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 2 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 3 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 3 4 6 816
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 1 1 1 31 25 48 50 179
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 24 24 30 526
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 2 7 9 926
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 1 10 12 112
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 7 10 12 64
On the Correlations of Trend-Cycle Errors 0 0 0 14 3 7 8 64
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 1 1 3 245
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 1 2 68 2 10 17 156
The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition 0 0 0 15 2 3 4 61
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 3 6 10 30
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 0 2 322 3 5 11 1,096
Total Working Papers 1 2 6 1,278 81 144 186 4,510


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 0 3 5 33
Asymmetries in the response of economic activity to oil price increases and decreases? 0 0 2 90 2 3 11 310
International stock market efficiency: a non-Bayesian time-varying model approach 0 1 2 18 0 3 9 99
Let's take a break: Trends and cycles in US real GDP 0 1 4 629 4 8 23 1,573
Measuring business cycles with structural breaks and outliers: Applications to international data 0 1 1 36 5 8 11 212
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 0 1 87 4 10 17 281
On the correlations of trend–cycle errors 0 0 0 15 1 4 4 69
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO 0 1 1 5 3 5 9 37
THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION 0 0 0 12 5 6 9 64
THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES 0 0 0 15 1 5 8 47
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 1 4 41 3 10 16 119
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 0 0 1 3 3 3 13
Total Journal Articles 0 5 16 959 31 68 125 2,857


Statistics updated 2026-02-12