Details about Takashi Matsuki

Access statistics for papers by Takashi Matsuki.

Last updated 2023-07-10. Update your information in the RePEc Author Service.

Short-id: pma861

Working Papers

2021

1. Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series
   Post-Print, HAL
   See also Chapter Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series, Dynamic Modeling and Econometrics in Economics and Finance, Springer (2021) (2021)
2. Recent Econometric Techniques for Macroeconomic and Financial Data
   Post-Print, HAL View citations (2)

2013

3. The global financial crisis: An analysis of the spillover effects on African stock markets
   MPRA Paper, University Library of Munich, Germany View citations (14)

2008

4. Long-run growth patterns within Asian NIEs: Empirical analysis based on the panel unit root test, allowing the heterogeneity of time trend and endogenous multiple structural breaks
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2019

1. International spillovers into Asian stock markets under the unconventional monetary policies of advanced countries
   Journal of the Japanese and International Economies, 2019, 52, (C), 171-188 View citations (10)
2. Per capita output convergence across Asian countries: Evidence from covariate unit root test with an endogenous structural break
   Economic Modelling, 2019, 82, (C), 99-118 View citations (3)

2016

3. Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach
   Empirical Economics, 2016, 51, (2), 591-619 View citations (1)
4. Out-of-Sample Exchange Rate Forecasting and Macroeconomic Fundamentals: The Case of Japan
   Australian Economic Papers, 2016, 55, (4), 409-433 View citations (3)

2015

5. Effects of the Bank of Japan’s current quantitative and qualitative easing
   Economics Letters, 2015, 133, (C), 112-116 View citations (9)

2013

6. Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break
   Economic Modelling, 2013, 34, (C), 52-58 View citations (3)

2009

7. China's regional convergence in panels with multiple structural breaks
   Applied Economics, 2009, 43, (7), 873-890 View citations (7)

2007

8. Over-rejections by the weighted symmetric unit root test in multiple structural breaks
   Applied Economics Letters, 2007, 14, (11), 833-837

Edited books

2021

1. Recent Econometric Techniques for Macroeconomic and Financial Data
   Dynamic Modeling and Econometrics in Economics and Finance, Springer View citations (2)

Chapters

2021

1. Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series
   Springer
   See also Working Paper Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series, HAL (2021) (2021)