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 1 6 9 159
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 1 4 15 120
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 1 3 8 71
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 0 3 6 66
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 2 141 1 5 17 394
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 104 2 6 28 290
Bubbles and Economic Fluctuations 0 0 15 15 1 7 29 29
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 0 1 4 79
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 0 1 12 173
Does foreign exchange intervention volume matter? 0 0 0 58 0 1 8 151
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 44 1 5 16 186
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 0 2 12 192
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 0 1 9 348
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 0 4 18 128
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 0 50 1 3 13 132
Is the Renminbi a Safe Haven? 0 0 0 17 0 2 15 49
Is the Renminbi a safe haven? 0 0 0 12 1 5 14 46
Is the Renminbi a safe haven? 0 0 1 16 0 4 15 116
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 2 4 14 59
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 0 3 8 226
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 0 2 11 105
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 0 3 11 41
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 0 7 13 110
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 3 7 162
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 29 1 5 15 68
Reserves and Risk: Evidence from China 0 0 1 22 1 5 11 58
Reserves and Risk: Evidence from China 0 0 0 8 1 5 8 34
Reserves and Risk: Evidence from China 0 0 0 4 0 3 8 24
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 1 1 1 44 2 8 18 107
Testing and Quantifying Economic Resilience 1 2 3 20 2 11 54 78
Testing for Changes in Forecasting Performance 0 0 0 69 0 2 7 91
Testing for Changes in Forecasting Performance 0 1 1 39 1 5 19 83
Testing for Changes in Forecasting Performance 0 0 0 1 1 1 7 45
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 0 2 10 249
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 0 1 83 1 7 16 190
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 1 1 10 48
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 56 1 4 19 172
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 1 2 9 38
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 6 1 2 11 92
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 33 0 1 14 76
The Trend Effect of Foreign Exchange Intervention 0 0 0 7 2 6 23 52
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 0 10 18 141
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 0 3 13 172
Total Working Papers 2 4 25 1,765 28 168 611 5,290

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 0 6 16
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 1 29 0 2 10 127
A modified confidence set for the structural break date in linear regression models 0 0 1 2 1 5 12 47
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 0 1 10 0 2 12 78
Confidence sets for the break date based on optimal tests 0 0 0 1 1 4 8 38
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 0 29 0 3 10 103
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 0 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 0 3 10 33
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 1 1 5 0 5 12 25
Intra-safe haven currency behavior during the global financial crisis 0 3 8 70 0 15 42 319
Is the Renminbi a safe haven? 0 0 0 23 2 8 19 127
Large versus small foreign exchange interventions 0 0 0 31 0 3 6 164
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 0 0 1 0 8 22 32
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 1 2 3 10 52
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 1 5 13 64
Reserves and risk: Evidence from China 0 0 1 3 1 4 15 38
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 0 2 3 4 5 19 25
Testing for factor loading structural change under common breaks 0 0 0 27 2 4 18 161
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 0 1 10 71
The efficiency of the Japanese government’s revenue projections 0 0 0 1 0 2 12 17
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 1 2 15 91
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 0 2 6 0 3 15 36
The trend effect of foreign exchange intervention 0 0 2 2 3 8 40 40
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 1 1 3 38 2 6 15 146
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 1 3 2 6 14 22
Total Journal Articles 1 5 23 318 22 108 373 1,913

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Statistics updated 2026-06-04