Tatsuma Wada

Tatsuma Wada

Associate Professor
Faculty of Policy Management
Graduate School of Media and Governance
Short BiographyEducation:
Ph.D., Economics, Boston University, Boston, MA, 2006
M.A. in Economics, Keio University, Tokyo, Japan 2001
B.A. in Economics, Keio University, Tokyo, Japan 1999

Current and Past Positions:
Associate Professor, Keio University, 2015
Visiting Associate Professor, University of Western Ontario, 2014
Associate Professor and Director of Undergraduate Studies, Department of Economics, Wayne State University, 2013
Visiting Assistant Professor of Economics, University of California, Davis, 2010
Visitor, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, 2009
Assistant Professor, Wayne State University, 2006
Part-time Lecturer, Keio Futsubu School, 2000
Areas of ExpertiseInternational Finance, Econometrics, Macroeconomics
AffiliationsJapanese Economic Association, American Economic Association, Econometrics Society, Canadian Economic Association, Western Economic Association.
Selected PublicationsPublications:
1. “Let’s Take a Break: Trends and Cycles in US Real GDP” with Pierre Perron, 2009, Journal of Monetary Economics 56 (6) 749-765.
2. “Immigration of Nurses” with David E. Kalist and Stephen J. Spurr, 2010, Industrial Relations 49 (2) 406-428.
3. “Oil Price Shocks and Industrial Production: Is the Relationship Linear?” with Ana Maria Herrera and Latika Gupta Lagalo, 2011, Macroeconomic Dynamics, 15-S3, 472-497.
4. “The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition,” 2012, Economic Inquiry, 50 (4) 968-987.
5. “On the Correlations of Trend-Cycle Errors,” 2012, Economics Letters, 116 (3) 396-400.
6. “The Role of Transitory and Persistent Shocks in the Consumption Correlation and International Comovement Puzzles,” 2014, Macroeconomic Dynamics, 18 (6) 1234-1270.
7. “International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach,” with Mikio Ito and Akihiko Noda, 2014, Applied Economics, 46 (23) 2744-2754.
8. “Asymmetries in the Response of Economic Activity to Oil Price Increases and Decreases?” with Ana Maria Herrera and Latika Gupta Lagalo, 2015, Journal of International Money and Finance, 50, 108-133.

Translation Work:
“Modern Applied Statistics with S” 4th Edition by W.N. Venables and B.D. Ripley, 2002, Springer; Translation into Japanese with Mikio Ito, Taisuke Otsu, Nobuyuki Tose, Masaki Nakahigashi and Fumitsuna Maruyama.
Message to StudentsEconomics, as well as English, is becoming a common language of global business. Why? You will find it out once you study economics!
Home Pagehttp://econ.sfc.keio.ac.jp/twada/
Contact Information5322 Endo Fujisawa, Kanagawa 252-0882 Japan
Keio University Shonan Fujisawa Campus
twada [ at ] sfc.keio.ac.jp
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