Tatsuma Wada : Citation Profile


Keio University

8

H index

7

i10 index

450

Citations

RESEARCH PRODUCTION:

12

Articles

14

Papers

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 26
   Journals where Tatsuma Wada has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 16 (3.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa252
   Updated: 2025-01-10    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Tatsuma Wada.

Is cited by:

Rodríguez, Gabriel (21)

Kilian, Lutz (18)

Perron, Pierre (14)

Karaki, Mohamad (13)

Morley, James (13)

Vigfusson, Robert (10)

Noda, Akihiko (10)

Panovska, Irina (9)

Herrera, Ana María (8)

Serletis, Apostolos (8)

Ferraro, Domenico (7)

Cites to:

Perron, Pierre (29)

Nelson, Charles (20)

Hamilton, James (13)

Morley, James (12)

Rogoff, Kenneth (12)

Watson, Mark (12)

Noda, Akihiko (11)

Campbell, John (11)

Obstfeld, Maurice (11)

Ito, Mikio (11)

Cochrane, John (10)

Main data


Production by document typearticlepaper200520062007200820092010201120122013201420152016201720182019202020212022052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2005200620072008200920102011201220132014201520162017201820192020202120220102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200520062007200820092010201120122013201420152016201720182019202020212022202320240204060Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200520062007200820092010201120122013201420152016201720182019202020212022050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025010510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Tatsuma Wada has published?


Journals with more than one article published# docs
Applied Economics2
Macroeconomic Dynamics2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics7
Papers / arXiv.org4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Tatsuma Wada (2024 and 2023)


Year  ↓Title of citing document  ↓
2024Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2023Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125.

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2023European equity markets volatility spillover: Destabilizing energy risk is the new normal. (2023). Huszr, Zsuzsa R ; Kotr, Balzs B. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:s1:p:s205-s271.

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2023Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834.

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2023Oil Volatility and Economic Growth: Evidences from Top Oil Trading Countries. (2023). Bagadeem, Salim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-40.

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2024Can Oil Prices Volatility Explain Economic Growth?. (2024). Ahmad, Moid U ; Al-Harbi, Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-60.

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2023Instability constraints and development traps: an empirical analysis of growth cycles and economic volatility in Latin America. (2023). Spinola, Danilo. In: Revista CEPAL. RePEc:ecr:col070:48967.

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2024Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Yang, BO ; Chowdhury, Rosen ; Agboola, Emmanuel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932400021x.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2024Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871.

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2024International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models. (2024). Wang, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001882.

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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2023The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377.

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2023Do increases in gasoline prices cause higher food prices?. (2023). Karaki, Mohamad B ; Diab, Sara. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005649.

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2024Exploring market efficiency levels: A powerful approach based on a gamma distribution. (2024). Hajizadeh, Ehsan ; Askari, Abolfazl. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400761x.

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2023The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947.

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2023Does Indian economy asymmetrically respond to oil price shocks?. (2023). Ramachandran, M ; Deheri, Abdhut. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000117.

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2023Volatility contagion between oil and the stock markets of G7 countries plus India and China. (2023). Pradhan, Ashis ; Bandaru, Ramakrishna ; Guru, Biplab Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000855.

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2023Oil price uncertainty, financial distress and real economic activities: Evidence from China. (2023). Xiang, Jingjie ; Chen, Hongyi ; Li, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001749.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2023A finite mixture analysis of structural breaks in the G-7 gross domestic product series. (2023). Maruotti, Antonello ; Cremaschini, Alessandro. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:76-90.

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2024.

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2023Modeling the Asymmetric Effects of an Oil Price Shock. (2023). Keen, Benjamin D ; Bachmeier, Lance J. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:1.

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2023The effects of two benchmarks on Russian crude oil prices. (2023). Berument, Hakan M ; Dogan, Nukhet ; Sahin, Goktug. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09441-0.

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2023Drivers of inflation in Turkey: a new Keynesian Phillips curve perspective. (2023). Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09532-6.

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2023Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx.

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2023.

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2023A new look at asymmetric effect of oil price changes on inflation: Evidence from Malaysia. (2023). Sek, Siok Kun. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1524-1547.

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2023Estimation of the potential GDP by a new robust filter method. (2023). Takacs, Tibor ; Gyurkovics, Eva. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:4:d:10.1007_s10100-023-00851-7.

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2023Oil price shocks and China’s consumer and entrepreneur sentiment: a Bayesian structural VAR approach. (2023). Ouyang, Yaofu ; Li, Peng. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02413-x.

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2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. (2023). Gungor, Selim ; Erer, Elif. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00484-4.

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Works by Tatsuma Wada:


Year  ↓Title  ↓Type  ↓Cited  ↓
2015The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach In: Papers.
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paper38
2016The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach.(2016) In: Applied Economics.
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This paper has nother version. Agregated cites: 38
article
2014International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach In: Papers.
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paper29
2014International stock market efficiency: a non-Bayesian time-varying model approach.(2014) In: Applied Economics.
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This paper has nother version. Agregated cites: 29
article
2016Time-Varying Comovement of Foreign Exchange Markets In: Papers.
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paper0
2017An Alternative Estimation Method of a Time-Varying Parameter Model In: Papers.
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paper1
2012THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION In: Economic Inquiry.
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article1
2011The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1
paper
2005Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper96
2009Let’s Take a Break: Trends and Cycles in US Real GDP.(2009) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 96
paper
2009Lets take a break: Trends and cycles in US real GDP.(2009) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 96
article
2005An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper7
2005An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data.(2005) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2006State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
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paper18
2014Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
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paper18
2015Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data.(2015) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 18
paper
2016Measuring business cycles with structural breaks and outliers: Applications to international data.(2016) In: Research in Economics.
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This paper has nother version. Agregated cites: 18
article
2011OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? In: Macroeconomic Dynamics.
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article144
2014THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES In: Macroeconomic Dynamics.
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article0
2012On the correlations of trend–cycle errors In: Economics Letters.
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article2
2011On the Correlations of Trend-Cycle Errors.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 2
paper
2022Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO In: Journal of International Money and Finance.
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article1
2015Asymmetries in the response of economic activity to oil price increases and decreases? In: Journal of International Money and Finance.
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article85
2022An Alternative Estimation Method for Time-Varying Parameter Models In: Econometrics.
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article0
In: .
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article1
2005Trend and Cycles: A New Approach and Explanations of Some Old Puzzles In: Computing in Economics and Finance 2005.
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paper9

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team