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Fingerprint Dive into the research topics where Tatsuma Wada is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Time-varying Business & Economics
Stock market efficiency Business & Economics
Market efficiency Business & Economics
Trend-cycle decomposition Business & Economics
Real GDP Business & Economics
Asymmetry Business & Economics
Oil price shocks Business & Economics
Industrial production Business & Economics

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Research Output 2009 2015

  • 207 Citations
  • 6 h-Index
  • 10 Article
31 Citations (Scopus)

Asymmetries in the response of economic activity to oil price increases and decreases?

Herrera, A. M., Lagalo, L. G. & Wada, T., 2015 Feb 1, In : Journal of International Money and Finance. 50, p. 108-133 26 p.

Research output: Contribution to journalArticle

Asymmetry
Oil prices
Economic activity
Transmission channel
Oil
6 Citations (Scopus)

Measuring business cycles with structural breaks and outliers: Applications to international data

Perron, P. & Wada, T., 2015 Nov 2, (Accepted/In press) In : Research in Economics.

Research output: Contribution to journalArticle

Structural breaks
Outliers
Business cycles
Filter
Stylized facts
16 Citations (Scopus)

The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach

Itou, M., Noda, A. & Wada, T., 2015 Sep 10, (Accepted/In press) In : Applied Economics.

Research output: Contribution to journalArticle

Stock market efficiency
Time-varying
Stock market
Recession
Market efficiency
14 Citations (Scopus)

International stock market efficiency: a non-Bayesian time-varying model approach

Itou, M., Noda, A. & Wada, T., 2014, In : Applied Economics. 46, 23, p. 2744-2754 11 p.

Research output: Contribution to journalArticle

Stock market efficiency
International stock markets
Market efficiency
Time-varying
International markets
2 Citations (Scopus)
International comovement
Learning process
Two-country model
Persistence
Imperfect information