Motohiro Yogo : Citation Profile


Are you Motohiro Yogo?

Princeton University (99% share)
National Bureau of Economic Research (NBER) (1% share)

20

H index

23

i10 index

4277

Citations

RESEARCH PRODUCTION:

24

Articles

48

Papers

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 194
   Journals where Motohiro Yogo has often published
   Relations with other researchers
   Recent citing documents: 540.    Total self citations: 20 (0.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyo20
   Updated: 2021-11-28    RAS profile: 2021-10-22    
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Relations with other researchers


Works with:

koijen, ralph (6)

Koulischer, Francois (6)

Guvenen, Fatih (4)

Nguyen, Benoît (4)

Schulhofer-Wohl, Sam (4)

Song, Jae (3)

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

Is cited by:

Dufour, Jean-Marie (23)

Hjalmarsson, Erik (21)

Khalaf, Lynda (21)

Sousa, Ricardo (21)

Campbell, John (18)

Doko Tchatoka, Firmin (18)

CAI, ZONGWU (17)

Rossi, Barbara (17)

Kilian, Lutz (13)

Schrimpf, Andreas (13)

Van Nieuwerburgh, Stijn (13)

Cites to:

Campbell, John (36)

French, Kenneth (14)

Stock, James (10)

Fama, Eugene (9)

Vayanos, Dimitri (8)

Pagano, Marco (8)

Altavilla, Carlo (8)

Stambaugh, Robert (8)

Simonelli, Saverio (8)

Cochrane, John (8)

KRISHNAMURTHY, ARVIND (7)

Main data


Where Motohiro Yogo has published?


Journals with more than one article published# docs
American Economic Review4
Journal of Financial Economics4
Journal of Business & Economic Statistics3
Journal of Finance2
Economics Letters2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
Staff Report / Federal Reserve Bank of Minneapolis5
2007 Meeting Papers / Society for Economic Dynamics2

Recent works citing Motohiro Yogo (2021 and 2020)


YearTitle of citing document
2021The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01.

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2020Revisiting empirical studies on the liquidity effect: An identication-robust approach. (2020). Masson, Virginie ; Doko Tchatoka, Firmin ; Slinger, Lauren. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-02.

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2021Endogenous Education and Long-Run Factor Shares. (2021). Sampson, Thomas ; Oberfield, Ezra ; Helpman, Elhanan ; Grossman, Gene M. In: American Economic Review: Insights. RePEc:aea:aerins:v:3:y:2021:i:2:p:215-32.

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2020A first-stage test for instrumental variables quantile regression.. (2020). Montes-Rojas, Gabriel ; Galvao, Antonio F ; Alejo, Javier. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4304.

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2021.

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2021.

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2020Monetary policy and the top one percent: Evidence from a century of modern economic history. (2020). El Herradi, Mehdi ; Leroy, Aurelien. In: AMSE Working Papers. RePEc:aim:wpaimx:2047.

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2020Paying Them to Hate US: The Effect of U.S. Military Aid on Anti-American Terrorism, 1968-2014. (2020). Krieger, Tim ; Dimant, Eugen ; Meierrieks, Daniel. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:013.

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2020Supporting innovative entrepreneurship: an evaluation of the Italian Start-up Act. (2020). Santoleri, Pietro ; Menon, Carlo ; Manaresi, Francesco. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:163.

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2021Communication of Credit Rating Agencies and Financial Markets. (2021). Menna, Lorenzo ; Tobal, Martin. In: Working Papers. RePEc:aoz:wpaper:80.

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2021Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783.

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2021Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Optimal Investing after Retirement Under Time-Varying Risk Capacity Constraint. (2020). Zhu, Zimu ; Tian, Weidong. In: Papers. RePEc:arx:papers:2005.13741.

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2020The Importance of Cognitive Domains and the Returns to Schooling in South Africa: Evidence from Two Labor Surveys. (2020). Jimi, Nusrat ; Nikolov, Plamen. In: Papers. RePEc:arx:papers:2006.00739.

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2021New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2020Locally trimmed least squares: conventional inference in possibly nonstationary models. (2020). Kasparis, Ioannis ; Hu, Zhishui ; Wang, Qiying. In: Papers. RePEc:arx:papers:2006.12595.

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2020Optimal Investment, Heterogeneous Consumption and Best Time for Retirement. (2020). Zheng, Harry ; Xu, Zuo Quan. In: Papers. RePEc:arx:papers:2008.00392.

