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Yabu Tomoyoshi  藪 友良

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… Alternative Names

YABU Tomoyoshi  藪 友良

薮 友良  ヤブ トモヨシ

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Researcher Number 90463819
Other IDs
Affiliation (Current) 2025: 慶應義塾大学, 商学部(三田), 教授
Affiliation (based on the past Project Information) *help 2017 – 2022: 慶應義塾大学, 商学部(三田), 教授
2016: 慶應義塾大学, 商学部(三田), 准教授
2016: 慶応義塾大学, 商学部, 准教授
2010 – 2015: University of Tsukuba, 商学部, 准教授
2012: 筑波大学, システム情報工学研究科, 講師終了時点、慶応大学商学部准教授
2009: Keio University, 商学部, 講師
2008: University of Tsukuba, 大学院・システム情報工学研究科, 講師
Review Section/Research Field
Principal Investigator
Economic statistics / Basic Section 07030:Economic statistics-related / Public finance/Monetary economics
Except Principal Investigator
Economic statistics / Economic theory
Keywords
Principal Investigator
単位根 / 為替レート / 為替介入 / 低金利 / 共和分 / semi-log / log-log / 貨幣需要関数 / 貨幣需要 / 定常 … More / 非線形トレンド / 介入 / MCMC / 内生性 / コロナ / 緊急事態宣言 / 連続 / 三角関数 / ゼロ金利政策 / M1 / 金利 / 共和分関係 / インフレのコスト / 構造変化 / インフレの厚生コスト / ゼロ金利 / 共和分検定 / 非定常 / 外貨準備 / 運用利益 / 円ドルレート / 利益 / 代理変数 / 成功率 / 政府高官 / 後光効果 / 口先介入 / ベイズ推定 / 非不胎化 / 巨大地震 / アーカイブデータ / ボラティリティ / 大震災 / data aumentation / auxiliary variable / data augmentation / 高頻度データ … More
Except Principal Investigator
マクロ計量モデル / 購買力平価 / 非線形トレンド / インパルス応答関数 / DSGEモデル / モデル選択 / 確率トレンド / 景気循環 / マクロ経済モデル / 変動性 / 変動性(ボラティリティー) / マイクロ・ストラクチャー / マクロ統計 / ランダム・ウォーク / 変動性(ボラティリティー) / ボラティリティー / オーダーフロー / 介入 / 高頻度データ / 為替レート Less
  • Research Projects

    (7 results)
  • Research Products

    (41 results)
  • Co-Researchers

    (7 People)
  •  非線形時系列手法を用いたマクロ経済分析Principal Investigator

    • Principal Investigator
      藪 友良
    • Project Period (FY)
      2020 – 2023
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07030:Economic statistics-related
    • Research Institution
      Keio University
  •  Analysis of Exchange Rates Using Nonlinear Time Series MethodPrincipal Investigator

    • Principal Investigator
      Yabu Tomoyoshi
    • Project Period (FY)
      2017 – 2019
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Keio University
  •  Time Series Analysis of Financial DataPrincipal Investigator

    • Principal Investigator
      Yabu Tomoyoshi
    • Project Period (FY)
      2014 – 2017
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Keio University
  •  Theoretical and applied analyses on closed and open economy short-run macroeconometric model selection

    • Principal Investigator
      Shintani Mototsugu
    • Project Period (FY)
      2014 – 2016
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Economic statistics
    • Research Institution
      The University of Tokyo
  •  the effectiveness of foreign exchange intervention in JapanPrincipal Investigator

    • Principal Investigator
      YABU Tomoyoshi
    • Project Period (FY)
      2011 – 2013
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Economic statistics
    • Research Institution
      Keio University
  •  Theoretical Analysis of Exchange Rate Fluctuations and Applied Analysis of High Frequency Data

    • Principal Investigator
      ITO Takatoshi
    • Project Period (FY)
      2008 – 2012
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic theory
    • Research Institution
      The University of Tokyo
  •  Estimating the effects of foreign exchange interventionsPrincipal Investigator

    • Principal Investigator
      YABU Tomoyoshi
    • Project Period (FY)
      2008 – 2010
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      University of Tsukuba

