Updated on 2025/11/30
Ph.D ( The Graduate University for Advanced Studies )
Hitotsubashi University Faculty of Sociology graduated
2011.4 -
"Professor, Faculty of Commerce, Chuo University"
2008.4 - 2011.3
"Professor, College of Economics, Nihon University"
2000.4 - 2008.3
"Associate Professor, College of Economics, Nihon University"
1999.8 - 2000.3
"Chief Researcher, Resarch Bureau, Economic Planning Agency"
1996.8 - 1999.7
"Associate Professor, Graduate School of Policy Studies, Saitama University"
1996.8 - 1999.7
Associate Professor, Graduate School of Policy Studies, Saitama University
1995.1 - 1996.7
"Deputy Director, Minister's Secretariat, Economic Planning Agency"
1993.4 - 1994.12
"Deputy Director, Bureau of National Life, Economic Planning Agency"
1992.7 - 1993.3
"Deputy Director, Minister's Secretariat, Economic Planning Agency"
1990.4 - 1992.6
"Senior Economist, Research Bureau, Economic Planning Agency"
1988.1 - 1990.3
"Officer, Planning Bureau, Economic Planning Agency"
1986.4 - 1987.12
"Officer, Cordination Bureau, Economic Planning Agency"
1979.3 - 1982.3
"Officer, Ministry of Agricultuer, Forestry, and Fisheries"
日本統計学会
cohort analysis
information criteria
time series analysis
Informatics / Statistical science / 統計科学
Simultaneous equation models Invited Reviewed
Kosei Fukuda
Encyclopedia of Measurement in Social Sciences: Elsevier 2026.10
An empirical study on sample size for the central limit theorem using Japanese firm data Reviewed
Kosei Fukuda
Teaching Statistics 46 ( 3 ) 184 - 191 2024.8
Introducing new endogeneity into a simultaneous equation model: an application to corporate finance Reviewed
Kosei Fukuda
Applied Economics 55 ( 4 ) 369 - 379 2023
Visual expression of factor decomposition in regression analysis Reviewed
Kosei Fukuda
Teaching Statistics 45 ( 2 ) 100 - 105 2023
Selecting from among 12 alternative distributions of financial data. Reviewed
Kosei Fukuda
Communications in Statistics: Simulation and Computation 51 ( 7 ) 3943 - 3954 2022
Identifying uncertainty shocks using world diffusion index. Reviewed
Kosei Fukuda
Applied Economics 52 ( 15 ) 1718 - 1732 2020
Selecting between Student and normal mixture distributions. Reviewed
Kosei Fukuda
Applied Economics Letters 27 ( 7 ) 549 - 554 2020
A model selection approach for multiple indicators multiple causes model Reviewed
Kosei Fukuda
Applied Economics 51 ( 19 ) 2084 - 2090 2019
Principal-components-based generalized-least-squares approach for panel data Reviewed
Kosei Fukuda
Journal of Statistical Computation and Simulation 86 ( 5 ) 875 - 890 2016.4
Determining cointegration rank via bootstrap-based information criterion Reviewed
Kosei Fukuda
Annals of Biometrics and Biostatistics 2 ( 2 ) 1 - 4 2015.10
An Investigation on Causality Relationship between Advertising and Operating Activity: Macro and Micro Evidence from Japan Reviewed
Kosei Fukuda
American Journal of Economics and Business Administration 7 ( 1 ) 23 - 32 2015.5
Causality between corporate diversification and profitability: Evidence from Japan Reviewed
Kosei Fukuda
International Journal of Applied Management Science 6 ( 4 ) 304 - 322 2014
An empirical study on entrepreneurial intentions among Japanese university students Reviewed
Kosei Fukuda
International Journal of Entrepreneurship and Small Business 21 ( 2 ) 216 - 230 2014
A Happiness Study Using Age-Period-Cohort Framework Reviewed
Kosei Fukuda
JOURNAL OF HAPPINESS STUDIES 14 ( 1 ) 135 - 153 2013.3
Decomposition of new venture growth into firm age, survey period and vintage effects Reviewed
Kosei Fukuda
Applied Economics 45 ( 1 ) 85 - 97 2013.1
A simple method for age-period-cohort decomposition of firm survival data Reviewed
Kosei Fukuda
APPLIED MATHEMATICS AND COMPUTATION 219 ( 2 ) 741 - 747 2012.10
