日本語
KEIO UNIVERSITY 
Faculty of Policy Management 
Department of Policy Management 

顔写真 Associate Professor 
WADA TATSUMA 

Year of Birth:1977  
 

Career
Keio Futsubu School  Part-time Leturer  2000/04-2001/03 
Wayne State University  Department of Economics  Assistant Professor  2006/08-2013/08 
Federal Reserve Bank of Dallas  Visitor  2009/09-2009/12 
University of California, Davis  Department of Economics  Visiting Assistant Professor  2010/01-2010/07 
Wayne State University  Department of Economics  Associate Professor and Director of Undergraduate Studies  2013/08-2015/03 
Keio University  Faculty of Policy Management  Visiting Associate Professor  2015/01-2015/03 
Keio University  Faculty of Policy Management  Associate Professor  2015/04-Present 

Academic Background
Keio University  Faculty of Economics  1999/03  Graduated 
Keio University  Graduate School of Economics  Master's course  2001/03  Completed 
Boston University  Department of Economics, Graduate School of Arts and Sciences  Doctoral course  2006/05  Completed 

Academic Degrees
Ph.D. in Economics  Boston University  2016/05/23 

Licenses and Qualifications
教育職員免許状一種(中学校社会科・高等学校地理歴史科・高等学校公民科)  1999/03 
教育職員免許状専修(中学校社会科・高等学校公民科)  2001/03 

Message from the Faculty Member
国際マクロ経済学および計量経済学をおもに研究しています。  
 

Research Areas
Economic theory 
Economic statistics 
Economic policy 

Funded Research Projects (Competitive Research Funds, etc.)
バンドスペクトラル回帰分析を用いた為替レートと実体経済変数の関係に関する研究  基盤研究(C)  Grant-in-Aid for Scientific Research  2017/04/01-2020/03/31 
経常収支と輸出入産業からみる原油価格の変化と日本経済  Research grant  研究活動スタート支援  Grant-in-Aid for Scientific Research  2015/08/28-2017/03/31 
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Research Achievements (Original Articles and Commentaries)
Research paper (scholarly journal)  Joint  The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach  WADA TATSUMAIto, Mikio ; Noda, Akihiko  APPLIED ECONOMICS  48/ 7, 621-635  2016/02  10.1080/00036846.2015.1083532 
Research paper (scholarly journal)  Joint  Measuring business cycles with structural breaks and outliers  Perron Pierre, Wada Tatsuma  Research in Economics  2015/11/02  1090-9443  10.1016/j.rie.2015.12.001 
Research paper (scholarly journal)  Joint  The evolution of stock market efficiency in the US  Ito Mikio, Noda Akihiko, Wada Tatsuma  Applied Economics  2015/09/10  0003-6846  10.1080/00036846.2015.1083532 
Research paper (scholarly journal)  Joint  Asymmetries in the response of economic activity to oil price increases and decreases?  Herrera Ana María, Lagalo Latika Gupta, Wada Tatsuma  Journal of International Money and Finance  50, 108-133  2015/02/01  0261-5606  10.1016/j.jimonfin.2014.09.004 
Research paper (scholarly journal)  Single  The role of transitory and persistent shocks in the consumption correlation and international comovement puzzles  Wada Tatsuma  Macroeconomic Dynamics  18/ 6, 1234-1270  2014  1365-1005  10.1017/S1365100512000922 
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Research Achievements (Oral/Poster Presentations)
Oral presentation(general)  An Alternative Estimation Method for Time-Varying Parameter Models (with Mikio Ito and Akihiko Noda)  Western Economic Association Meeting  2017/06 
Oral presentation(general)  An Alternative Estimation Method for Time-Varying Parameter Models (with Mikio Ito and Akihiko Noda)  International Conference on Econometrics and Statistics  2017/06 
Oral presentation(general)  Time-Varying Comovement of Foreign Exchange Market (with Mikio Ito and Akihiko Noda)  Midwest Econometrics Study Group Meeting  2016/10 
Public lecture, seminar, tutorial, training session, lecture, etc.  Asymmetries in the Response of Economic Activity to Oil Price Increases and Decreases? (with Ana Maria Herrera and Latika Gupta Lagalo)  Bank of Canada  2016/02 
Public lecture, seminar, tutorial, training session, lecture, etc.  Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data (with Pierre Perron)  Hitotsubashi University  2016/01 
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Courses in Charge of
Macroeconomics 2 
Microeconomics 2 
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Memberships in Academic Societies
Japanese Economic Association 
Japan Economic Policy Association 
American Economic Association 
Econometric Society 
Canadian Economic Association 
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