IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Tatsuma Wada

This is information that was supplied by Tatsuma Wada in registering through RePEc. If you are Tatsuma Wada , 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:Tatsuma
Middle Name:
Last Name:Wada
Suffix:
RePEc Short-ID:pwa252
Tokyo, Japan
http://www.sfc.keio.ac.jp/

:

5322 Endo, Fujisawa-shi, Kanagawa 252-0882
RePEc:edi:fpkeijp (more details at EDIRC)
in new window
  1. Mikio Ito & Akihiko Noda & Tatsuma Wada, 2012. "The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach," Papers 1202.0100, arXiv.org, revised Aug 2015.
  2. Mikio Ito & Akihiko Noda & Tatsuma Wada, 2012. "International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach," Papers 1203.5176, arXiv.org, revised May 2014.
  3. Wada, Tatsuma, 2011. "The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition," MPRA Paper 41755, University Library of Munich, Germany.
  4. Wada, Tatsuma, 2011. "On the Correlations of Trend-Cycle Errors," MPRA Paper 41754, University Library of Munich, Germany.
  5. Tatsuma Wada & Pierre Perron, 2006. "State Space Model with Mixtures of Normals: Specifications and Applications to International Data," Boston University - Department of Economics - Working Papers Series WP2006-029, Boston University - Department of Economics.
  6. Tatsuma Wada & Pierre Perron, 2005. "An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data," Boston University - Department of Economics - Working Papers Series WP2005-43, Boston University - Department of Economics.
  7. Tatsuma Wada & Pierre Perron, 2005. "Trend and Cycles: A New Approach and Explanations of Some Old Puzzles," Computing in Economics and Finance 2005 252, Society for Computational Economics.
  8. Pierre Perron† & Tatsuma Wada, 2005. "Let’s Take a Break: Trends and Cycles in US Real GDP?," Boston University - Department of Economics - Working Papers Series WP2005-031, Boston University - Department of Economics, revised Oct 2005.
  1. Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma, 2015. "Asymmetries in the response of economic activity to oil price increases and decreases?," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 108-133.
  2. Wada, Tatsuma, 2014. "The Role Of Transitory And Persistent Shocks In The Consumption Correlation And International Comovement Puzzles," Macroeconomic Dynamics, Cambridge University Press, vol. 18(06), pages 1234-1270, September.
  3. Mikio Ito & Akihiko Noda & Tatsuma Wada, 2014. "International stock market efficiency: a non-Bayesian time-varying model approach," Applied Economics, Taylor & Francis Journals, vol. 46(23), pages 2744-2754, August.
  4. Tatsuma Wada, 2012. "The Real Exchange Rate And Real Interest Differentials: The Role Of The Trend-Cycle Decomposition," Economic Inquiry, Western Economic Association International, vol. 50(4), pages 968-987, October.
  5. Wada, Tatsuma, 2012. "On the correlations of trend–cycle errors," Economics Letters, Elsevier, vol. 116(3), pages 396-400.
  6. Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma, 2011. "Oil Price Shocks And Industrial Production: Is The Relationship Linear?," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 472-497, November.
  7. Perron, Pierre & Wada, Tatsuma, 2009. "Let's take a break: Trends and cycles in US real GDP," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 749-765, September.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 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-ETS: Econometric Time Series (3) 2005-11-19 2006-10-28 2012-02-15. Author is listed
  2. NEP-MAC: Macroeconomics (2) 2005-11-19 2006-10-28. Author is listed
  3. NEP-CWA: Central & Western Asia (1) 2012-02-15
  4. NEP-ECM: Econometrics (1) 2006-10-28
  5. NEP-FIN: Finance (1) 2006-03-18
  6. NEP-FMK: Financial Markets (1) 2006-03-18
  7. NEP-IFN: International Finance (1) 2006-03-18
  8. NEP-INT: International Trade (1) 2006-03-18
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2006-03-18

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Tatsuma Wada should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.