WADA TATSUMA

J-GLOBAL         Last updated: Nov 21, 2018 at 03:26
 
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Name
WADA TATSUMA
Affiliation
Keio University
Section
Faculty of Policy Management, Department of Policy Management
Job title
Professor
Degree
Ph.D. in Economics(Boston University)
Research funding number
20756580

Research Areas

 
 

Academic & Professional Experience

 
Apr 2000
 - 
Mar 2001
Part-time Leturer, Keio Futsubu School
 
Aug 2006
 - 
Aug 2013
Assistant Professor, Department of Economics, Wayne State University
 
Sep 2009
 - 
Dec 2009
Visitor, Federal Reserve Bank of Dallas
 
Jan 2010
 - 
Jul 2010
Visiting Assistant Professor, Department of Economics, University of California, Davis
 
Aug 2013
 - 
Mar 2015
Associate Professor and Director of Undergraduate Studies, Department of Economics, Wayne State University
 

Education

 
 
 - 
Mar 1999
Faculty of Economics, Keio University
 
Apr 1999
 - 
Mar 2001
Graduate School of Economics, Keio University
 
Aug 2001
 - 
May 2006
Department of Economics, Graduate School of Arts and Sciences, Boston University
 

Published Papers

 
WADA TATSUMAIto, Mikio ; Noda, Akihiko
APPLIED ECONOMICS   48(7) 621-635   Feb 2016
WADA TATSUMAIto, Mikio ; Noda, Akihiko
APPLIED ECONOMICS   48(7) 621-635   Feb 2016
WADA TATSUMAPerron, Pierre
Research in Economics.   70(2) 281-303   Jan 2016
Perron Pierre, Wada Tatsuma
Research in Economics      Nov 2015
<p>This paper first generalizes the trend-cycle decomposition framework of Perron and Wada (2009) based on unobserved components models with innovations having a mixture of normals distribution, which is able to handle sudden level and slope chang...
Ito Mikio, Noda Akihiko, Wada Tatsuma
Applied Economics      Sep 2015
<p>A non-Bayesian time-varying model is developed by introducing the concept of the degree of market efficiency that varies over time. This model may be seen as a reflection of the idea that continuous technological progress alters the trading env...

Conference Activities & Talks

 
An Alternative Estimation Method for Time-Varying Parameter Models (with Mikio Ito and Akihiko Noda)
WADA TATSUMA
Western Economic Association Meeting   Jun 2017   
An Alternative Estimation Method for Time-Varying Parameter Models (with Mikio Ito and Akihiko Noda)
WADA TATSUMA
International Conference on Econometrics and Statistics   Jun 2017   
Time-Varying Comovement of Foreign Exchange Market (with Mikio Ito and Akihiko Noda)
WADA TATSUMA
Midwest Econometrics Study Group Meeting   Oct 2016   
Asymmetries in the Response of Economic Activity to Oil Price Increases and Decreases? (with Ana Maria Herrera and Latika Gupta Lagalo) [Invited]
WADA TATSUMA
Bank of Canada   Feb 2016   
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data (with Pierre Perron) [Invited]
WADA TATSUMA
Hitotsubashi University   Jan 2016   

Teaching Experience

 

Research Grants & Projects

 
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
基盤研究(C): Grant-in-Aid for Scientific Research
Project Year: Apr 2017 - Mar 2020    Investigator(s): Tatsuma Wada
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
研究活動スタート支援: Grant-in-Aid for Scientific Research
Project Year: Aug 2015 - Mar 2017    Investigator(s): 和田龍磨