KEIO RESEARCHERS INFORMATION SYSTEM

Career 【 Display / hide 】

Career 【 Display / hide 】

• 2005.09

  -

  2007.06

  日本銀行金融研究所

• 2007.07

  -

  2009.03

  University of Tsukuba

Academic Background 【 Display / hide 】

Academic Background 【 Display / hide 】

• 1999.03

  Hitotsubashi University, Graduate School, Division of Economics, 応用経済

  Graduate School, Completed, Master's course

• 2006.01

  Boston University, Graduate School, Division of Economics

  －, Graduate School, Completed, Doctoral course

Academic Degrees 【 Display / hide 】

Academic Degrees 【 Display / hide 】

• MA, Hitotsubashi University, Coursework, 1999.03

• Ph.D., Boston University, 2006.01

Research Areas 【 Display / hide 】

Research Areas 【 Display / hide 】

• Economic statistics (Economic Statistics)

Research Keywords 【 Display / hide 】

Research Keywords 【 Display / hide 】

• Time Series Econometrics

• International Finance

Papers 【 Display / hide 】

Papers 【 Display / hide 】

• Fiscal policy switching in Japan, the U.S., and the U.K.

  YABU Tomoyoshi

  Journal of the Japanese and International Economies  2011

  Research paper (scientific journal), Joint Work, Accepted

• Spurious regressions in technical trading

  YABU Tomoyoshi

  Journal of Econometrics  2011

  Research paper (scientific journal), Joint Work, Accepted

• Testing for shifts in trend with an integrated or stationary noise component

  YABU Tomoyoshi

  Journal of Business and Economic Statistics  2009

  Research paper (scientific journal), Joint Work, Accepted

• Estimating deterministic trends with an integrated or stationary noise component

  YABU Tomoyoshi

  Journal of Econometrics  2009

  Research paper (scientific journal), Joint Work, Except for reviews

• 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

  YABU Tomoyoshi

  金融研究    75-106 2007.12

  Research paper (scientific journal), Single Work, Accepted

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Papers, etc., Registered in KOARA 【 Display / hide 】

Papers, etc., Registered in KOARA 【 Display / hide 】

• Time series analysis of financial data

  Yabu, Tomoyoshi

  科学研究費補助金研究成果報告書 2017

• The effectiveness of foreign exchange intervention in Japan

  Yabu, Tomoyoshi

  科学研究費補助金研究成果報告書 2013

• Estimating the effects of foreign exchange interventions

  Yabu, Tomoyoshi

  科学研究費補助金研究成果報告書 2010

Research Projects of Competitive Funds, etc. 【 Display / hide 】

Research Projects of Competitive Funds, etc. 【 Display / hide 】

• 非線形時系列手法を用いた為替レートの分析

  2017.04

  -

  2020.03

  MEXT,JSPS, Grant-in-Aid for Scientific Research, 藪　友良, Grant-in-Aid for Scientific Research (C), Principal Investigator

• Time Series Analysis of Financial Data

  2014.04

  -

  2018.03

  MEXT,JSPS, Grant-in-Aid for Scientific Research, 藪　友良, Grant-in-Aid for Scientific Research (C), Principal Investigator

Courses Taught 【 Display / hide 】

Courses Taught 【 Display / hide 】

• ADVANCED STUDY OF ECONOMETRICS

  2020

• STATISTICS 2

  2020

• STATISTICS 1

  2020

• STATISTICS

  2020

• SEMINAR

  2020

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