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 2 80 4 9 20 320
A Demand System Approach to Asset Pricing 1 2 4 38 11 15 25 187
A Note on Liquidity Risk Management 0 0 0 246 1 1 2 532
Artificial intelligence and big holdings data: Opportunities for central banks 0 0 6 11 7 12 26 32
Asset Demand of U.S. Households 0 0 0 9 5 10 17 36
Asset Embeddings 0 1 22 22 16 26 51 51
Debt: Deleveraging or Default 0 0 0 0 1 2 2 112
Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow? 0 0 0 107 1 3 5 491
Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa 0 0 0 11 3 5 7 277
Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa 0 0 2 2 1 2 5 11
Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa 0 0 0 462 2 5 12 2,291
Does firm value move too much to be justified by subsequent changes in cash flow? 0 0 0 127 1 2 5 530
Durability of Output and Expected Stock Returns 0 0 0 90 0 4 5 404
Durability of Output and Expected Stock Returns 0 0 0 3 1 1 4 76
Efficient Tests of Stock Return Predictability 0 0 0 1,089 3 8 11 2,497
Efficient Tests of Stock Return Predictability 0 0 0 307 7 8 10 919
Efficient tests of stock return predictability 0 0 0 61 2 7 10 245
Exchange Rates and Asset Prices in a Global Demand System 0 0 1 16 0 2 5 24
Exchange Rates and Asset Prices in a Global Demand System 0 0 1 31 2 12 33 154
Exchange Rates and Asset Prices in a Global Demand System 0 0 0 5 2 2 9 39
Financial Inclusion Across the United States 0 0 5 6 5 6 15 18
Financial Inclusion Across the United States 0 0 0 4 4 6 11 28
Growing Risk in the Insurance Sector 0 0 0 94 0 2 3 164
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 97 3 4 4 157
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 2 6 7 108
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 34 1 4 6 184
Inspecting the Mechanism of Quantitative Easing in the Euro Area 0 0 2 51 0 2 10 108
Inspecting the Mechanism of Quantitative Easing in the Euro Area 0 0 0 16 0 0 1 55
Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models 0 0 8 8 3 9 23 23
Luxury Goods and the Equity Premium 0 0 0 513 3 7 13 2,183
Luxury Goods and the Equity Premium 0 0 1 15 1 6 16 325
Neoclassical Growth in an Interdependent World 1 1 1 1 3 4 10 10
Neoclassical Growth in an Interdependent World 0 0 2 12 4 10 19 40
Neoclassical Growth in an Interdependent World 0 1 2 25 0 1 7 39
Neoclassical Growth in an Interdependent World 0 0 1 15 2 8 11 25
Neoclassical growth in an interdependent world 0 0 0 16 2 4 8 17
Neoclassical growth in an interdependent world 1 1 1 19 2 3 7 22
Optimal Health and Longevity Insurance 0 0 0 0 1 3 3 94
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets 0 0 0 87 2 4 9 284
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets 0 0 1 16 0 2 7 122
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets 0 0 2 115 2 4 12 409
Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices 4 11 16 661 7 22 42 1,406
Risk of Life Insurers: Recent Trends and Transmission Mechanisms 0 0 0 55 4 9 10 217
Shadow Insurance 0 0 0 5 2 6 9 62
Shadow Insurance 0 0 0 70 2 6 7 327
Shadow Insurance 0 0 0 35 2 5 10 137
Testing for Weak Instruments in Linear IV Regression 2 8 25 4,347 25 58 191 11,436
The Cost of Financial Frictions for Life Insurers 0 0 1 30 1 2 3 106
The Cost of Financial Frictions for Life Insurers 0 0 3 22 3 8 15 104
The Cost of Financial Frictions for Life Insurers 0 0 0 17 2 4 8 99
