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Yasutomo Murasawa

Personal Details

First Name:Yasutomo
Middle Name:
Last Name:Murasawa
Suffix:
RePEc Short-ID:pmu26
[This author has chosen not to make the email address public]
https://ystmmrsw.github.io/
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Terminal Degree:1999 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Faculty of Economics
Konan University

Kobe, Japan
http://www.konan-u.ac.jp/faculty/economics/
RePEc:edi:fekonjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Murasawa, Yasutomo, 2023. "大学中退の逐次意思決定モデルの構造推定 [Structural estimation of a sequential decision model of college dropout]," MPRA Paper 118183, University Library of Munich, Germany.
  2. Murasawa, Yasutomo, 2019. "Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration," MPRA Paper 91979, University Library of Munich, Germany.
  3. Murasawa, Yasutomo, 2017. "Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK," MPRA Paper 76244, University Library of Munich, Germany.
  4. Murasawa, Yasutomo, 2015. "The multivariate Beveridge--Nelson decomposition with I(1) and I(2) series," MPRA Paper 66319, University Library of Munich, Germany.
  5. MURASAWA Yasutomo, 2010. "Measuring Inflation Expectations Using Interval-Coded Data," ESRI Discussion paper series 236, Economic and Social Research Institute (ESRI).
  6. Yasutomo Murasawa & Roberto S. Mariano, 2004. "Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model," Econometric Society 2004 Far Eastern Meetings 710, Econometric Society.

Articles

  1. Murasawa Yasutomo, 2022. "Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 387-415, June.
  2. Yasutomo Murasawa, 2020. "Measuring public inflation perceptions and expectations in the UK," Empirical Economics, Springer, vol. 59(1), pages 315-344, July.
  3. Yasutomo Murasawa, 2016. "The Beveridge–Nelson decomposition of mixed-frequency series," Empirical Economics, Springer, vol. 51(4), pages 1415-1441, December.
  4. Murasawa, Yasutomo, 2015. "The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series," Economics Letters, Elsevier, vol. 137(C), pages 157-162.
  5. Yasutomo Murasawa, 2014. "Measuring the natural rates, gaps, and deviation cycles," Empirical Economics, Springer, vol. 47(2), pages 495-522, September.
  6. Chengsi Zhang & Butan Zhang & Zhe Lu & Yasutomo Murasawa, 2013. "Output Gap Estimation and Monetary Policy in China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S4), pages 119-131, September.
  7. Yasutomo Murasawa, 2013. "Measuring Inflation Expectations Using Interval-Coded Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(4), pages 602-623, August.
  8. Zhang, Chengsi & Murasawa, Yasutomo, 2012. "Multivariate model-based gap measures and a new Phillips curve for China," China Economic Review, Elsevier, vol. 23(1), pages 60-70.
  9. Zhang, Chengsi & Murasawa, Yasutomo, 2011. "Output gap measurement and the New Keynesian Phillips curve for China," Economic Modelling, Elsevier, vol. 28(6), pages 2462-2468.
  10. Roberto S. Mariano & Yasutomo Murasawa, 2010. "A Coincident Index, Common Factors, and Monthly Real GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(1), pages 27-46, February.
  11. Yasutomo Murasawa, 2009. "Do coincident indicators have one-factor structure?," Empirical Economics, Springer, vol. 36(2), pages 339-365, May.
  12. Murasawa, Yasutomo, 2007. "Satoru Kano, Macroeconomic Analyses and Survey Data," Economic Review, Hitotsubashi University, vol. 58(4), pages 374-376, October.
  13. Murasawa, Yasutomo & Morimune, Kimio, 2004. "Distribution-free statistical inference for generalized Lorenz dominance based on grouped data," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 133-142.
  14. Roberto S. Mariano & Yasutomo Murasawa, 2003. "A new coincident index of business cycles based on monthly and quarterly series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 427-443.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2015-08-30 2017-01-22 2019-02-11
  2. NEP-MAC: Macroeconomics (3) 2015-08-30 2017-01-22 2019-02-11
  3. NEP-ETS: Econometric Time Series (2) 2015-08-30 2019-02-11
  4. NEP-CBA: Central Banking (1) 2017-01-22
  5. NEP-DCM: Discrete Choice Models (1) 2023-08-28
  6. NEP-GER: German Papers (1) 2015-08-30
  7. NEP-MON: Monetary Economics (1) 2017-01-22

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