Follow
Tatsuma Wada
Title
Cited by
Cited by
Year
Let's take a break: Trends and cycles in US real GDP
P Perron, T Wada
Journal of monetary Economics 56 (6), 749-765, 2009
2712009
Oil price shocks and industrial production: Is the relationship linear?
AM Herrera, LG Lagalo, T Wada
Macroeconomic dynamics 15 (S3), 472-497, 2011
2372011
Asymmetries in the response of economic activity to oil price increases and decreases?
AM Herrera, LG Lagalo, T Wada
Journal of International Money and Finance 50, 108-133, 2015
1632015
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach
M Ito, A Noda, T Wada
Applied Economics 48 (7), 621-635, 2016
1082016
International stock market efficiency: a non-Bayesian time-varying model approach
M Ito, A Noda, T Wada
Applied economics 46 (23), 2744-2754, 2014
902014
Measuring business cycles with structural breaks and outliers: Applications to international data
P Perron, T Wada
Research in Economics 70 (2), 281-303, 2016
412016
An alternative trend-cycle decomposition using a state space model with mixtures of normals: specifications and applications to international data
T Wada, P Perron
Department of Economics Boston University, Setembro, 2006
202006
Immigration of nurses
D Kalist, S Spurr, T Wada
Industrial Relations: A Journal of Economy and Society 49 (3), 406-428, 2010
152010
An alternative estimation method for time-varying parameter models
M Ito, A Noda, T Wada
Econometrics 10 (2), 23, 2022
142022
Trends and cycles: a new approach and explanations of some old puzzles
P Perron, T Wada
Manuscript, Department of Economics, Boston University, 2005
142005
The Evolution of Market Efficiency and its Periodicity: A non-bayesian time-varying model approach
M Ito, A Noda, T Wada
Preprint, 2012
92012
The real exchange rate and real interest differentials: The role of the trend‐cycle decomposition
T Wada
Economic Inquiry 50 (4), 968-987, 2012
82012
On the correlations of trend–cycle errors
T Wada
Economics Letters 116 (3), 396-400, 2012
62012
Asymmetries in the oil price-industrial production relationship? Evidence from 18 OECD countries
AM Herrera, LG Lagalo, T Wada
Unpub. Pap., Univ. Ky, 2012
62012
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO
T Wada
Journal of International Money and Finance 128, 102719, 2022
52022
The role of transitory and persistent shocks in the consumption correlation and international comovement puzzles
T Wada
Macroeconomic Dynamics 18 (6), 1234-1270, 2014
52014
State space model with mixtures of normals: Specifications and applications to international data
T Wada, P Perron
Boston University-Department of Economics-Working Papers Series, 2006
42006
Time-varying comovement of foreign exchange markets: A GLS-based time-varying model approach
M Ito, A Noda, T Wada
Mathematics 9 (8), 849, 2021
22021
An Alternative Estimation of a Time-Varying Parameter Model
M Itoa, A Nodab, T Wadac
arXiv preprint arXiv:1707.06837, 2017
12017
Measuring business cycles with structural breaks and outliers: Applications to international data
T Wada, P Perron
Boston University-Department of Economics-Working Papers Series, 2014
12014
The system can't perform the operation now. Try again later.
Articles 1–20