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Over-rejections by the weighted symmetric unit root test in multiple structural breaks

Matsuki, Takashi - In: Applied economics letters 14 (2007) 10/12, pp. 833-837

Persistent link: https://www.econbiz.de/10003589433

A CGE analysis of inflation in China

Matsuki, Takashi - In: Osaka City University economic review : ER 37 (2001) 1, pp. 49-75

Persistent link: https://www.econbiz.de/10001640902

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

A CGE analysis of inflation in China

Matsuki, Takashi - In: Osaka City University economic review : ER 37 (2001) 1, pp. 49-75

Persistent link: https://www.econbiz.de/10009935954

Effects of the Bank of Japan's current quantitative and qualitative easing

Matsuki, Takashi; Sugimoto, Kimiko; Satoma, Katsuhiko - In: Economics letters 133 (2015), pp. 112-116

Persistent link: https://www.econbiz.de/10011432065

The global financial crisis : an analysis of the spillover effects on African stock markets

Sugimoto, Kimiko; Matsuki, Takashi; Yoshida, Yūshi - In: Emerging markets review 21 (2014), pp. 201-233

Persistent link: https://www.econbiz.de/10011304330

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

China's regional convergence in panels with multiple structural breaks

Matsuki, Takashi; Usami, Ryoichi - In: Applied economics 43 (2011) 7/9, pp. 873-890

Persistent link: https://www.econbiz.de/10009124380

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