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 0 113 0 1 4 55
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 0 3 166
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 247 0 0 3 810
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 0 30 1 2 2 130
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 1 1 5 497
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 1 1 3 918
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 0 0 2 52
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 0 0 0 100
On the Correlations of Trend-Cycle Errors 0 0 0 14 0 1 1 56
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 0 0 1 242
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 0 66 0 1 1 139
The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition 0 0 0 15 0 0 0 57
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 1 3 4 21
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 0 0 320 1 1 3 1,086
Total Working Papers 0 0 0 1,272 5 11 32 4,329


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 1 2 9 0 2 8 28
Asymmetries in the response of economic activity to oil price increases and decreases? 0 1 5 88 1 4 15 300
International stock market efficiency: a non-Bayesian time-varying model approach 1 1 1 17 3 3 4 93
Let's take a break: Trends and cycles in US real GDP 1 1 10 626 2 10 30 1,552
Measuring business cycles with structural breaks and outliers: Applications to international data 0 0 0 35 0 0 4 201
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 0 2 86 2 5 10 266
On the correlations of trend–cycle errors 0 0 0 15 0 1 2 65
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO 0 0 1 4 1 1 6 29
THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION 0 0 0 12 1 1 4 56
THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES 0 0 0 15 1 1 1 40
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 2 7 37 0 2 13 103
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 0 0 1 0 0 1 10
Total Journal Articles 2 6 28 945 11 30 98 2,743


Statistics updated 2025-03-03