Wayne State University

Department of Economics

656 W. Kirby, 2074 Faculty Admin Building

Detroit, MI 48202

 

Phone: (313) 577-3355

Fax:     (313) 577-9564

Email:   Tkumagai@wayne.edu

Tomomi Kumagai

Assistant Professor in Economics

·     Back

·     Dept Website

·     Univ Website

·     CV   (PDF file)

 

·     Teaching Schedule

·     Blackboard

·     Pipeline

·     Useful Links

Education:

      Ph.D. in Economics, MIT July 2001.

      B.A. in Applied Mathematics, Harvard University, June 1990.

 

Courses Taught  (syllabus in PDF file):

        Economics 6100: Introduction to Econometrics (Masters)

        Economics 7110: Econometrics II (Ph.D)

        Economics 2020: Principles of Macroeconomics (Undergrad)

        Blackboard: Access to on-line course material (students only)

 

Research Interests:

      Econometrics and Finance

 

Working Papers:

“How Do Crisis Spread: Evidence from Investable and Non-Investable Stock Indices”, with Brian H. Boyer and Kathy Yuan, March 2003. (PDF file)

“Martingale Hypothesis Test as a Specification Test for Affine Diffusion Function”, April 2001.

“Martingale Hypothesis Test as a Test for Forward Unbiasedness”, March 2001.