Tomoyoshi Yabu
Personal Details
First Name: | Tomoyoshi |
Middle Name: | |
Last Name: | Yabu |
Suffix: | |
RePEc Short-ID: | pya85 |
[This author has chosen not to make the email address public] | |
http://www.fbc.keio.ac.jp/~tyabu | |
Terminal Degree: | 2006 Department of Economics; Boston University (from RePEc Genealogy) |
Affiliation
Faculty of Business and Commerce
Keio University
Tokyo, Japanhttp://www.fbc.keio.ac.jp/
RePEc:edi:fbkeijp (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Tsutomu Watanabe & Tomoyoshi Yabu, 2022. "Online Appendix to The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 044_Appendix, University of Tokyo, Graduate School of Economics.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2021.
"Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data,"
Working Papers on Central Bank Communication
029, University of Tokyo, Graduate School of Economics.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2021. "Japan’s voluntary lockdown: further evidence based on age-specific mobile location data," The Japanese Economic Review, Springer, vol. 72(3), pages 333-370, July.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2021. "Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data," Working Papers on Central Bank Communication 034, University of Tokyo, Graduate School of Economics.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2021. "Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data," CARF F-Series CARF-F-508, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Pierre Perron & Mototsugu Shintaniz & Tomoyoshi Yabu, 2020. "Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise," Boston University - Department of Economics - Working Papers Series WP2020-012, Boston University - Department of Economics.
- Tsutomu Watanabe & Yabu Tomoyoshi, 2020.
"Japan’s Voluntary Lockdown,"
CIGS Working Paper Series
20-007E, The Canon Institute for Global Studies.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2020. "Japan’s Voluntary Lockdown," Working Papers on Central Bank Communication 027, University of Tokyo, Graduate School of Economics.
- Takatoshi Ito & Tomoyoshi Yabu, 2020.
"Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy,"
NBER Working Papers
26644, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2020. "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
- Tsutomu Watanabe & Tomoyoshi Yabu, 2020. "Japan’s Voluntary Lockdown," CARF F-Series CARF-F-492, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2019.
"How Large is the Demand for Money at the ZLB? Evidence from Japan,"
CARF F-Series
CARF-F-465, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2019. "How Large is the Demand for Money at the ZLB? Evidence from Japan," Working Papers on Central Bank Communication 013, University of Tokyo, Graduate School of Economics.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2018.
"The Demand for Money at the Zero Interest Rate Bound,"
CARF F-Series
CARF-F-444, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2022. "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series CARF-F-552, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2022. "The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 044, University of Tokyo, Graduate School of Economics.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2018. "The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 002, University of Tokyo, Graduate School of Economics.
- Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015.
"Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component,"
Boston University - Department of Economics - Working Papers Series
wp2015-018, Boston University - Department of Economics, revised Nov 2015.
- Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2017. "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(5), pages 822-850, October.
- Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015. "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Vanderbilt University Department of Economics Working Papers 15-00001, Vanderbilt University Department of Economics.
- Mariko Hatase & Mototsugu Shintani & Tomoyoshi Yabu, 2013. "Great earthquakes, exchange rate volatility and government interventions," Vanderbilt University Department of Economics Working Papers 13-00007, Vanderbilt University Department of Economics.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2011.
"The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004,"
CARF F-Series
CARF-F-266, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Watanabe, Tsutomu & Yabu, Tomoyoshi, 2013. "The great intervention and massive money injection: The Japanese experience 2003–2004," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 428-443.
- Pierre Perron & Tomoyoshi Yabu, 2011.
"Testing for Trend in the Presence of Autoregressive Error: A Comment,"
Boston University - Department of Economics - Working Papers Series
WP2011-052, Boston University - Department of Economics.
- Pierre Perron & Tomoyoshi Yabu, 2012. "Testing for Trend in the Presence of Autoregressive Error: A Comment," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 844-844, June.
- Pierre Perron & Tomoyoshi Yabu, 2011. "Testing for Trend in the Presence of Autoregressive Error: A Comment," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-024, Keio/Kyoto Joint Global COE Program.
- Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009.
"A New Method for Identifying the Effects of Foreign Exchange Interventions,"
IMES Discussion Paper Series
09-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Chih‐Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Chih-Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu, 2009.
"Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis,"
Vanderbilt University Department of Economics Working Papers
0920, Vanderbilt University Department of Economics.
- Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi, 2013. "Exchange rate pass-through and inflation: A nonlinear time series analysis," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 512-527.
- Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu, 2012. "Exchange rate pass-through and inflation: a nonlinear time series analysis," Vanderbilt University Department of Economics Working Papers 12-00008, Vanderbilt University Department of Economics.
- Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Arata Ito & Tsutomu Watanabe & Tomoyoshi Yabu, 2007. "Fiscal Policy Switching: Evidence from Japan, the U.S., and the U.K," IMES Discussion Paper Series 07-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
- Pierre Perron & Tomoyoshi Yabu, 2005.
"Testing for Shifts in Trend with an Integrated or Stationary Noise Component,"
Boston University - Department of Economics - Working Papers Series
WP2005-026, Boston University - Department of Economics.
- Perron, Pierre & Yabu, Tomoyoshi, 2009. "Testing for Shifts in Trend With an Integrated or Stationary Noise Component," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 369-396.
- Pierre Perron & Tomoyoshi Yabu, 2007. "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-025, Boston University - Department of Economics.
- Pierre Perron & Tomoyoshi Yabu, 2005.
"Estimating Deterministric Trends with an Integrated or Stationary Noise Component,"
Boston University - Department of Economics - Working Papers Series
WP2005-037, Boston University - Department of Economics.
- Perron, Pierre & Yabu, Tomoyoshi, 2009. "Estimating deterministic trends with an integrated or stationary noise component," Journal of Econometrics, Elsevier, vol. 151(1), pages 56-69, July.
- Pierre Perron & Tomoyoshi Yabu, 2007. "Estimating Deterministic Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-020, Boston University - Department of Economics.
- Pierre Perron & Tomoyoshi Yabu, "undated". "Estimating Deterministic Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2006-012, Boston University - Department of Economics, revised Feb 2006.
- Takatoshi Ito & Tomoyoshi Yabu, 2004.
"What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function,"
NBER Working Papers
10456, National Bureau of Economic Research, Inc.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2007. "What prompts Japan to intervene in the Forex market? A new approach to a reaction function," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 193-212, March.
Articles
- Tsutomu Watanabe & Tomoyoshi Yabu, 2021.
"Japan’s voluntary lockdown: further evidence based on age-specific mobile location data,"
The Japanese Economic Review, Springer, vol. 72(3), pages 333-370, July.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2021. "Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data," Working Papers on Central Bank Communication 034, University of Tokyo, Graduate School of Economics.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2021. "Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data," Working Papers on Central Bank Communication 029, University of Tokyo, Graduate School of Economics.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2020.
"Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy,"
Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
- Takatoshi Ito & Tomoyoshi Yabu, 2020. "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," NBER Working Papers 26644, National Bureau of Economic Research, Inc.
- Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2017.
"Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(5), pages 822-850, October.
- Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015. "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Vanderbilt University Department of Economics Working Papers 15-00001, Vanderbilt University Department of Economics.
- Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015. "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series wp2015-018, Boston University - Department of Economics, revised Nov 2015.
- Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi, 2013.
"Exchange rate pass-through and inflation: A nonlinear time series analysis,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 512-527.
- Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu, 2009. "Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis," Vanderbilt University Department of Economics Working Papers 0920, Vanderbilt University Department of Economics.
- Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu, 2012. "Exchange rate pass-through and inflation: a nonlinear time series analysis," Vanderbilt University Department of Economics Working Papers 12-00008, Vanderbilt University Department of Economics.
- Watanabe, Tsutomu & Yabu, Tomoyoshi, 2013.
"The great intervention and massive money injection: The Japanese experience 2003–2004,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 428-443.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2011. "The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004," CARF F-Series CARF-F-266, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012. "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, vol. 169(2), pages 301-309.
- Chih-Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012.
"A New Method for Identifying the Effects of Foreign Exchange Interventions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Chih‐Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009. "A New Method for Identifying the Effects of Foreign Exchange Interventions," IMES Discussion Paper Series 09-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Pierre Perron & Tomoyoshi Yabu, 2012.
"Testing for Trend in the Presence of Autoregressive Error: A Comment,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 844-844, June.
- Pierre Perron & Tomoyoshi Yabu, 2011. "Testing for Trend in the Presence of Autoregressive Error: A Comment," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-024, Keio/Kyoto Joint Global COE Program.
- Pierre Perron & Tomoyoshi Yabu, 2011. "Testing for Trend in the Presence of Autoregressive Error: A Comment," Boston University - Department of Economics - Working Papers Series WP2011-052, Boston University - Department of Economics.
- Ito, Arata & Watanabe, Tsutomu & Yabu, Tomoyoshi, 2011.