Illustrating extraordinary shocks causing trend breaks Reviewed
Kosei Fukuda
ECONOMIC MODELLING 29 ( 4 ) 1045 - 1052 2012.7
Population growth and local public finance in Japanese cities Reviewed
Kosei Fukuda
APPLIED ECONOMICS 44 ( 15 ) 1941 - 1949 2012
Cointegration Rank Switching Model: An Application to Forecasting Interest Rates Reviewed
Kosei Fukuda
JOURNAL OF FORECASTING 30 ( 5 ) 509 - 522 2011.8
A Cohort analysis of equity shares in Japanese household financial assets Reviewed
Kosei Fukuda
Journal of Financial Econometrics 9 ( 2 ) 409 - 435 2011.4
A comparative study of U.S. And Japanese meat consumption using age-period-cohort decomposition Reviewed
Kosei Fukuda
Journal of International Food and Agribusiness Marketing 23 ( 2 ) 151 - 166 2011.4
Age-period-cohort decompositions using principal components and partial least squares Reviewed
Kosei Fukuda
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 81 ( 12 ) 1871 - 1878 2011
Three new empirical perspectives on the Hodrick-Prescott parameter Reviewed
Kosei Fukuda
EMPIRICAL ECONOMICS 39 ( 3 ) 713 - 731 2010.12
A cohort analysis of household vehicle expenditure in the US and Japan: A possibility of generational marketing Reviewed
Kosei Fukuda
MARKETING LETTERS 21 ( 1 ) 53 - 64 2010.3
Parameter changes in GARCH model Reviewed
Kosei Fukuda
JOURNAL OF APPLIED STATISTICS 37 ( 7 ) 1123 - 1135 2010
Interpolation and forecasting of population census data Reviewed
Kosei Fukuda
Journal of Population Research 27 ( 1 ) 1 - 13 2010
Measuring major and minor cycles in univariate economic time series Reviewed
Kosei Fukuda
ECONOMIC MODELLING 26 ( 5 ) 1093 - 1100 2009.9
A comparative study of metaphors representing the US and Japanese economies Reviewed
Kosei Fukuda
JOURNAL OF PRAGMATICS 41 ( 9 ) 1693 - 1702 2009.9
Related-Variables Selection in Temporal Disaggregation Reviewed
Kosei Fukuda
JOURNAL OF FORECASTING 28 ( 4 ) 343 - 357 2009.7
Forecasting growth cycle turning points using US and Japanese professional forecasters Reviewed
Kosei Fukuda
EMPIRICAL ECONOMICS 36 ( 2 ) 243 - 267 2009.5
Distribution switching in financial time series Reviewed
Kosei Fukuda
MATHEMATICS AND COMPUTERS IN SIMULATION 79 ( 5 ) 1711 - 1720 2009.1
Distribution switching of stock returns: International evidence Reviewed
Kosei Fukuda
Applied Financial Economics 19 ( 5 ) 371 - 377 2009
Empirical evidence on intergenerational inequality of tax burdens in the U.S. and Japan Reviewed
Kosei Fukuda
Journal of Socio-Economics 37 ( 6 ) 2214 - 2220 2008.12
Age-period-cohort decomposition of US and Japanese birth rates Reviewed
Kosei Fukuda
POPULATION RESEARCH AND POLICY REVIEW 27 ( 4 ) 385 - 402 2008.8
A cohort analysis of US age-earnings profiles Reviewed
Kosei Fukuda
BULLETIN OF ECONOMIC RESEARCH 60 ( 2 ) 191 - 207 2008.4
Differentiating between business cycles and growth cycles: evidence from 15 developed countries Reviewed
Kosei Fukuda
APPLIED ECONOMICS 40 ( 7 ) 875 - 883 2008
The validity of trend-cycle decomposition using unobserved component model: Monte Carlo evidence Reviewed
Kosei Fukuda
APPLIED ECONOMICS LETTERS 15 ( 5 ) 367 - 369 2008
A cohort analysis of US and Japanese homeownership rates Reviewed
Kosei Fukuda
European Journal of Housing Policy 8 ( 3 ) 287 - 301 2008
Model-selection-based unit-root detection in unemployment rates: international evidence Reviewed
Kosei Fukuda
APPLIED ECONOMICS 40 ( 21 ) 2785 - 2791 2008
Flexible trend-cycle decomposition of nonstationary multivariate time series Reviewed
Kosei Fukuda
APPLIED ECONOMICS 40 ( 2 ) 135 - 147 2008
Detection of switching cointegration rank allowing for switching lag structure: an application to money-demand function Reviewed
Kosei Fukuda
APPLIED ECONOMICS 40 ( 12 ) 1571 - 1582 2008
Cointegration detection using dynamic factor models Reviewed
Kosei Fukuda
