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 0 9 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 2 9 175
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 2 16 827
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 1 31 0 4 61 191
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 0 5 42 540
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 1 6 16 934
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 0 4 16 69
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 0 3 15 115
On the Correlations of Trend-Cycle Errors 0 0 0 14 0 2 11 68
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 0 1 5 248
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 2 68 1 5 23 163
The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition 0 0 0 15 0 13 19 76
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 0 1 12 34
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 0 2 323 0 1 14 1,101
Total Working Papers 0 0 6 1,279 2 49 268 4,606


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 4 11 40
Asymmetries in the response of economic activity to oil price increases and decreases? 0 0 0 90 0 1 10 315
International stock market efficiency: a non-Bayesian time-varying model approach 0 0 2 19 0 1 8 103
Let's take a break: Trends and cycles in US real GDP 0 0 2 629 1 7 29 1,584
Measuring business cycles with structural breaks and outliers: Applications to international data 1 1 2 37 2 3 17 219
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 1 2 88 1 8 24 291
On the correlations of trend–cycle errors 0 0 0 15 0 3 7 72
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO 0 0 1 5 0 4 12 42
THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION 0 0 0 12 0 0 8 65
THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES 0 0 0 15 0 0 8 49
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 1 41 0 1 17 124
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 0 1 2 0 2 7 17
Total Journal Articles 1 2 11 963 4 34 158 2,921


Statistics updated 2026-07-10