Summary Report of KIMAP Intensive Lecture by Dr. Eiji GOTO
From June 12th to 19th, Dr. Eiji Goto taught at the KIMAP intensive lecture course. He is an assistant professor in the Department of Economics at the University of Missouri-St. Louis (UMSL) and a member of H. O. Stekler Research Program on Forecasting. Dr. Goto joined the UMSL in August 2020 after earning his Ph.D. from the George Washington University.
He specializes in time series econometrics and macroeconomic forecasting, and has published research articles in top journals such as Journal of Applied Econometrics, Journal of International Money and Finance, Economic Modeling, etc.
Dr. Goto’s course focused on both the basics and the application of time-series econometrics. He covered topics ranging from elementary topics such as unit-root and stationarity tests to advanced tools like Bayesian Vector Autoregression (VAR) model and state-space modeling. Since these tools are important not only for the students who proceed to academia but also for those going to thinktanks or the financial sector, this course met the needs of students pursuing careers in various sectors. In fact, students from outside KIMAP also registered for the course, and we hope that students with various backgrounds could reap substantial benefits from this intensive course.
Click here for Dr. Eiji GOTO’s profile.
