Motohiro Yogo : Citation Profile

Are you Motohiro Yogo?

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

20

H index

22

i10 index

3977

Citations

RESEARCH PRODUCTION:

22

Articles

45

Papers

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 189
   Journals where Motohiro Yogo has often published
   Relations with other researchers
   Recent citing documents: 281.    Total self citations: 18 (0.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyo20
   Updated: 2021-01-16    RAS profile: 2020-06-24    
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Relations with other researchers

Works with:

koijen, ralph (5)

Koulischer, Francois (4)

Guvenen, Fatih (4)

Schulhofer-Wohl, Sam (4)

Nguyen, Benoît (3)

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)

Sousa, Ricardo (21)

Khalaf, Lynda (21)

Campbell, John (18)

Doko Tchatoka, Firmin (17)

Rossi, Barbara (17)

CAI, ZONGWU (17)

Schrimpf, Andreas (13)

Cai, Zongwu (13)

Phillips, Peter (13)

Cites to:

Campbell, John (36)

French, Kenneth (14)

Stock, James (10)

Fama, Eugene (9)

Cochrane, John (8)

Vayanos, Dimitri (8)

Stambaugh, Robert (8)

Altavilla, Carlo (7)

Vissing-Jorgensen, Annette (7)

Mankiw, N. Gregory (7)

Pagano, Marco (7)

Main data

Where Motohiro Yogo has published?

Journals with more than one article published# docs
American Economic Review4
Journal of Business & Economic Statistics3
Journal of Financial Economics3
Economics Letters2
Journal of Finance2
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
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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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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2020Mortality 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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2020Decomposition 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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2020New 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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2020Portfolio 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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2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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

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

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

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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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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). Wang, Tang ; Barr, Pamela S ; Libaers, Dirk ; Kiss, Andreea N ; Zachary, Miles A. 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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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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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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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). Mendola, Mariapia ; Morrison, Andrea ; Campo, Francesco ; Ottaviano, Gianmarco. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1700.

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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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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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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 ; da Silva, Anibal Emiliano ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555.

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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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2020Policy uncertainty and bank lending. (2020). Tran, Dung Viet. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01026.

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2020Do commodity price volatilities impact currency misalignments in commodity-exporting countries?. (2020). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00234.

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2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

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2020International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme. (2020). Fidora, Michael ; Bergant, Katharina ; Schmitz, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20202388.

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2020Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register. (2020). Peydro, Jose-Luis ; Maddaloni, Angela ; Bubeck, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20202398.

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2020Culture and portfolios: trust, precautionary savings and home ownership. (2020). Monninger, Adrian ; Fleck, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20202457.

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2020The role of IMF conditionality for central bank independence. (2020). Kern, Andreas ; Reinsberg, Bernhard ; Rau-Goehring, Matthias . In: Working Paper Series. RePEc:ecb:ecbwps:20202464.

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2020The (unobservable) value of central bank’s refinancing operations. (2020). Burlon, Lorenzo ; Jankauskas, Tomas ; Pavanini, Nicola ; Albertazzi, Ugo. In: Working Paper Series. RePEc:ecb:ecbwps:20202480.

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2020Production externalities of shrimp aquaculture on paddy farming in coastal Bangladesh. (2020). Shyamsundar, Priya ; Lohano, Heman Das ; Islam, Md Sariful ; Morshed, Md Manjur. In: Agricultural Water Management. RePEc:eee:agiwat:v:238:y:2020:i:c:s0378377418319632.

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2020The long shadows of war in China: Battle shocks in early life and health/wealth accumulation. (2020). Koulovatianos, Christos ; Li, Jian. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301555.

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2020Finance, law and poverty: Evidence from India. (2020). Ayyagari, Meghana ; Hoseini, Mohammad ; Beck, Thorsten. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308022.

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2020Does operating risk affect portfolio risk? Evidence from insurers securities holding. (2020). Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300237.

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2020Selling to buy: Asset sales and acquisitions. (2020). Petmezas, Dimitris ; Travlos, Nickolaos G ; McNamee, Nathan P ; Mavis, Christos P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300316.

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2020It’s who you know that counts: Board connectedness and CSR performance. (2020). Zhao, Yang ; Malik, Mahfuja ; Kamal, Syed ; Chourou, Lamia ; Amin, Abu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301061.

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2020Peer influence on trade credit. (2020). Machokoto, Michael ; Sikochi, Anywhere ; Gyimah, Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301292.