All 2023 2021 2020 2019 2018 2017 2016 2015 2013 2012 2011 2010 2009

All Journal Article Presentation

  • [Journal Article] The Demand for Money at the Zero Interest Rate Bound2023

    • Author(s)
      Tsutomu Watanabe, Tomoyoshi Yabu
    • Journal Title

      Journal of Applied Econometrics

      Volume: -

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20K01594
  • [Journal Article] Japan's Voluntary Lockdown2021

    • Author(s)
      Tsutomu Watanabe,Tomoyoshi Yabu
    • Journal Title

      PLoS ONE

      Volume: 16(6): e0252468. Issue: 6 Pages: e0252468-e0252468

    • DOI

      10.1371/journal.pone.0252468

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-18H00831, KAKENHI-PROJECT-20K01594, KAKENHI-PROJECT-18H05217
  • [Journal Article] Japan's Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data2021

    • Author(s)
      Tsutomu Watanabe,Tomoyoshi Yabu
    • Journal Title

      Japanese Economic Review

      Volume: 72(3) Issue: 3 Pages: 1-38

    • DOI

      10.1007/s42973-021-00077-9

    • NAID

      210000178471

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-18H00831, KAKENHI-PROJECT-15H05692, KAKENHI-PROJECT-20K01594, KAKENHI-PROJECT-18H05217, KAKENHI-PROJECT-19H01114
  • [Journal Article] Japan's Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data2021

    • Author(s)
      Tsutomu Watanabe; Tomoyoshi Yabu
    • Journal Title

      CARF Working Paper Series

      Volume: -

    • NAID

      210000178471

    • Open Access
    • Data Source
      KAKENHI-PROJECT-20K01594
  • [Journal Article] Japan’s Volantary Lockdown2020

    • Author(s)
      Tsutomu Watanabe; Tomoyoshi Yabu
    • Journal Title

      Covid Economics

      Volume: 46 Pages: 1-31

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-20K01594
  • [Journal Article] 日本の自発的ロックダウンに関する考察2020

    • Author(s)
      渡辺努;藪友良
    • Journal Title

      Central Bank Communication Design Working Paper

      Volume: -

    • Open Access
    • Data Source
      KAKENHI-PROJECT-20K01594
  • [Journal Article] Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy2020

    • Author(s)
      Takatoshi Ito; Tomoyoshi Yabu
    • Journal Title

      NBER Working Paper

      Volume: -

    • NAID

      210000164425

    • Data Source
      KAKENHI-PROJECT-17K03663
  • [Journal Article] How large is the demand for Money at the ZLB? Evidence from Japan2019

    • Author(s)
      Tsutomu Watanabe; Tomoyoshi Yabu
    • Journal Title

      CARF Working Paper

      Volume: -

    • Data Source
      KAKENHI-PROJECT-17K03663
  • [Journal Article] The Demand for Money at the Zero Interest Rate Bound2018

    • Author(s)
      Tsutomu Watanabe and Tomoyoshi Yabu
    • Journal Title

      Central Bank Communication Design, Working Paper Series No. 002

      Volume: - Pages: 1-31

    • Open Access
    • Data Source
      KAKENHI-PROJECT-17K03663
  • [Journal Article] 為替介入と外貨準備-運用損益の長期推定2017

    • Author(s)
      伊藤隆敏、藪友良
    • Journal Title

      日本経済研究

      Volume: 74号 Pages: 98-127

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-26380274
  • [Journal Article] 為替介入と外貨準備: 運用損益の長期推計2017

    • Author(s)
      伊藤隆敏, 藪友良
    • Journal Title

      日本経済研究

      Volume: 74 Pages: 98-127

    • NAID

      40021160862

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-26380274
  • [Journal Article] 為替介入と外貨準備―運用損益の長期推計2017

    • Author(s)
      伊藤隆敏、藪友良
    • Journal Title

      日本経済研究

      Volume: 3 Pages: 98-127

    • NAID

      40021160862

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-17K03663
  • [Journal Article] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2017

    • Author(s)
      Perron, Pierre, Mototsugu Shintani and Tomoyoshi Yabu
    • Journal Title

      Oxford Bulletin of Economics and Statistics

      Volume: 印刷中 Issue: 5 Pages: 822-850

    • DOI

      10.1111/obes.12169

    • Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26285049, KAKENHI-PROJECT-17H00985, KAKENHI-PROJECT-17H02510, KAKENHI-PROJECT-26380274, KAKENHI-PROJECT-17K03663
  • [Journal Article] 為替介入と外貨準備:運用差益の長期推計2016

