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 4 150
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 0 1 3 105
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 31 0 0 0 60
Asymptotic Inference for Common Factor Models in the Presence of Jumps 0 0 0 26 0 0 1 63
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 0 0 2 104 2 3 9 264
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions 1 1 1 140 1 2 4 378
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 0 0 1 75
Does Foreign Exchange Intervention Volume Matter? 0 0 0 49 0 0 2 161
Does foreign exchange intervention volume matter? 0 0 0 58 0 0 1 143
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 1 44 0 0 4 170
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 0 1 3 180
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 0 0 1 339
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series 0 0 0 67 0 0 2 110
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances 0 0 1 50 0 0 4 119
Is the Renminbi a Safe Haven? 0 0 0 17 1 2 2 35
Is the Renminbi a safe haven? 0 0 0 12 0 0 0 32
Is the Renminbi a safe haven? 0 0 0 15 0 0 0 101
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 27 0 0 2 45
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 65 0 0 4 218
Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields 0 0 0 38 0 0 1 94
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 0 0 0 30
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 2 3 155
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 0 0 2 97
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 1 29 0 0 3 53
Reserves and Risk: Evidence from China 0 0 0 21 0 1 1 47
Reserves and Risk: Evidence from China 0 0 1 8 1 1 5 27
Reserves and Risk: Evidence from China 0 0 0 4 0 1 1 16
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 43 0 0 1 89
Testing and Quantifying Economic Resilience 0 1 17 17 12 14 36 36
Testing for Changes in Forecasting Performance 0 0 0 1 0 0 1 38
Testing for Changes in Forecasting Performance 0 0 1 38 0 0 2 64
Testing for Changes in Forecasting Performance 0 0 0 69 0 0 3 84
Testing for Factor Loading Structural Change under Common Breaks 0 0 0 87 0 0 1 239
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets 1 2 4 83 1 2 5 175
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 2 0 0 0 31
The Efficiency of the Government’s Revenue Projections 0 0 2 25 1 1 7 39
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 1 1 56 1 3 5 154
The Exchange Rate Effects of Macro News after the Global Financial Crisis 0 0 0 21 0 0 1 29
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 6 0 0 5 81
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 1 1 33 0 1 2 62
The Trend Effect of Foreign Exchange Intervention 0 0 3 7 1 6 15 30
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR 0 0 0 66 1 2 5 124
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 0 0 5 159
Total Working Papers 2 6 37 1,742 22 44 157 4,701

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 1 3 1 1 6 11
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 0 28 0 0 0 117
A modified confidence set for the structural break date in linear regression models 0 0 0 1 0 0 2 35
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions 0 0 0 9 0 1 4 66
Bubble Expectations and Economic Growth in Japan 0 1 2 2 0 2 8 8
Confidence sets for the break date based on optimal tests 0 0 0 1 0 1 4 30
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 1 29 0 1 3 93
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series 0 0 0 4 0 0 1 33
Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices 0 0 10 11 0 1 20 23
Identifying factor‐augmented vector autoregression models via changes in shock variances 0 0 1 4 0 0 2 13
Intra-safe haven currency behavior during the global financial crisis 1 1 7 63 3 5 16 280
Is the Renminbi a safe haven? 0 0 0 23 0 0 0 108
Large versus small foreign exchange interventions 0 0 1 31 1 1 6 159
Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields 0 0 1 1 0 2 10 10
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 1 1 1 0 1 2 42
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 0 0 0 51
Reserves and risk: Evidence from China 0 0 0 2 0 0 2 23
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 0 0 1 0 0 1 6
Testing for factor loading structural change under common breaks 0 0 1 27 1 1 5 144
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 0 1 4 61
The efficiency of the Japanese government’s revenue projections 0 0 1 1 2 3 7 7
The exchange rate effects of macro news after the global Financial Crisis 0 0 0 7 0 0 1 76
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 1 2 4 1 2 3 22
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 1 2 2 36 1 3 5 132
Total Journal Articles 2 6 31 297 10 26 112 1,550

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Statistics updated 2025-07-04