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 1 1 1 114 1 1 5 57
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 2 812
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 0 166
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 0 30 0 0 2 130
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 1 1 3 499
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 0 0 1 918
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 2 2 2 102
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 0 0 1 53
On the Correlations of Trend-Cycle Errors 0 0 0 14 0 1 2 57
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 0 1 2 244
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 0 66 0 2 4 142
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 0 0 4 22
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 0 1 321 1 1 5 1,088
Total Working Papers 1 1 2 1,274 6 10 33 4,347


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 0 5 29
Asymmetries in the response of economic activity to oil price increases and decreases? 0 0 4 90 0 3 17 307
International stock market efficiency: a non-Bayesian time-varying model approach 0 0 1 17 0 3 7 96
Let's take a break: Trends and cycles in US real GDP 0 1 3 627 3 6 24 1,560
Measuring business cycles with structural breaks and outliers: Applications to international data 0 0 0 35 0 0 1 202
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 1 1 87 0 1 8 268
On the correlations of trend–cycle errors 0 0 0 15 0 0 1 65
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO 0 0 1 4 0 0 5 30
THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION 0 0 0 12 0 1 3 58
THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES 0 0 0 15 0 2 3 42
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 7 40 0 0 11 107
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 0 2 19 953 3 16 85 2,774


Statistics updated 2025-09-05