Details about Tomoyoshi Yabu

Access statistics for papers by Tomoyoshi Yabu.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pya85

Working Papers

2022

1. The Demand for Money at the Zero Interest Rate Bound
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
   Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2018) View citations (7)
   See also Journal Article The demand for money at the zero interest rate bound, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) View citations (1) (2023)

2021

2. Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (12)

2020

3. Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   See also Journal Article Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy, Journal of the Japanese and International Economies, Elsevier (2020) View citations (3) (2020)
4. Japan’s Voluntary Lockdown
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (5)
5. Japan’s Voluntary Lockdown
   CIGS Working Paper Series, The Canon Institute for Global Studies View citations (20)
6. Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics

2019

7. How Large is the Demand for Money at the ZLB? Evidence from Japan
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (4)

2015

8. Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
   Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics View citations (8)
   Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2015) View citations (9)
   See also Journal Article Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2017) View citations (9) (2017)

2013

9. Great earthquakes, exchange rate volatility and government interventions
   Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics View citations (1)

2012

10. Exchange rate pass-through and inflation: a nonlinear time series analysis
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics View citations (1)
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2009) View citations (15)
    See also Journal Article Exchange rate pass-through and inflation: A nonlinear time series analysis, Journal of International Money and Finance, Elsevier (2013) View citations (67) (2013)

2011

11. Testing for Trend in the Presence of Autoregressive Error: A Comment
    Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2011)
    See also Journal Article Testing for Trend in the Presence of Autoregressive Error: A Comment, Journal of the American Statistical Association, Taylor & Francis Journals (2012) View citations (6) (2012)
12. The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (3)
    See also Journal Article The great intervention and massive money injection: The Japanese experience 2003–2004, Journal of International Money and Finance, Elsevier (2013) View citations (16) (2013)

2009

13. A New Method for Identifying the Effects of Foreign Exchange Interventions
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (7)
    See also Journal Article A New Method for Identifying the Effects of Foreign Exchange Interventions, Journal of Money, Credit and Banking, Blackwell Publishing (2012) View citations (14) (2012)

2008

14. Spurious Regressions in Technical Trading: Momentum or Contrarian?
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (1)

2007

15. Estimating Deterministic Trend with an Integrated or Stationary Noise Component
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006) View citations (6)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (2)
    See also Journal Article Estimating deterministic trends with an integrated or stationary noise component, Journal of Econometrics, Elsevier (2009) View citations (115) (2009)
16. Fiscal Policy Switching: Evidence from Japan, the U.S., and the U.K
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (4)
17. Testing for Shifts in Trend with an Integrated or Stationary Noise Component
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (9)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (15)
    See also Journal Article Testing for Shifts in Trend With an Integrated or Stationary Noise Component, Journal of Business & Economic Statistics, American Statistical Association (2009) View citations (217) (2009)

2004

18. What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (50)
    See also Journal Article What prompts Japan to intervene in the Forex market? A new approach to a reaction function, Journal of International Money and Finance, Elsevier (2007) View citations (108) (2007)

Journal Articles

2023

1. The demand for money at the zero interest rate bound
   Journal of Applied Econometrics, 2023, 38, (6), 968-976 View citations (1)
   See also Working Paper The Demand for Money at the Zero Interest Rate Bound, CARF F-Series (2022) (2022)

2021

2. Japan’s voluntary lockdown: further evidence based on age-specific mobile location data
   The Japanese Economic Review, 2021, 72, (3), 333-370 View citations (8)

2020

3. Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy
   Journal of the Japanese and International Economies, 2020, 58, (C) View citations (3)
   See also Working Paper Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy, NBER Working Papers (2020) View citations (3) (2020)

2017

4. Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
   Oxford Bulletin of Economics and Statistics, 2017, 79, (5), 822-850 View citations (9)
   See also Working Paper Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component, Vanderbilt University Department of Economics Working Papers (2015) View citations (8) (2015)

2013

5. Exchange rate pass-through and inflation: A nonlinear time series analysis
   Journal of International Money and Finance, 2013, 32, (C), 512-527 View citations (67)
   See also Working Paper Exchange rate pass-through and inflation: a nonlinear time series analysis, Vanderbilt University Department of Economics Working Papers (2012) View citations (1) (2012)
6. The great intervention and massive money injection: The Japanese experience 2003–2004
   Journal of International Money and Finance, 2013, 32, (C), 428-443 View citations (16)
   See also Working Paper The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004, CARF F-Series (2011) View citations (3) (2011)

2012

7. A New Method for Identifying the Effects of Foreign Exchange Interventions
   Journal of Money, Credit and Banking, 2012, 44, (8), 1507-1533 View citations (14)
   Also in Journal of Money, Credit and Banking, 2012, 44, (8), 1507-1533 (2012) View citations (4)
   See also Working Paper A New Method for Identifying the Effects of Foreign Exchange Interventions, IMES Discussion Paper Series (2009) View citations (7) (2009)
8. Spurious regressions in technical trading
   Journal of Econometrics, 2012, 169, (2), 301-309 View citations (5)
9. Testing for Trend in the Presence of Autoregressive Error: A Comment
   Journal of the American Statistical Association, 2012, 107, (498), 844-844 View citations (6)
   See also Working Paper Testing for Trend in the Presence of Autoregressive Error: A Comment, Keio/Kyoto Joint Global COE Discussion Paper Series (2011) (2011)

2011

10. Fiscal policy switching in Japan, the US, and the UK
    Journal of the Japanese and International Economies, 2011, 25, (4), 380-413 View citations (19)
    See also Chapter Fiscal Policy Switching in Japan, the US, and the UK, NBER Chapters, 2010 (2010) (2010)

2009

11. Estimating deterministic trends with an integrated or stationary noise component
    Journal of Econometrics, 2009, 151, (1), 56-69 View citations (115)
    See also Working Paper Estimating Deterministic Trend with an Integrated or Stationary Noise Component, Boston University - Department of Economics - Working Papers Series (2007) View citations (2) (2007)
12. Testing for Shifts in Trend With an Integrated or Stationary Noise Component
    Journal of Business & Economic Statistics, 2009, 27, (3), 369-396 View citations (217)
    See also Working Paper Testing for Shifts in Trend with an Integrated or Stationary Noise Component, Boston University - Department of Economics - Working Papers Series (2007) View citations (9) (2007)

2007

13. What prompts Japan to intervene in the Forex market? A new approach to a reaction function
    Journal of International Money and Finance, 2007, 26, (2), 193-212 View citations (108)
    See also Working Paper What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function, NBER Working Papers (2004) View citations (50) (2004)

2004

14. Have the constraints on PPP relaxed over time? Some evidence from Japan
    Economics Letters, 2004, 84, (2), 205-210

Chapters

2010

1. Fiscal Policy Switching in Japan, the US, and the UK
   A chapter in Fiscal Policy and Crisis, 2010
   See also Journal Article Fiscal policy switching in Japan, the US, and the UK, Elsevier (2011) View citations (19) (2011)