Tatsuma Wada : Citation Profile

Keio University

8

H index

7

i10 index

481

Citations

RESEARCH PRODUCTION:

12

Articles

14

Papers

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 28
   Journals where Tatsuma Wada has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 16 (3.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa252
   Updated: 2025-12-20    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Noda, Akihiko (2)

Ito, Mikio (2)

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 (19)

Karaki, Mohamad (14)

Perron, Pierre (14)

Morley, James (13)

Noda, Akihiko (10)

Vigfusson, Robert (10)

Herrera, Ana María (9)

Panovska, Irina (9)

Serletis, Apostolos (8)

Rogoff, Kenneth (7)

Cites to:

Perron, Pierre (29)

Nelson, Charles (20)

Hamilton, James (13)

Morley, James (12)

Rogoff, Kenneth (12)

Watson, Mark (12)

Noda, Akihiko (11)

Obstfeld, Maurice (11)

Ito, Mikio (11)

Campbell, John (11)

Baxter, Marianne (10)

Main data

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 (2025 and 2024)

YearTitle of citing document
2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062.

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2024Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. 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. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index. (2025). Ataei, Masoud. In: Papers. RePEc:arx:papers:2505.01543.

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2025Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2024Asymmetric Effect of Oil Price on Economic Activity: Evidence from Lebanon Using NARDL Model. (2024). Nasser, Wafaa ; Fakhreddine, Nour ; Najia, Noura ; Mourad, Abbas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-25.

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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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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2024Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Chowdhury, Rosen ; Agboola, Emmanuel ; Yang, BO. 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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2025Energy supply shocks’ nonlinearities on output and prices. (2025). Tornese, Tommaso ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s001429212500087x.

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2025The transmission of coal price shock to Chinese industry: Sub-sectors and regions heterogeneity. (2025). Lin, Boqiang ; Lan, Tianxu. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001136.

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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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2025A novel method for analyzing financial market efficiency through fuzzy set theory. (2025). Askari, Abolfazl ; Hajizadeh, Ehsan. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325005069.

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2024Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts. (2024). Omotosho, Babatunde ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s026156062400069x.

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2024Energy 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.

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2024Asymmetric effects of oil demand and oil supply shocks on New Zealands trade. (2024). Vatsa, Puneet ; Baek, Jungho. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003660.

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2024Forecasting crude oil prices: Does global financial uncertainty matter?. (2024). Ma, Yong ; Zhou, Mingtao ; Li, Shuaibing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007159.

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2024Nonparametric Local Projections. (2024). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana María ; Goncalves, Silvia. In: Working Papers. RePEc:fip:feddwp:99177.

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2024A New Random Coefficient Autoregressive Model Driven by an Unobservable State Variable. (2024). Pang, Yuxin ; Wang, Dehui. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3890-:d:1540693.

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2025How Do Asymmetric Oil Prices and Economic Policy Uncertainty Shapes Stock Returns Across Oil Importing and Exporting Countries? Evidence from Instrumental Variable Quantile Regression Approach. (2025). Bilal, Aman ; Ahmed, Shakeel ; Zada, Hassan ; Thalassinos, Eleftherios ; Nawaz, Muhammad Hassaan. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:5:p:93-:d:1652807.

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2024Do fluctuations in global crude oil prices have an asymmetric effect on oil product pricing in India?. (2024). Carmel, Stefy ; Deheri, Abdhut. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09599-9.

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2024Are the Responses of Oil Products Prices Asymmetrical to Global Crude Oil Price Shocks? Evidence from India. (2024). Carmel, Stefy ; Deheri, Abdhut. In: Working Papers. RePEc:mad:wpaper:2024-265.

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2025Asymmetric Effects of Oil Price Shocks on Economic Growth and Inflation in Asia: What do We Learn from Empirical Studies?. (2025). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:123664.

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2024Impact 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.

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2024Oil 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.

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2025How 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.

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2024On 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.

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2024Impacts of investors sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets. (2024). Naoui, Kamel ; Mensi, Walid ; Belhoula, Mohamed Malek. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01780-y.

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2024The shale oil boom and the US economy: Spillovers and time‐varying effects. (2024). Bjørnland, Hilde ; Skretting, Julia ; Bjrnland, Hilde C. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:6:p:1000-1020.

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Works by Tatsuma Wada:

YearTitleTypeCited
2015The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach In: Papers.
[Full Text][Citation analysis]		paper45
2016The 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: 45		article
2014International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach In: Papers.
[Full Text][Citation analysis]		paper32
2014International 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: 32		article
2016Time-Varying Comovement of Foreign Exchange Markets In: Papers.
[Full Text][Citation analysis]		paper0
2017An Alternative Estimation Method of a Time-Varying Parameter Model In: Papers.
[Full Text][Citation analysis]		paper1
2012THE REAL EXCHANGE RATE AND REAL INTEREST DIFFERENTIALS: THE ROLE OF THE TREND-CYCLE DECOMPOSITION In: Economic Inquiry.
[Full Text][Citation analysis]		article1
2011The 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
2005Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper98
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: 98		paper
2009Lets 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: 98		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.
[Citation analysis]		paper18
2014Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper18
2015Measuring 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
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.
[Full Text][Citation analysis]		article150
2014THE ROLE OF TRANSITORY AND PERSISTENT SHOCKS IN THE CONSUMPTION CORRELATION AND INTERNATIONAL COMOVEMENT PUZZLES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2012On the correlations of trend–cycle errors In: Economics Letters.
[Full Text][Citation analysis]		article2
2011On the Correlations of Trend-Cycle Errors.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		article1
2015Asymmetries in the response of economic activity to oil price increases and decreases? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article97
2022An Alternative Estimation Method for Time-Varying Parameter Models In: Econometrics.
[Full Text][Citation analysis]		article1
2021Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach In: Mathematics.
[Full Text][Citation analysis]		article1
2005Trend and Cycles: A New Approach and Explanations of Some Old Puzzles In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper9

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