Yohei Yamamoto : Citation Profile


Are you Yohei Yamamoto?

Hitotsubashi University (90% share)
Tokyo Center for Economic Research (TCER) (10% share)

5

H index

1

i10 index

53

Citations

RESEARCH PRODUCTION:

8

Articles

22

Papers

RESEARCH ACTIVITY:

   16 years (2001 - 2017). See details.
   Cites by year: 3
   Journals where Yohei Yamamoto has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 12 (18.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya247
   Updated: 2017-04-22    RAS profile: 2017-03-04    
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Relations with other researchers


Works with:

Perron, Pierre (6)

Fatum, Rasmus (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yohei Yamamoto.

Is cited by:

Perron, Pierre (8)

Beckmann, Joscha (3)

Kühl, Michael (3)

Qian, Junhui (2)

Skrobotov, Anton (2)

Callot, Laurent (2)

Su, Liangjun (2)

Qin, Duo (2)

Kristensen, Johannes (2)

Das, Mausumi (2)

Belke, Ansgar (2)

Cites to:

Perron, Pierre (38)

Bai, Jushan (29)

Andrews, Donald (17)

Ng, Serena (9)

Watson, Mark (9)

Neely, Christopher (8)

Taylor, Mark (8)

Fatum, Rasmus (7)

Qu, Zhongjun (7)

Phillips, Peter (6)

Melvin, Michael (6)

Main data


Where Yohei Yamamoto has published?


Journals with more than one article published# docs
Econometrics Journal2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics6
Discussion Papers / Graduate School of Economics, Hitotsubashi University5
Globalization and Monetary Policy Institute Working Paper / Federal Reserve Bank of Dallas3
Discussion paper series / Hitotsubashi Institute for Advanced Study, Hitotsubashi University2

Recent works citing Yohei Yamamoto (2017 and 2016)


YearTitle of citing document
2016Measuring 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.

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2016Improving 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

2017Least 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.

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2017Medium 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.

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2017On 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.

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2017Central 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.

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2016Monitoring Parameter Constancy with Endogenous Regressors. (2016). Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-01.

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2016Confidence Sets for the Break Date in Cointegrating Regressions. (2016). Skrobotov, Anton ; Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-07.

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2017The 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.

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2016Is the Assumption of Linearity in Factor Models too Strong in Practice?. (2016). Aslanidis, Nektarios ; Hartigan, Luke . In: Discussion Papers. RePEc:swe:wpaper:2016-03.

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2016Is the Assumption of Linearity in Factor Models too Strong in Practice?. (2016). Aslanidis, Nektarios ; Hartigan, Luke . In: Working Papers. RePEc:urv:wpaper:2072/261531.

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Works by Yohei Yamamoto:


YearTitleTypeCited
2008On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper3
2001On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2001) In: Boston University - Department of Economics - Working Papers Series.
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This paper has another version. Agregated cites: 3
paper
2012On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 3
paper
2016On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2016) In: Econometric Reviews.
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This paper has another version. Agregated cites: 3
article
2008Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper6
2011Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions In: Boston University - Department of Economics - Working Papers Series.
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paper3
2012Estimating 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
2013Estimating and testing multiple structural changes in linear models using band spectral regressions.(2013) In: Econometrics Journal.
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This paper has another version. Agregated cites: 3
article
2011Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper11
2015Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors.(2015) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 11
article
2011A 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.
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paper6
2014A 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
2015Testing for factor loading structural change under common breaks In: Journal of Econometrics.
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article5
2013Testing for Factor Loading Structural Change under Common Breaks.(2013) In: Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2014Large versus small foreign exchange interventions In: Journal of Banking & Finance.
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article2
2016Intra-safe haven currency behavior during the global financial crisis In: Journal of International Money and Finance.
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article1
2012Does foreign exchange intervention volume matter? In: Globalization and Monetary Policy Institute Working Paper.
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paper1
2012Does Foreign Exchange Intervention Volume Matter?.(2012) In: EPRU Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2016Is the Renminbi a safe haven? In: Globalization and Monetary Policy Institute Working Paper.
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paper0
2017The Exchange Rate Effects of Macro News after the Global Financial Crisis In: Globalization and Monetary Policy Institute Working Paper.
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paper0
2014A Modified Confidence Set for the Structural Break Date in Linear Regression Models In: Discussion Papers.
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paper1
2015Confidence Sets for the Break Date Based on Optimal Tests In: Discussion Papers.
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paper4
2015Confidence sets for the break date based on optimal tests.(2015) In: Econometrics Journal.
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This paper has another version. Agregated cites: 4
article
2015Asymptotic Inference for Common Factor Models in the Presence of Jumps In: Discussion Papers.
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paper0
2016Asymptotic Inference for Common Factor Models in the Presence of Jumps.(2016) In: Discussion paper series.
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This paper has another version. Agregated cites: 0
paper
2016Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets In: Discussion Papers.
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paper0
2016Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions In: Discussion paper series.
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paper6
2012Bootstrap 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
2013Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR In: Global COE Hi-Stat Discussion Paper Series.
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paper1
2013Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series In: Global COE Hi-Stat Discussion Paper Series.
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paper3

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