Tomoyoshi Yabu : Citation Profile

Keio University

11

H index

11

i10 index

733

Citations

RESEARCH PRODUCTION:

15

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 38
   Journals where Tomoyoshi Yabu has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 24 (3.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya85
   Updated: 2026-01-03    RAS profile: 2024-12-06    
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Relations with other researchers

Works with:

Ito, Takatoshi (2)

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

Is cited by:

Perron, Pierre (40)

Ghoshray, Atanu (26)

Harvey, David (24)

Carrion-i-Silvestre, Josep (21)

Ben Cheikh, Nidhaleddine (20)

Leybourne, Stephen (20)

Fatum, Rasmus (17)

Estrada, Francisco (16)

Taylor, Robert (16)

Tamarit, Cecilio (15)

Wohar, Mark (13)

Cites to:

Perron, Pierre (35)

Coibion, Olivier (17)

Weber, Michael (17)

Gorodnichenko, Yuriy (17)

Eichenbaum, Martin (14)

Gregory, Allan (13)

Trabandt, Mathias (12)

Fatum, Rasmus (11)

Taylor, Mark (11)

Hutchison, Michael (10)

Campbell, John (10)

Main data

Where Tomoyoshi Yabu has published?

Journals with more than one article published# docs
Journal of International Money and Finance3
Journal of Econometrics2
Journal of the Japanese and International Economies2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics8
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo6
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan3
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Tomoyoshi Yabu (2025 and 2024)

YearTitle of citing document
2025Takatoshi Ito: Scholarship on Japans Economy Transformed. (2025). Horioka, Charles ; Aoki, Kosuke ; Kashyap, Anil ; Auerbach, Alan ; Watanabe, Tsutomu ; Weinstein, David. In: AGI Working Paper Series. RePEc:agi:wpaper:02000256.

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2024Stochastic convergence in per capita CO$_2$ emissions. An approach from nonlinear stationarity analysis. (2024). Gonz, Paula Fern'Andez ; Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.00567.

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2024The prices of renewable commodities: A robust stationarity analysis. (2024). Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.01005.

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2024THE ASYMMETRIC EFFECT OF EXCHANGE RATE PASS-THROUGH TO DOMESTIC PRICES: EVIDENCE FROM NIGERIA. (2024). Afolabi, Joshua ; Aminu, Alarudeen. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:243:p:117-141.

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2025EXCHANGE RATE PASS-THROUGH AND INFLATIONARY DYNAMICS IN BANGLADESH: A COINTEGRATION AND VECM ANALYSIS. (2025). Rahman, Jillur ; Akter, Sazeda. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:246:p:37-67.

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2024On the impact of institutional change: Rights reassignment and career length. (2024). Schmidt, Martin. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1702-1721.

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2024Japans Unconventional Monetary Policy and the Exchange Rate Dynamics. (2024). Sakura, Kenichi ; Kawamoto, Takuji ; Ikkatai, Kota. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e23.

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2025Global and regional long-term climate forecasts: a heterogeneous future. (2025). Gonzalo, Jesus ; Gadea, Mara Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:45946.

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2025Heterogeneous Polar Amplification. (2025). Gadea, Mara Dolores ; Gonzalo, Jess. In: UC3M Working papers. Economics. RePEc:cte:werepe:47891.

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2024Current account determinants in a globalized world. (2024). Tamarit, Cecilio ; Camarero, Mariam ; Carrin, Josep Llus. In: Working Papers. RePEc:eec:wpaper:2410.

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2024Trends in temperature data: Micro-foundations of their nature. (2024). Gonzalo, Jesus ; Ramos, Andrey ; Gadea-Rivas, Maria Dolores. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004762.

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2024Monetary and fiscal interplay: Does it work both ways?. (2024). Afonso, Antonio ; Sousa, Alexandre. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000104.

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2024Money demand stability: New evidence from transfer entropy. (2024). Sermpinis, Georgios ; Serletis, Apostolos ; Movaghari, Hadi. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000477.

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2025The trend effect of foreign exchange intervention. (2025). Yamamoto, Yohei ; Fatum, Rasmus ; Chen, Binwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000907.

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2024COVID-19 uncertainty index in Japan: Newspaper-based measures and economic activities. (2024). Ono, Taiki ; Morita, Hiroshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:390-403.

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2024Time-varying exchange rate pass-through over 2005–2021 using dynamic model averaging. (2024). Erden, Lutfi ; Colak, Yasemin ; Ozkan, Ibrahim. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005069.

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2024Demand for Money in the United States: Stability and Forward-Looking Tests. (2024). Kia, Amir. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:2:p:49-:d:1339593.

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2024Testing and Quantifying Economic Resilience. (2024). Yamamoto, Yohei ; Hara, Naoko. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-142.

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2025Nonlinearity in exchange rate pass-through across BRICS: Role of business cycle and inflation. (2025). Parray, Waseem Ahmad ; Bhat, Sajad Ahmad. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00635-7.

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2025Takatoshi Ito: Scholarship on Japans Economy Transformed. (2025). Horioka, Charles ; Watanabe, Tsutomu ; Kashyap, Anil ; Auerbach, Alan ; Aoki, Kosuke ; Weinstein, David. In: Discussion Paper Series. RePEc:kob:dpaper:dp2025-29.

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2024Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors. (2024). Payne, James ; Lee, Junsoo. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:1:p:67-103.

