Mr Kenichi Shimizu

  • Lecturer in Economics (Economics)


Kenichi Shimizu joined the School as a Lecturer in Economics. During his PhD studies at Brown University, he explored two topics:

  1. Bayesian inference on regression models with a structural break, which are used to model a sudden change in parameters,
  2. dynamic discrete choice models, which are often used in economics for modelling behaviour of individuals who make decisions over time.

He plans to complete his degree in 2021. He also plans to explore intersection of econometrics and machine learning methods.

During his time at Brown, Kenichi taught a PhD course in mathematics for economists. At the University of Glasgow, he will teach courses including econometrics for MRes in Economics and Bayesian econometrics for MSc in Data Analytics for Economics and Finance.

Research interests

Kenichi is a member of the School's Applied Economics research cluster.

Areas of expertise:

  • Econometric theory
  • Bayesian econometrics
  • Dynamic discrete choice models
  • Dynamic games
  • Structural break models
  • Bayesian semi-parametric estimation


  • Econometrics
  • Bayesian econometrics
  • Structural microeconometrics

Additional information

Personal website: Kenichi Shimizu 

Work in progress

  • Bayesian Inference in Linear Regression with a Structural Break
  • Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models (with Andriy Norets)