Testing for shifts in trend with an integrated or stationary noise component P Perron, T Yabu Journal of Business & Economic Statistics 27 (3), 369-396, 2009 | 359 | 2009 |
What prompts Japan to intervene in the Forex market? A new approach to a reaction function T Ito, T Yabu Journal of International Money and Finance 26 (2), 193-212, 2007 | 200 | 2007 |
Estimating deterministic trends with an integrated or stationary noise component P Perron, T Yabu Journal of Econometrics 151 (1), 56-69, 2009 | 191 | 2009 |
Exchange rate pass-through and inflation: A nonlinear time series analysis M Shintani, A Terada-Hagiwara, T Yabu Journal of international Money and Finance 32, 512-527, 2013 | 163 | 2013 |
Japan’s voluntary lockdown T Watanabe, T Yabu Plos one 16 (6), e0252468, 2021 | 154 | 2021 |
Fiscal Policy Switching in Japan, the US, and the UK A Ito, T Watanabe, T Yabu Journal of the Japanese and International Economies 25 (4), 380-413, 2011 | 50* | 2011 |
Japan’s voluntary lockdown: further evidence based on age-specific mobile location data T Watanabe, T Yabu The Japanese Economic Review 72 (3), 333-370, 2021 | 46 | 2021 |
The great intervention and massive money injection: The Japanese experience 2003–2004 T Watanabe, T Yabu Journal of International Money and Finance 32, 428-443, 2013 | 45 | 2013 |
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component P Perron, M Shintani, T Yabu Oxford Bulletin of Economics and Statistics 79 (5), 822–850, 2017 | 28 | 2017 |
A new method for identifying the effects of foreign exchange interventions CN Chen, T Watanabe, T Yabu Journal of Money, Credit and Banking 44 (8), 1507-1533, 2012 | 25 | 2012 |
制度情報を用いた財政乗数の計測 渡辺努, 藪友良, 伊藤新 財政政策と社会保障 (内閣府経済社会総合研究所監修 バブル/デフレ期の日本経済と経済 …, 2010 | 25* | 2010 |
Spurious regressions in technical trading M Shintani, T Yabu, D Nagakura Journal of Econometrics 169 (2), 301-309, 2012 | 20 | 2012 |
購買力平価 (PPP) パズルの解明: 時系列的アプローチの視点から 藪友良 日本銀行金融研究所, 2007 | 10 | 2007 |
The demand for money at the zero interest rate bound T Watanabe, T Yabu Journal of Applied Econometrics 38 (6), 968-976, 2023 | 8* | 2023 |
Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy T Ito, T Yabu Journal of the Japanese and International Economies 58, 101106, 2020 | 8 | 2020 |
Testing for trend in the presence of autoregressive error: a comment P Perron, T Yabu Journal of the American Statistical Association 107 (498), 844-844, 2012 | 7 | 2012 |
量的緩和期の外為介入 藪友良 フィナンシャル・レビュー 通算 99 号, 97-114, 2010 | 6* | 2010 |
How Large is the Demand for Money at the ZLB? Evidence from Japan T Watanabe, T Yabu Working Papers on Central Bank Communication, 2019 | 5 | 2019 |
日本の自発的ロックダウンに関する考察 渡辺努, 藪友良 Working Papers on Central Bank Communication 26, 2020 | 3 | 2020 |
Essays on theoretical and empirical aspects of structural break models T Yabu Boston University, 2006 | 3 | 2006 |