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 2 3 4 153
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 4 8 9 113
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 2 3 5 68
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 0 1 2 62
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 2 141 4 6 13 389
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 104 3 9 22 282
Bubbles and Economic Fluctuations 0 1 15 15 4 7 21 21
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 0 2 3 77
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 4 8 10 170
Does foreign exchange intervention volume matter? 0 0 0 58 4 6 8 150
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 4 5 13 190
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 44 4 7 10 178
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 3 5 8 347
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 9 10 11 120
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 0 50 5 6 8 127
Is the Renminbi a Safe Haven? 0 0 0 17 6 10 12 45
Is the Renminbi a safe haven? 0 0 0 12 1 6 8 40
Is the Renminbi a safe haven? 0 0 1 16 5 8 10 111
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 2 5 6 223
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 5 6 9 53
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 4 5 6 100
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 5 5 7 37
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 3 4 6 159
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 4 4 6 102
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 1 29 3 8 9 61
Reserves and Risk: Evidence from China 0 0 1 22 3 3 6 52
Reserves and Risk: Evidence from China 0 0 0 8 2 2 5 29
Reserves and Risk: Evidence from China 0 0 0 4 1 5 6 21
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 43 4 10 10 99
Testing and Quantifying Economic Resilience 0 0 5 18 6 12 45 62
Testing for Changes in Forecasting Performance 0 0 0 38 4 9 12 76
Testing for Changes in Forecasting Performance 0 0 0 1 1 4 6 43
Testing for Changes in Forecasting Performance 0 0 0 69 2 3 4 87
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 2 6 8 247
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 0 2 83 1 5 10 183
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 2 5 9 9 40
The Efficiency of the Government’s Revenue Projections 0 0 0 25 2 5 9 46
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 1 3 8 36
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 1 56 5 11 18 167
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 6 4 7 10 90
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 33 6 10 13 74
The Trend Effect of Foreign Exchange Intervention 0 0 0 7 7 10 23 46
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 3 4 7 129
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 8 9 10 168
Total Working Papers 0 1 29 1,761 157 274 445 5,073

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 1 3 0 3 7 15
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 1 29 4 5 7 124
A modified confidence set for the structural break date in linear regression models 0 0 1 2 1 3 7 41
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 0 1 10 4 6 10 75
Confidence sets for the break date based on optimal tests 0 0 0 1 1 4 7 34
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 0 29 2 4 7 99
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 2 6 7 40
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 3 4 9 27
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 0 0 4 5 5 7 20
Intra-safe haven currency behavior during the global financial crisis 1 3 7 67 5 16 30 300
Is the Renminbi a safe haven? 0 0 0 23 2 5 9 117
Large versus small foreign exchange interventions 0 0 0 31 2 2 3 161
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 0 0 1 4 10 19 24
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 1 1 2 4 7 48
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 3 7 8 59
Reserves and risk: Evidence from China 0 0 1 3 4 6 10 32
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 0 2 3 6 7 13 19
Testing for factor loading structural change under common breaks 0 0 0 27 2 5 12 155
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 4 7 10 69
The efficiency of the Japanese government’s revenue projections 0 0 0 1 4 6 12 14
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 3 5 7 83
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 0 3 6 0 4 12 32
The trend effect of foreign exchange intervention 1 1 2 2 4 16 28 28
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 1 3 37 5 7 12 140
バブル発生に関する期待と経済成長, Bubble Expectations and Economic Growth in Japan 0 1 2 3 1 5 10 13
Total Journal Articles 2 6 25 313 73 152 270 1,769

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Statistics updated 2026-02-12