| Let's take a break: Trends and cycles in US real GDP P Perron, T Wada Journal of monetary Economics 56 (6), 749-765, 2009 | 279 | 2009 |
| Oil price shocks and industrial production: Is the relationship linear? AM Herrera, LG Lagalo, T Wada Macroeconomic dynamics 15 (S3), 472-497, 2011 | 261 | 2011 |
| Asymmetries in the response of economic activity to oil price increases and decreases? AM Herrera, LG Lagalo, T Wada Journal of International Money and Finance 50, 108-133, 2015 | 182 | 2015 |
| The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach M Ito, A Noda, T Wada Applied Economics 48 (7), 621-635, 2016 | 123 | 2016 |
| International stock market efficiency: a non-Bayesian time-varying model approach M Ito, A Noda, T Wada Applied economics 46 (23), 2744-2754, 2014 | 100 | 2014 |
| Measuring business cycles with structural breaks and outliers: Applications to international data P Perron, T Wada Research in Economics 70 (2), 281-303, 2016 | 42 | 2016 |
| An alternative trend-cycle decomposition using a state space model with mixtures of normals: specifications and applications to international data T Wada, P Perron Department of Economics Boston University, Setembro, 2006 | 22 | 2006 |
| An alternative estimation method for time-varying parameter models M Ito, A Noda, T Wada Econometrics 10 (2), 23, 2022 | 17 | 2022 |
| Immigration of nurses D Kalist, S Spurr, T Wada Industrial Relations: A Journal of Economy and Society 49 (3), 406-428, 2010 | 14 | 2010 |
| Trends and cycles: a new approach and explanations of some old puzzles P Perron, T Wada Manuscript, Department of Economics, Boston University, 2005 | 14 | 2005 |
| Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO T Wada Journal of International Money and Finance 128, 102719, 2022 | 10 | 2022 |
| The Evolution of Market Efficiency and its Periodicity: A non-bayesian time-varying model approach M Ito, A Noda, T Wada Preprint, 2012 | 9 | 2012 |
| The real exchange rate and real interest differentials: The role of the trend‐cycle decomposition T Wada Economic Inquiry 50 (4), 968-987, 2012 | 7 | 2012 |
| Asymmetries in the oil price-industrial production relationship? Evidence from 18 OECD countries AM Herrera, LG Lagalo, T Wada Unpub. Pap., Univ. Ky, 2012 | 7 | 2012 |
| On the correlations of trend–cycle errors T Wada Economics Letters 116 (3), 396-400, 2012 | 6 | 2012 |
| The role of transitory and persistent shocks in the consumption correlation and international comovement puzzles T Wada Macroeconomic Dynamics 18 (6), 1234-1270, 2014 | 5 | 2014 |
| State space model with mixtures of normals: Specifications and applications to international data T Wada, P Perron Boston University-Department of Economics-Working Papers Series, 2006 | 4 | 2006 |
| Time-varying comovement of foreign exchange markets: A GLS-based time-varying model approach M Ito, A Noda, T Wada Mathematics 9 (8), 849, 2021 | 3 | 2021 |
| Measuring business cycles with structural breaks and outliers: Applications to international data T Wada, P Perron Boston University-Department of Economics-Working Papers Series, 2014 | 1 | 2014 |
| Trend-cycle decompositions allowing structural changes and outliers: Econometric analyses and macroeconomic applications T Wada Boston University, 2006 | 1 | 2006 |
