- Born in 1962 (Osaka, Japan).

- Department of Economics, Kwansei-Gakuin University, B.A., 1985.
- Department of Economics, Kobe University, M.A., 1987.
- Graduate Group in Economics, University of Pennsylvania, Ph.D., 1991.

- Assistant Professor, Department of Economice, Kobe-Gakuin University, 1992.
- Associate Professor, Department of Economics, Kobe-Gakuin University, 1994.
- Associate Professor, Faculty of Economics, Kobe University, 1995.
- Visiting Scholar, Department of Economics, University of Minnesota (Sep, 1996-Sep, 1997).
- Visiting Scholar, Department of Economics, Georgetown University (Dec, 2002).
- Professor, Graduate School of Economics, Kobe University, 2003.
- Professor, Graduate School of Economics, Osaka University, 2011.
- Professor, Graduate School of Economics, Osaka University, 2011.
- Vice Director, Center for the Study of Finance and Insurance (CSFI), Osaka University (Aug., 2014 - Sep., 2015).
- Vice Director, Center for Mathematical Modeling and Data Science (MMDS), Osaka University (Oct. 1, 2015 - Aug. 25, 2017).
- Dean, Graduate School of Economics, Osaka University (Aug. 26, 2017 -)

- Prediction, Filtering and Smoothing under Nolinearity and Nonnormality.
- Small Sample Properties of Nonparametric Tests.
- Bias Correction of OLSE under Autoregressive Models.

- K. Mizobuchi and H. Tanizaki (2018)
*The Power-Saving Behavior of Households: How Should We Encourage Power Saving?*, Nova Science Publishers, Inc. - H. Tanizaki (2004)
*Computational Methods in Statistics and Econometrics*(STATISTICS: textbooks and monographs, Vol.172), CRC Press. Download (PDF file) ====> (Corrections) - H. Tanizaki (1996)
*Nonlinear Filters: Estimation and Applications*(Second, Revised and Enlarged Edition), Springer-Verlag. Download (PDF file) - H. Tanizaki (1993)
*Nonlinear Filters: Estimation and Applications*(Lecture Notes in Economics and Mathematical Systems, No.400), Springer-Verlag.

- H. Tanizaki (2010) "Disturbance Terms," in
*Encyclopedia of Research Design*(N.J. Salkind, Eds.), pp.381-383, SAGE Publications, Inc. Download (PDF file) - K. Kakamu, H. Wago and H. Tanizaki (2010) "Estimation of Regional Business Cycle in Japan using Bayesian Panel Spatial Autoregressive Probit Model," in
*Handbook of Regional Economics*(Tomas P. Nolin, Eds.), Chap.22, pp.555-571, Nova Science Publishers, Inc. Download (PDF file) - S. Hamori and H. Tanizaki (2008) "Structural VAR Approach to the Sources of Exchange Rate Fluctuations in Sub-Saharan African Countries," in
*Economics of Developing Countries*(T.N. Caldeira, Eds.), Chap.1, pp.1-17, Nova Science Publishers, Inc. Download (PDF file)

- H. Tanizaki (2003) "Nonlinear and Non-Gaussian State-Space Modeling with Monte Carlo Techniques: A Survey and Comparative Study," in
*Handbook of Statistics, Vol.21: Stochastic Processes: Modeling and Simulation*(C.R. Rao and D.N. Shanbhag, Eds.), Chap.22, pp.871-929, North-Holland. Download (PDF file)

- R.S. Mariano and H. Tanizaki (2000) "Simulation-Based Inference in Non-Linear State Space Models: Application to Testing the Permanent Income Hypothesis," in
*Simulation-Based Inference in Econometrics: Methods and Applications*(R.S. Mariano, M. Weeks and T. Schuermann, Eds.), Chap.9, pp.218-234, Cambridge University Press. Download (PDF file) - H. Tanizaki and R.S. Mariano (1995) "Prediction, Filtering and Smoothing in Nonlinear and Nonnormal Cases using Monte-Carlo integration," in
*Econometric Inference Using Simulation Techniques*(H.K. van DijK, A. Manfort and B.W. Brown, Eds.), Chap.12, pp.245-261, John Wiley & Sons. Download (PDF file)