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 37 ( 1 ) 143 - 153 2008
Model-selection-based detection of unit root allowing for various trend-break types Reviewed
Kosei Fukuda
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 37 ( 1 ) 154 - 166 2008
Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth Reviewed
Kosei Fukuda
STATISTICAL PAPERS 48 ( 4 ) 559 - 580 2007.10
Age-period-cohort decompositionof social security taxes and benefits in the U.S. and Japan Reviewed
Kosei Fukuda
International Economics and Economic Policy 4 ( 3 ) 227 - 240 2007.9
Forecasting real-time data allowing for data revisions Reviewed
Kosei Fukuda
JOURNAL OF FORECASTING 26 ( 6 ) 429 - 444 2007.9
An empirical analysis of US and Japanese health insurance using age-period-cohort decomposition Reviewed
Kosei Fukuda
HEALTH ECONOMICS 16 ( 5 ) 475 - 489 2007.5
Joint detection of unit roots and cointegration: Data-based simulation Reviewed
Kosei Fukuda
MATHEMATICS AND COMPUTERS IN SIMULATION 75 ( 1-2 ) 28 - 36 2007.5
A unified approach to detecting unit root and structural break Reviewed
Kosei Fukuda
Applied Economics 39 ( 3 ) 279 - 289 2007.3
Are trend and cycle innovations uncorrelated? International evidence Reviewed
Kosei Fukuda
APPLIED ECONOMICS LETTERS 14 ( 12 ) 923 - 926 2007
Reexamination of the effects of monetary policy using spectral decomposition Reviewed
Kosei Fukuda
APPLIED ECONOMICS LETTERS 14 ( 10 ) 769 - 774 2007
BIC-based unit-root detection: Simulation-based evidence Reviewed
Kosei Fukuda
APPLIED MATHEMATICS AND COMPUTATION 183 ( 1 ) 518 - 521 2006.12
A cohort analysis of female labor participation rates in the U.S. and Japan Reviewed
Kosei Fukuda
Review of Economics of the Household 4 ( 4 ) 379 - 393 2006.12
Age-period-cohort decomposition of aggregate data: An application to US and Japanese household saving rates Reviewed
Kosei Fukuda
JOURNAL OF APPLIED ECONOMETRICS 21 ( 7 ) 981 - 998 2006.11
Measurement-error detection: International evidence on industrial production Reviewed
Kosei Fukuda
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY 22 ( 4 ) 313 - 319 2006.7
Time series forecast jointly allowing the unit-root detection and the Box-Cox transformation Reviewed
Kosei Fukuda
Communications in Statistics: Simulation and Computation 35 ( 2 ) 419 - 427 2006.7
Differentiating between coefficient break and volatility break Reviewed
K Fukuda
APPLIED MATHEMATICS AND COMPUTATION 176 ( 1 ) 262 - 269 2006.5
Monitoring unit root and multiple structural changes: An information criterion approach Reviewed
K Fukuda
MATHEMATICS AND COMPUTERS IN SIMULATION 71 ( 2 ) 121 - 130 2006.4
Forecasting economic time series with measurement error Reviewed
K Fukuda
APPLIED ECONOMICS LETTERS 12 ( 15 ) 923 - 927 2005.12
Unit-root detection allowing for measurement error Reviewed
K Fukuda
STATISTICS & PROBABILITY LETTERS 74 ( 4 ) 373 - 377 2005.10
Detection of regime switches between stationary and nonstationary processes and economic forecasting Reviewed
K Fukuda
JOURNAL OF FORECASTING 24 ( 4 ) 255 - 267 2005.7
Did the bubble burst cause structural breaks in the Japanese economy? Evidence from 84 manufacturing industries Reviewed
K Fukuda
APPLIED ECONOMICS LETTERS 12 ( 6 ) 369 - 373 2005.5
Household Behavior in the US and Japan: Cohort Analysis
Kosei Fukuda（ Role： Sole author）
Nova Science Publishers 2010.8
情報量経済分析：統計実務における有用性
福田公正（ Role： Sole author）
日本評論社 2007.3
Introduction to statistics
Institution："Faculty of Commerce, Chuo University"
Statistical theory
Institution："Faculty of Commerce, Chuo University"
Introduction to statistics
Institution：Faculty of Commerce, Chuo University
統計入門
統計理論
Statistical theory
Institution：Faculty of Commerce, Chuo University
Reviewer of Mathematical Reviews (American Mathematical Society)
2009.6 -
Journal referee (70 papers)
2007.6 -
