Access Statistics for Yohei Yamamoto

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Modified Confidence Set for the Structural Break Date in Linear Regression Models 0 0 0 54 5 5 9 158
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 1 6 15 119
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 3 4 6 66
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 2 2 7 70
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 104 3 6 26 288
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 2 141 2 4 17 393
Bubbles and Economic Fluctuations 0 0 15 15 1 7 28 28
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 1 2 4 79
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 0 3 12 173
Does foreign exchange intervention volume matter? 0 0 0 58 1 1 8 151
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 44 4 7 15 185
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 2 2 13 192
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 1 1 9 348
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 1 8 18 128
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 0 50 2 4 12 131
Is the Renminbi a Safe Haven? 0 0 0 17 0 4 15 49
Is the Renminbi a safe haven? 0 0 0 12 4 5 13 45
Is the Renminbi a safe haven? 0 0 1 16 3 5 15 116
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 3 3 8 226
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 0 5 11 105
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 0 4 12 57
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 5 8 13 110
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 3 4 11 41
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 2 3 9 162
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 29 3 6 14 67
Reserves and Risk: Evidence from China 0 0 0 8 3 4 7 33
Reserves and Risk: Evidence from China 0 0 0 4 2 3 8 24
Reserves and Risk: Evidence from China 0 0 1 22 3 5 10 57
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 43 5 6 16 105
Testing and Quantifying Economic Resilience 0 1 3 19 3 14 53 76
Testing for Changes in Forecasting Performance 0 1 1 39 3 6 18 82
Testing for Changes in Forecasting Performance 0 0 0 69 0 4 7 91
Testing for Changes in Forecasting Performance 0 0 0 1 0 1 6 44
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 2 2 10 249
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 0 2 83 6 6 16 189
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 2 0 0 9 40
The Efficiency of the Government’s Revenue Projections 0 0 0 25 0 1 9 47
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 56 2 4 19 171
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 1 1 8 37
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 6 1 1 10 91
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 33 1 2 14 76
The Trend Effect of Foreign Exchange Intervention 0 0 0 7 2 4 25 50
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 8 12 18 141
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 3 4 13 172
Total Working Papers 0 2 25 1,763 97 189 596 5,262

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK 0 0 0 3 0 1 6 16
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 1 29 2 3 10 127
A modified confidence set for the structural break date in linear regression models 0 0 1 2 2 5 11 46
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 0 1 10 2 3 13 78
Confidence sets for the break date based on optimal tests 0 0 0 1 2 3 8 37
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 0 29 2 4 11 103
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 1 1 8 41
Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices 0 0 0 11 2 6 10 33
Identifying factor‐augmented vector autoregression models via changes in shock variances 1 1 1 5 4 5 12 25
Intra-safe haven currency behavior during the global financial crisis 1 3 8 70 7 19 42 319
Is the Renminbi a safe haven? 0 0 0 23 4 8 17 125
Large versus small foreign exchange interventions 0 0 0 31 3 3 6 164
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 0 0 1 5 8 24 32
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 1 1 1 2 9 50
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 0 4 12 63
Reserves and risk: Evidence from China 0 0 1 3 3 5 14 37
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 0 2 3 0 2 15 21
Testing for factor loading structural change under common breaks 0 0 0 27 2 4 16 159
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 1 2 11 71
The efficiency of the Japanese government’s revenue projections 0 0 0 1 1 3 12 17
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 1 7 14 90
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 0 2 6 2 4 15 36
The trend effect of foreign exchange intervention 0 0 2 2 4 9 37 37
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 3 37 4 4 15 144
バブル発生に関する期待と経済成長, Bubble Expectations and Economic Growth in Japan 0 0 2 3 2 7 14 20
Total Journal Articles 2 4 25 317 57 122 362 1,891

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Statistics updated 2026-05-06