- Donglian Ma and Hisashi Tanizaki (2019) "On the day-of-the-week effects of Bitcoin markets: international evidence",
*China Finance Review International*. (DOI). - Donglian Ma and Hisashi Tanizaki (2019) "Fat-tailed stochastic volatility model and the stock market returns in China",
*China Finance Review International*. (DOI). - D. Ma and H. Tanizaki (2019) "The day-of-the-week effect on Bitcoin return and volatility,"
*Research in International Business and Finance*, Vol.49, pp.127-136. (DOI). - K. Mizobuchi and H. Tanizaki (2014) "On Estimation of Almost Ideal Demand System Using Moving Blocks Bootstrap and Pairs Bootstrap Methods,"
*Empirical Economics*, Vol.47, No.4, pp.1221-1250. DOI 10.1007/s00181-013-0782-6 - H. Tanizaki and A. Namba (2010) "Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup,"
*Kobe University Economic Review*, Vol.55, pp.35-51. Download (PDF file) - H. Tanizaki and S. Hamori (2009) "Volatility Transmission between Japan, UK and USA in Daily Stock Returns,"
*Empirical Economics*, Vol.36, No.1, pp.27-54. Download (PDF file) - H. Tanizaki (2008) "A Simple Gamma Random Number Generator for Arbitrary Shape Parameters,"
*Economics Bulletin*, Vol.3, No.7, pp.1-10. Download (PDF file) - H. Tanizaki (2007) "On Small Sample Properties of Permutation Tests: A Significance Test for Regression Models,"
*Kobe University Economic Review*, Vol.52, pp.27-40. Download (PDF file) - S. Hamori, H. Tanizaki and Y. Matsubayashi (2006) "An Empirical Analysis on the Business Cycle Transmission between Japan and the United States,"
*The Eurasian Review of Economics and Finance*, Vol.2, No.2, pp.1-8. Download (PDF file) - H. Tanizaki, S. Hamori and Y. Matsubayashi (2006) "On Least-Squares Bias in the AR(
*p*) Models: Bias Correction Using the Bootstrap Methods,"*Statistical Papers*, Vol.47, No.1, pp.109-124. Download (PDF file) - H. Tanizaki (2005) "Power Comparison of Empirical Likelihood Ratio Tests: Small Sample Properties through Monte Carlo Studies,"
*Kobe University Economic Review*, Vol.50, pp.13-25. Download (PDF file) - H. Tanizaki (2004) "On Asymmetry, Holiday and Day-of-the-Week Effects in Volatility of Daily Stock Returns: The Case of Japan,"
*Journal of the Japan Statistical Society*, Vol.34, No.2, pp.129-152. Download (PDF file) - K. Ohtani and H. Tanizaki (2004) "Exact Distributions of
*R*^{2}and Adjusted*R*^{2}in a Linear Regression Model with Multivariate*t*Error Terms,"*Journal of the Japan Statistical Society*, Vol.34, No.1, pp.101-109. Download (PDF file) - H. Tanizaki (2004) "On Small Sample Properties of Permutation Tests: Independence Test between Two Samples,"
*International Journal of Pure and Applied Mathematics*, Vol.13, No.2, pp.235-243. Download (PDF file) - H. Tanizaki (2003) "On Regression Models with Autocorrelated Error: Small Sample Properties,"
*International Journal of Pure and Applied Mathematics*, Vol.5, No.2, pp.161-175. Download (PDF file) - J. Geweke and H. Tanizaki (2003) "Note on the Sampling Density for the Metropolis-Hastings Algorithm,"
*Communications in Statistics*,*Theory and Methods*, Vol.32, No.4, pp.775-789. Download (PDF file) - J. Geweke and H. Tanizaki (2001) "Bayesian Estimation of State-Space Model Using the Metropolis-Hastings Algorithm within Gibbs Sampling,"
*Computational Statistics and Data Analysis*, Vol.37, No.2, pp.151-170. Download (PDF file) - H. Tanizaki and X. Zhang (2001) "Posterior Analysis of the Multiplicative Heteroscedasticity Model,"
*Communications in Statistics*,*Theory and Methods*, Vol.30, No.5, pp.855-874. Download (PDF file) - H. Tanizaki (2001) "Estimation of Unknown Parameters in Nonlinear and Non-Gaussian State Space Models,"
*Journal of Statistical Planning and Inference*, Vol.96, No.2, pp.301-323. Download (PDF file) - H. Tanizaki (2001) "Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques,"
*Annals of the Institute of Statistical Mathematics*, Vol.53, No.1, pp.63-81. Download (PDF file) - H. Tanizaki (2000) "Nonlinear and Non-Gaussian State Estimation: A Quasi-Optimal Estimator,"
