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特別研究官Senior Research Fellow
佐藤  清隆
SATO Kiyotaka

研究分野


国際金融、為替レートの実証研究

略歴


1991年3月横浜国立大学経済学部卒業
1998年3月東京大学大学院経済学研究科博士課程単位取得満期退学
1998年4月財団法人 国際東アジア研究センター一般研究員
2001年2月東京大学 博士(経済学)取得
2001年4月財団法人 国際東アジア研究センター上級研究員
2002年9月横浜国立大学経済学部助教授
2007年4月横浜国立大学経済学部准教授
2010年4月横浜国立大学経済学部教授
2013年4月〜現在横浜国立大学国際社会科学研究院教授
2016年11月〜現在Adjunct Professor, School of Business and Law, Edith Cowan University, Australia
2020年4月〜現在横浜国立大学経済学部長

 

主要業績(論文、著書、学外での活動)

 

著書

  • Ito, Takatoshi, Satoshi Koibuchi, Kiyotaka Sato and Junko Shimizu, 2018, Managing Currency Risk: How Japanese Firms Choose Invoicing Currency, Cheltenham, UK: Edward Elgar (DOI: 10.4337/9781785360138).

 

論文(査読付学術雑誌掲載)

  • Sato, Kiyotaka, Junko Shimizu, Nagendra Shrestha, Shajuan Zhang, 2020, “New Empirical Assessment of Export Price Competitiveness: Industry-specific Real Effective Exchange Rates in Asia,” North American Journal of Economics and Finance, 54 (November), 101262.
  • Nguyen, Thi-Ngoc Anh and Kiyotaka Sato, 2020, “Invoice Currency Choice, Nonlinearities and Exchange Rate Pass-Through,” Applied Economics, 52(10), pp.1048–1069.
  • Nguyen, Thi-Ngoc Anh and Kiyotaka Sato, 2019, “Firm Predicted Exchange Rates and Nonlinearities in Pricing-to-Market,” Journal of the Japanese and International Economies, 53 (September), 101035.
  • Ong, Sheue Li and Kiyotaka Sato, 2018, “Regional or Global Shock? A Global VAR Analysis of Asian Economic and Financial Integration,” North American Journal of Economics and Finance, 46, pp. 232–248.
  • Sato, Kiyotaka and Junko Shimizu, 2018, “International Use of the Renminbi for Invoice Currency and Exchange Risk Management: Evidence from the Japanese Firm-Level Data,” North American Journal of Economics and Finance, 46, pp. 286–301.
  • Shimizu, Junko and Kiyotaka Sato, 2018, “A Currency Basket and Future Exchange Rate Arrangements in Asia,” Economic and Political Studies, 6(1), pp53–68.
  • Ito, Takatoshi, Satoshi Koibuchi, Kiyotaka Sato and Junko Shimizu, 2016, “Exchange Rate Exposure and Risk Management: The Case of Japanese Exporting Firms,” Journal of the Japanese and International Economies, 41, pp.17-29. (An earlier version was published in NBER Working Paper, No.21040, National Bureau of Economic Research, March 2015.)
  • Sato, Kiyotaka, Junko Shimizu, Nagendra Shrestha and Shajuan Zhang, 2016, “Industry-Specific Exchange Rate Volatility and Intermediate Goods Trade in Asia,” Scottish Journal of Political Economy, 63(1), pp.89–109.
  • Sato, Kiyotaka and Robert Stehrer, 2015, “New Industry-level Analysis on Value Chains and Competitiveness in Asia and Europe: Introduction,” Asian Economic Journal, 29(2), pp.93–97.
  • Sato, Kiyotaka, Junko Shimizu, Nagendra Shrestha and Shajuan Zhang, 2013, “Industry-specific Real Effective Exchange Rates and Export Price Competitiveness: The Cases of Japan, China and Korea,” Asian Economic Policy Review, 8(2), pp.298–321.
  • Ito, Takatoshi, Satoshi Koibuchi, Kiyotaka Sato and Junko Shimizu, 2012, “The Choice of an Invoicing Currency by Globally Operating Firms: A Firm-Level Analysis of Japanese Exporters,” International Journal of Finance and Economics, 17(4), pp.305–320. (An earlier version was “Why Has the Yen Failed to Become a Dominant Invoice Currency in Asia? A Firm-Level Analysis of Japanese Exporters’ Invoicing Behavior,” NBER Working Paper No.16231, National Bureau of Economic Research.)