"Fiscal policy switching in Japan, the US, and the UK,"
Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 380-413.
- Arata Ito & Tsutomu Watanabe & Tomoyoshi Yabu, 2010. "Fiscal Policy Switching in Japan, the US, and the UK," NBER Chapters, in: Fiscal Policy and Crisis, National Bureau of Economic Research, Inc.
- Perron, Pierre & Yabu, Tomoyoshi, 2009.
"Testing for Shifts in Trend With an Integrated or Stationary Noise Component,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 369-396.
- Pierre Perron & Tomoyoshi Yabu, 2007. "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-025, Boston University - Department of Economics.
- Pierre Perron & Tomoyoshi Yabu, 2005. "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2005-026, Boston University - Department of Economics.
- Perron, Pierre & Yabu, Tomoyoshi, 2009.
"Estimating deterministic trends with an integrated or stationary noise component,"
Journal of Econometrics, Elsevier, vol. 151(1), pages 56-69, July.
- Pierre Perron & Tomoyoshi Yabu, 2007. "Estimating Deterministic Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-020, Boston University - Department of Economics.
- Pierre Perron & Tomoyoshi Yabu, 2005. "Estimating Deterministric Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2005-037, Boston University - Department of Economics.
- Pierre Perron & Tomoyoshi Yabu, "undated". "Estimating Deterministic Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2006-012, Boston University - Department of Economics, revised Feb 2006.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2007.
"What prompts Japan to intervene in the Forex market? A new approach to a reaction function,"
Journal of International Money and Finance, Elsevier, vol. 26(2), pages 193-212, March.
- Takatoshi Ito & Tomoyoshi Yabu, 2004. "What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function," NBER Working Papers 10456, National Bureau of Economic Research, Inc.
- Yabu, Tomoyoshi, 2004. "Have the constraints on PPP relaxed over time? Some evidence from Japan," Economics Letters, Elsevier, vol. 84(2), pages 205-210, August.
Chapters
- Arata Ito & Tsutomu Watanabe & Tomoyoshi Yabu, 2010.
"Fiscal Policy Switching in Japan, the US, and the UK,"
NBER Chapters, in: Fiscal Policy and Crisis,
National Bureau of Economic Research, Inc.
- Ito, Arata & Watanabe, Tsutomu & Yabu, Tomoyoshi, 2011. "Fiscal policy switching in Japan, the US, and the UK," Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 380-413.
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 28 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.- NEP-MON: Monetary Economics (10) 2004-07-04 2009-12-19 2012-01-03 2013-02-03 2018-09-10 2018-09-24 2019-09-30 2019-09-30 2020-02-03 2023-01-23. Author is listed
- NEP-ECM: Econometrics (7) 2006-03-18 2007-08-14 2007-08-14 2009-02-28 2012-01-03 2015-04-02 2020-06-22. Author is listed
- NEP-ETS: Econometric Time Series (7) 2006-03-18 2007-08-14 2007-08-14 2012-01-03 2015-04-02 2016-08-28 2020-06-22. Author is listed
- NEP-MAC: Macroeconomics (7) 2007-02-24 2012-01-03 2018-09-10 2019-09-30 2019-09-30 2020-02-03 2021-10-25. Author is listed
- NEP-CBA: Central Banking (6) 2007-02-24 2009-02-28 2009-12-19 2013-02-03 2018-09-10 2019-09-30. Author is listed
- NEP-HIS: Business, Economic and Financial History (4) 2007-02-24 2019-09-30 2020-02-03 2023-01-23
- NEP-IFN: International Finance (4) 2004-07-04 2009-02-28 2009-12-19 2012-01-03
- NEP-HEA: Health Economics (3) 2020-09-14 2021-01-25 2021-03-01
- NEP-OPM: Open Economy Macroeconomics (3) 2009-12-19 2013-02-03 2013-04-13
- NEP-ORE: Operations Research (3) 2015-04-02 2016-08-28 2020-06-22
- NEP-SEA: South East Asia (2) 2004-07-04 2013-02-03
- NEP-DCM: Discrete Choice Models (1) 2004-07-04
- NEP-FOR: Forecasting (1) 2010-04-11
- NEP-HPE: History and Philosophy of Economics (1) 2006-03-18
- NEP-MST: Market Microstructure (1) 2009-02-28
- NEP-PAY: Payment Systems and Financial Technology (1) 2023-01-23
- NEP-PBE: Public Economics (1) 2007-02-24
- NEP-SOC: Social Norms and Social Capital (1) 2021-01-25
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