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 3 150
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 2 2 3 65
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 0 1 1 61
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 104 7 7 15 273
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 2 141 2 3 7 383
Bubbles and Economic Fluctuations 0 0 14 14 0 1 14 14
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 1 2 162
Does foreign exchange intervention volume matter? 0 0 0 58 1 1 2 144
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 4 5 8 185
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 44 1 1 4 171
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 1 3 4 342
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 0 50 0 1 4 121
Is the Renminbi a Safe Haven? 0 0 0 17 0 0 2 35
Is the Renminbi a safe haven? 1 1 1 16 1 2 2 103
Is the Renminbi a safe haven? 0 0 0 12 0 2 2 34
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 0 0 2 95
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 1 2 3 47
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 0 0 3 218
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 1 1 3 98
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 2 2 2 32
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 1 1 22 1 2 3 49
Reserves and Risk: Evidence from China 0 0 1 8 0 0 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 0 18 18 4 13 50 50
Testing for Changes in Forecasting Performance 0 0 0 69 0 0 2 84
Testing for Changes in Forecasting Performance 0 0 1 38 3 3 5 67
Testing for Changes in Forecasting Performance 0 0 0 1 0 0 2 39
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 2 2 3 241
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 0 4 83 2 2 7 178
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 1 25 1 1 7 41
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 2 4 5 33
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 1 56 1 2 7 156
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 33 1 2 4 64
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 6 1 2 6 83
The Trend Effect of Foreign Exchange Intervention 0 0 1 7 4 5 17 36
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 0 0 5 125
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 0 0 3 159
Total Working Papers 1 2 48 1,760 45 73 228 4,799

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 7 12
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 1 1 29 0 1 2 119
A modified confidence set for the structural break date in linear regression models 0 0 1 2 0 1 4 38
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 0 1 10 1 2 4 69
Confidence sets for the break date based on optimal tests 0 0 0 1 0 0 3 30
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 1 29 2 2 4 95
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 0 0 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 3 11 0 0 10 23
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 0 0 4 0 1 2 15
Intra-safe haven currency behavior during the global financial crisis 1 1 7 64 2 3 18 284
Is the Renminbi a safe haven? 0 0 0 23 1 3 4 112
Large versus small foreign exchange interventions 0 0 0 31 0 0 3 159
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 0 0 1 2 3 11 14
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 1 1 1 1 4 44
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 0 0 1 52
Reserves and risk: Evidence from China 0 1 1 3 0 3 4 26
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 1 2 2 3 4 6 6 12
Testing for factor loading structural change under common breaks 0 0 0 27 2 5 9 150
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 0 0 3 62
The efficiency of the Japanese government’s revenue projections 0 0 1 1 1 1 8 8
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 2 2 2 78
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 2 3 6 2 6 8 28
The trend effect of foreign exchange intervention 0 0 1 1 4 8 12 12
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 2 36 1 1 5 133
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 2 2 0 0 6 8
Total Journal Articles 2 7 28 307 25 50 142 1,617

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Statistics updated 2025-11-08