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 6 140
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 0 0 10 96
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 25 0 0 10 55
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 0 1 6 53
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 139 0 4 25 346
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 3 6 97 0 5 31 212
Confidence Sets for the Break Date Based on Optimal Tests 0 0 1 96 0 0 5 67
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 3 4 12 144
Does foreign exchange intervention volume matter? 0 0 0 58 1 5 14 125
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 0 1 11 171
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 43 0 0 5 161
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 0 1 10 338
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 0 0 2 108
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 2 6 44 0 6 24 83
Is the Renminbi a Safe Haven? 0 0 1 17 0 1 9 31
Is the Renminbi a safe haven? 0 1 2 12 0 4 7 27
Is the Renminbi a safe haven? 0 0 0 15 2 4 10 96
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 1 3 7 62 6 12 41 185
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 1 35 1 3 16 75
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 1 2 26 0 1 4 38
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 0 0 5 94
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 2 7 147
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 1 1 4 29
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 28 0 1 3 47
Reserves and Risk: Evidence from China 0 0 1 6 0 1 4 16
Reserves and Risk: Evidence from China 0 1 2 21 0 2 9 45
Reserves and Risk: Evidence from China 0 0 0 4 0 0 2 13
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 2 42 1 4 19 78
Testing for Changes in Forecasting Performance 0 0 0 0 0 1 12 32
Testing for Changes in Forecasting Performance 0 0 0 36 0 0 12 57
Testing for Changes in Forecasting Performance 0 0 0 69 0 3 12 74
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 0 0 9 230
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 1 4 74 5 7 36 134
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 1 0 0 2 25
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 1 21 0 0 6 27
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 55 0 3 10 134
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 31 0 1 8 57
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 2 4 5 6 21 45
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 65 0 0 4 117
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 0 1 10 149
Total Working Papers 1 12 39 1,646 25 86 453 4,101


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 0 28 0 2 8 113
A modified confidence set for the structural break date in linear regression models 0 0 0 1 0 2 9 27
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 1 4 7 0 2 19 50
Confidence sets for the break date based on optimal tests 0 0 0 1 0 0 3 23
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 1 2 28 0 2 9 87
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 0 0 1 31
Intra-safe haven currency behavior during the global financial crisis 1 2 8 46 1 7 51 211
Is the Renminbi a safe haven? 0 0 3 22 1 1 9 89
Large versus small foreign exchange interventions 0 0 2 26 3 5 20 112
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 0 0 0 4 39
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 3 0 1 8 46
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 0 0 0 0 2 2 2
Testing for factor loading structural change under common breaks 0 0 1 24 0 0 7 130
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 1 2 0 0 19 52
The exchange rate effects of macro news after the global Financial Crisis 0 0 3 7 0 1 14 63
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 0 0 0 2 5 6 6
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 30 0 0 9 119
Total Journal Articles 1 4 24 229 7 30 198 1,200


Statistics updated 2022-08-04