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 0 2 4 149
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 0 1 5 104
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 0 0 0 60
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 0 1 2 63
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 2 104 1 1 8 261
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 139 0 0 2 376
Confidence Sets for the Break Date Based on Optimal Tests 0 0 1 97 0 0 2 74
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 1 1 3 161
Does foreign exchange intervention volume matter? 0 0 0 58 1 1 1 143
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 1 1 1 178
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 1 44 2 3 5 170
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 0 1 1 339
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 1 1 2 110
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 1 50 0 1 5 119
Is the Renminbi a Safe Haven? 0 0 0 17 0 0 0 33
Is the Renminbi a safe haven? 0 0 0 12 0 0 0 32
Is the Renminbi a safe haven? 0 0 0 15 0 0 0 101
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 1 1 5 218
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 0 1 1 94
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 0 0 4 44
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 1 1 153
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 0 0 0 30
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 1 2 2 97
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 1 1 1 29 1 3 3 53
Reserves and Risk: Evidence from China 0 1 1 8 1 2 3 25
Reserves and Risk: Evidence from China 0 0 0 21 0 0 0 46
Reserves and Risk: Evidence from China 0 0 0 4 0 0 0 15
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 43 0 1 1 89
Testing for Changes in Forecasting Performance 0 0 0 69 1 2 3 84
Testing for Changes in Forecasting Performance 0 0 0 1 1 1 1 38
Testing for Changes in Forecasting Performance 0 1 1 38 0 2 2 64
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 0 1 3 239
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 0 2 81 0 0 3 173
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 2 0 0 0 31
The Efficiency of the Government’s Revenue Projections 0 1 2 25 1 2 6 38
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 55 1 1 2 150
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 1 1 1 29
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 32 0 1 1 61
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 1 1 6 0 3 4 80
The Trend Effect of Foreign Exchange Intervention 0 0 3 7 1 2 12 24
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 0 2 4 122
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 1 2 5 159
Total Working Papers 1 5 16 1,720 18 45 108 4,629

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 2 0 2 3 8
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 0 28 0 0 1 117
A modified confidence set for the structural break date in linear regression models 0 0 0 1 1 1 2 35
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 0 0 9 0 0 4 65
Bubble Expectations and Economic Growth in Japan 0 1 1 1 0 1 3 3
Confidence sets for the break date based on optimal tests 0 0 0 1 2 2 3 29
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 1 29 0 0 2 92
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 0 1 2 33
Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices 0 1 11 11 2 4 20 20
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 0 1 4 0 0 2 13
Intra-safe haven currency behavior during the global financial crisis 2 5 8 62 3 7 18 273
Is the Renminbi a safe haven? 0 0 0 23 0 0 1 108
Large versus small foreign exchange interventions 0 0 1 31 0 2 7 158
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 0 1 1 1 2 6 6
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 0 0 1 1 41
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 0 0 0 51
Reserves and risk: Evidence from China 0 0 0 2 1 1 2 23
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 0 1 1 0 0 2 6
Testing for factor loading structural change under common breaks 0 0 1 27 0 1 5 143
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 1 1 4 60
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 0 0 2 76
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 0 1 3 0 0 2 20
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 34 0 0 1 128
Total Journal Articles 2 7 27 289 11 26 93 1,508

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Statistics updated 2025-03-03