8
H index
7
i10 index
457
Citations
Tatsuma Wada : Citation Profile
Keio University | RESEARCH PRODUCTION: 12 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
17 years (2005 - 2022). 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:
| Cites to:
|
Main data
Where Tatsuma Wada has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 2 |
| Journal of International Money and Finance | 2 |
| Macroeconomic Dynamics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics | 7 |
| Papers / arXiv.org | 4 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Tatsuma Wada (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper |
| 2024 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
| 2024 | On 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. Full description at Econpapers || Download paper |
| 2024 | Can 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. Full description at Econpapers || Download paper |
| 2024 | Oil 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. Full description at Econpapers || Download paper |
| 2024 | Business 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. Full description at Econpapers || Download paper |
| 2024 | Trends 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. Full description at Econpapers || Download paper |
| 2024 | International 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. Full description at Econpapers || Download paper |
| 2024 | Exploring 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. Full description at Econpapers || Download paper |
| 2024 | Energy price surges and inflation: Fiscal policy to the rescue?. (2024). Wegmueller, Philipp ; Glocker, Christian ; Wegmller, Philipp. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001888. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Impact of the Local and the Global Crises on Stock Market Efficiency. (2024). Bhatia, Madhur. In: Millennial Asia. RePEc:sae:millen:v:15:y:2024:i:4:p:572-596. Full description at Econpapers || Download paper |
| 2024 | Oil price shocks and macroeconomic dynamics: How important is the role of nonlinearity?. (2024). Kim, Jaebeom ; Hwang, Inwook. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02484-w. Full description at Econpapers || Download paper |
| 2025 | How sensitive are industrial demand and supply to energy price shocks. (2025). Iram, Humera ; Ridzuan, Abdul Rahim. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:52:y:2025:i:1:d:10.1007_s40812-024-00326-z. Full description at Econpapers || Download paper |
| 2024 | On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum. (2024). Ajmi, Ahdi Noomen ; Mokni, Khaled ; el Montasser, Ghassen ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00566-3. Full description at Econpapers || Download paper |
Works by Tatsuma Wada:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach In: Papers. [Full Text][Citation analysis] | paper | 40 |
| 2016 | The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
| 2014 | International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach In: Papers. [Full Text][Citation analysis] | paper | 30 |
| 2014 | International stock market efficiency: a non-Bayesian time-varying model approach.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2016 | Time-Varying Comovement of Foreign Exchange Markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | An Alternative Estimation Method of a Time-Varying Parameter Model In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION In: Economic Inquiry. [Full Text][Citation analysis] | article | 1 |
| 2011 | The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2005 | Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 96 |
| 2009 | Let’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 | |
| 2009 | Lets take a break: Trends and cycles in US real GDP.(2009) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | article | |
| 2005 | An 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] | paper | 7 |
| 2005 | An 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 | |
| 2006 | State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 18 |
| 2014 | Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 18 |
| 2015 | Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data.(2015) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2016 | Measuring business cycles with structural breaks and outliers: Applications to international data.(2016) In: Research in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2011 | OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 146 |
| 2014 | THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2012 | On the correlations of trend–cycle errors In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2011 | On the Correlations of Trend-Cycle Errors.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
| 2015 | Asymmetries in the response of economic activity to oil price increases and decreases? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 86 |
| 2022 | An Alternative Estimation Method for Time-Varying Parameter Models In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2005 | Trend and Cycles: A New Approach and Explanations of Some Old Puzzles In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team