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 0 114 0 0 8 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 0 1 10 176
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 16 828
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 1 31 1 2 63 193
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 1 2 43 542
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 2 4 19 937
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 1 2 18 71
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 0 0 13 115
On the Correlations of Trend-Cycle Errors 0 0 0 14 0 0 11 68
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 3 3 7 251
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 2 68 1 2 22 164
The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition 0 0 0 15 0 0 19 76
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 2 2 14 36
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 0 2 323 0 2 15 1,103
Total Working Papers 0 0 5 1,279 12 21 278 4,625


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 0 10 0 0 11 40
Asymmetries in the response of economic activity to oil price increases and decreases? 0 0 0 90 0 0 8 315
International stock market efficiency: a non-Bayesian time-varying model approach 0 0 2 19 1 2 9 105
Let's take a break: Trends and cycles in US real GDP 1 2 4 631 5 7 30 1,590
Measuring business cycles with structural breaks and outliers: Applications to international data 0 1 2 37 0 3 18 220
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 0 1 88 0 1 23 291
On the correlations of trend–cycle errors 0 0 0 15 0 1 8 73
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO 0 0 1 5 0 1 13 43
THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION 0 0 0 12 0 0 7 65
THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES 0 0 0 15 0 1 8 50
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 1 41 2 2 19 126
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 0 1 2 0 0 7 17
Total Journal Articles 1 3 12 965 8 18 161 2,935


Statistics updated 2026-09-10