Tomoyoshi Yabu, Ph.D. - Publications

Affiliations: 
2006 Boston University, Boston, MA, United States 

10 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2013 Shintani M, Terada-Hagiwara A, Yabu T. Exchange rate pass-through and inflation: A nonlinear time series analysis Journal of International Money and Finance. 32: 512-527. DOI: 10.1016/J.Jimonfin.2012.05.024  1
2013 Watanabe T, Yabu T. The great intervention and massive money injection: The Japanese experience 2003-2004 Journal of International Money and Finance. 32: 428-443. DOI: 10.1016/J.Jimonfin.2012.05.002  1
2012 Chen CN, Watanabe T, Yabu T. A New Method for Identifying the Effects of Foreign Exchange Interventions Journal of Money, Credit and Banking. 44: 1507-1533. DOI: 10.1111/J.1538-4616.2012.00542.X  1
2012 Perron P, Yabu T. Testing for trend in the presence of autoregressive error: A comment Journal of the American Statistical Association. 107: 844. DOI: 10.1080/01621459.2012.668638  1
2012 Shintani M, Yabu T, Nagakura D. Spurious regressions in technical trading Journal of Econometrics. 169: 301-309. DOI: 10.1016/J.Jeconom.2012.01.019  1
2011 Ito A, Watanabe T, Yabu T. Fiscal policy switching in Japan, the US, and the UK Journal of the Japanese and International Economies. 25: 380-413. DOI: 10.1016/J.Jjie.2011.09.001  1
2009 Perron P, Yabu T. Testing for shifts in trend with an integrated or stationary noise component Journal of Business and Economic Statistics. 27: 369-396. DOI: 10.1198/Jbes.2009.07268  1
2009 Perron P, Yabu T. Estimating deterministic trends with an integrated or stationary noise component Journal of Econometrics. 151: 56-69. DOI: 10.1016/J.Jeconom.2009.03.011  1
2007 Ito T, Yabu T. What prompts Japan to intervene in the Forex market? A new approach to a reaction function Journal of International Money and Finance. 26: 193-212. DOI: 10.1016/J.Jimonfin.2006.12.001  1
2004 Yabu T. Have the constraints on PPP relaxed over time? Some evidence from Japan Economics Letters. 84: 205-210. DOI: 10.1016/J.Econlet.2004.02.003  1
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