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 4 5 7 62
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 29 0 2 2 168
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 247 1 1 3 813
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 0 30 23 23 26 154
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 0 2 6 502
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 2 6 7 924
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 3 4 5 57
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 1 9 11 111
On the Correlations of Trend-Cycle Errors 0 0 0 14 2 4 5 61
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 0 0 2 244
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 1 2 2 68 7 11 16 154
The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition 0 0 0 15 1 2 2 59
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 1 5 9 27
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 0 2 322 2 4 8 1,093
Total Working Papers 1 2 5 1,277 47 78 109 4,429


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 3 3 5 33
Asymmetries in the response of economic activity to oil price increases and decreases? 0 0 3 90 1 1 10 308
International stock market efficiency: a non-Bayesian time-varying model approach 1 1 2 18 3 3 9 99
Let's take a break: Trends and cycles in US real GDP 1 2 4 629 4 7 20 1,569
Measuring business cycles with structural breaks and outliers: Applications to international data 1 1 1 36 3 4 6 207
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 0 1 87 5 8 15 277
On the correlations of trend–cycle errors 0 0 0 15 2 3 3 68
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO 1 1 1 5 2 3 6 34
THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION 0 0 0 12 0 1 4 59
THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES 0 0 0 15 4 4 7 46
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 1 6 41 5 9 15 116
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 0 0 1 0 0 0 10
Total Journal Articles 4 6 19 959 32 46 100 2,826


Statistics updated 2026-01-09