Economics, Osaka Prefecture University.
2001–2004 Associate Professor, School of Economics, Osaka Prefecture University.
1999–2001 Lecturer, Institute of Economic Research, Kyoto University.
1993–1994 Senior Research Associate, Mitsubishi Research Institute (Japan).
1991–1993 Research Associate, Mitsubishi Research Institute (Japan).

Education
1994–1999 Ph.D. (Economics), University of Pennsylvania.
1989–1991 M.A. (Economics), Kyoto University.
1985–1989 B.A. (Economics), Kyoto University.

Grants2021–2026 JSPS KAKENHI Grant Number 21K01434, Dynamic analysis of theheterogeneity of inflation expectations formation using interval data on expectedinflation rates.
2016–2021 JSPS KAKENHI Grant Number 16K03605, Expansion and its application
to the economic analysis of multivariate Beveridge-Nelson decomposition.
2011–2017 JSPS KAKENHI Grant Number 23530255, Developing and Applying theLevel and Gap Indices of Business Cycles.

8-9-1 Okamoto, Higashinada-ku, Kobe, Hyogo 658-8501, Japan# murasawa@konan-u.ac.jp •  ystmmrsw.github.io1/2

2008–2011 JSPS KAKENHI Grant Number 20330041, Microeconometric Analysesof Educational Policies and Their Effects.
2007–2010 JSPS KAKENHI Grant Number 19530185, Bayesian Estimation ofMonthly GDP Gap and Developing Gap Probability Indices.
2005–2007 JSPS KAKENHI Grant Number 17330045, Econometric Analyses ofMarket and Organization in Health Care Service Industry.
2004–2006 JSPS KAKENHI Grant Number 16730113, Development of DI type ·CI type economic index using monthly and quarterly series.

Publications
1. “Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration,” Studies in Nonlinear Dynamics & Econometrics, in press, 2022.
2. “Measuring public inflation perceptions and expectations in the UK,” Empirical Economics,Vol. 59, pp. 315–344, 2020.
3. “The Beveridge–Nelson decomposition of mixed-frequency series: An application to simultaneous measurement of classical and deviation cycles,” Empirical Economics, Vol. 51,
pp. 1415–1441, 2016.
4. “The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series,” Economics
Letters, Vol. 137, pp. 157–162, 2015.
5. “Measuring the natural rates, gaps, and deviation cycles,” Empirical Economics, Vol. 47,
pp. 495–522, 2014.
6. “Output gap estimation and monetary policy in China” (with C. Zhang, B. Zhang, and Z.
Lu), Emerging Markets Finance & Trade, Vol. 49, Supplement 4, pp. 119–131, 2013.
7. “Measuring inflation expectations using interval-coded data,” Oxford Bulletin of Economics
and Statistics, Vol. 75, pp. 602–623, 2013.
8. “Multivariate model-based gap measures and a new Phillips curve for China” (with C. Zhang),
China Economic Review, Vol. 23, pp. 60–70, 2012.
9. “Output gap measurement and the New Keynesian Phillips curve for China” (with C. Zhang),
Economic Modelling, Vol. 28, pp. 2462–2468, 2011.
10. “A coincident index, common factors, and monthly real GDP” (with R. S. Mariano), Oxford
Bulletin of Economics and Statistics, Vol. 72, pp. 27–46, 2010.
11. “Do coincident indicators have one-factor structure?” Empirical Economics, Vol. 36, pp. 339–365, 2009.
12. “Distribution-free statistical inference for generalized Lorenz dominance based on groupeddata” (with K. Morimune), Mathematics and Computers in Simulation, Vol. 64, pp. 133–142,
2004.
13. “A new coincident index of business cycles based on monthly and quarterly series” (with R.
S. Mariano), Journal of Applied Econometrics, Vol. 18, pp. 427–443, 2003.

8-9-1 Okamoto, Higashinada-ku, Kobe, Hyogo 658-8501, Japan# murasawa@konan-u.ac.jp •  ystmmrsw.github.io

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