Tatsuma Wada
Names
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Tatsuma |
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Wada |
Identifer
Contact
Affiliations
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Keio University
/ Faculty of Policy Management
Research profile
author of:
- The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach (RePEc:arx:papers:1202.0100)
by Mikio Ito & Akihiko Noda & Tatsuma Wada - International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (RePEc:arx:papers:1203.5176)
by Mikio Ito & Akihiko Noda & Tatsuma Wada - Time-Varying Comovement of Foreign Exchange Markets (RePEc:arx:papers:1610.04334)
by Mikio Ito & Akihiko Noda & Tatsuma Wada - An Alternative Estimation Method of a Time-Varying Parameter Model (RePEc:arx:papers:1707.06837)
by Mikio Ito & Akihiko Noda & Tatsuma Wada - The Real Exchange Rate And Real Interest Differentials: The Role Of The Trend-Cycle Decomposition (RePEc:bla:ecinqu:v:50:y:2012:i:4:p:968-987)
by Tatsuma Wada - Let’s Take a Break: Trends and Cycles in US Real GDP? (RePEc:bos:wpaper:wp2005-031)
by Pierre Perron† & Tatsuma Wada - An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data (RePEc:bos:wpaper:wp2005-43)
by Tatsuma Wada & Pierre Perron - An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data (RePEc:bos:wpaper:wp2005-44)
by Tatsuma Wada & Pierre Perron - State Space Model with Mixtures of Normals: Specifications and Applications to International Data (RePEc:bos:wpaper:wp2006-029)
by Tatsuma Wada & Pierre Perron - Let’s Take a Break: Trends and Cycles in US Real GDP (RePEc:bos:wpaper:wp2009-006)
by Pierre Perron & Tatsuma Wada - Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data (RePEc:bos:wpaper:wp2014-004)
by Tatsuma Wada & Pierre Perron - Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data (RePEc:bos:wpaper:wp2015-016)
by Pierre Perron & Tatsuma Wada - Oil Price Shocks And Industrial Production: Is The Relationship Linear? (RePEc:cup:macdyn:v:15:y:2011:i:s3:p:472-497_00)
by Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma - The Role Of Transitory And Persistent Shocks In The Consumption Correlation And International Comovement Puzzles (RePEc:cup:macdyn:v:18:y:2014:i:06:p:1234-1270_00)
by Wada, Tatsuma - On the correlations of trend–cycle errors (RePEc:eee:ecolet:v:116:y:2012:i:3:p:396-400)
by Wada, Tatsuma - Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO (RePEc:eee:jimfin:v:128:y:2022:i:c:s026156062200122x)
by Wada, Tatsuma - Asymmetries in the response of economic activity to oil price increases and decreases? (RePEc:eee:jimfin:v:50:y:2015:i:c:p:108-133)
by Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma - Let's take a break: Trends and cycles in US real GDP (RePEc:eee:moneco:v:56:y:2009:i:6:p:749-765)
by Perron, Pierre & Wada, Tatsuma - Measuring business cycles with structural breaks and outliers: Applications to international data (RePEc:eee:reecon:v:70:y:2016:i:2:p:281-303)
by Perron, Pierre & Wada, Tatsuma - An Alternative Estimation Method for Time-Varying Parameter Models (RePEc:gam:jecnmx:v:10:y:2022:i:2:p:23-:d:803554)
by Mikio Ito & Akihiko Noda & Tatsuma Wada - Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach (RePEc:gam:jmathe:v:9:y:2021:i:8:p:849-:d:535162)
by Mikio Ito & Akihiko Noda & Tatsuma Wada - On the Correlations of Trend-Cycle Errors (RePEc:pra:mprapa:41754)
by Wada, Tatsuma - The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition (RePEc:pra:mprapa:41755)
by Wada, Tatsuma - Trend and Cycles: A New Approach and Explanations of Some Old Puzzles (RePEc:sce:scecf5:252)
by Tatsuma Wada & Pierre Perron - International stock market efficiency: a non-Bayesian time-varying model approach (RePEc:taf:applec:v:46:y:2014:i:23:p:2744-2754)
by Mikio Ito & Akihiko Noda & Tatsuma Wada - The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach (RePEc:taf:applec:v:48:y:2016:i:7:p:621-635)
by Mikio Ito & Akihiko Noda & Tatsuma Wada