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 6 9 64
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 3 5 171
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 247 5 9 11 821
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 1 1 31 7 55 56 186
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 5 29 34 531
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 1 5 9 927
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 0 2 12 112
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 0 10 12 64
On the Correlations of Trend-Cycle Errors 0 0 0 14 2 7 10 66
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 1 2 4 246
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 1 2 68 2 11 19 158
The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition 0 0 0 15 0 3 4 61
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 3 7 12 33
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 0 2 322 2 7 12 1,098
Total Working Papers 0 2 6 1,278 28 156 209 4,538


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 2 5 7 35
Asymmetries in the response of economic activity to oil price increases and decreases? 0 0 2 90 2 5 12 312
International stock market efficiency: a non-Bayesian time-varying model approach 0 1 1 18 2 5 8 101
Let's take a break: Trends and cycles in US real GDP 0 1 3 629 1 9 22 1,574
Measuring business cycles with structural breaks and outliers: Applications to international data 0 1 1 36 4 12 15 216
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 0 1 87 1 10 16 282
On the correlations of trend–cycle errors 0 0 0 15 0 3 4 69
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO 0 1 1 5 0 5 8 37
THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION 0 0 0 12 1 6 9 65
THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES 0 0 0 15 2 7 9 49
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 4 41 1 9 17 120
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 1 1 1 2 2 5 5 15
Total Journal Articles 1 5 15 960 18 81 132 2,875


Statistics updated 2026-03-04