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Details about Tomoyoshi Yabu

Homepage:http://www.fbc.keio.ac.jp/~tyabu
Workplace:Faculty of Business and Commerce, Keio University, (more information at EDIRC)

Access statistics for papers by Tomoyoshi Yabu.

Last updated 2023-09-11. Update your information in the RePEc Author Service.

Short-id: pya85


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Working Papers

2022

  1. Online Appendix to The Demand for Money at the Zero Interest Rate Bound
    Working Papers on Central Bank Communication, University of Tokyo, Graduate School of Economics Downloads
  2. 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 Downloads
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2018) Downloads View citations (7)
    Working Papers on Central Bank Communication, University of Tokyo, Graduate School of Economics (2018) Downloads View citations (6)
    Working Papers on Central Bank Communication, University of Tokyo, Graduate School of Economics (2022) Downloads

2021

  1. 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 Downloads View citations (8)
  2. Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data
    Working Papers on Central Bank Communication, University of Tokyo, Graduate School of Economics Downloads View citations (10)
    Also in Working Papers on Central Bank Communication, University of Tokyo, Graduate School of Economics (2021) Downloads View citations (8)

    See also Journal Article Japan’s voluntary lockdown: further evidence based on age-specific mobile location data, The Japanese Economic Review, Springer (2021) Downloads View citations (7) (2021)

2020

  1. Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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) Downloads View citations (3) (2020)
  2. Japan’s Voluntary Lockdown
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (4)
  3. Japan’s Voluntary Lockdown
    CIGS Working Paper Series, The Canon Institute for Global Studies Downloads View citations (19)
    Also in Working Papers on Central Bank Communication, University of Tokyo, Graduate School of Economics (2020) Downloads View citations (5)
  4. Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads

2019

  1. How Large is the Demand for Money at the ZLB? Evidence from Japan
    Working Papers on Central Bank Communication, University of Tokyo, Graduate School of Economics Downloads View citations (6)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2019) Downloads View citations (3)

2015

  1. Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (8)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2015) Downloads 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) Downloads View citations (8) (2017)

2013

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

2012

  1. Exchange rate pass-through and inflation: a nonlinear time series analysis
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (1)
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2009) Downloads 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) Downloads View citations (65) (2013)

2011

  1. Testing for Trend in the Presence of Autoregressive Error: A Comment
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
    Also in Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program (2011) Downloads

    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) Downloads View citations (6) (2012)
  2. 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 Downloads 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) Downloads View citations (15) (2013)

2009

  1. A New Method for Identifying the Effects of Foreign Exchange Interventions
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads 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) Downloads View citations (4) (2012)

2008

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

2007

  1. 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) Downloads View citations (110) (2009)
  2. 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 Downloads View citations (4)
  3. 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) Downloads View citations (212) (2009)

2004

  1. 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 Downloads 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) Downloads View citations (108) (2007)

Journal Articles

2021

  1. Japan’s voluntary lockdown: further evidence based on age-specific mobile location data
    The Japanese Economic Review, 2021, 72, (3), 333-370 Downloads View citations (7)
    See also Working Paper Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data, Working Papers on Central Bank Communication (2021) Downloads View citations (10) (2021)

2020

  1. Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy
    Journal of the Japanese and International Economies, 2020, 58, (C) Downloads 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) Downloads View citations (3) (2020)

2017

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

2013

  1. Exchange rate pass-through and inflation: A nonlinear time series analysis
    Journal of International Money and Finance, 2013, 32, (C), 512-527 Downloads View citations (65)
    See also Working Paper Exchange rate pass-through and inflation: a nonlinear time series analysis, Vanderbilt University Department of Economics Working Papers (2012) Downloads View citations (1) (2012)
  2. The great intervention and massive money injection: The Japanese experience 2003–2004
    Journal of International Money and Finance, 2013, 32, (C), 428-443 Downloads View citations (15)
    See also Working Paper The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004, CARF F-Series (2011) Downloads View citations (3) (2011)

2012

  1. A New Method for Identifying the Effects of Foreign Exchange Interventions
    Journal of Money, Credit and Banking, 2012, 44, (8), 1507-1533 Downloads View citations (4)
    Also in Journal of Money, Credit and Banking, 2012, 44, (8), 1507-1533 (2012) Downloads View citations (13)

    See also Working Paper A New Method for Identifying the Effects of Foreign Exchange Interventions, IMES Discussion Paper Series (2009) Downloads View citations (7) (2009)
  2. Spurious regressions in technical trading
    Journal of Econometrics, 2012, 169, (2), 301-309 Downloads View citations (5)
  3. Testing for Trend in the Presence of Autoregressive Error: A Comment
    Journal of the American Statistical Association, 2012, 107, (498), 844-844 Downloads View citations (6)
    See also Working Paper Testing for Trend in the Presence of Autoregressive Error: A Comment, Boston University - Department of Economics - Working Papers Series (2011) (2011)

2011

  1. Fiscal policy switching in Japan, the US, and the UK
    Journal of the Japanese and International Economies, 2011, 25, (4), 380-413 Downloads View citations (18)
    See also Chapter Fiscal Policy Switching in Japan, the US, and the UK, NBER Chapters, 2010 (2010) (2010)

2009

  1. Estimating deterministic trends with an integrated or stationary noise component
    Journal of Econometrics, 2009, 151, (1), 56-69 Downloads View citations (110)
    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)
  2. Testing for Shifts in Trend With an Integrated or Stationary Noise Component
    Journal of Business & Economic Statistics, 2009, 27, (3), 369-396 Downloads View citations (212)
    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

  1. 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 Downloads 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) Downloads View citations (50) (2004)

2004

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

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) Downloads View citations (18) (2011)
 
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