*Communications in Statistics*,*Theory and Methods*, Vol.29, No.12, pp.2805-2834. Download (PDF file) - H. Tanizaki (2000) "Bias Correction of OLSE in the Regression Model with Lagged Dependent Variables,"
*Computational Statistics and Data Analysis*, Vol.34, No.4, pp.495-511. Download (PDF file) - H. Tanizaki (2000) "Time-Varying Parameter Model Revisited,"
*Kobe University Economic Review*, Vol.45, pp.41-57. Download (PDF file) - J. Geweke and H. Tanizaki (1999) "On Markov Chain Monte Carlo Methods for Nonlinear and Non-Gaussian State-Space Models,"
*Communications in Statistics*,*Simulation and Computation*, Vol.28, No.4, pp.867-894. Download (PDF file) - H. Tanizaki (1999) "Nonlinear and Nonnormal Filter Using Importance Sampling: Antithetic Monte-Carlo Integration,"
*Communications in Statistics*,*Simulation and Computation*, Vol.28, No.2, pp.463-486. Download (PDF file) - H. Tanizaki (1999) "On the Nonlinear and Nonnormal Filter Using Rejection Sampling,"
*IEEE Transactions on Automatic Control*, Vol.44, No.2, pp.314-319. Download (PDF file) - H. Tanizaki and R.S. Mariano (1998) "Nonlinear and Non-Gaussian State-Space Modeling with Monte-Carlo Simulations,"
*Journal of Econometrics*, Vol.83, No.1&2, pp.263-290. Download (PDF file) - H. Tanizaki (1997) "Power Comparison of Nonparametric Tests: Small Sample Properties from Monte-Carlo Experiments,"
*Journal of Applied Statistics*, Vol.24, No.5, pp.603-632. Download (PDF file) - H. Tanizaki (1997) "Nonlinear and Nonnormal Filters Using Monte Carlo Methods,"
*Computational Statistics and Data Analysis*, Vol.25, No.4, pp.417-439. Download (PDF file) - H. Tanizaki (1997) "Non-linear and Non-normal Filter Based on Monte-Carlo Technique,"
*System Analysis, Modeling, Simulation*, Vol.27, No.4, pp.265-280. Download (PDF file) - H. Tanizaki and R.S. Mariano (1996) "Nonlinear Filters Based on Taylor Series Expansions,"
*Communications in Statistics*,*Theory and Methods*, Vol.25, No.6, pp.1261-1282. Download (PDF file) - S. Hamori, S. Kitasaka and H. Tanizaki (1996) "On a Test for Structural Stability of Euler Conditions Parameters Estimated via Generalized Method of Moments Estimators: Small Sample Properties,"
*Econometric Reviews*, Vol.15, No.1, pp.97-116. Download (PDF file) - H. Tanizaki (1995) "Asymptotically Exact Confidence Intervals of CUSUM and CUSUMSQ Tests: A Numerical Derivation Using Simulation Technique,"
*Communications in Statistics*,*Simulation and Computation*, Vol.24, No.4, pp.1019-1036. Download (PDF file) - H. Tanizaki (1995) "Re-Interpretation of Single-Stage Iteration Filter by Mixed Estimation Approach"
*Kobe-Gakuin University*, Vol.27, No.1&2, pp.63-76. - R.S. Mariano and H. Tanizaki (1995) "Prediction of Final Data with Use of Preliminary and/or Revised Data,"
*Journal of Forecasting*, Vol.14, No.4, pp.351-380. Download (PDF file) - H. Tanizaki (1994) "Reconsideration of the Nonlinear Filters based on Taylor Series Expansion,"
*Kobe-Gakuin University*, Vol.26, No.2, pp.1-26. - H. Tanizaki and R.S. Mariano (1994) "Prediction, Filtering and Smoothing in Nonlinear and Nonnormal Cases using Monte-Carlo integration,"
*Journal of Applied Econometrics*, Vol.9, No.2, pp.163-179. Download (PDF file) - H. Tanizaki (1994) "Testing the Stability of a Set of Regression Coefficients through Time,"
*Kobe-Gakuin University*, Vol.25, No.3&4, pp.115-122. - H. Tanizaki (1993) "Kalman Filter Model with Qualitative Dependent Variable,"
*The Review of Economics and Statistics*, No.75, No.4, pp.747-752. Download (PDF file) - H. Tanizaki (1993) "The State-Space Model with Disturbances Following an ARCH(1) Process,"
*Kobe-Gakuin University*, Vol.24, No.4, pp.49-58. - H. Tanizaki (1992) "State-Space Model in Linear Case: A Survey,"
*Kobe-Gakuin University*, Vol.24, No.1, pp.121-141. - H. Tanizaki (1991) "Nonlinear Filters: Estimation and Applications," Ph.D. Dissertation, University of Pennsylvania, Department of Economics.
- H. Tanizaki (1989) "The Kalman Filter Model under the Assumption of the First-Order Autoregressive Process in the Disturbance Terms,"
*Economics Letters*, Vol.31, No.2, pp.145-149. Download (PDF file)

