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

  • 2 Similar Profiles
Deterministic Trend Mathematics
Testing Mathematics
Spurious Regression Mathematics
Generalized Least Squares Mathematics
Prior Knowledge Mathematics
Estimate Mathematics
Test Statistic Mathematics
Unit Root Mathematics

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Research Output 2004 2017

  • 306 Citations
  • 6 h-Index
  • 11 Article
1 Citation (Scopus)

Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component

Perron, P., Shintani, M. & Yabu, T., 2017, (Accepted/In press) In : Oxford Bulletin of Economics and Statistics.

Research output: Contribution to journalArticle

Deterministic Trend
Wald Test
Chi-square Distribution
Testing
Generalized Least Squares
30 Citations (Scopus)

Exchange rate pass-through and inflation: A nonlinear time series analysis

Shintani, M., Terada-Hagiwara, A. & Yabu, T., 2013, In : Journal of International Money and Finance. 32, 1, p. 512-527 16 p.

Research output: Contribution to journalArticle

Time series analysis
Inflation
Nonlinear time series
Exchange rate pass-through
Smooth transition
8 Citations (Scopus)

The great intervention and massive money injection: The Japanese experience 2003-2004

Watanabe, T. & Yabu, T., 2013, In : Journal of International Money and Finance. 32, 1, p. 428-443 16 p.

Research output: Contribution to journalArticle

Injection
Government
Payment
Liquidity trap
Japan
4 Citations (Scopus)

A New Method for Identifying the Effects of Foreign Exchange Interventions

Chen, C. N., Watanabe, T. & Yabu, T., 2012 Dec, In : Journal of Money, Credit and Banking. 44, 8, p. 1507-1533 27 p.

Research output: Contribution to journalArticle

Foreign exchange intervention
Endogeneity
Exchange rates
Temporal aggregation
Data augmentation
5 Citations (Scopus)

Spurious regressions in technical trading

Shintani, M., Yabu, T. & Nagakura, D., 2012 Aug, In : Journal of Econometrics. 169, 2, p. 301-309 9 p.

Research output: Contribution to journalArticle

Spurious Regression
Momentum
Statistics
Economics
Moving Average