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Details about Tatsuma Wada

E-mail:
Workplace:Faculty of Policy Management, Keio University, (more information at EDIRC)

Access statistics for papers by Tatsuma Wada.

Last updated 2015-04-11. Update your information in the RePEc Author Service.

Short-id: pwa252


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Working Papers

2015

  1. The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach
    Papers, arXiv.org Downloads View citations (3)

2014

  1. International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach
    Papers, arXiv.org Downloads View citations (13)
    See also Journal Article in Applied Economics (2014)

2011

  1. On the Correlations of Trend-Cycle Errors
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Letters (2012)
  2. The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economic Inquiry (2012)

2009

  1. Let’s Take a Break: Trends and Cycles in US Real GDP
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (46)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (7)

    See also Journal Article in Journal of Monetary Economics (2009)

2006

  1. State Space Model with Mixtures of Normals: Specifications and Applications to International Data
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (12)

2005

  1. An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (4)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (3)
  2. Trend and Cycles: A New Approach and Explanations of Some Old Puzzles
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (7)

Journal Articles

2015

  1. Asymmetries in the response of economic activity to oil price increases and decreases?
    Journal of International Money and Finance, 2015, 50, (C), 108-133 Downloads View citations (30)

2014

  1. International stock market efficiency: a non-Bayesian time-varying model approach
    Applied Economics, 2014, 46, (23), 2744-2754 Downloads View citations (11)
    See also Working Paper (2014)
  2. THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES
    Macroeconomic Dynamics, 2014, 18, (6), 1234-1270 Downloads

2012

  1. On the correlations of trend–cycle errors
    Economics Letters, 2012, 116, (3), 396-400 Downloads
    See also Working Paper (2011)
  2. THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION
    Economic Inquiry, 2012, 50, (4), 968-987 Downloads View citations (1)
    See also Working Paper (2011)

2011

  1. OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?
    Macroeconomic Dynamics, 2011, 15, (S3), 472-497 Downloads View citations (79)

2009

  1. Let's take a break: Trends and cycles in US real GDP
    Journal of Monetary Economics, 2009, 56, (6), 749-765 Downloads View citations (83)
    See also Working Paper (2009)

Software Items

 
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