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 6 9 159
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 0 2 15 120
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 0 3 8 71
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 0 3 6 66
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 104 3 8 29 293
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 1 1 2 142 1 4 17 395
Bubbles and Economic Fluctuations 0 0 1 15 0 2 16 29
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 0 1 4 79
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 0 0 12 173
Does foreign exchange intervention volume matter? 0 0 0 58 0 1 8 151
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 0 2 12 192
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 44 0 5 16 186
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 0 1 9 348
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 0 1 18 128
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 0 50 0 3 13 132
Is the Renminbi a Safe Haven? 0 0 0 17 0 0 14 49
Is the Renminbi a safe haven? 0 0 0 12 0 5 14 46
Is the Renminbi a safe haven? 0 0 1 16 0 3 15 116
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 1 4 9 227
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 0 0 11 105
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 0 2 14 59
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 0 5 13 110
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 2 7 162
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 0 3 11 41
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 29 0 4 15 68
Reserves and Risk: Evidence from China 0 0 0 8 0 4 7 34
Reserves and Risk: Evidence from China 0 0 1 22 0 4 11 58
Reserves and Risk: Evidence from China 0 0 0 4 0 2 8 24
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 1 1 44 1 8 19 108
Testing and Quantifying Economic Resilience 1 2 4 21 1 6 43 79
Testing for Changes in Forecasting Performance 0 0 0 1 0 1 7 45
Testing for Changes in Forecasting Performance 0 0 1 39 1 5 20 84
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 2 10 249
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 0 0 0 83 0 7 15 190
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 2 0 0 9 40
The Efficiency of the Government’s Revenue Projections 0 0 0 25 0 1 9 48
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 56 2 5 20 174
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 0 2 9 38
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 33 0 1 14 76
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 6 0 2 11 92
The Trend Effect of Foreign Exchange Intervention 0 0 0 7 0 4 22 52
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 0 8 17 141
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 0 3 13 172
Total Working Papers 2 4 11 1,767 10 135 586 5,300

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 0 5 16
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 1 29 0 2 10 127
A modified confidence set for the structural break date in linear regression models 0 0 1 2 0 3 12 47
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 0 1 10 1 3 13 79
Confidence sets for the break date based on optimal tests 0 0 0 1 0 3 8 38
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 0 29 0 2 10 103
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 0 1 8 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 2 10 33
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 1 1 5 0 4 12 25
Intra-safe haven currency behavior during the global financial crisis 1 2 8 71 1 8 40 320
Is the Renminbi a safe haven? 0 0 0 23 0 6 19 127
Large versus small foreign exchange interventions 0 0 0 31 0 3 5 164
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 0 0 1 1 6 23 33
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 1 0 3 10 52
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 1 2 14 65
Reserves and risk: Evidence from China 0 0 1 3 0 4 15 38
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 0 2 3 0 4 19 25
Testing for factor loading structural change under common breaks 0 0 0 27 0 4 17 161
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 1 2 11 72
The efficiency of the Japanese government’s revenue projections 0 0 0 1 0 1 10 17
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 1 3 16 92
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 0 2 6 0 2 14 36
The trend effect of foreign exchange intervention 0 0 1 2 0 7 38 40
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 1 2 38 0 6 14 146
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 4 14 22
Total Journal Articles 1 4 21 319 6 85 367 1,919

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10