Details about Yasutomo Murasawa

Access statistics for papers by Yasutomo Murasawa.

Last updated 2023-09-09. Update your information in the RePEc Author Service.

Short-id: pmu26

Working Papers

2023

1. 大学中退の逐次意思決定モデルの構造推定
   (Structural estimation of a sequential decision model of college dropout)
   MPRA Paper, University Library of Munich, Germany

2019

2. Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2022) (2022)

2017

3. Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK
   MPRA Paper, University Library of Munich, Germany

2015

4. The multivariate Beveridge--Nelson decomposition with I(1) and I(2) series
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series, Economics Letters, Elsevier (2015) View citations (2) (2015)

2010

5. Measuring Inflation Expectations Using Interval-Coded Data
   ESRI Discussion paper series, Economic and Social Research Institute (ESRI)
   See also Journal Article Measuring Inflation Expectations Using Interval-Coded Data, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (6) (2013)

2004

6. Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model
   Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (3)
   Also in Working Papers, Singapore Management University, School of Economics (2004) View citations (3)

Journal Articles

2022

1. Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (3), 387-415
   See also Working Paper Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration, MPRA Paper (2019) (2019)

2020

2. Measuring public inflation perceptions and expectations in the UK
   Empirical Economics, 2020, 59, (1), 315-344 View citations (1)

2016

3. The Beveridge–Nelson decomposition of mixed-frequency series
   Empirical Economics, 2016, 51, (4), 1415-1441 View citations (1)

2015

4. The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series
   Economics Letters, 2015, 137, (C), 157-162 View citations (2)
   See also Working Paper The multivariate Beveridge--Nelson decomposition with I(1) and I(2) series, MPRA Paper (2015) View citations (2) (2015)

2014

5. Measuring the natural rates, gaps, and deviation cycles
   Empirical Economics, 2014, 47, (2), 495-522 View citations (6)

2013

6. Measuring Inflation Expectations Using Interval-Coded Data
   Oxford Bulletin of Economics and Statistics, 2013, 75, (4), 602-623 View citations (6)
   See also Working Paper Measuring Inflation Expectations Using Interval-Coded Data, ESRI Discussion paper series (2010) (2010)
7. Output Gap Estimation and Monetary Policy in China
   Emerging Markets Finance and Trade, 2013, 49, (S4), 119-131 View citations (4)

2012

8. Multivariate model-based gap measures and a new Phillips curve for China
   China Economic Review, 2012, 23, (1), 60-70 View citations (3)

2011

9. Output gap measurement and the New Keynesian Phillips curve for China
   Economic Modelling, 2011, 28, (6), 2462-2468 View citations (19)

2010

10. A Coincident Index, Common Factors, and Monthly Real GDP*
    Oxford Bulletin of Economics and Statistics, 2010, 72, (1), 27-46 View citations (106)

2009

11. Do coincident indicators have one-factor structure?
    Empirical Economics, 2009, 36, (2), 339-365 View citations (1)

2007

12. Satoru Kano, Macroeconomic Analyses and Survey Data
    Economic Review, 2007, 58, (4), 374-376

2004

13. Distribution-free statistical inference for generalized Lorenz dominance based on grouped data
    Mathematics and Computers in Simulation (MATCOM), 2004, 64, (1), 133-142 View citations (2)

2003

14. A new coincident index of business cycles based on monthly and quarterly series
    Journal of Applied Econometrics, 2003, 18, (4), 427-443 View citations (487)