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J-GLOBAL ID：201701010058709421   Update date: Apr. 17, 2024

Tatsuma Wada

Tatsuma Wada
Affiliation and department：
Keio University Faculty of Policy Management

About Keio University Faculty of Policy Management


Job title： Professor
Research field  (3)： Economic policy ,  Economic statistics ,  Theoretical economics
Research theme for competitive and other funds  (5)：
  • 2023 - 2026 The analysis of the current account balance and exchange rates: A long-run perspective
  • 2020 - 2023 The Effectiveness of Filtering, Frequency Domain Analysis, and LASSO on Forecasting Future Exchange Rates
  • 2017 - 2021 Forecasting Exchange Rates using Time-Varying Econometric Models
  • 2017 - 2020 バンドスペクトラル回帰分析を用いた為替レートと実体経済変数の関係に関する研究
  • 2015 - 2017 経常収支と輸出入産業からみる原油価格の変化と日本経済
Papers (13)：
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Lectures and oral presentations  (10)：
  • 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)
ｍore...
Education (4)：
  • 2001 - 2006 Boston University Department of Economics, Graduate School of Arts and Sciences
  • 1999 - 2001 Keio University Graduate School of Economics
  • 1999 - 1999 Keio University Faculty of Economics
  • 1995 - 1999 Keio University Faculty of Economics
Professional career (1)：
  • Ph.D. in Economics (Boston University)
Work history (10)：
  • 2018/04 - 現在 Keio University Faculty of Policy Management Professor
  • 2015/04 - 2018/03 Keio University Faculty of Policy Management Associate Professor
  • 2017/07 - 2017/11 University of New South Wales Department of Economics Senior Research Associate
  • 2015/01 - 2015/03 Keio University Faculty of Policy Management Visiting Associate Professor
  • 2013/08 - 2015/03 Wayne State University Department of Economics Associate Professor and Director of Undergraduate Studies
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Association Membership(s) (6)：
Western Economic Association ,  Canadian Economic Association ,  Econometric Society ,  American Economic Association ,  Japan Economic Policy Association ,  Japanese Economic Association
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

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