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Details about Takashi Matsuki

Workplace:Faculty of Economics, Osaka Gakuin University, (more information at EDIRC)

Access statistics for papers by Takashi Matsuki.

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

Short-id: pma861


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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

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

2008

  1. 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 Downloads

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 Downloads View citations (7)
  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 Downloads View citations (3)

2016

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

2015

  1. Effects of the Bank of Japan’s current quantitative and qualitative easing
    Economics Letters, 2015, 133, (C), 112-116 Downloads View citations (8)

2013

  1. 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 Downloads View citations (3)

2009

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

2007

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

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)
 
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