(*) For all PDF files, printing and content copying are not allowed.

Year | [Undergraduate] | [Graduate] | |

2019 | (2nd Term) | Reseach Seminar, Advanced Econometrics II | Econometrics II |

(1st Term) | Reseach Seminar | Econometric Analysis I | |

2018 | (2nd Term) | Reseach Seminar, Advanced Econometrics II | Econometrics II |

(1st Term) | Reseach Seminar | Introductory Econometrics | |

2017 | (2nd Term) | Economics, Reseach Seminar | Microeconometrics |

(1st Term) | Special Seminar, Reseach Seminar | Econometric Modeling II | |

2016 | (2nd Term) | Econometrics, Reseach Seminar | -------- |

(1st Term) | Advanced Econometrics I, Reseach Seminar | Econometrics I, Introductory Econometrics | |

2015 | (2nd Term) | Advanced Econometrics II, Research Seminar | Econometrics II, Microeconometrics |

(1st Term) | Information Literacy, Special SeminarC Research Seminar | -------- | |

2014 | (2nd Term) | Econometrics, Research Seminar | -------- |

(1st Term) | Advanced Econometrics I, Research Seminar | Econometrics I, Econometric Modeling I | |

2013 | (2nd Term) | Econometrics, Advanced Econometrics II, Research Seminar | Econometrics II |

(1st Term) | Research Seminar | Econometrics III | |

2012 | (2nd Term) | Econometrics, Advanced Econometrics II, Research Seminar | Econometrics II |

(1st Term) | Advanced Econometrics I, Research Seminar | Econometrics I | |

2011 | (2nd Term) | Advanced Econometrics II | Econometrics II, Econometrics III |

