8
H index
7
i10 index
432
Citations
Tatsuma Wada : Citation Profile
Keio University | RESEARCH PRODUCTION: 12 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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:
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Main data
Where Tatsuma Wada has published?
| Journals with more than one article published | # docs |
|---|---|
| Macroeconomic Dynamics | 2 |
| Journal of International Money and Finance | 2 |
| Applied Economics | 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 (2024 and 2023)
| 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 |
| 2023 | 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 |
| 2023 | Estimation 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. Full description at Econpapers || Download paper |
| 2023 | Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834. Full description at Econpapers || Download paper |
| 2023 | Oil 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. Full description at Econpapers || Download paper |
| 2023 | Instability 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. 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 | 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 |
| 2023 | Nowcasting 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Do 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | Volatility 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. Full description at Econpapers || Download paper |
| 2023 | Oil 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. Full description at Econpapers || Download paper |
| 2023 | Efficiency 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. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Modeling 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Drivers 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. Full description at Econpapers || Download paper |
| 2023 | Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Estimation 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. Full description at Econpapers || Download paper |
| 2023 | Oil 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. Full description at Econpapers || Download paper |
| 2023 | The 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. 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 | 36 |
| 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: 36 | article | |
| 2014 | International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach In: Papers. [Full Text][Citation analysis] | paper | 27 |
| 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: 27 | 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 | 14 |
| 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 | 16 |
| 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: 16 | 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: 16 | article | |
| 2011 | OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 137 |
| 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 | 84 |
| 2022 | An Alternative Estimation Method for Time-Varying Parameter Models In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 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 |
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