  • Sato, Kiyotaka, Junko Shimizu, Nagendra Shrestha and Zhaoyong Zhang, 2012, “New Estimates of the Equilibrium Exchange Rate: The Case for the Chinese Renminbi,” The World Economy, 35(4), pp.419–443.
  • Zhang, Zhaoyong and Kiyotaka Sato, 2012, “Should Chinese Renminbi Be Cursed for Its Trade Surplus? A Structural VAR Approach,” The World Economy, 35(5), pp.632–650.
  • Sato, Kiyotaka, Zhaoyong Zhang and Micheal McAleer, 2011, “Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity,” Mathematics and Computers in Simulation, 81(7), pp.1353–1364.
  • Sato, Kiyotaka, Zhaoyong Zhang and David Allen, 2009, “The Suitability of a Monetary Union in East Asia: What does the Cointegration Approach Tell?” Mathematics and Computers in Simulation, 79(9), pp.2927–2937.
  • Ito, Takatoshi and Kiyotaka Sato, 2008, “Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass-Through,” Journal of Money, Credit and Banking, 40(7), pp.1407–1438. (An earlier version was published in NBER Working Paper, No.12395, National Bureau of Economic Research, July 2006.)
  • Parsons, Craig and Kiyotaka Sato, 2008, “New Estimates of Exchange Rate Pass-Through in Japanese Exports,” International Journal of Finance and Economics, 13(2), pp.174–183.
  • Zhang, Zhaoyong, Kiyotaka Sato and Michael McAleer, 2008, “Is Greater China a Currency Union? A Tale of the Chinese Trio,” Mathematics and Computers in Simulation, 78(2-3), pp.319–327.
  • Zhang, Zhaoyong and Kiyotaka Sato, 2008, “Whither A Currency Union in Greater China?” Open Economies Review, 19(3), pp.355–370.
  • Sato, Kiyotaka and Zhaoyong Zhang, 2006, “Real Output Co-movements in East Asia: Any Evidence for a Monetary Union?” The World Economy, 29(12), pp.1671–1689.
  • Parsons, Craig and Kiyotaka Sato, 2006, “Exchange Rate Pass-Through and Currency Invoicing: Implications for Monetary Integration in East Asia,” The World Economy, 29(12), pp.1759–1788.
  • Zhang, Zhaoyong, Kiyotaka Sato and Michael McAleer, 2004, “Is a Monetary Union Feasible for East Asia?” Applied Economics, 36(10), pp.1031–1043.
  • Zhang, Zhaoyong, Kiyotaka Sato and Michael McAleer, 2004, “Asian Monetary Integration: A Structural VAR Approach,” Mathematics and Computers in Simulation, Volume 64, Issues 3-4, pp.447–458.
  • Sato, Kiyotaka, 2003, “Currency Invoicing in Japanese Exports to East Asia: Implications for the Yen Internationalization,” Asian Economic Journal, Vol.17, No.2, pp. 129–154.
  • Sato, Kiyotaka, 1999, “The International Use of the Japanese Yen: The Case of Japan's Trade with East Asia,” The World Economy, Vol. 22, No. 4, pp. 547–584.

 

社会活動

  • 所属学会:日本経済学会、日本金融学会、Econometric Society、East Asian Economic Association、European Economic Association
  • Fellow, East Asian Economic Association
  • 東京経済研究センター (TCER) フェロー
  • Managing Editor (Jan. 2011 – Dec. 2014) and Associate Editor (Sep. 2006 – Dec. 2010, Jan. 2015 – present), Asian Economic Journal

 

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