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 1 1 54 1 4 11 125
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 0 2 3 77
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 29 0 1 8 36
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 25 2 4 8 40
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 3 87 0 2 17 166
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 1 138 1 3 7 303
Confidence Sets for the Break Date Based on Optimal Tests 0 1 1 95 0 2 9 52
Does Foreign Exchange Intervention Volume Matter? 0 0 1 49 0 3 10 120
Does foreign exchange intervention volume matter? 0 0 1 58 0 1 7 102
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 1 41 0 2 13 143
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 0 2 14 148
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 0 3 6 324
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 1 67 1 4 12 103
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 4 36 0 1 16 41
Is the Renminbi a Safe Haven? 0 0 2 16 1 2 13 16
Is the Renminbi a safe haven? 1 1 1 15 2 3 12 54
Is the Renminbi a safe haven? 0 0 3 9 0 1 10 13
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 1 5 51 6 16 50 105
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 1 1 8 24 4 8 25 32
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 10 33 4 10 33 44
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 2 9 130
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 0 2 6 79
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 0 4 7 17
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 3 26 1 4 21 33
Reserves and Risk: Evidence from China 2 17 17 17 3 20 20 20
Reserves and Risk: Evidence from China 1 4 4 4 2 6 6 6
Reserves and Risk: Evidence from China 0 3 3 3 0 2 2 2
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 1 5 37 0 6 22 38
Testing for Changes in Forecasting Performance 0 0 0 36 0 2 10 28
Testing for Changes in Forecasting Performance 0 0 0 0 0 2 2 2
Testing for Changes in Forecasting Performance 0 0 0 68 0 2 11 44
Testing for Factor Loading Structural Change under Common Breaks 0 0 1 85 3 4 12 209
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 0 1 63 0 4 13 80
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 0 2 15 15 15
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 2 19 2 4 11 17
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 1 7 54 3 6 19 106
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 0 0 4 4 4
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 26 26 1 6 29 29
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 1 2 65 1 4 8 109
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 0 3 4 127
Total Working Papers 5 32 114 1,562 40 176 515 3,139

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 27 0 2 6 92
A modified confidence set for the structural break date in linear regression models 0 0 1 1 1 2 9 12
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 1 1 3 0 4 12 22
Confidence sets for the break date based on optimal tests 0 0 0 1 0 1 6 15
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 1 26 0 2 7 66
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 1 4 0 2 9 27
Intra-safe haven currency behavior during the global financial crisis 0 5 15 35 3 15 51 122
Is the Renminbi a safe haven? 0 1 4 16 0 3 15 63
Large versus small foreign exchange interventions 0 0 0 24 1 2 9 79
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 0 0 2 9 25
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 1 3 1 4 14 24
Testing for factor loading structural change under common breaks 0 0 2 21 1 4 19 109
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 0 2 3 3 3
The exchange rate effects of macro news after the global Financial Crisis 0 0 2 3 1 2 24 27
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 1 3 27 0 5 13 96
Total Journal Articles 0 8 31 191 10 53 206 782

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Statistics updated 2020-09-04