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2025Current account determinants in a globalized world. (2025). Tamarit, Cecilio ; Carrion, Josep Llus ; Camarero, Mariam. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02686-w.

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2024Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence. (2024). Omay, Tolga ; Abioglu, Vasif Abiyev ; Hasanov, Mubariz. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:3:d:10.1007_s10258-023-00245-2.

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2024Long-run inequality persistence in the U.S., 1870–2019. (2024). Sanso-Navarro, Marcos ; Gayn-Navarro, Carlos. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:172:y:2024:i:1:d:10.1007_s11205-024-03309-8.

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2025Adaptive Now‐ and Forecasting of Global Temperatures Under Smooth Structural Changes. (2025). Krusebecher, Robinson. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:6:n:e70033.

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2024Exchange rate pass‐through to consumer prices in India – nonlinear evidence from a smooth transition model. (2024). Bhat, Sajad Ahmad ; Nain, Md Zulquar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:927-942.

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2025Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors. (2025). Taylor, Robert ; Harvey, David I ; Astill, Sam ; Leybourne, Stephen J ; Robert, A M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:37-56.

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Works by Tomoyoshi Yabu:

YearTitleTypeCited
2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article229
2005Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2005) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 229		paper
2007Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 229		paper
2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article17
2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Vanderbilt University Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2005Estimating Deterministric Trends with an Integrated or Stationary Noise Component In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper114
2006Estimating Deterministic Trends with an Integrated or Stationary Noise Component.(2006) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 114		paper
2007Estimating Deterministic Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 114		paper
2009Estimating deterministic trends with an integrated or stationary noise component.(2009) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114		article
2011Testing for Trend in the Presence of Autoregressive Error: A Comment In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper2
2011Testing for Trend in the Presence of Autoregressive Error: A Comment.(2011) In: Keio/Kyoto Joint Global COE Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2012Testing for Trend in the Presence of Autoregressive Error: A Comment.(2012) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2020Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2011The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004 In: CARF F-Series.
[Full Text][Citation analysis]		paper17
2013The great intervention and massive money injection: The Japanese experience 2003–2004.(2013) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 17		article
2018The Demand for Money at the Zero Interest Rate Bound In: CARF F-Series.
[Full Text][Citation analysis]		paper6
2022The Demand for Money at the Zero Interest Rate Bound.(2022) In: CARF F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023The demand for money at the zero interest rate bound.(2023) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2019How Large is the Demand for Money at the ZLB? Evidence from Japan In: CARF F-Series.
[Full Text][Citation analysis]		paper4
2020Japan€™s Voluntary Lockdown In: CARF F-Series.
[Full Text][Citation analysis]		paper5
2021Japan€™s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data In: CARF F-Series.
[Full Text][Citation analysis]		paper12
2020Japan’s Voluntary Lockdown In: CIGS Working Paper Series.
[Full Text][Citation analysis]		paper20
2004Have the constraints on PPP relaxed over time? Some evidence from Japan In: Economics Letters.
[Full Text][Citation analysis]		article0
2012Spurious regressions in technical trading In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2007What prompts Japan to intervene in the Forex market? A new approach to a reaction function In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article136
2004What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 136		paper
2013Exchange rate pass-through and inflation: A nonlinear time series analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article80
2009Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis.(2009) In: Vanderbilt University Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 80		paper
2012Exchange rate pass-through and inflation: a nonlinear time series analysis.(2012) In: Vanderbilt University Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 80		paper
2011Fiscal policy switching in Japan, the US, and the UK In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article19
2010Fiscal Policy Switching in Japan, the US, and the UK.(2010) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 19		chapter
2020Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article3
2020Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2007Fiscal Policy Switching: Evidence from Japan, the U.S., and the U.K. In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper4
2008Spurious Regressions in Technical Trading: Momentum or Contrarian? In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2009A New Method for Identifying the Effects of Foreign Exchange Interventions In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper16
2012A New Method for Identifying the Effects of Foreign Exchange Interventions.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2012A New Method for Identifying the Effects of Foreign Exchange Interventions.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2021Japan’s voluntary lockdown: further evidence based on age-specific mobile location data In: The Japanese Economic Review.
[Full Text][Citation analysis]		article8
2018The Demand for Money at the Zero Interest Rate Bound In: Working Papers on Central Bank Communication.
[Full Text][Citation analysis]		paper4
2019How Large is the Demand for Money at the ZLB? Evidence from Japan In: Working Papers on Central Bank Communication.
[Full Text][Citation analysis]		paper4
2020Japan’s Voluntary Lockdown In: Working Papers on Central Bank Communication.
[Full Text][Citation analysis]		paper7
2021Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data In: Working Papers on Central Bank Communication.
[Full Text][Citation analysis]		paper11
2021Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data In: Working Papers on Central Bank Communication.
[Full Text][Citation analysis]		paper9
2022The Demand for Money at the Zero Interest Rate Bound In: Working Papers on Central Bank Communication.
[Full Text][Citation analysis]		paper0
2022Online Appendix to The Demand for Money at the Zero Interest Rate Bound In: Working Papers on Central Bank Communication.
[Full Text][Citation analysis]		paper0
2013Great earthquakes, exchange rate volatility and government interventions In: Vanderbilt University Department of Economics Working Papers.
[Full Text][Citation analysis]		paper1

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