Research Achievements (Original Articles and Commentaries)
Number of the published data : 11     Download a complete list of all data (tab-deliminated text format)
No. Type of Paper Single/Joint Authorship Title Author(s) Journal Publisher Volume/Issue/Page Publication Date ISSN DOI URL Summary Related information
1 Research paper (scholarly journal)
Joint
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach

WADA TATSUMAI...Detail
APPLIED ECONOMICS

48/ 7, 621-635
2016/02

10.1080/00036846.2015.1083532



2 Research paper (scholarly journal)
Joint
Measuring business cycles with structural breaks and outliers

Perron Pierre, Wada ...Detail
Research in Economics


2015/11/02
1090-9443
10.1016/j.rie.2015.12.001

<p>This paper first generalizes the trend-cycle decomposition framework of Perron and Wada (20...Detail

3 Research paper (scholarly journal)
Joint
The evolution of stock market efficiency in the US

Ito Mikio, Noda Akih...Detail
Applied Economics


2015/09/10
0003-6846
10.1080/00036846.2015.1083532

<p>A non-Bayesian time-varying model is developed by introducing the concept of the degree of ...Detail

4 Research paper (scholarly journal)
Joint
Asymmetries in the response of economic activity to oil price increases and decreases?

Herrera Ana María, L...Detail
Journal of International Money and Finance

50, 108-133
2015/02/01
0261-5606
10.1016/j.jimonfin.2014.09.004

<p>It has been common to assume that the relationship between economic activity and oil prices...Detail

5 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

<p>We study a two-country model with changes in the technological growth rate. Such changes ar...Detail

6 Research paper (scholarly journal)
Joint
International stock market efficiency

Ito Mikio, Noda Akih...Detail
Applied Economics

46/ 23, 2744-2754
2014
0003-6846
10.1080/00036846.2014.909579

<p>This article develops a non-Bayesian methodology to analyse the time-varying structure of i...Detail

7 Research paper (scholarly journal)
Single
The real exchange rate and real interest differentials

Wada Tatsuma

Economic Inquiry

50/ 4, 968-987
2012/10
0095-2583
10.1111/j.1465-7295.2011.00387.x

<p>We propose an alternative model and method to reconcile the puzzling feature in the relatio...Detail

8 Research paper (scholarly journal)
Single
On the correlations of trend-cycle errors

Wada Tatsuma

Economics Letters

116/ 3, 396-400
2012/09
0165-1765
10.1016/j.econlet.2012.04.028

<p>This note provides explanations for an unexpected result, namely, the estimated parameter o...Detail

9 Research paper (scholarly journal)
Joint
Oil price shocks and industrial production

Herrera Ana María, L...Detail
Macroeconomic Dynamics

15/ SUPPL. 3, 472-497
2011/11
1365-1005
10.1017/S1365100511000290

<p>This paper tests the three leading specifications of asymmetric and possibly nonlinear feed...Detail

10 Research paper (scholarly journal)
Joint
Immigration of nurses

Kalist David, Spurr ...Detail
Industrial Relations

49/ 3, 406-428
2010/07
0019-8676
10.1111/j.1468-232X.2010.00607.x

<p>This paper examines the effects of immigration on a specific occupation, registered nurses ...Detail

11 Research paper (scholarly journal)
Joint
Let's take a break

Perron Pierre, Wada ...Detail
Journal of Monetary Economics

56/ 6, 749-765
2009/09
0304-3932
10.1016/j.jmoneco.2009.08.001

<p>Trend-cycle decompositions for US real GDP such as the unobserved components models, the Be...Detail