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2021Portfolio Selection under Median and Quantile Maximization. (2020). Kou, Steven ; Jiang, Zhaoli ; He, Xue Dong. In: Papers. RePEc:arx:papers:2008.10257.

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2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2021A Test for Kronecker Product Structure Covariance Matrix. (2020). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2010.10961.

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2021Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

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2021Weak Instrumental Variables: Limitations of Traditional 2SLS and Exploring Alternative Instrumental Variable Estimators. (2021). Huang, Aiwei ; Malkhasyan, Laura ; Chandra, Madhurima. In: Papers. RePEc:arx:papers:2104.12370.

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2021Two Stochastic Control Problems In Capital Structure and Portfolio Choice. (2021). Huang, Shan. In: Papers. RePEc:arx:papers:2107.02242.

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2021Empirical evidence on the Euler equation for investment in the US. (2021). Haque, Qazi ; Mavroeidis, Sophocles ; Magnusson, Leandro M ; Ascari, Guido. In: Papers. RePEc:arx:papers:2107.08713.

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2021A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873.

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2021Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Gao, Jiti ; Dong, Chaohua ; Tu, Yundong. In: Papers. RePEc:arx:papers:2111.02023.

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2021Bank Liquidity Risk: Significance of Financial Disclosure and Governance Practice. (2021). Bhowmik, Probir Kumar ; Sarker, Niluthpaul. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:724-744.

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2021The ECB and the Cost of Independence. Unearthing a New Doom-Loop in the European Monetary Union. (2021). Marozzi, Armando. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20152.

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2020Primary Dealers and the Demand for Government Debt. (2020). Kastl, Jakub ; Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:20-29.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2020Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20.

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2020Doubling Down on Debt: Limited Liability as a Financial Friction. (2020). Szkup, Michal ; Perla, Jesse ; Pflueger, Carolin. In: Working Papers. RePEc:bfi:wpaper:2020-122.

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2021Fiscal and monetary policy interactions in a low interest rate world. (2021). Orphanides, Athanasios ; Mojon, Benoit ; Lombardi, Marco ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:954.

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2020Rollover risk and managerial cost adjustment decisions. (2020). Zheng, Kenneth ; Li, Wulung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2843-2878.

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2020Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850.

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2021The ‘right’ level for the superannuation guarantee: identifying the key considerations. (2021). Warren, Geoffrey J ; Tang, Yifu ; Khemka, Gaurav. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4435-4474.

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2021The effect of stock liquidity on investment efficiency under financing constraints and asymmetric information: Evidence from the United States. (2021). Naidu, Dharmendra ; Haman, Janto ; Quah, Heidi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2109-2150.

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2021Internal governance and innovation. (2021). Liu, Yunguo ; Chen, Yujiang ; Xie, Sujuan. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2507-2538.

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2020Zombie Firms and Soft Budget Constraints in the Chinese Stock Market*. (2020). Zhou, Huiyu ; Chen, Yongqiao ; Zhang, Chenyan. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:1:p:51-77.

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2020Approximation of bias and mean‐squared error in two‐sample Mendelian randomization analyses. (2020). Yu, Kai ; Song, Lei ; Zhang, Han ; Deng, LU. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:369-379.

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2020On Mendelian randomization analysis of case‐control study. (2020). Yu, Kai ; Gail, Mitchell H ; Deng, LU ; Albanes, Demetrius ; Berndt, Sonja I ; Qin, Jing ; Zhang, Han. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:380-391.

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2021Board gender diversity and carbon emissions: European evidence on curvilinear relationships and critical mass. (2021). Velte, Patrick ; Nuber, Claudio. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1958-1992.

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2021DOES INITIAL ACCESS TO BANK LOANS PREDICT START?UPS FUTURE DEFAULT PROBABILITY? EVIDENCE FROM ITALY. (2021). Barile, Berardino ; De Luca, Giuliana ; Castaldo, Angelo. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:1:p:83-106.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020Crowdfunding models: Keep‐It‐All vs. All‐Or‐Nothing. (2020). Schwienbacher, Armin ; Cumming, Douglas ; Leboeuf, Gael. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:331-360.

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2020Do good things come in pairs? How personality traits help explain individuals simultaneous pursuit of a healthy lifestyle and financially responsible behavior. (2020). Risse, Leonora. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:54:y:2020:i:3:p:1082-1120.

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2020What Drives Anomaly Returns?. (2020). Tetlock, Paul C ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1417-1455.