The Evolution from Life Insurance to Financial Engineering 0 0 0 9 1 5 6 38
The Evolution from Life Insurance to Financial Engineering 0 0 0 9 1 2 6 36
The Fragility of Market Risk Insurance 0 0 1 24 1 6 7 42
The Fragility of Market Risk Insurance 0 0 0 34 4 7 10 163
The Fragility of Market Risk Insurance 0 0 0 22 0 0 2 68
Understanding the Ownership Structure of Corporate Bonds 2 2 2 23 4 10 13 61
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices? 0 0 0 225 14 22 24 519
Which Investors Matter for Equity Valuations and Expected Returns? 0 1 2 32 0 7 23 172
Which Investors Matter for Equity Valuations and Expected Returns? 0 0 0 9 2 6 7 41
Which Investors Matter for Global Equity Valuations and Expected Returns? 0 1 2 10 1 3 6 21
Why Do Household Portfolio Shares Rise in Wealth? 0 0 0 61 3 6 10 305
Why do Household Portfolio Shares Rise in Wealth? 0 0 0 0 0 5 7 192
Worker Betas: Five Facts About Systematic Earnings Risk 0 0 0 7 2 2 5 54
Worker Betas: Five Facts about Systematic Earnings Risk 0 0 0 6 3 3 4 59
Worker Betas: Five Facts about Systematic Earnings Risk 0 0 0 20 0 4 5 81
Total Working Papers 11 30 117 9,594 194 439 896 29,389


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 1 2 269 0 1 8 743
A Demand System Approach to Asset Pricing 1 6 32 182 10 31 120 724
A Note on Liquidity Risk Management 0 0 0 151 2 3 5 523
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 79 97 123 2,327
Asset Prices Under Habit Formation and Reference-Dependent Preferences 0 0 0 82 0 1 4 217
Asymptotic properties of the Hahn-Hausman test for weak-instruments 0 0 0 301 0 2 4 778
Comment 0 0 0 7 0 3 4 69
Does firm value move too much to be justified by subsequent changes in cash flow 0 0 0 131 3 10 12 521
Durability of Output and Expected Stock Returns 0 0 0 124 2 7 14 709
Efficient tests of stock return predictability 0 0 0 563 6 10 18 1,446
Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak 0 0 10 408 4 10 36 1,008
Euro-Area Quantitative Easing and Portfolio Rebalancing 0 1 2 161 2 5 11 402
Eurosystem asset purchases and portfolio rebalancing in the euro area 0 0 0 25 0 3 4 70
Financial Inclusion Across the United States 0 0 2 2 6 9 20 20
Global Life Insurers during a Low Interest Rate Environment 0 0 4 41 1 5 10 100
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 16 1 4 13 128
Inspecting the mechanism of quantitative easing in the euro area 0 2 8 69 2 9 40 235
Leverage dynamics and credit quality 0 0 1 31 2 3 8 104
Measuring business cycles: A wavelet analysis of economic time series 0 2 4 232 2 7 15 528
New Perspectives on Insurance 0 0 8 57 2 3 21 129
Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets 0 0 2 73 1 2 17 268
Shadow Insurance 0 1 2 29 2 9 13 251
The Cost of Financial Frictions for Life Insurers 0 0 2 68 0 1 5 326
The Fragility of Market Risk Insurance 0 0 1 31 3 7 17 108
The evolution from life insurance to financial engineering 0 0 0 8 0 2 6 60
Understanding the Ownership Structure of Corporate Bonds 0 0 1 15 1 4 12 43
What does futures market interest tell us about the macroeconomy and asset prices? 0 1 3 176 6 9 26 583
Which Investors Matter for Equity Valuations and Expected Returns? 0 0 0 0 1 6 18 21
Why Do Household Portfolio Shares Rise in Wealth? 0 1 3 76 1 8 18 451
Worker Betas: Five Facts about Systematic Earnings Risk 0 0 0 33 1 2 14 233
Total Journal Articles 1 15 87 3,361 140 273 636 13,125


Statistics updated 2026-01-09