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 3 4 153
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 3 10 12 116
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 0 2 5 68
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 1 2 3 63
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 2 141 0 6 13 389
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 104 2 9 23 284
Bubbles and Economic Fluctuations 0 0 15 15 1 6 22 22
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 1 3 4 78
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 2 9 11 172
Does foreign exchange intervention volume matter? 0 0 0 58 0 4 7 150
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 0 4 12 190
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 44 3 7 11 181
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 0 4 8 347
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 4 13 14 124
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 0 50 2 7 10 129
Is the Renminbi a Safe Haven? 0 0 0 17 2 9 14 47
Is the Renminbi a safe haven? 0 0 1 16 1 8 11 112
Is the Renminbi a safe haven? 0 0 0 12 1 5 9 41
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 0 3 5 223
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 3 7 9 103
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 2 8 11 55
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 3 6 159
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 1 6 8 38
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 1 5 6 103
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 29 2 9 10 63
Reserves and Risk: Evidence from China 0 0 0 8 0 2 4 29
Reserves and Risk: Evidence from China 0 0 0 4 0 4 6 21
Reserves and Risk: Evidence from China 0 0 1 22 1 4 7 53
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 43 0 7 10 99
Testing and Quantifying Economic Resilience 0 0 4 18 5 15 47 67
Testing for Changes in Forecasting Performance 0 0 0 1 1 3 6 44
Testing for Changes in Forecasting Performance 0 0 0 69 2 5 5 89
Testing for Changes in Forecasting Performance 0 0 0 38 2 9 14 78
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 0 3 8 247
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 0 2 83 0 4 10 183
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 2 0 7 9 40
The Efficiency of the Government’s Revenue Projections 0 0 0 25 1 5 9 47
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 1 56 1 9 18 168
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 0 2 7 36
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 6 0 4 10 90
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 33 1 10 14 75
The Trend Effect of Foreign Exchange Intervention 0 0 0 7 0 10 22 46
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 2 6 9 131
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 1 10 10 169
Total Working Papers 0 0 27 1,761 49 271 473 5,122

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 1 4 8 16
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 1 29 1 6 8 125
A modified confidence set for the structural break date in linear regression models 0 0 1 2 1 4 7 42
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 0 1 10 1 6 11 76
Confidence sets for the break date based on optimal tests 0 0 0 1 0 4 5 34
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 0 29 1 4 8 100
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 0 5 7 40
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 3 6 10 30
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 0 0 4 0 5 7 20
Intra-safe haven currency behavior during the global financial crisis 0 3 5 67 4 14 31 304
Is the Renminbi a safe haven? 0 0 0 23 2 4 11 119
Large versus small foreign exchange interventions 0 0 0 31 0 2 3 161
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 0 0 1 0 7 18 24
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 1 1 1 5 8 49
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 0 7 8 59
Reserves and risk: Evidence from China 0 0 1 3 2 6 11 34
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 0 2 3 1 7 14 20
Testing for factor loading structural change under common breaks 0 0 0 27 2 6 14 157
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 1 7 10 70
The efficiency of the Japanese government’s revenue projections 0 0 0 1 1 5 12 15
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 6 10 13 89
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 0 3 6 1 4 13 33
The trend effect of foreign exchange intervention 0 1 2 2 4 16 32 32
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 1 3 37 0 6 12 140
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 3 3 7 13 16
Total Journal Articles 0 5 23 313 36 157 294 1,805

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Statistics updated 2026-03-04