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2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

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2020ACTIVITY STRATEGIES, AGENCY PROBLEMS, AND BANK RISK. (2020). Louvet, Pascal ; Girerdpotin, Isabelle ; Hassan, Kabir M ; Tran, Dung V. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:575-613.

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2020A Transaction Cost Perspective of Alliance Portfolio Diversity. (2020). Combs, James G ; Penney, Christopher R. In: Journal of Management Studies. RePEc:bla:jomstd:v:57:y:2020:i:6:p:1073-1105.

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2020Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284.

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2020Housing, Wealth, Income and Consumption: China and Homeownership Heterogeneity. (2020). Hu, Mingzhi ; Hardin, William ; Chen, Jie. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:373-405.

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2020CEO cognitive flexibility, information search, and organizational ambidexterity. (2020). Libaers, Dirk ; Kiss, Andreea N ; Zachary, Miles A ; Wang, Tang ; Barr, Pamela S. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:12:p:2200-2233.

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2020Chief sustainability officers and corporate social (Ir)responsibility. (2020). Chen, Guoli ; Tang, YI ; Fu, Ruchunyi. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:4:p:656-680.

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2020When suppliers shift my boundaries: Supplier employee mobility and its impact on buyer firms sourcing strategy. (2020). Sako, Mari ; Chondrakis, George . In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:9:p:1682-1711.

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2020The nature of trade, global production fragmentation and inflationary dynamics: Cross‐country evidence. (2020). Saygili, Hulya. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:2007-2031.

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2020kinkyreg: Instrument-free inference for linear regression models with endogenous regressors. (2020). Kripfganz, Sebastian ; Kiviet, Jan. In: London Stata Conference 2020. RePEc:boc:usug20:15.

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2021Preferred habitat investors in the UK government bond market. (2021). Worlidge, Jack ; Meaning, Jack ; Joyce, Michael ; Giese, Julia. In: Bank of England working papers. RePEc:boe:boeewp:0939.

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2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

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2020Monetary policy and stock market valuation. (2020). Laine, Olli-Matti. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_016.

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2021Revisiting intertemporal elasticity of substitution in a sticky price model. (2021). Vahamaa, Oskari ; Vilmunen, Jouko ; Kilponen, Juha. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_009.

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2020Demand and Supply in the Cocaine Market: An Empirical Study. (2020). Humberto, Bernal. In: Journal of Globalization and Development. RePEc:bpj:globdv:v:11:y:2020:i:1:p:34:n:1.

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2020Level-Based Estimation of Dynamic Panel Models. (2020). Zincenko, Federico ; Montes-Rojas, Gabriel ; Walter, Sosa-Escudero ; Gabriel, Montes-Rojas ; Federico, Zincenko. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:9:y:2020:i:1:p:23:n:5.

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2021The Gender Gap in Household Bargaining Power: A Portfolio-Choice Approach. (2021). Zhang, W ; Peng, C ; Gu, R. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2130.

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2020Denoised Inflation: A New Measure of Core Inflation. (2020). Iqbal, Javaid ; Hanif, Muhammad Nadim ; Salam, Muhammad Abdus ; Ali, Syed Hamza. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:131-154.

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2020Rational Learning and the Term Structures of Value and Growth Risk Premia. (2020). Marfè, Roberto ; Khapko, Mariana ; Hasler, Michael. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:622.

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2020Dynamic Equity Slope. (2020). Marfè, Roberto ; Zucchi, Francesca ; Colonnello, Stefano ; Breugem, Matthijs. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:626.

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2020Inferring informal risk-sharing regimes: Evidence from rural Tanzania. (2020). Ligon, Ethan. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt50f6t3fh.

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2020Immigrant inventors and diversity in the age of mass migration. (2020). morrison, andrea ; Mendola, Mariapia ; Ottaviano, Gianmarco ; Campo, Francesco. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1700.

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2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp677.

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2020Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms Forecasts. (2020). Sakellaris, Plutarchos ; Görtz, Christoph ; Botsis, Alexandros ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8148.

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2020Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178.

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2020Oil Wealth and Property Rights. (2020). Meierrieks, Daniel ; Krieger, Tim ; de Soysa, Indra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8319.

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2020Paying Them to Hate US: The Effect of U.S. Military Aid on Anti-American Terrorism, 1968-2014. (2020). Meierrieks, Daniel ; Krieger, Tim ; Dimant, Eugen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8411.