    • Author(s)
      伊藤隆敏、藪友良
    • Journal Title

      日本経済研究

      Volume: 印刷中

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-26380274
  • [Journal Article] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2015

    • Author(s)
      Pierre Perron, Mototsugu Shintani, Tomoyoshi Yabu
    • Journal Title

      Vanderbilt University Department of Economics Working Papers

      Volume: 15-00001

    • Open Access
    • Data Source
      KAKENHI-PROJECT-26380274
  • [Journal Article] Exchange rate pass-through and inflation : A nonlinear time series analysis2013

    • Author(s)
      藪友良、新谷元嗣、萩原景子
    • Journal Title

      Journal of International Money and Finance

      Volume: Vol.32 Pages: 512-527

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] The Great Intervention and Massive Money Injection : The Japanese Experience 2003-20042013

    • Author(s)
      藪友良、渡辺努
    • Journal Title

      Journal of International Money and Finance

      Volume: Vol.32 Pages: 428-443

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] The great intervention and massive money injection: The Japanese experience 2003-20042013

    • Author(s)
      Tsutomu Watanabe, Tomoyoshi Yabu
    • Journal Title

      Journal of International Money and Finance

      Volume: 32巻 Pages: 428-443

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] Exchange rate pass-through and inflation: A nonlinear time series analysis2013

    • Author(s)
      Shintani, Mototsugu, Akiko Terada-Hagiwara, Tomoyoshi Yabu
    • Journal Title

      Journal of International Money and Finance

      Volume: 32巻 Pages: 512-527

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] Great earthquakes, exchange rate volatility and government interventions2013

    • Author(s)
      藪友良、畑瀬真理子、新谷元嗣
    • Journal Title

      Vanderbilt university working paper series

    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] Spurious regressions in technical trading2012

    • Author(s)
      Mototsugu Shintani, Tomoyoshi Yabu, Daisuke Nagakura
    • Journal Title

      Journal of Econometrics

      Volume: 151巻 Pages: 301-309

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] A New Method for Identifying the Effects of Foreign Exchange Interventions2012

    • Author(s)
      Chih-nan Chen, Tsutomu Watanabe, Tomoyoshi Yabu
    • Journal Title

      Journal of Money, Credit and Banking

      Volume: 44巻 Issue: 8 Pages: 1507-1533

    • DOI

      10.1111/j.1538-4616.2012.00542.x

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] A new method for identifying the effects of foreign exchange interventions2012

    • Author(s)
      藪友良、Chih-nan Chen、渡辺努
    • Journal Title

      Journal of Money, Credit and Banking

      Volume: Vol.44 Pages: 1507-1533

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] Spurious regressions in technical trading2012

    • Author(s)
      藪友良、新谷元嗣、長倉大輔
    • Journal Title

      Journal of Econometrics

      Volume: Vol.169 Pages: 301-309

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] Testing for Trend in the Presence of Autoregressive Error: A Comment2012

    • Author(s)
      Pierre Perron, Tomoyoshi Yabu
    • Journal Title

      Journal of the American Statistical Association

      Volume: 107巻 Issue: 498 Pages: 844-844

    • DOI

      10.1080/01621459.2012.668638

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] Fiscal policy switching : Evidence from Japan, the U.S., and the U.K.2011

    • Author(s)
      藪友良、伊藤新、渡辺努
    • Journal Title

      Journal of the Japanese and International Economies

      Volume: Vol.25 Pages: 380-413

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] Spurious regressions in technical trading2011

    • Author(s)
      藪友良、新谷元嗣、長倉大輔
    • Journal Title

      Journal of Econometrics 掲載予定

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730203
  • [Journal Article] Fiscal policy switching: Evidence from Japan, the U.S., and the U.K.2011

    • Author(s)
      Arata Ito, Tsutomu Watanabe, Tomoyoshi Yabu
    • Journal Title

      Journal of the Japanese and International Economies

      Volume: 25 Pages: 380-413

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Journal Article] Spurious regressions in technical trading2011

    • Author(s)
      新谷元嗣、藪友良、長倉大輔
    • Journal Title

      Journal of Econometrics

      Volume: (未定 印刷中)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730203
  • [Journal Article] 量的緩和期の外為介入2010

