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Tomoyoshi Yabu

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This is information that was supplied by Tomoyoshi Yabu in registering through RePEc. If you are Tomoyoshi Yabu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Tomoyoshi
Middle Name:
Last Name: Yabu
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RePEc Short-ID: pya85

Email:
Homepage: http://www.fbc.keio.ac.jp/~tyabu
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Affiliation

Faculty of Business and Commerce
Keio University
Location: Tokyo, Japan
Homepage: http://www.fbc.keio.ac.jp/
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Handle: RePEc:edi:fbkeijp (more details at EDIRC)

Works

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Working papers

  1. Mariko Hatase & Mototsugu Shintani & Tomoyoshi Yabu, 2013. "Great earthquakes, exchange rate volatility and government interventions," Vanderbilt University Department of Economics Working Papers 13-00007, Vanderbilt University Department of Economics.
  2. Tsutomu Watanabe & Tomoyoshi Yabu, 2011. "The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004," CARF F-Series CARF-F-266, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  3. Pierre Perron & Tomoyoshi Yabu, 2011. "Testing for Trend in the Presence of Autoregressive Error: A Comment," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-024, Keio/Kyoto Joint Global COE Program.
  4. Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu, 2009. "Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis," Vanderbilt University Department of Economics Working Papers 0920, Vanderbilt University Department of Economics.
  5. 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.
  6. Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
  7. 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.
  8. 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.
  9. 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.
  10. 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.

Articles

  1. Watanabe, Tsutomu & Yabu, Tomoyoshi, 2013. "The great intervention and massive money injection: The Japanese experience 2003–2004," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 428-443.
  2. Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi, 2013. "Exchange rate pass-through and inflation: A nonlinear time series analysis," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 512-527.
  3. Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012. "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, vol. 169(2), pages 301-309.
  4. Pierre Perron & Tomoyoshi Yabu, 2012. "Testing for Trend in the Presence of Autoregressive Error: A Comment," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 844-844, June.
  5. Chih‐Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
  6. Ito, Arata & Watanabe, Tsutomu & Yabu, Tomoyoshi, 2011. "Fiscal policy switching in Japan, the US, and the UK," Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 380-413.
  7. Perron, Pierre & Yabu, Tomoyoshi, 2009. "Testing for Shifts in Trend With an Integrated or Stationary Noise Component," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 369-396.
  8. 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.
  9. 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.
  10. 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.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2007-02-24 2009-02-28 2009-12-19 2013-02-03. Author is listed
  2. NEP-DCM: Discrete Choice Models (1) 2004-07-04
  3. NEP-ECM: Econometrics (5) 2006-03-20 2007-08-14 2007-08-14 2009-02-28 2012-01-03. Author is listed
  4. NEP-ETS: Econometric Time Series (4) 2006-04-03 2007-08-14 2007-08-14 2012-01-03. Author is listed
  5. NEP-FOR: Forecasting (1) 2010-04-11
  6. NEP-HIS: Business, Economic & Financial History (1) 2007-02-24
  7. NEP-HPE: History & Philosophy of Economics (1) 2006-04-25
  8. NEP-IFN: International Finance (4) 2004-07-04 2009-02-28 2009-12-19 2012-01-03. Author is listed
  9. NEP-MAC: Macroeconomics (2) 2007-02-24 2012-01-03
  10. NEP-MON: Monetary Economics (4) 2004-07-04 2009-12-19 2012-01-03 2013-02-03. Author is listed
  11. NEP-MST: Market Microstructure (1) 2009-02-28
  12. NEP-OPM: Open Economy Macroeconomics (3) 2009-12-19 2013-02-03 2013-04-13
  13. NEP-PBE: Public Economics (1) 2007-02-24
  14. NEP-SEA: South East Asia (2) 2004-07-04 2013-02-03

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