Access Statistics for Motohiro Yogo

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 Demand System Approach to Asset Pricing 0 1 3 81 8 16 37 341
A Demand System Approach to Asset Pricing 0 2 6 41 4 14 44 210
A Note on Liquidity Risk Management 1 1 1 247 2 4 8 538
Artificial intelligence and big holdings data: Opportunities for central banks 0 1 3 12 3 7 28 44
Asset Demand of U.S. Households 0 0 0 9 1 5 19 41
Asset Embeddings 0 1 23 23 3 12 66 67
Debt: Deleveraging or Default 0 0 0 0 4 4 7 117
Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow? 0 0 0 107 2 4 14 500
Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa 0 0 0 462 4 7 18 2,300
Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa 0 0 1 2 3 8 18 25
Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa 0 0 0 11 2 5 15 285
Does firm value move too much to be justified by subsequent changes in cash flow? 0 0 0 127 4 5 13 539
Durability of Output and Expected Stock Returns 0 0 0 3 4 7 16 90
Durability of Output and Expected Stock Returns 0 0 0 90 2 7 18 418
Efficient Tests of Stock Return Predictability 0 0 0 307 10 13 25 935
Efficient Tests of Stock Return Predictability 0 1 1 1,090 12 24 40 2,527
Efficient tests of stock return predictability 0 0 0 61 3 4 17 253
Exchange Rates and Asset Prices in a Global Demand System 0 1 2 17 2 5 12 31
Exchange Rates and Asset Prices in a Global Demand System 0 0 0 5 2 8 22 54
Exchange Rates and Asset Prices in a Global Demand System 0 0 1 31 5 12 44 170
Financial Inclusion Across the United States 0 0 0 4 1 5 45 64
Financial Inclusion Across the United States 0 0 1 6 2 7 20 29
Growing Risk in the Insurance Sector 0 0 0 94 1 1 5 167
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 2 10 32 133
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 1 1 98 2 5 10 163
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 1 2 35 3 7 13 191
Inspecting the Mechanism of Quantitative Easing in the Euro Area 0 0 0 51 1 5 12 115
Inspecting the Mechanism of Quantitative Easing in the Euro Area 0 0 0 16 3 5 7 62
Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models 0 1 4 10 3 8 26 35
Luxury Goods and the Equity Premium 0 0 0 513 4 7 18 2,192
Luxury Goods and the Equity Premium 0 0 1 15 4 5 18 333
Neoclassical Growth in an Interdependent World 0 0 1 15 0 2 14 28
Neoclassical Growth in an Interdependent World 0 0 1 1 2 4 12 16
Neoclassical Growth in an Interdependent World 0 0 2 25 0 0 6 43
Neoclassical Growth in an Interdependent World 0 0 1 12 3 6 27 52
Neoclassical growth in an interdependent world 0 0 0 16 1 3 9 22
Neoclassical growth in an interdependent world 0 0 1 19 1 2 9 26
Optimal Health and Longevity Insurance 0 0 0 0 2 4 8 99
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets 0 0 0 87 1 1 10 286
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets 0 1 2 116 2 4 20 420
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets 0 0 1 16 4 9 18 134
Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices 1 1 13 662 2 6 41 1,419
Risk of Life Insurers: Recent Trends and Transmission Mechanisms 0 0 0 55 2 5 18 225
Shadow Insurance 0 1 1 6 4 7 19 72
Shadow Insurance 0 0 0 35 4 6 20 149
Shadow Insurance 0 0 0 70 7 12 22 343
Testing for Weak Instruments in Linear IV Regression 5 12 32 4,360 37 97 252 11,559
The Cost of Financial Frictions for Life Insurers 0 0 3 22 3 7 25 114
The Cost of Financial Frictions for Life Insurers 0 0 0 17 1 3 10 103
The Cost of Financial Frictions for Life Insurers 0 0 1 30 2 2 7 110
The Evolution from Life Insurance to Financial Engineering 0 0 0 9 4 6 10 44
The Evolution from Life Insurance to Financial Engineering 1 1 1 10 4 7 16 49
The Fragility of Market Risk Insurance 0 1 2 25 0 5 15 50
The Fragility of Market Risk Insurance 0 0 0 22 1 3 8 75
The Fragility of Market Risk Insurance 0 0 0 34 2 7 18 173
Understanding the Ownership Structure of Corporate Bonds 0 1 3 24 1 5 19 68
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices? 0 0 0 225 4 5 39 535
Which Investors Matter for Equity Valuations and Expected Returns? 0 2 2 11 1 5 15 50
Which Investors Matter for Equity Valuations and Expected Returns? 0 0 1 32 2 5 28 186
Which Investors Matter for Global Equity Valuations and Expected Returns? 0 0 1 10 1 6 13 30
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 1 3 18 315
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 4 4 21 207
Worker Betas: Five Facts About Systematic Earnings Risk 0 0 0 7 1 1 10 61
Worker Betas: Five Facts about Systematic Earnings Risk 0 0 0 6 1 2 9 65
Worker Betas: Five Facts about Systematic Earnings Risk 0 0 0 20 1 4 16 92
Total Working Papers 8 31 119 9,628 212 484 1,489 30,189


