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 10 65
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 247 2 11 16 827
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 29 2 4 9 175
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 1 31 4 12 61 191
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 5 14 42 540
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 5 7 15 933
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 3 3 15 115
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 0 1 12 65
On the Correlations of Trend-Cycle Errors 0 0 0 14 2 4 12 68
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 1 3 6 248
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 2 68 4 6 22 162
The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition 0 0 0 15 12 14 18 75
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 1 4 12 34
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 1 2 323 1 5 14 1,101
Total Working Papers 0 1 6 1,279 42 89 264 4,599


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 4 7 11 40
Asymmetries in the response of economic activity to oil price increases and decreases? 0 0 1 90 1 5 14 315
International stock market efficiency: a non-Bayesian time-varying model approach 0 1 2 19 1 4 10 103
Let's take a break: Trends and cycles in US real GDP 0 0 3 629 5 9 28 1,582
Measuring business cycles with structural breaks and outliers: Applications to international data 0 0 1 36 1 5 15 217
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 0 1 87 5 7 21 288
On the correlations of trend–cycle errors 0 0 0 15 2 2 6 71
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO 0 0 1 5 1 2 10 39
THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION 0 0 0 12 0 1 9 65
THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES 0 0 0 15 0 2 9 49
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 2 41 1 5 19 124
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 1 1 2 1 3 6 16
Total Journal Articles 0 2 12 961 22 52 158 2,909


Statistics updated 2026-05-06