Yoshinori Kawasaki

A consistent nonparametric test for nonlinear causality—Specification in time series regression

Yoshihiko Nishiyama, Kohtaro Hitomi, Yoshinori Kawasaki et al. · Journal of Econometrics · 2011 · 308 citations

Econometric Model, Economics, Time Series Regression +11

Forecasting Financial Market Volatility Using a Dynamic Topic Model

Takayuki Morimoto, Yoshinori Kawasaki · Asia-Pacific Financial Markets · 2017 · 22 citations

Volatility Modeling, Economics, Financial Economics +5

Multiple choice from competing regression models under multicollinearity based on standardized update

Masao Ueki, Yoshinori Kawasaki · Computational Statistics & Data Analysis · 2013 · 14 citations

Regression Models, Multiple Choice, Standardized Update

Do seasonal unit roots matter for forecasting monthly industrial production?

Yoshinori Kawasaki, Philip Hans Franses · Journal of Forecasting · 2004 · 10 citations

Economics, Economic Forecasting, International Economics +15

A characterization of long-short trading strategies based on cointegration

Yoshinori Kawasaki, S. Tachiki, H. Udaka et al. · 2003 · 10 citations

Economics, Financial Economics, Asset Pricing +14