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Per capita output convergence across Asian countries : evidence from covariate unit root test with an endogenous structural break

Matsuki, Takashi - In: Economic modelling 82 (2019), pp. 99-118

Persistent link: https://www.econbiz.de/10012202377

Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break

Matsuki, Takashi; Sugimoto, Kimiko - In: Economic modelling 34 (2013), pp. 52-58

Persistent link: https://www.econbiz.de/10010360616

Per capita carbon emissions convergence in developing Asia : a century of evidence from covariate unit root test with endogenous structural breaks

Matsuki, Takashi; Pan, Lei - In: Energy economics 99 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012939403

Quantile and Copula spectrum : a new approach to investigate cyclical dependence in economic time series

Dufrénot, Gilles; Matsuki, Takashi; Sugimoto, Kimiko - In: Recent econometric techniques for macroeconomic and …, (pp. 3-34). 2021

This chapter presents a survey of some recent methods used in economics and finance to account for cyclical dependence and account for their multifaced dynamics: nonlinearities, extreme events, asymmetries, non-stationarity, time-varying moments. To circumvent the caveats of the standard...

Persistent link: https://www.econbiz.de/10012395263

International spillovers into Asian stock markets under the unconventional monetary policies of advanced countries

Sugimoto, Kimiko; Matsuki, Takashi - In: Journal of the Japanese and international economies : … 52 (2019), pp. 171-188

Persistent link: https://www.econbiz.de/10012260477

Exchange rate forecasting with real-time data : evidence from Western Offshoots

Chang, Ming-Jen; Matsuki, Takashi - In: Research in international business and finance 59 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013402154