5
H index
1
i10 index
54
Citations
Yohei Yamamoto : Citation Profile
Hitotsubashi University (90% share) | RESEARCH PRODUCTION: 8 Articles 22 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2001 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yohei Yamamoto. | Is cited by:
| Cites to:
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Main data
Where Yohei Yamamoto has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometrics Journal | 2 |
Recent works citing Yohei Yamamoto (2017 and 2016)
| Year | Title of citing document |
|---|---|
| 2017 | The Renminbi central parity : An empirical investigation. (2017). Cheung, Yin-Wong ; Tsang, Andrew ; Hui, Cho-Hoi . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_007. Full description at Econpapers || Download paper |
| 2016 | Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974. Full description at Econpapers || Download paper |
| 2016 | Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown. (2016). Harvey, David I ; Leybourne, Stephen J. In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:239-245. Full description at Econpapers || Download paper |
| 2017 | Least squares estimation of large dimensional threshold factor models. (2017). Massacci, Daniele . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:101-129. Full description at Econpapers || Download paper |
| 2017 | Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:218-244. Full description at Econpapers || Download paper |
| 2017 | On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia . In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101. Full description at Econpapers || Download paper |
| 2017 | Central banks and macroeconomic policy choices: Relaxing the trilemma. (2017). Steiner, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:283-299. Full description at Econpapers || Download paper |
| 2016 | Monitoring Parameter Constancy with Endogenous Regressors. (2016). Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-01. Full description at Econpapers || Download paper |
| 2016 | Confidence Sets for the Break Date in Cointegrating Regressions. (2016). Skrobotov, Anton ; Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-07. Full description at Econpapers || Download paper |
| 2017 | The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis. (2017). Cheung, Yin-Wong ; Tsang, Andrew ; Hui, Cho-Hoi . In: Working Papers. RePEc:hkm:wpaper:062017. Full description at Econpapers || Download paper |
| 2016 | Is the Assumption of Linearity in Factor Models too Strong in Practice?. (2016). Aslanidis, Nektarios ; Hartigan, Luke . In: Discussion Papers. RePEc:swe:wpaper:2016-03. Full description at Econpapers || Download paper |
| 2016 | Is the Assumption of Linearity in Factor Models too Strong in Practice?. (2016). Aslanidis, Nektarios ; Hartigan, Luke . In: Working Papers. RePEc:urv:wpaper:2072/261531. Full description at Econpapers || Download paper |
Works by Yohei Yamamoto:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 3 |
| 2001 | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2001) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2012) In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2008 | Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 6 |
| 2011 | Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 3 |
| 2012 | Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions.(2012) In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Estimating and testing multiple structural changes in linear models using band spectral regressions.(2013) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2011 | Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 11 |
| 2015 | Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2011 | A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 6 |
| 2014 | A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS.(2014) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2015 | Testing for factor loading structural change under common breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2013 | Testing for Factor Loading Structural Change under Common Breaks.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | Large versus small foreign exchange interventions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Intra-safe haven currency behavior during the global financial crisis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 2012 | Does foreign exchange intervention volume matter? In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Does Foreign Exchange Intervention Volume Matter?.(2012) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Is the Renminbi a safe haven? In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Exchange Rate Effects of Macro News after the Global Financial Crisis In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A Modified Confidence Set for the Structural Break Date in Linear Regression Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Confidence Sets for the Break Date Based on Optimal Tests In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Confidence sets for the break date based on optimal tests.(2015) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2015 | Asymptotic Inference for Common Factor Models in the Presence of Jumps In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Asymptotic Inference for Common Factor Models in the Presence of Jumps.(2016) In: Discussion paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions In: Discussion paper series. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions.(2012) In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 1st 2017. Contact: CitEc Team