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 | 271 | 2009 |
Oil price shocks and industrial production: Is the relationship linear? AM Herrera, LG Lagalo, T Wada Macroeconomic dynamics 15 (S3), 472-497, 2011 | 237 | 2011 |
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 | 163 | 2015 |
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 | 108 | 2016 |
International stock market efficiency: a non-Bayesian time-varying model approach M Ito, A Noda, T Wada Applied economics 46 (23), 2744-2754, 2014 | 90 | 2014 |
Measuring business cycles with structural breaks and outliers: Applications to international data P Perron, T Wada Research in Economics 70 (2), 281-303, 2016 | 41 | 2016 |
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 | 20 | 2006 |
Immigration of nurses D Kalist, S Spurr, T Wada Industrial Relations: A Journal of Economy and Society 49 (3), 406-428, 2010 | 15 | 2010 |
An alternative estimation method for time-varying parameter models M Ito, A Noda, T Wada Econometrics 10 (2), 23, 2022 | 14 | 2022 |
Trends and cycles: a new approach and explanations of some old puzzles P Perron, T Wada Manuscript, Department of Economics, Boston University, 2005 | 14 | 2005 |
The Evolution of Market Efficiency and its Periodicity: A non-bayesian time-varying model approach M Ito, A Noda, T Wada Preprint, 2012 | 9 | 2012 |
The real exchange rate and real interest differentials: The role of the trend‐cycle decomposition T Wada Economic Inquiry 50 (4), 968-987, 2012 | 8 | 2012 |
On the correlations of trend–cycle errors T Wada Economics Letters 116 (3), 396-400, 2012 | 6 | 2012 |
Asymmetries in the oil price-industrial production relationship? Evidence from 18 OECD countries AM Herrera, LG Lagalo, T Wada Unpub. Pap., Univ. Ky, 2012 | 6 | 2012 |
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 | 5 | 2022 |
The role of transitory and persistent shocks in the consumption correlation and international comovement puzzles T Wada Macroeconomic Dynamics 18 (6), 1234-1270, 2014 | 5 | 2014 |
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 | 4 | 2006 |
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 | 2 | 2021 |
An Alternative Estimation of a Time-Varying Parameter Model M Itoa, A Nodab, T Wadac arXiv preprint arXiv:1707.06837, 2017 | 1 | 2017 |
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 | 1 | 2014 |