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 0 1 4 58
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 0 0 2 812
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 0 30 0 1 3 131
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 0 3 6 502
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 3 4 5 922
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 8 8 10 110
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 0 1 2 54
On the Correlations of Trend-Cycle Errors 0 0 0 14 2 2 4 59
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 0 1 1 67 1 5 9 147
The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition 0 0 0 15 0 1 1 58
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 2 4 8 26
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 1 2 322 0 3 6 1,091
Total Working Papers 0 2 4 1,276 16 35 64 4,382


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 2 10 0 1 4 30
Asymmetries in the response of economic activity to oil price increases and decreases? 0 0 3 90 0 0 11 307
International stock market efficiency: a non-Bayesian time-varying model approach 0 0 1 17 0 0 6 96
Let's take a break: Trends and cycles in US real GDP 0 1 3 628 0 5 23 1,565
Measuring business cycles with structural breaks and outliers: Applications to international data 0 0 0 35 0 2 3 204
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 0 1 87 1 4 11 272
On the correlations of trend–cycle errors 0 0 0 15 1 1 2 66
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO 0 0 0 4 0 2 4 32
THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION 0 0 0 12 1 1 4 59
THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES 0 0 0 15 0 0 3 42
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 1 1 6 41 2 4 10 111
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 1 2 16 955 5 20 81 2,794


Statistics updated 2025-12-06