Personal Details
First Name: Tomoyoshi
Middle Name:
Last Name: Yabu
Suffix:
RePEc Short-ID: pya85
Email:
Homepage:
http://www.fbc.keio.ac.jp/~tyabu
Postal Address:
Phone:
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009.
"A New Method for Identifying the Effects of Foreign Exchange Interventions,"
IMES Discussion Paper Series
09-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!]
- Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura, 2008.
"Spurious Regressions in Technical Trading: Momentum or Contrarian?,"
IMES Discussion Paper Series
08-E-9, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!]
- Arata Ito & Tsutomu Watanabe & Tomoyoshi Yabu, 2007.
"Fiscal Policy Switching: Evidence from Japan, the U.S., and the U.K,"
IMES Discussion Paper Series
07-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!]
- Pierre Perron & Tomoyoshi Yabu, 2005.
"Estimating Deterministric Trends with an Integrated or Stationary Noise Component,"
Boston University - Department of Economics - Working Papers Series
WP2005-037, Boston University - Department of Economics.
[Downloadable!]
Other versions:
Published as: - Pierre Perron & Tomoyoshi Yabu, 2005.
"Testing for Shifts in Trend with an Integrated or Stationary Noise Component,"
Boston University - Department of Economics - Working Papers Series
WP2005-026, Boston University - Department of Economics.
[Downloadable!]
Other versions: - Takatoshi Ito & Tomoyoshi Yabu, 2004.
"What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function,"
NBER Working Papers
10456, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Published as:
Articles
- Perron, Pierre & Yabu, Tomoyoshi, 2009.
"Estimating deterministic trends with an integrated or stationary noise component,"
Journal of Econometrics,
Elsevier, vol. 151(1), pages 56-69, July.
[Downloadable!] (restricted)
Other versions:
- Pierre Perron & Tomoyoshi Yabu, 2007.
"Estimating Deterministic Trend with an Integrated or Stationary Noise Component,"
Boston University - Department of Economics - Working Papers Series
WP2007-020, Boston University - Department of Economics.
[Downloadable!]
- Pierre Perron & Tomoyoshi Yabu, 2005.
"Estimating Deterministric Trends with an Integrated or Stationary Noise Component,"
Boston University - Department of Economics - Working Papers Series
WP2005-037, Boston University - Department of Economics.
[Downloadable!]
- Pierre Perron & Tomoyoshi Yabu, .
"Estimating Deterministic Trends with an Integrated or Stationary Noise Component,"
Boston University - Department of Economics - Working Papers Series
WP2006-012, Boston University - Department of Economics, revised Feb 2006.
[Downloadable!]
- Ito, Takatoshi & Yabu, Tomoyoshi, 2007.
"What prompts Japan to intervene in the Forex market? A new approach to a reaction function,"
Journal of International Money and Finance,
Elsevier, vol. 26(2), pages 193-212, March.
[Downloadable!] (restricted)
Other versions: - Yabu, Tomoyoshi, 2004.
"Have the constraints on PPP relaxed over time? Some evidence from Japan,"
Economics Letters,
Elsevier, vol. 84(2), pages 205-210, August.
[Downloadable!] (restricted)
NEP Fields
8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CBA: Central Banking (2) 2007-02-24 2009-02-28 Author is listed
- NEP-DCM: Discrete Choice Models (1) 2004-07-04
- NEP-ECM: Econometrics (5) 2006-03-18 2007-08-14 2007-08-14 2008-08-06 2009-02-28 Author is listed
- NEP-ETS: Econometric Time Series (3) 2006-03-18 2007-08-14 2007-08-14 Author is listed
- NEP-HIS: Business, Economic & Financial History (1) 2007-02-24
- NEP-HPE: History & Philosophy of Economics (1) 2006-03-18
- NEP-IFN: International Finance (3) 2004-07-04 2008-08-06 2009-02-28 Author is listed
- NEP-MAC: Macroeconomics (1) 2007-02-24
- NEP-MON: Monetary Economics (1) 2004-07-04
- NEP-MST: Market Microstructure (2) 2008-08-06 2009-02-28 Author is listed
- NEP-PBE: Public Economics (1) 2007-02-24
- NEP-RMG: Risk Management (1) 2008-08-06
- NEP-SEA: South East Asia (1) 2004-07-04
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This page was last updated on 2009-11-26.
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