Katsumi Shimotsu

28 papers and 1.4k indexed citations i.

About

Katsumi Shimotsu has authored 28 papers that have received a total of 1.4k indexed citations. This includes 18 papers in Finance, 14 papers in General Economics, Econometrics and Finance and 14 papers in Economics and Econometrics. The topics of these papers are Financial Risk and Volatility Modeling (17 papers), Monetary Policy and Economic Impact (14 papers) and Statistical Methods and Inference (6 papers). Katsumi Shimotsu is often cited by papers focused on Financial Risk and Volatility Modeling (17 papers), Monetary Policy and Economic Impact (14 papers) and Statistical Methods and Inference (6 papers) and collaborates with scholars based in Canada, Japan and United States. Katsumi Shimotsu's co-authors include Hiroyuki Kasahara, Peter C.B. Phillips, Allan W. Gregory, Tatsuyoshi Okimoto and Alex Maynard and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics

In The Last Decade

Rankless by CCL
2025