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 1 3 147
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 0 0 4 103
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 0 0 2 60
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 0 0 1 62
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 2 104 2 3 7 260
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 139 0 1 2 376
Confidence Sets for the Break Date Based on Optimal Tests 0 0 1 97 0 0 4 74
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 0 1 2 160
Does foreign exchange intervention volume matter? 0 0 0 58 0 0 0 142
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 1 1 44 0 1 2 167
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 0 0 1 177
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 0 0 0 338
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 0 0 1 109
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 1 1 50 1 2 4 118
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 1 65 2 2 5 217
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 0 0 1 93
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 0 1 4 44
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 42 0 0 1 152
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 0 0 0 95
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 28 0 0 2 50
Reserves and Risk: Evidence from China 0 0 0 4 0 0 0 15
Reserves and Risk: Evidence from China 0 0 0 7 0 0 2 23
Reserves and Risk: Evidence from China 0 0 0 21 0 0 0 46
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 1 43 0 0 1 88
Testing for Changes in Forecasting Performance 0 0 0 1 0 0 0 37
Testing for Changes in Forecasting Performance 0 0 0 69 0 1 2 82
Testing for Changes in Forecasting Performance 0 0 0 37 0 0 0 62
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 0 0 4 238
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 2 2 2 81 2 3 6 173
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 1 2 0 0 1 31
The Efficiency of the Government’s Revenue Projections 0 1 2 24 2 4 6 36
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 55 0 0 1 149
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 0 0 0 28
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 5 0 0 4 77
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 32 0 0 3 60
The Trend Effect of Foreign Exchange Intervention 1 2 3 7 3 4 15 22
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 0 1 2 120
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 1 2 5 157
Total Working Papers 3 7 17 1,715 13 27 98 4,584

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 2 1 1 3 6
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 0 0 1 34
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 0 0 9 0 1 4 65
Bubble Expectations and Economic Growth in Japan 0 0 0 0 0 2 2 2
Confidence sets for the break date based on optimal tests 0 0 0 1 0 1 2 27
Estimating and testing multiple structural changes in linear models using band spectral regressions 1 1 1 29 1 2 2 92
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 0 0 1 32
Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices 2 7 10 10 3 9 16 16
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 1 1 4 0 2 3 13
Intra-safe haven currency behavior during the global financial crisis 0 0 5 57 0 1 17 266
Is the Renminbi a safe haven? 0 0 0 23 0 0 1 108
Large versus small foreign exchange interventions 0 1 2 31 0 3 6 156
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 1 1 1 1 4 4 4
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 0 0 0 0 40
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 0 0 2 22
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 1 1 6 142
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 0 2 3 59
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 0 0 5 76
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 1 2 3 0 1 5 20
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 1 34 0 1 4 128
Total Journal Articles 3 12 26 282 7 31 90 1,482

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Statistics updated 2024-12-04