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 0 4 150
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 0 0 2 105
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 0 0 1 63
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 0 0 0 60
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 104 0 4 9 266
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 2 2 141 0 3 5 380
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 0 0 1 75
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 0 0 2 161
Does foreign exchange intervention volume matter? 0 0 0 58 0 0 1 143
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 1 1 4 181
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 1 44 0 0 4 170
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 0 0 1 339
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 0 0 1 110
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 1 50 0 1 4 120
Is the Renminbi a Safe Haven? 0 0 0 17 0 1 2 35
Is the Renminbi a safe haven? 0 0 0 15 0 0 0 101
Is the Renminbi a safe haven? 0 0 0 12 1 1 1 33
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 0 0 3 218
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 0 0 2 45
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 0 1 2 95
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 0 0 2 97
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 0 3 155
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 1 29 0 0 3 53
Reserves and Risk: Evidence from China 0 0 0 4 0 0 1 16
Reserves and Risk: Evidence from China 0 0 0 21 0 0 1 47
Reserves and Risk: Evidence from China 0 0 1 8 0 1 4 27
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 43 0 0 1 89
Testing and Quantifying Economic Resilience 0 1 18 18 0 13 37 37
Testing for Changes in Forecasting Performance 0 0 1 38 0 0 2 64
Testing for Changes in Forecasting Performance 0 0 0 1 0 1 2 39
Testing for Changes in Forecasting Performance 0 0 0 69 0 0 3 84
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 0 0 1 239
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 1 4 83 0 2 6 176
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 0 2 25 0 2 8 40
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 1 56 1 2 6 155
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 1 1 2 30
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 33 1 1 3 63
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 6 1 1 5 82
The Trend Effect of Foreign Exchange Intervention 0 0 2 7 0 2 13 31
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 0 2 6 125
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 0 0 4 159
Total Working Papers 0 4 36 1,744 6 40 162 4,719

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 1 6 11
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 0 28 0 1 1 118
A modified confidence set for the structural break date in linear regression models 0 1 1 2 1 3 4 38
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 1 1 10 0 1 3 67
Bubble Expectations and Economic Growth in Japan 0 0 2 2 0 0 8 8
Confidence sets for the break date based on optimal tests 0 0 0 1 0 0 4 30
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 1 29 0 0 3 93
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 0 1 2 34
Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices 0 0 8 11 0 0 16 23
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 0 1 4 0 1 3 14
Intra-safe haven currency behavior during the global financial crisis 0 1 6 63 1 5 17 282
Is the Renminbi a safe haven? 0 0 0 23 1 2 2 110
Large versus small foreign exchange interventions 0 0 1 31 0 1 6 159
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 0 1 1 0 1 11 11
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 1 1 0 1 3 43
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 0 1 1 52
Reserves and risk: Evidence from China 0 0 0 2 0 0 1 23
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 1 1 1 2 2 2 2 8
Testing for factor loading structural change under common breaks 0 0 0 27 2 4 6 147
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 0 1 5 62
The efficiency of the Japanese government’s revenue projections 0 0 1 1 0 2 7 7
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 0 0 0 76
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 2 2 4 6 3 4 6 25
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 1 2 36 0 1 5 132
Total Journal Articles 3 7 32 302 10 33 122 1,573

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Statistics updated 2025-09-05