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2020The Words That Keep People Apart. Official Language, Accountability and Fiscal Capacity. (2020). Ricciuti, Roberto ; Foresta, Alessandra ; Baronchelli, Adelaide. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8437.

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2021Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828.

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2021Five Facts about the Distributional Income Effects of Monetary Policy. (2021). Amberg, Niklas ; Picco, Anna Rogantini ; Klein, Mathias ; Jansson, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9062.

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2021Class Warfare: Political Exclusion of the Poor and the Roots of Social-Revolutionary Terrorism, 1860-1950. (2021). Meierrieks, Daniel ; Krieger, Tim ; Klotzbucher, Valentin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9118.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2020High-frequency Identification of Unconventional Monetary Policy Shocks in Japan. (2020). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf502.

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2020State Capacity, Schooling, and Fascist Education: Evidence from the Reclamation of the Pontine Marshes. (2020). Belmonte, Alessandro. In: CAGE Online Working Paper Series. RePEc:cge:wacage:528.

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2021Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners. (2021). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:900.

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2020Does Birthplace Diversity affect Economic Complexity? Cross-country Evidence. (2020). Turati, Riccardo ; Rapoport, Hillel ; Bahar, Dany. In: Working Papers. RePEc:cii:cepidt:2020-01.

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2021Gender, Selection into Employment, and the Wage Impact of Immigration. (2021). , Anthonyedo ; Edo, Anthony ; Borjas, George J. In: Working Papers. RePEc:cii:cepidt:2021-05.

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2020Long Term Care Insurance with State-Dependent Preferences. (2020). De Donder, Philippe ; Leroux, Marie-Louise ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-05.

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2020Regulatory Forbearance in the U.S. Insurance Industry: The Effects of Eliminating Capital Requirements. (2020). Saidi, Farzad ; Opp, Marcus M ; Becker, BO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14373.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2020Uncovering regimes in out of sample forecast errors from predictive regressions. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555.

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2021The Impact of Natural Disasters on Migration: Findings from Vietnam. (2021). Feeny, Simon ; Posso, Alberto ; Trong-Anh, Trinh. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:87:y:2021:i:3:p:479-510.

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2020Recursive Preferences, the Value of Life, and Household Finance. (2020). O'Dea, Cormac ; le Grand, Franois ; Legrand, Franois ; Harenberg, Daniel ; Bommier, Antoine. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2231.

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2020Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248.

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2020Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05.

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2020Monetary policy and the term structure of Inflation expectations with information frictions. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-07.

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2020Heteroskedastic Proxy Vector Autoregressions. (2020). Schlaak, Thore ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1876.

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2020A Simple Instrument for Proxy Vector Autoregressive Analysis. (2020). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Boer, Lukas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1905.

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2020Global and local currency effects on euro area investment in emerging market bonds. (2020). Burger, John ; Boermans, Martijn . In: DNB Working Papers. RePEc:dnb:dnbwpp:676.

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2021Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-19.

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More than 100 citations found, this list is not complete...

Works by Motohiro Yogo:


YearTitleTypeCited
2015The Cost of Financial Frictions for Life Insurers In: American Economic Review.
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article41
2014The Cost of Financial Frictions for Life Insurers.(2014) In: Staff Report.
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2012The Cost of Financial Frictions for Life Insurers.(2012) In: NBER Working Papers.
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2012The Cost of Financial Frictions for Life Insurers.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 41
paper
2017Worker Betas: Five Facts about Systematic Earnings Risk In: American Economic Review.
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article15
2017Worker Betas: Five Facts About Systematic Earnings Risk.(2017) In: Working Paper Series.
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paper
2017Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: Staff Report.
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This paper has another version. Agregated cites: 15
paper
2017Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 15
paper
2017Euro-Area Quantitative Easing and Portfolio Rebalancing In: American Economic Review.
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article36
2009A Note on Liquidity Risk Management In: American Economic Review.
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article18
2009A Note on Liquidity Risk Management.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 18
paper
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics.
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article1584
2008Asset Prices Under Habit Formation and Reference-Dependent Preferences In: Journal of Business & Economic Statistics.
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article32
2009Comment In: Journal of Business & Economic Statistics.
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article0
2016Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices. In: Working papers.
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paper36
2018Eurosystem asset purchases and portfolio rebalancing in the euro area In: Rue de la Banque.
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article0
2006A Consumption?Based Explanation of Expected Stock Returns In: Journal of Finance.
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article226
2016Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Journal of Finance.
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article27
2014Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2014) In: Staff Report.
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This paper has another version. Agregated cites: 27
paper
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 27
paper
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 27
paper
2016Shadow Insurance In: Swiss Finance Institute Research Paper Series.
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paper7
2014Shadow Insurance.(2014) In: Staff Report.
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This paper has another version. Agregated cites: 7
paper
2013Shadow Insurance.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
paper
2016Shadow Insurance.(2016) In: Econometrica.
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This paper has another version. Agregated cites: 7
article
2018The Fragility of Market Risk Insurance In: CEPR Discussion Papers.
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paper4
2018The Fragility of Market Risk Insurance.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 4
paper
2019Inspecting the Mechanism of Quantitative Easing in the Euro Area In: CEPR Discussion Papers.
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paper18
2021Inspecting the mechanism of quantitative easing in the euro area.(2021) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 18
article
2019Inspecting the Mechanism of Quantitative Easing in the Euro Area.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 18
paper
2020Exchange Rates and Asset Prices in a Global Demand System In: CEPR Discussion Papers.
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paper1
2020Exchange Rates and Asset Prices in a Global Demand System.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
paper
2020Which Investors Matter for Equity Valuations and Expected Returns? In: CEPR Discussion Papers.
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paper3
2020Which Investors Matter for Equity Valuations and Expected Returns?.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
paper
2009Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets In: Working Papers, Center for Retirement Research at Boston College.
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paper135
2016Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets.(2016) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 135
article
2009Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 135
paper
2008Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets.(2008) In: 2008 Meeting Papers.
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This paper has another version. Agregated cites: 135
paper
2008Measuring business cycles: A wavelet analysis of economic time series In: Economics Letters.
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article53
2005Asymptotic properties of the Hahn-Hausman test for weak-instruments In: Economics Letters.
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article48
2019Leverage dynamics and credit quality In: Journal of Economic Theory.
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article2
2012What does futures market interest tell us about the macroeconomy and asset prices? In: Journal of Financial Economics.
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article189
2011What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 189
paper
2006Efficient tests of stock return predictability In: Journal of Financial Economics.
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article402
2002Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers.
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This paper has another version. Agregated cites: 402
paper
2006Efficient tests of stock return predictability.(2006) In: Scholarly Articles.
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This paper has another version. Agregated cites: 402
paper
2003Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 402
paper
2008Does firm value move too much to be justified by subsequent changes in cash flow In: Journal of Financial Economics.
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article50
2005Does firm value move too much to be justified by subsequent changes in cash flow?.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 50
paper
2007Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 50
paper
2014Growing Risk in the Insurance Sector In: Economic Policy Paper.
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paper0
2015A Demand System Approach to Asset Pricing In: Staff Report.
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paper29
2015A Demand System Approach to Asset Pricing.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 29
paper
2019A Demand System Approach to Asset Pricing.(2019) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 29
article
2002Testing for Weak Instruments in Linear IV Regression In: NBER Technical Working Papers.
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paper901
2007Durability of Output and Expected Stock Returns In: NBER Working Papers.
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paper60
2007Durability of Output and Expected Stock Returns.(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 60
paper
2009Durability of Output and Expected Stock Returns.(2009) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 60
article
2010Why Do Household Portfolio Shares Rise in Wealth? In: NBER Working Papers.
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paper87
2010Why Do Household Portfolio Shares Rise in Wealth?.(2010) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 87
article
2007Why do Household Portfolio Shares Rise in Wealth?.(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 87
paper
2017Risk of Life Insurers: Recent Trends and Transmission Mechanisms In: NBER Working Papers.
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paper2
2021The Evolution from Life Insurance to Financial Engineering In: NBER Working Papers.
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paper0
2021The evolution from life insurance to financial engineering.(2021) In: The Geneva Risk and Insurance Review.
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This paper has another version. Agregated cites: 0
article
1999Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa In: NBER Working Papers.
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paper31
1999Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa.(1999) In: Working Papers.
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This paper has another version. Agregated cites: 31
paper
2001Luxury Goods and the Equity Premium In: NBER Working Papers.
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paper32
2002Luxury Goods and the Equity Premium.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 32
paper
2009Optimal Health and Longevity Insurance In: 2009 Meeting Papers.
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paper3
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
paper
2013Debt: Deleveraging or Default In: 2013 Meeting Papers.
[Citation analysis]
paper1
2004Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article204

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