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consumption‐Based Explanation of Expected Stock Returns 0 0 3 270 8 13 22 760
A Demand System Approach to Asset Pricing 1 6 34 189 6 24 123 757
A Note on Liquidity Risk Management 1 2 2 153 2 4 13 531
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 18 25 153 2,367
Asset Prices Under Habit Formation and Reference-Dependent Preferences 0 0 0 82 3 6 12 225
Asymptotic properties of the Hahn-Hausman test for weak-instruments 0 0 0 301 2 4 13 789
Comment 0 0 0 7 2 2 9 74
Does firm value move too much to be justified by subsequent changes in cash flow 0 0 0 131 3 6 29 540
Durability of Output and Expected Stock Returns 0 0 0 124 1 4 20 717
Efficient tests of stock return predictability 0 0 0 563 10 12 37 1,466
Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak 0 1 5 409 6 13 34 1,026
Euro-Area Quantitative Easing and Portfolio Rebalancing 0 0 4 163 2 4 19 411
Eurosystem asset purchases and portfolio rebalancing in the euro area 0 0 0 25 0 1 8 74
Financial Inclusion Across the United States 0 0 1 2 3 8 23 29
Global Life Insurers during a Low Interest Rate Environment 0 0 3 41 1 3 14 106
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 1 1 17 3 12 26 144
Inspecting the mechanism of quantitative easing in the euro area 1 2 6 71 6 11 43 249
Leverage dynamics and credit quality 0 1 2 32 5 6 15 113
Measuring business cycles: A wavelet analysis of economic time series 0 0 2 232 2 7 21 539
New Perspectives on Insurance 0 0 4 58 4 10 29 147
Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets 0 1 1 74 2 5 17 275
Shadow Insurance 1 2 4 31 2 5 20 259
The Cost of Financial Frictions for Life Insurers 0 0 1 69 1 1 10 333
The Fragility of Market Risk Insurance 0 1 2 32 7 9 26 120
The evolution from life insurance to financial engineering 0 0 0 8 4 9 16 72
Understanding the Ownership Structure of Corporate Bonds 1 3 4 18 2 7 19 51
What does futures market interest tell us about the macroeconomy and asset prices? 0 0 4 177 4 7 30 596
Which Investors Matter for Equity Valuations and Expected Returns? 0 0 0 0 2 5 24 31
Why Do Household Portfolio Shares Rise in Wealth? 0 1 3 77 2 3 17 458
Worker Betas: Five Facts about Systematic Earnings Risk 0 0 0 33 4 10 20 246
Total Journal Articles 5 21 86 3,389 117 236 862 13,505


Statistics updated 2026-05-06