Hiroshi　yamada

Publications

• 2003/07, Co-trending: A Statistical System Analysis of Economic Trends, Springer-Verlag Tokyo, 2003, 07, Michio Hatanaka Hiroshi Yamada, 115

• Estimating the time-varying NAIRU and the Phillips curve slope simultaneously: a note, APPLIED ECONOMICS LETTERS, 21(15), 1057-1059, 20141013Link to Paper Search Results by DOI

• When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices, JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 42, 193-207, 20140430Link to Paper Search Results by DOI

• SOME THEORETICAL AND SIMULATION RESULTS ON THE FREQUENCY DOMAIN CAUSALITY TEST, ECONOMETRIC REVIEWS, 33(8), 936-947, 20141117Link to Paper Search Results by DOI

• Selecting the Tuning Parameter of the l1 Trend Filter, Studies in Nonlinear Dynamics and Econometrics, 20(1), 97-105, 20150610Link to Paper Search Results by DOI

• Ridge Regression Representations of the Generalized Hodrick-Prescott Filter, Journal of the Japan Statistical Society, 45(2), 121-128, 201512

• Estimating the Trend in US Real GDP Using the â„“1 Trend Filtering, Applied Economics Letters, 24(10), 713-716, 20160928Link to Paper Search Results by DOI

• Measuring the US NAIRU as a step function, Empirical Economics, 51(4), 1679-1688, 20160104Link to Paper Search Results by DOI

• A small but practically useful modification to the Hodrick–Prescott filtering: A note, Communications in Statistics - Theory and Methods, 46(17), 8430-8434, 20160811Link to Paper Search Results by DOI

• The Frisch–Waugh–Lovell theorem for the lasso and the ridge regression, Communications in Statistics - Theory and Methods, 20161102Link to Paper Search Results by DOI

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