Access Statistics for Tatsuma Wada

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Alternative Estimation Method of a Time-Varying Parameter Model 0 0 1 114 1 3 10 65
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 29 2 5 7 173
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 247 4 12 14 825
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 1 1 31 1 33 57 187
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 4 33 38 535
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 1 4 10 928
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 1 8 12 65
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 0 1 12 112
On the Correlations of Trend-Cycle Errors 0 0 0 14 0 5 10 66
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 1 3 5 247
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 2 68 0 4 18 158
The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition 0 0 0 15 2 4 6 63
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 0 6 11 33
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 1 1 2 323 2 7 13 1,100
Total Working Papers 1 2 6 1,279 19 128 223 4,557


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Alternative Estimation Method for Time-Varying Parameter Models 0 0 1 10 1 3 8 36
Asymmetries in the response of economic activity to oil price increases and decreases? 0 0 1 90 2 6 13 314
International stock market efficiency: a non-Bayesian time-varying model approach 1 1 2 19 1 3 9 102
Let's take a break: Trends and cycles in US real GDP 0 0 3 629 3 8 24 1,577
Measuring business cycles with structural breaks and outliers: Applications to international data 0 0 1 36 0 9 14 216
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 0 1 87 1 6 17 283
On the correlations of trend–cycle errors 0 0 0 15 0 1 4 69
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO 0 0 1 5 1 4 9 38
THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION 0 0 0 12 0 6 9 65
THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES 0 0 0 15 0 3 9 49
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 3 41 3 7 19 123
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 1 1 2 0 5 5 15
Total Journal Articles 1 2 14 961 12 61 140 2,887


Statistics updated 2026-04-09