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 1 2 151
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 3 4 5 109
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 0 3 4 66
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 1 1 2 62
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 104 4 13 19 279
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 2 141 2 4 9 385
Bubbles and Economic Fluctuations 0 1 15 15 1 3 17 17
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 2 2 3 77
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 3 4 6 166
Does foreign exchange intervention volume matter? 0 0 0 58 0 3 4 146
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 0 5 9 186
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 44 0 4 7 174
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 1 3 5 344
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 0 1 2 111
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 0 50 0 1 3 122
Is the Renminbi a Safe Haven? 0 0 0 17 1 4 6 39
Is the Renminbi a safe haven? 0 1 1 16 2 4 5 106
Is the Renminbi a safe haven? 0 0 0 12 3 5 7 39
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 1 3 4 221
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 0 1 2 96
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 1 2 4 48
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 0 1 3 98
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 1 4 156
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 0 2 2 32
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 1 29 4 5 7 58
Reserves and Risk: Evidence from China 0 0 1 8 0 0 4 27
Reserves and Risk: Evidence from China 0 0 1 22 0 1 3 49
Reserves and Risk: Evidence from China 0 0 0 4 3 4 5 20
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 43 3 6 7 95
Testing and Quantifying Economic Resilience 0 0 13 18 4 10 47 56
Testing for Changes in Forecasting Performance 0 0 1 38 3 8 10 72
Testing for Changes in Forecasting Performance 0 0 0 1 1 3 5 42
Testing for Changes in Forecasting Performance 0 0 0 69 1 1 3 85
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 1 6 7 245
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 0 2 83 3 6 9 182
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 2 2 4 4 35
The Efficiency of the Government’s Revenue Projections 0 0 0 25 2 4 7 44
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 1 56 3 7 13 162
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 1 4 7 35
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 33 3 5 8 68
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 6 0 4 7 86
The Trend Effect of Foreign Exchange Intervention 0 0 0 7 3 7 17 39
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 1 1 6 126
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 1 1 3 160
Total Working Papers 0 2 40 1,761 65 162 313 4,916

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 3 3 8 15
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 1 29 1 1 3 120
A modified confidence set for the structural break date in linear regression models 0 0 1 2 2 2 6 40
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 0 1 10 1 3 6 71
Confidence sets for the break date based on optimal tests 0 0 0 1 3 3 6 33
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 0 29 1 4 5 97
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 3 4 6 38
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 1 7 24
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 0 0 4 0 0 2 15
Intra-safe haven currency behavior during the global financial crisis 2 3 7 66 5 13 26 295
Is the Renminbi a safe haven? 0 0 0 23 0 4 7 115
Large versus small foreign exchange interventions 0 0 0 31 0 0 2 159
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 0 0 1 3 8 15 20
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 1 1 2 3 6 46
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 4 4 5 56
Reserves and risk: Evidence from China 0 0 1 3 0 2 6 28
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 1 2 3 0 5 7 13
Testing for factor loading structural change under common breaks 0 0 0 27 2 5 11 153
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 2 3 6 65
The efficiency of the Japanese government’s revenue projections 0 0 0 1 0 3 8 10
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 1 4 4 80
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 0 3 6 3 6 12 32
The trend effect of foreign exchange intervention 0 0 1 1 8 16 24 24
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 1 1 3 37 1 3 7 135
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 3 4 9 12
Total Journal Articles 3 6 24 311 48 104 204 1,696

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Statistics updated 2026-01-09