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Tatsuma Wada

Observed names: TATSUMA WADA, Wada, Tatsuma, ワダ, タツマ
Observed institutions: Boston University, Western University, Shippensburg University, Oakland University, Wayne State University, Keio University, Keio University Shonan Fujisawa
ORCID: 0000-0002-3699-4954
Observed ORCID: 0000-0002-3699-4954
OpenAlex ID: A5041933880
Oil Price Shocks and Industrial Production: Is the Relationship Linear?
2011 · Ana María Herrera, Latika Gupta Lagalo, et al. · Macroeconomic Dynamics · 225
Let's take a break: Trends and cycles in US real GDP
2009 · Pierre Perron, Tatsuma Wada · Journal of Monetary Economics · 184
Asymmetries in the response of economic activity to oil price increases and decreases?
2014 · Ana María Herrera, Latika Gupta Lagalo, et al. · Journal of International Money and Finance · 145
International stock market efficiency: a non-Bayesian time-varying model approach
2014 · Mikio Ito, Akihiko Noda, et al. · Applied Economics · 65
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Measuring business cycles with structural breaks and outliers: Applications to international data
2015 · Pierre Perron, Tatsuma Wada · Research in Economics · 27
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO
2022 · Tatsuma Wada · Journal of International Money and Finance · 10
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data
2005 · Tatsuma Wada, Pierre Perrón · RePEc: Research Papers in Economics · 10
On the correlations of trend–cycle errors
2012 · Tatsuma Wada · Economics Letters · 8
Immigration of Nurses
2010 · DAVID KALIST, STEPHEN SPURR, et al. · Industrial Relations A Journal of Economy and Society · 8
An Alternative Estimation Method for Time-Varying Parameter Models
2022 · Mikio Ito, Akihiko Noda, et al. · Econometrics · 7
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An Alternative Estimation Method of a Time-Varying Parameter Model
2017 · Ito, Mikio, Noda, Akihiko, et al. · RePEc: Research Papers in Economics · 7
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The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach
2012 · Mikio Ito, Akihiko Noda, et al. · arXiv (Cornell University) · 7
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles
2005 · Tatsuma Wada, Pierre Perrón · RePEc: Research Papers in Economics · 7
The Role of Transitory and Persistent Shocks in the Consumption Correlation and International Comovement Puzzles
2013 · Tatsuma Wada · Macroeconomic Dynamics · 3
State Space Model with Mixtures of Normals: Specifications and Applications to International Data
2006 · Tatsuma Wada, Pierre Perrón · RePEc: Research Papers in Economics · 3
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach
2021 · Mikio Ito, Akihiko Noda, et al. · Mathematics · 1
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Time-Varying Comovement of Foreign Exchange Markets
2016 · Ito, Mikio, Noda, Akihiko, et al. · RePEc: Research Papers in Economics · 1
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The Real Exchange Rate and Real Interest Differentials: the Role of the Trend‐cycle Decomposition
2011 · TATSUMA WADA · Economic Inquiry · 1
A Likelihood Ratio Test of Stationarity Based on a Correlated Unobserved Components Model
2011 · James Morley, Irina Panovska, et al. · 1
Circuit Breakers for Stock Markets with Cybernetic Avatars
2025 · Tatsuma Wada · Lecture notes in networks and systems
新時代の国際マクロ経済と政策の研究
2024 · ワダ, タツマ, Wada, Tatsuma, et al. · KeiO Associated Repository of Academic Resources (Keio University)
為替レートの予測におけるフィルタリング、周波数領域、およびlassoの有効性
2024 · ワダ, タツマ, Wada, Tatsuma, et al. · KeiO Associated Repository of Academic Resources (Keio University)
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フレキシブルなトレンドを許容する対外資産モデルによる為替レート予測
2021 · ワダ, タツマ, Wada, Tatsuma, et al. · KeiO Associated Repository of Academic Resources (Keio University)
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
2020 · ワダ, タツマ, Wada, Tatsuma, et al. · KeiO Associated Repository of Academic Resources (Keio University)
時変計量経済モデルを用いた為替レート予測に関する研究
2020 · イトウ, ミキオ, ノダ, アキヒコ, et al. · KeiO Associated Repository of Academic Resources (Keio University)
Works count: 35
Citation count: 720
H-index: 8
I10-index: 7
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