Yabu, Tomoyoshi

写真a

Affiliation

Faculty of Business and Commerce (Mita)

Position

Professor

Related Websites

External Links

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

  • 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

  • MA, Hitotsubashi University, Coursework, 1999.03

  • Ph.D., Boston University, 2006.01

 

Research Areas 【 Display / hide

  • Economic statistics (Economic Statistics)

Research Keywords 【 Display / hide

  • Time Series Econometrics

  • International Finance

 

Papers 【 Display / hide

  • Spurious regressions in technical trading

    YABU Tomoyoshi

    Journal of Econometrics  2011

    Research paper (scientific journal), Joint Work, Accepted

  • 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

  • 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

  • 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

  • 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

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

  • STATISTICS 1

    2019

  • SEMINAR: ECONOMETRICS

    2019

  • SEMINAR

    2019

  • JOINT SEMINAR: ECONOMETRICS

    2019

  • STATISTICS 2

    2019