    • Author(s)
      藪友良、渡辺努
    • Journal Title

      フィナンシャル・レビュー 通算99号

      Pages: 97-114

    • Data Source
      KAKENHI-PROJECT-20730203
  • [Journal Article] Exchange rate pass-through and inflation : A nonlinear time series analysis2009

    • Author(s)
      藪友良、新谷元嗣、萩原景子
    • Journal Title

      Vanderbilt University Working Paper Series 09-W20

      Pages: 1-35

    • Data Source
      KAKENHI-PROJECT-20730203
  • [Journal Article] Exchange rate pass-through and inflation : Anonlinear time series analysis2009

    • Author(s)
      藪友良、新谷元嗣、萩原景子
    • Journal Title

      Working papers 0920, Department of Economics, Vanderbilt University

    • Data Source
      KAKENHI-PROJECT-20730203
  • [Journal Article] A New Method for Identifying the Effects of Foreign Exchange Interventions2009

    • Author(s)
      藪友良、渡辺努、Chih-nan Chen
    • Journal Title

      IMES Discussion Paper

      Pages: 1-30

    • Data Source
      KAKENHI-PROJECT-20730203
  • [Journal Article] A New Method for Identifying the Effects of Foreign Exchange Interventions2009

    • Author(s)
      Chih-nan Chen, Tsutomu Watanabe, Tomovoshi Yabu
    • Journal Title

      IMES Discussion Paper No.2009-E-6

      Pages: 1-30

    • Data Source
      KAKENHI-PROJECT-20730203
  • [Presentation] How large is the demand for Money at the ZLB? Evidence from Japan2019

    • Author(s)
      渡辺努、藪友良
    • Organizer
      日本銀行金融研究所 金融・ファイナンスセミナー
    • Data Source
      KAKENHI-PROJECT-17K03663
  • [Presentation] On Trigonometric Trend Regressions of Unknown Frequencies in the Presence of Autoregressive Errors2017

    • Author(s)
      藪友良
    • Organizer
      近畿大学経済研究会
    • Place of Presentation
      近畿大学(大阪府、東大阪市)
    • Invited
    • Data Source
      KAKENHI-PROJECT-26380274
  • [Presentation] On Trigonometric Trend Regressions of Unknown Frequencies in the Presence of Autoregressive Error2017

    • Author(s)
      新谷元嗣(Pierre Perron、藪友良)
    • Organizer
      計量経済学セミナー
    • Place of Presentation
      京都大学経済研究所(京都府京都市)
    • Year and Date
      2017-02-08
    • Data Source
      KAKENHI-PROJECT-26285049
  • [Presentation] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2016

    • Author(s)
      新谷元嗣(Pierre Perron、藪友良)
    • Organizer
      The 26th Annual Meeting of the Midwest Econometrics Group
    • Place of Presentation
      University of Illinois at Urbana-Champaign (Urbana-Champaign, USA)
    • Year and Date
      2016-10-21
    • Data Source
      KAKENHI-PROJECT-26285049
  • [Presentation] Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component2015

    • Author(s)
      藪友良
    • Organizer
      Boston University Econometric Seminar
    • Place of Presentation
      Boston
    • Year and Date
      2015-04-17
    • Data Source
      KAKENHI-PROJECT-26380274
  • [Presentation] A new method for identifying the effects of foreign exchange interventions2012

    • Author(s)
      藪友良
    • Organizer
      神戸大学六甲セミナー
    • Place of Presentation
      神戸大学
    • Data Source
      KAKENHI-PROJECT-23730216
  • [Presentation] A new method for identifying the effects of foreign exchange interventions2009

    • Author(s)
      藪友良
    • Organizer
      NBER Japan Project
    • Place of Presentation
      政策研究大学院大学
    • Year and Date
      2009-07-01
    • Data Source
      KAKENHI-PROJECT-20730203
  • 1.  Shintani Mototsugu (00252718)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 4 results
  • 2.  ITO Takatoshi (30203144)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 3.  HASHIMOTO Yuko (80333037)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 4.  TSURUGA Takayuki (40511720)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 5.  INOUE Atsushi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  CRUCINI Mario
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  渡辺 努
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 2 results

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