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Tomoyoshi Yabu

Personal Details

First Name:Tomoyoshi
Middle Name:
Last Name:Yabu
Suffix:
RePEc Short-ID:pya85
http://www.fbc.keio.ac.jp/~tyabu
Terminal Degree:2006 Department of Economics; Boston University (from RePEc Genealogy)

Affiliation

Faculty of Business and Commerce
Keio University

Tokyo, Japan
http://www.fbc.keio.ac.jp/

:


RePEc:edi:fbkeijp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Tsutomu Watanabe & Tomoyoshi Yabu, 2018. "The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 002, University of Tokyo, Graduate School of Economics.
  2. Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015. "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Vanderbilt University Department of Economics Working Papers 15-00001, Vanderbilt University Department of Economics.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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. Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2017. "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(5), pages 822-850, October.
  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. 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.
  4. Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012. "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, vol. 169(2), pages 301-309.
  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. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. 藪友良 in Wikipedia (Japanese)

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (6) 2006-03-18 2007-08-14 2007-08-14 2009-02-28 2012-01-03 2015-04-02. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2006-03-18 2007-08-14 2007-08-14 2012-01-03 2015-04-02 2016-08-28. Author is listed
  3. NEP-MON: Monetary Economics (6) 2004-07-04 2009-12-19 2012-01-03 2013-02-03 2018-09-10 2018-09-24. Author is listed
  4. NEP-CBA: Central Banking (5) 2007-02-24 2009-02-28 2009-12-19 2013-02-03 2018-09-10. Author is listed
  5. NEP-IFN: International Finance (4) 2004-07-04 2009-02-28 2009-12-19 2012-01-03
  6. NEP-MAC: Macroeconomics (3) 2007-02-24 2012-01-03 2018-09-10
  7. NEP-OPM: Open Economy Macroeconomics (3) 2009-12-19 2013-02-03 2013-04-13
  8. NEP-ORE: Operations Research (2) 2015-04-02 2016-08-28
  9. NEP-SEA: South East Asia (2) 2004-07-04 2013-02-03
  10. NEP-DCM: Discrete Choice Models (1) 2004-07-04
  11. NEP-FOR: Forecasting (1) 2010-04-11
  12. NEP-HIS: Business, Economic & Financial History (1) 2007-02-24
  13. NEP-HPE: History & Philosophy of Economics (1) 2006-03-18
  14. NEP-MST: Market Microstructure (1) 2009-02-28
  15. NEP-PBE: Public Economics (1) 2007-02-24

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