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 1 1 114 1 2 6 58
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 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 2 2 2 168
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 0 30 0 1 3 131
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 2 4 6 502
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 1 1 2 919
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 1 1 2 54
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 0 2 2 102
On the Correlations of Trend-Cycle Errors 0 0 0 14 0 0 2 57
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 0 0 2 244
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 1 1 1 67 3 4 8 146
The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition 0 0 0 15 1 1 1 58
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 2 2 6 24
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 1 2 322 2 4 6 1,091
Total Working Papers 1 3 4 1,276 15 25 50 4,366


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 1 5 30
Asymmetries in the response of economic activity to oil price increases and decreases? 0 0 3 90 0 0 14 307
International stock market efficiency: a non-Bayesian time-varying model approach 0 0 1 17 0 0 6 96
Let's take a break: Trends and cycles in US real GDP 1 1 3 628 3 8 24 1,565
Measuring business cycles with structural breaks and outliers: Applications to international data 0 0 0 35 1 2 3 204
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 0 1 87 2 3 10 271
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 0 4 1 2 4 32
THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION 0 0 0 12 0 0 3 58
THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES 0 0 0 15 0 0 3 42
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 5 40 2 2 10 109
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 1 1 15 954 9 18 83 2,789


Statistics updated 2025-11-08