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Tomoyoshi Yabu
Tomoyoshi Yabu
Faculty of Business and Commerce, Keio University
Verified email at keio.jp - Homepage
Title
Cited by
Cited by
Year
Testing for shifts in trend with an integrated or stationary noise component
P Perron, T Yabu
Journal of Business & Economic Statistics 27 (3), 369-396, 2009
3642009
What prompts Japan to intervene in the Forex market? A new approach to a reaction function
T Ito, T Yabu
Journal of International Money and Finance 26 (2), 193-212, 2007
2002007
Estimating deterministic trends with an integrated or stationary noise component
P Perron, T Yabu
Journal of Econometrics 151 (1), 56-69, 2009
1942009
Exchange rate pass-through and inflation: A nonlinear time series analysis
M Shintani, A Terada-Hagiwara, T Yabu
Journal of international Money and Finance 32, 512-527, 2013
1662013
Japan’s voluntary lockdown
T Watanabe, T Yabu
Plos one 16 (6), e0252468, 2021
1552021
Fiscal Policy Switching in Japan, the US, and the UK
A Ito, T Watanabe, T Yabu
Journal of the Japanese and International Economies 25 (4), 380-413, 2011
51*2011
Japan’s voluntary lockdown: further evidence based on age-specific mobile location data
T Watanabe, T Yabu
The Japanese Economic Review 72 (3), 333-370, 2021
472021
The great intervention and massive money injection: The Japanese experience 2003–2004
T Watanabe, T Yabu
Journal of International Money and Finance 32, 428-443, 2013
452013
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
P Perron, M Shintani, T Yabu
Oxford Bulletin of Economics and Statistics 79 (5), 822–850, 2017
282017
A new method for identifying the effects of foreign exchange interventions
CN Chen, T Watanabe, T Yabu
Journal of Money, Credit and Banking 44 (8), 1507-1533, 2012
252012
制度情報を用いた財政乗数の計測
渡辺努, 藪友良, 伊藤新
財政政策と社会保障 (内閣府経済社会総合研究所監修 バブル/デフレ期の日本経済と経済 …, 2010
25*2010
Spurious regressions in technical trading
M Shintani, T Yabu, D Nagakura
Journal of Econometrics 169 (2), 301-309, 2012
202012
購買力平価 (PPP) パズルの解明: 時系列的アプローチの視点から
藪友良
日本銀行金融研究所, 2007
102007
Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy
T Ito, T Yabu
Journal of the Japanese and International Economies 58, 101106, 2020
92020
The demand for money at the zero interest rate bound
T Watanabe, T Yabu
Journal of Applied Econometrics 38 (6), 968-976, 2023
8*2023
実証のための計量時系列分析
W Endres, 新谷元嗣, 藪友良
有斐閣, 2019
72019
Testing for trend in the presence of autoregressive error: a comment
P Perron, T Yabu
Journal of the American Statistical Association 107 (498), 844-844, 2012
72012
量的緩和期の外為介入
藪友良
フィナンシャル・レビュー 通算 99 号, 97-114, 2010
6*2010
How Large is the Demand for Money at the ZLB? Evidence from Japan
T Watanabe, T Yabu
Working Papers on Central Bank Communication, 2019
52019
日本の自発的ロックダウンに関する考察
渡辺努, 藪友良
Working Papers on Central Bank Communication 26, 2020
32020
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