RH2022

Dataset †

All data and programs used for this research project are available on request.

Conference †

Publications †

Published in Refereed Journals †

• Mikio Ito, Akihiko Noda, and Tatsuma Wada "An Alternative Estimation Method for Time-Varying Parameter Models," Econometrics, 10(2), 23, 2022.
• Akihiko Noda "Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic," Economics Bulletin, accepted.

Works in Progress †

• Akihiko Noda "Estimating the Time-Varying Structure of the Fama-French Multi-Factor Models,"
• Kenichi Hirayama and Akihiko Noda "Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model," [arXiv:2008.00860].
• Kenichi Hirayama and Akihiko Noda "Measuring the Time-Varying of the Prewar Japanese Stock Market," [arXiv:1911.04059].

Presentations †

Conference Presentations †

• Estimating the Time-Varying Structure of Fama-French Multi-Factor Models
  • Western Economic Association International 97th Annual Conference in Portland, U.S. (June 2022, scheduled)

Seminar Presentations †