![]() 藪 友 良 教 授 【Webページ】 【ゼミページ】
〔著書〕 1.『入門実践する統計学』,東洋経済新報社,2012 〔論文〕 2.“Japan’s Volantary Lockdown,” (with Tsutomu Watanabe), Covid Economics: Vetted and Real-Time Papers, Issue 46, 1-31, 1 September 2020, CEPR Press. 3."Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy,” (with Takatoshi Ito), Journal of the Japanese and International Economies 58, 2020. 4.“Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component,” (with Pierre Perron, Mototsugu Shintani), Oxford Bulletin of Economics and Statistics 79, 2017, pp.822–850. 5.“A new method for identifying the effects of foreign exchange interventions,” (with Chih-nan Chen, Tsutomu Watanabe), Journal of Money, Credit and Banking, Vol. 44, December 2012, pp. 1507-1533. 6.“Spurious regressions in technical trading,” (with Mototsugu Shintani, Daisuke Nagakura), Journal of Econometrics 169, 2012, pp. 301-309 7."Testing for trend in the presence of autoregressive error: A comment," (with Pierre Perron), Journal of the American Statistical Association 107, 2012, pp. 844 8.“Testing for shifts in trend with an integrated or stationary noise component,”(with Pierre Perron), Journal of Business and Economic Statistics 27, 2009, pp. 369-396. 9.“Estimating deterministic trends with an integrated or stationary noise component,”(with Pierre Perron), Journal of Econometrics 51, 2009, pp. 56-69. 10.“What prompts Japan to intervene in the Forex market: A new approach to a reaction function,”(with Takatoshi Ito), Journal of International Money and Finance 26, 2007, pp. 193-212. 所属学会・団体: American Economic Association,日本経済学会 海外歴: 2000─2005年 ボストン大学経済学部,博士課程 2014-2016年 ボストン大学経済学部,客員研究員 |