Yasutomo Murasawa
2003–2010
A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 22 researchers here, as inferred from the citation graph.
Who trusts Yasutomo Murasawa overall
- Claudia Foroni
- Massimiliano Marcellino
- Francis X. Diebold
- Chiara Scotti
- James H. Stock
- Máximo Camacho
- Marta Bańbura
- Juan Antolín-Díaz
- K. Aastveit
- Sainan Jin
Papers from Yasutomo Murasawa's perspective
Ordered by how strongly the researchers Yasutomo Murasawa trusts endorse each paper. Same corpus, a different order for every researcher.
- Is the Fed Too Timid? Monetary Policy in an Uncertain World (Review of Economics and Statistics)
- Disentangling the Channels of the 2007-2009 Recession
- Forecast Combination and Model Averaging Using Predictive Measures
- Nowcasting GDP in Real Time: A Density Combination Approach
- Selection of estimation window in the presence of breaks
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Small Sample Properties of Forecasts from Autoregressive Models Under Structural Breaks (Social Science Research Network)
- Inferential Theory for Factor Models of Large Dimensions
- Are more data always better for factor analysis
- Eigenvalue Ratio Test for the Number of Factors
Their papers
- A Coincident Index, Common Factors, and Monthly Real GDP* (2010) — 175 citations
- A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series (2003) — 667 citations