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 1 1 10 160
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 0 0 15 120
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 0 0 6 66
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 0 1 9 72
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 1 1 142 0 1 15 395
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 0 104 1 4 28 294
Bubbles and Economic Fluctuations 0 0 1 15 1 2 18 31
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 1 1 5 80
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 0 8 151
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 44 1 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 1 1 10 349
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 1 1 19 129
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 0 50 0 1 13 133
Is the Renminbi a Safe Haven? 0 0 0 17 2 2 16 51
Is the Renminbi a safe haven? 0 0 0 12 1 1 14 47
Is the Renminbi a safe haven? 0 0 1 16 0 0 15 116
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 0 0 10 105
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 0 0 14 59
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 1 2 10 228
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 1 1 14 111
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 0 7 162
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 1 1 12 42
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 29 1 1 16 69
Reserves and Risk: Evidence from China 0 0 0 8 3 3 10 37
Reserves and Risk: Evidence from China 0 0 1 22 0 0 11 58
Reserves and Risk: Evidence from China 0 0 0 4 0 0 8 24
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 1 44 0 1 19 108
Testing and Quantifying Economic Resilience 1 2 4 22 2 3 44 81
Testing for Changes in Forecasting Performance 0 0 0 69 0 0 7 91
Testing for Changes in Forecasting Performance 0 0 1 39 2 3 22 86
Testing for Changes in Forecasting Performance 0 0 0 1 1 1 7 46
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 1 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 1 1 9 49
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 0 0 8 38
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 56 0 2 19 174
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 33 0 0 13 76
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 6 3 3 13 95
The Trend Effect of Foreign Exchange Intervention 0 0 0 7 1 1 22 53
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 0 0 16 141
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 1 1 14 173
Total Working Papers 1 3 10 1,768 29 44 602 5,334

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 6 17
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 1 29 0 1 10 128
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 1 2 13 80
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 1 1 11 34
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 0 1 5 3 3 14 28
Intra-safe haven currency behavior during the global financial crisis 1 2 9 72 3 7 44 326
Is the Renminbi a safe haven? 0 0 0 23 0 1 18 128
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 1 2 23 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 2 14 66
Reserves and risk: Evidence from China 0 0 1 3 1 1 16 39
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 15 162
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 0 1 10 72
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 3 18 94
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 0 0 6 2 3 14 39
The trend effect of foreign exchange intervention 1 1 2 3 5 6 42 46
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 2 38 0 0 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 2 2 16 24
Total Journal Articles 2 3 18 321 19 37 373 1,950

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Statistics updated 2026-09-10