Hiroyuki Kasahara
Associate Professor

Mailing Address:
   Vancouver School of Economics
   6000 Iona Drive, Vancouver, BC
   V6T 1L4, Canada 
Office Address:  Iona Building 213
Phone/Fax: 604-822-4814 / 604-822-5915
E-mail: hkasahar@mail.ubc.ca

Curriculum Vitae

Research Interests: Econometrics, International Trade, Macroeconomics

Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models, with Katsumi Shimotsu, Journal of Econometrics, 2019, 208(2), 442-467.
Estimation of Discrete Choice Dynamic Programming Models, with Katsumi Shimotsu, Japanese Economic Review, March 2018, 69, 28-58.
Does Importing Intermediates Increase the Demand for Skilled Workers? Plant-level Evidence from Indonesia with Joel Rodrigue and Yawen Liang. Journal of International Economics, 2016, 102, 242-261. (Supplemental Appendix)
Testing the Number of Components in Normal Mixture Regression Models with Katsumi Shimotsu. Journal of the American Statistical Association (Theory and Methods), 2015, 110, 1632-1645. (Supplemental Appendix)
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures with Katsumi Shimotsu, Journal of the Royal Statistical Society - Series B, 2014, 76(1), 97-111.  (Supplemental Appendix)
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003 with Katsumi Shimotsu and Michio Suzuki, Journal of the Japanese and International Economies, 2014, 31, 72-97.
Modified Quasi-Likelihood Ratio Test for Regime Switching with Tatsuyoshi Okimoto and Katsumi Shimotsu, Japanese Economic Review, 2014, 65(1), 25-41.
Productivity and the Decision to Import and Export: Theory and Evidence with Beverly Lapham, Journal of International Economics, 2013, 89(2), 297-316. [One of the most highly cited papers during 2014, 2015 and up until June 2016 in the Journal of International Economics.] [2008 Dinstinguished CESifo Affiliate Award in Global Economy]
"Sequential Estimation of Structural Models with a Fixed Point Constraint," with Katsumi Shimotsu, Econometrica, 80(5), 2012, 2303-2319. (Supplemental Appendix)
"Temporary Increases in Tariffs and Investment: The Chilean Case," Journal of Business and Economic Statistics, 27(1), 2009, 113-127.
"Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices," with Katsumi Shimotsu, Econometrica, 77(1), 2009, 135-175. (Errata)
"Does the Use of Imported Intermediates Increase Productivity? Plant-level Evidence," with Joel Rodrigue, Journal of Development Economics 87(1), 2008, 106-118. (Supplemental Appendix)
"Pseudo-likelihood Estimation and Bootstrap Inference for Structural Discrete Markov Decision Models," with Katsumi Shimotsu, Journal of Econometrics, 146(1), 2008, 92-106. [Winner of the 2010 Arnold Zellner Award for the most significant theoretical paper published in the Journal of Econometrics] (Supplemental Appendix)

Working Papers: 
Grain Exports and the Causes of China's Great Famine, 1959-1961: County-Level Evidence (March 2019), with Binjing Li. 
Testing the Order of Multivariate Normal Mixture Models (February 2019), with Katsumi Shimotsu. 
Testing the Number of Regimes in Markov Regime Switching Models (January 2018), with Katsumi Shimotsu.
Testing the Number of Components in Finite Mixture Models (October 2012), with Katsumi Shimotsu. 
Sequential Estimation of Dynamic Programming Models (October 2011), with Katsumi Shimotsu. 
Technology Adoption Under Relative Factor Price Uncertainty: The Putty-Clay Investment Model.


Vancouver School of Economics