(1st Term) | Econometrics | -------- |

Year | [Undergraduate] | [Graduate] | ||

Daytime | Evening | |||

2011^{*} |
(2nd Term) | -------- | -------- | -------- |

(1st Term) | Statistics | -------- | -------- | |

2010 | (2nd Term) | Seminars (3rd and 4th Years) | -------- | Seminar |

(1st Term) | Seminar (3rd and 4th Years) | -------- | Statistics, Seminar | |

2009 | (2nd Term) | Seminar (3rd and 4th Years) | -------- | Seminar |

(1st Term) | Statistics, Special Study (Statistics), Seminar (3rd and 4th Years) | -------- | Seminar | |

2008 | (2nd Term) | Seminar (3rd and 4th Years) | -------- | Seminar |

(1st Term) | Statistics, Elementary Seminar (1st Year), Seminar (3rd and 4th Years) | -------- | Seminar | |

2007 | (2nd Term) | Advanced Econometrics, Seminar (3rd and 4th Years) | Statistics | Econometrics, Seminar |

(1st Term) | Seminar (3rd and 4th Years) | -------- | Seminar | |

2006 | (2nd Term) | Seminar (3rd and 4th Years) | Statistics | Seminar |

(1st Term) | Econometrics, Seminar (3rd and 4th Years) | -------- | Seminar | |

2005 | (2nd Term) | Seminar (3rd and 4th Years) | -------- | Seminar |

(1st Term) | Econometrics, Seminar (3rd and 4th Years) | -------- | Statistics, Basic Statistical Analysis, Seminar | |

2004 | (2nd Term) | Seminar (3rd and 4th Years), Advanced Statistical Inference | Statistics | Seminar, Statistical Inference |

(1st term) | Seminar (3rd and 4th Years), Special Study | -------- | Seminar | |

2003 | (2nd Term) | Seminar (3rd and 4th Years) | Statistics | Seminar |

(1st term) | Elementary Seminar (1st Year), Seminar (3rd and 4th Years) | -------- | Econometrics, Seminar | |

2002 | (2nd Term) | Advanced Statistical Inference, English Literature for Economics, Seminar (3rd and 4th Years) | -------- | Statistical Inference, Seminar |

(1st term) | Elementary Seminar (1st Year), Seminar (3rd and 4th Years) | -------- | Seminar | |

2001 | (2nd Term) | Seminar (4th Year) | -------- | Special Study |

(1st term) | Special Study, Seminar (4th Year) | -------- | Statistics, Special Study | |

2000 | (2nd Term) | Advanced Statistical Inference, Seminar (3rd and 4th Years) | Seminar (4th Year) | Statistical Inference |

(1st Term) | Statistics, Seminar (3rd and 4th Years) | Seminar (4th Year) | -------- | |

1999 | (2nd Term) | Seminar (3rd and 4th Years) | Seminar (3rd Year) | Econometrics |

(1st Term) | Computer for Economics, Econometrics, Seminar (3rd and 4th Years) | -------- | -------- | |

1998 | (2nd Term) | Seminar (3rd Year) | English Literature for Economics | Special Study |

(1st Term) | Computer for Economics, Seminar (3rd Year) | -------- | Special Study | |

1997 | (2nd Term) | Computer for Economics | Basic Statisrics | Statistical Inference |

(1st Term) | -------- | -------- | -------- | |

1996 | (2nd Term) | -------- | -------- | -------- |

(1st Term) | Computer for Economics, Statistics | English Literature for Economics | Statistical Inference | |

1995 | (2nd Term) | English Literature for Economics, Seminar (4th Year) | -------- | Statistical Inference |

(1st Term) | Computer for Economics, Seminar (4th Year) | -------- | -------- |

Year | [Undergraduate] | [Graduate] |

1995^{*} |
Statistics, Economic Statistics, Seminar II (4th Year and Two classes) | -------- |

1994 | Statistics, Economic Statistics, Seminars I and II (3rd and 4th Years) | -------- |

1993 | Statistics, Computer for Economics, Seminar I (3rd Year) | -------- |

1992 | Statistics, English Literature for Economics | -------- |