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Tatsuma Wada

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First Name:Tatsuma
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Last Name:Wada
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RePEc Short-ID:pwa252
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Location: Tokyo, Japan
Homepage: http://www.sfc.keio.ac.jp/
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Postal: 5322 Endo, Fujisawa-shi, Kanagawa 252-0882
Handle: RePEc:edi:fpkeijp (more details at EDIRC)
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  1. 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.
  2. Mikio Ito & Akihiko Noda & Tatsuma Wada, 2012. "The Evolution of Stock Market Efficiency in the U.S.: A Non-Bayesian Time-Varying Model Approach," Papers 1202.0100, arXiv.org, revised Mar 2015.
  3. Wada, Tatsuma, 2011. "On the Correlations of Trend-Cycle Errors," MPRA Paper 41754, University Library of Munich, Germany.
  4. 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.
  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. "Trend and Cycles: A New Approach and Explanations of Some Old Puzzles," Computing in Economics and Finance 2005 252, Society for Computational Economics.
  7. 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.
  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. 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.
  3. 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.
  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.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CWA: Central & Western Asia (1) 2012-02-15
  2. NEP-ECM: Econometrics (1) 2006-10-28
  3. NEP-ETS: Econometric Time Series (3) 2005-11-19 2006-10-28 2012-02-15. Author is listed
  4. NEP-FIN: Finance (1) 2006-03-18
  5. NEP-FMK: Financial Markets (1) 2006-03-18
  6. NEP-IFN: International Finance (1) 2006-03-18
  7. NEP-INT: International Trade (1) 2006-03-18
  8. NEP-MAC: Macroeconomics (2) 2005-11-19 2006-10-28. Author is listed
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2006-03-18

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