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 10 160
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 3 3 18 123
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 0 1 9 72
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 0 0 5 66
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 1 142 0 0 14 395
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 104 1 2 29 295
Bubbles and Economic Fluctuations 0 0 1 15 0 2 17 31
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 0 1 5 80
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 0 0 11 173
Does foreign exchange intervention volume matter? 0 0 0 58 0 0 8 151
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 44 0 1 17 187
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 0 0 11 192
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 0 1 8 349
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 0 1 19 129
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 0 50 0 1 12 133
Is the Renminbi a Safe Haven? 0 0 0 17 1 3 17 52
Is the Renminbi a safe haven? 0 0 1 16 0 0 14 116
Is the Renminbi a safe haven? 0 0 0 12 0 1 13 47
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 1 1 14 60
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 1 1 1 39 1 1 11 106
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 0 1 10 228
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 1 2 15 112
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 1 2 13 43
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 0 7 162
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 29 0 1 16 69
Reserves and Risk: Evidence from China 0 0 0 4 0 0 8 24
Reserves and Risk: Evidence from China 0 0 0 8 0 3 10 37
Reserves and Risk: Evidence from China 0 0 0 22 0 0 10 58
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 1 44 1 1 20 109
Testing and Quantifying Economic Resilience 0 1 4 22 0 2 35 81
Testing for Changes in Forecasting Performance 0 0 1 39 0 2 22 86
Testing for Changes in Forecasting Performance 0 0 0 1 0 1 7 46
Testing for Changes in Forecasting Performance 0 0 0 69 0 0 7 91
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 0 1 11 250
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 0 0 83 0 1 15 191
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 2 0 1 10 41
The Efficiency of the Government’s Revenue Projections 0 0 0 25 0 1 9 49
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 56 1 1 20 175
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 0 0 7 38
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 33 1 1 14 77
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 6 0 3 13 95
The Trend Effect of Foreign Exchange Intervention 0 0 0 7 0 1 21 53
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 1 1 1 67 1 1 17 142
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 0 1 14 173
Total Working Papers 2 3 11 1,770 13 47 593 5,347

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 0 3 0 1 5 17
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 0 29 0 1 9 128
A modified confidence set for the structural break date in linear regression models 0 0 0 2 0 0 9 47
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 0 0 10 2 3 14 82
Confidence sets for the break date based on optimal tests 0 0 0 1 0 0 8 38
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 0 29 0 0 10 103
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 0 0 7 41
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 11 34
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 0 1 5 0 3 13 28
Intra-safe haven currency behavior during the global financial crisis 0 1 9 72 1 7 45 327
Is the Renminbi a safe haven? 0 0 0 23 0 1 17 128
Large versus small foreign exchange interventions 0 0 0 31 0 0 5 164
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 0 0 1 0 1 22 34
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 1 0 0 9 52
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 0 1 14 66
Reserves and risk: Evidence from China 0 0 0 3 1 2 14 40
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 0 1 3 0 0 17 25
Testing for factor loading structural change under common breaks 0 0 0 27 0 1 14 162
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 1 1 11 73
The efficiency of the Japanese government’s revenue projections 0 0 0 1 0 0 10 17
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 0 2 18 94
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 2 2 2 8 3 6 16 42
The trend effect of foreign exchange intervention 0 1 2 3 0 6 38 46
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 2 38 2 2 16 148
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 1 3 0 2 16 24
Total Journal Articles 2 4 18 323 10 41 368 1,960

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Statistics updated 2026-10-11