Yasutomo Murasawa
Names
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Yasutomo |
| last: |
Murasawa |
Identifer
Contact
Affiliations
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Konan University
/ Faculty of Economics
Research profile
author of:
- A Coincident Index, Common Factors, and Monthly Real GDP (RePEc:bla:obuest:v:72:y:2010:i:1:p:27-46)
by Roberto S. Mariano & Yasutomo Murasawa - Measuring Inflation Expectations Using Interval-Coded Data (RePEc:bla:obuest:v:75:y:2013:i:4:p:602-623)
by Yasutomo Murasawa - Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration (RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4)
by Murasawa Yasutomo - Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model (RePEc:ecm:feam04:710)
by Yasutomo Murasawa & Roberto S. Mariano - Multivariate model-based gap measures and a new Phillips curve for China (RePEc:eee:chieco:v:23:y:2012:i:1:p:60-70)
by Zhang, Chengsi & Murasawa, Yasutomo - Output gap measurement and the New Keynesian Phillips curve for China (RePEc:eee:ecmode:v:28:y:2011:i:6:p:2462-2468)
by Zhang, Chengsi & Murasawa, Yasutomo - The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series (RePEc:eee:ecolet:v:137:y:2015:i:c:p:157-162)
by Murasawa, Yasutomo - Distribution-free statistical inference for generalized Lorenz dominance based on grouped data (RePEc:eee:matcom:v:64:y:2004:i:1:p:133-142)
by Murasawa, Yasutomo & Morimune, Kimio - Measuring Inflation Expectations Using Interval-Coded Data (RePEc:esj:esridp:236)
by MURASAWA Yasutomo - Satoru Kano, Macroeconomic Analyses and Survey Data (RePEc:hit:ecorev:v:58:y:2007:i:4:p:374-376)
by Murasawa, Yasutomo - A new coincident index of business cycles based on monthly and quarterly series (RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443)
by Roberto S. Mariano & Yasutomo Murasawa - Output Gap Estimation and Monetary Policy in China (RePEc:mes:emfitr:v:49:y:2013:i:s4:p:119-131)
by Chengsi Zhang & Butan Zhang & Zhe Lu & Yasutomo Murasawa - 大学中退の逐次意思決定モデルの構造推定
[Structural estimation of a sequential decision model of college dropout] (RePEc:pra:mprapa:118183)
by Murasawa, Yasutomo - The multivariate Beveridge--Nelson decomposition with I(1) and I(2) series (RePEc:pra:mprapa:66319)
by Murasawa, Yasutomo - Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK (RePEc:pra:mprapa:76244)
by Murasawa, Yasutomo - Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration (RePEc:pra:mprapa:91979)
by Murasawa, Yasutomo - Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model (RePEc:siu:wpaper:22-2004)
by Roberto S. Mariano & Yasutomo Murasawa - Do coincident indicators have one-factor structure? (RePEc:spr:empeco:v:36:y:2009:i:2:p:339-365)
by Yasutomo Murasawa - Measuring the natural rates, gaps, and deviation cycles (RePEc:spr:empeco:v:47:y:2014:i:2:p:495-522)
by Yasutomo Murasawa - The Beveridge–Nelson decomposition of mixed-frequency series (RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1061-5)
by Yasutomo Murasawa - Measuring public inflation perceptions and expectations in the UK (RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01675-8)
by Yasutomo Murasawa