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Details about Tomoyoshi Yabu

E-mail:
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 2020-01-15. Update your information in the RePEc Author Service.

Short-id: pya85


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Working Papers

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 (1)

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
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2019) Downloads

2018

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

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 (1)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2015) Downloads View citations (1)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2017)

2013

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

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
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2009) Downloads View citations (13)

    See also Journal Article in Journal of International Money and Finance (2013)

2011

  1. 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 Downloads
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2011)

    See also Journal Article in Journal of the American Statistical Association (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
    See also Journal Article in Journal of International Money and Finance (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 (6)
    See also Journal Article in Journal of Money, Credit and Banking (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
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006) View citations (1)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (2)

    See also Journal Article in Journal of Econometrics (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 (3)
  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 (5)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (11)

    See also Journal Article in Journal of Business & Economic Statistics (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 (33)
    See also Journal Article in Journal of International Money and Finance (2007)

Journal Articles

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
    See also Working Paper (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 (31)
    See also Working Paper (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 (11)
    See also Working Paper (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)
    See also Working Paper (2009)
  2. Spurious regressions in technical trading
    Journal of Econometrics, 2012, 169, (2), 301-309 Downloads View citations (3)
  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 (4)
    See also Working Paper (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 (15)

2009

  1. Estimating deterministic trends with an integrated or stationary noise component
    Journal of Econometrics, 2009, 151, (1), 56-69 Downloads View citations (72)
    See also Working Paper (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 (144)
    See also Working Paper (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 (85)
    See also Working Paper (2004)

2004

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