"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, Article 101106.
    “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.
    “The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004,” (with Tsutomu Watanabe), Journal of International Money and Finance 32, 2013, pp 428-443.
    “Exchange rate pass-through and inflation: A nonlinear time series analysis,” (with Mototsugu Shintani, Akiko Terada-Hagiwara), Journal of International Money and Finance 32, 2013, pp. 512-527.
    “A new method for identifying the effects of foreign exchange interventions,” (with Chih-nan Chen, Tsutomu Watanabe), Journal of Money, Credit and Banking 44, 2012, pp. 1507-1533.
    “Spurious regressions in technical trading,” (with Mototsugu Shintani, Daisuke Nagakura), Journal of Econometrics 169, 2012, pp. 301-309
    "Testing for trend in the presence of autoregressive error: A comment," (with Pierre Perron), Journal of the American Statistical Association 107, 2012, pp. 844
    “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.
    “Estimating deterministic trends with an integrated or stationary noise component,”（with Pierre Perron）, Journal of Econometrics 51, 2009, pp. 56-69.