Tatsuma Wada. Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO. Journal of International Money and Finance. 2022. 128. 102719-102719
Mikio Ito, Akihiko Noda, Tatsuma Wada. An Alternative Estimation Method for Time-Varying Parameter Models. Econometrics. 2022. 10. 2. 23-23
Ito M, Noda A, Wada T. Time-varying comovement of foreign exchange markets: A gls-based time-varying model approach. Mathematics. 2021. 9. 8. 849-849
Pierre Perron, Tatsuma Wada. Measuring business cycles with structural breaks and outliers: Applications to international data. Research in Economics. 2016. 70. 2. 281-303
Out-of-Sample Forecasting of Foreign Exchange Rates: The Band Spectral Regression and LASSO
(97th Annual Conference of the Western Economic Association International)
“Out-of-Sample Forecasting of Foreign Exchange Rates: The Band Spectral Regression and LASSO”“Out-of-Sample Forecasting of Foreign Exchange Rates: The Band Spectral Regression and LASSO”
(56th Annual Canadian Economics Association Meetings 2022)
“Out-of-Sample Forecasting of Foreign Exchange Rates: The Band Spectral Regression and LASSO”“Out-of-Sample Forecasting of Foreign Exchange Rates: The Band Spectral Regression and LASSO”
(ECONOMETRIC SOCIETY/BOCCONI UNIVERSITY 2020 VIRTUAL WORLD CONGRESS 2020)
“Out-of-Sample Forecasting of Foreign Exchange Rates: The Band Spectral Regression and LASSO”“Out-of-Sample Forecasting of Foreign Exchange Rates: The Band Spectral Regression and LASSO”
(BU Pi-day Econometrics Conference In Honor of Pierre Perron 2019)
An Alternative Estimation Method for Time-Varying Parameter Models (with Mikio Ito and Akihiko Noda)
(Western Economic Association Meeting 2017)
