Tomoyoshi Yabu

ヤブトモヨシ | Tomoyoshi Yabu

Affiliation and department：
Job title： Professor
Homepage URL (1)： http://www.fbc.keio.ac.jp/~tyabu

Research field (1)： Economic statistics

Research keywords (3)： Time Series Econometrics , International Finance , Econometrics

Research theme for competitive and other funds (8)：

2020 - 2024 非線形時系列手法を用いたマクロ経済分析
2017 - 2020 非線形時系列手法を用いた為替レートの分析
2014 - 2018 Time Series Analysis of Financial Data
2014 - 2017 Theoretical and applied analyses on closed and open economy short-run macroeconometric model selection
2014 - 2017 Time Series Analysis of Financial Data

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Papers (16)：

Ito, Takatoshi, Yabu, Tomoyoshi. Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy. NBER Working Paper. 2020
Watanabe, Tsutomu, Yabu, Tomoyoshi. How Large is the Demand for Money at the ZLB? Evidence from Japan. CARF Working Paper Series. 2019
Watanabe, Tsutomu, Yabu, Tomoyoshi. The Demand for Money at the Zero Interest Rate Bound. CARF Working Paper Series. 2018
Pierre Perron, Mototsugu Shintani, Tomoyoshi Yabu. Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component. OXFORD BULLETIN OF ECONOMICS AND STATISTICS. 2017. 79. 5. 822-850
Ito, Takatoshi, Yabu, Tomoyoshi. Forex Intervention and Foreign Reserves: Long-term Estimate of Profits/losses from Interventions. JCER economic journal. 2017. 74. 74. 98-127

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Books (11)：

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Education (3)：

Professional career (2)：

Work history (2)：

Association Membership(s) (1)：

JAPANESE ECONOMIC ASSOCIATION

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