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2020Parenting styles and children’s academic performance: Evidence from middle schools in China. (2020). Zhao, Xinhui ; Yang, Juan. In: Children and Youth Services Review. RePEc:eee:cysrev:v:113:y:2020:i:c:s0190740920300797.

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2020Dynamic asset allocation with relative wealth concerns in incomplete markets. (2020). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300270.

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2020Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area. (2020). Tristani, Oreste ; Slacalek, Jiri ; Violante, Giovanni L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:115:y:2020:i:c:s0165188920300488.

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2020Portfolio choice after retirement: Should self-annuitisation strategies hold more equities?. (2020). Te, EN ; Basu, Anup K ; Wiafe, Osei K. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:241-255.

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2020Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65.

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2020Fiscal devaluation and economic activity in the EU. (2020). Ciżkowicz, Piotr ; Wojciechowski, Wiktor ; Rzoca, Andrzej ; Radzikowski, Bartosz ; Cikowicz, Piotr. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:59-81.

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2020Are venture capitalist-backed IPOs more innovative? Evidence from an emerging market. (2020). Lo, Yung Ling ; Chan, Kam C ; Feng, Xunan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300780.

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2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2020A much robust and updated evidences of the alternative real-estate based asset pricing. (2020). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303978.

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2020Site visit information content and return predictability: Evidence from China. (2020). Cao, Jiawei ; Yue, Sishi ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304280.

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2020Evaluating the Evaluated Socioeconomic Impacts of Chinas Sloping Land Conversion Program. (2020). Yin, Runsheng ; Lu, Gang. In: Ecological Economics. RePEc:eee:ecolec:v:177:y:2020:i:c:s0921800920303670.

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2020The impact of urban form on vehicle ownership. (2020). Holian, Matthew. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303830.

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2020A robust test for predictability with unknown persistence. (2020). Yao, Shuang ; Liu, Guannan. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300483.

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2020Aggregate risk and wage dispersion. (2020). Scanlon, Paul. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302329.

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2020Quantile selection in non-linear GMM quantile models. (2020). Montes-Rojas, Gabriel ; Galvao, Antonio F ; de Castro, Luciano. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302470.

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2020A new test of asset return predictability with an unstable predictor. (2020). Chang, Seong Yeon. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303219.

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2020Hybrid stochastic local unit roots. (2020). Phillips, Peter ; Lieberman, Offer. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:257-285.

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2020Testing identification strength. (2020). Antoine, Bertille ; Renault, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:271-293.

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2020Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2020). Dufour, Jean-Marie ; Tchatoka, Firmin Doko. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:390-418.

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2020Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (2020). Luger, Richard ; Gungor, Sermin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:750-770.

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2020Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300076.

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2020Do university technology transfers increase firms’ innovation?. (2020). Vicente-Chirivella, Oscar ; Garcia-Vega, Maria. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300209.

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2020The role of labor-income risk in household risk-taking. (2020). Li, Jian ; Koulovatianos, Christos ; Hubar, Sylwia. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301537.

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2020Valuing pain using the subjective well-being method. (2020). Norton, Edward ; Asgeirsdottir, Tinna Laufey ; Olafsdottir, Thorhildur. In: Economics & Human Biology. RePEc:eee:ehbiol:v:37:y:2020:i:c:s1570677x19300656.

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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.
[Full Text][Citation analysis]		article30
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: 30		paper
2017Worker Betas: Five Facts about Systematic Earnings Risk In: American Economic Review.
[Full Text][Citation analysis]		article8
2017Worker Betas: Five Facts About Systematic Earnings Risk.(2017) In: Working Paper Series.
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This paper has another version. Agregated cites: 8		paper
2017Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: Staff Report.
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This paper has another version. Agregated cites: 8		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: 8		paper
2017Euro-Area Quantitative Easing and Portfolio Rebalancing In: American Economic Review.
[Full Text][Citation analysis]		article30
2009A Note on Liquidity Risk Management In: American Economic Review.
[Full Text][Citation analysis]		article14
2009A Note on Liquidity Risk Management.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14		paper
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1484
2008Asset Prices Under Habit Formation and Reference-Dependent Preferences In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article31
2009Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2016Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices. In: Working papers.
[Full Text][Citation analysis]		paper33
2018Eurosystem asset purchases and portfolio rebalancing in the euro area In: Rue de la Banque.
[Full Text][Citation analysis]		article0
2006A Consumption‐Based Explanation of Expected Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article209
2016Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Journal of Finance.
[Full Text][Citation analysis]		article20
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: 20		paper
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
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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: 20		paper
2016Shadow Insurance In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper2
2018The Fragility of Market Risk Insurance.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2		paper
2019Inspecting the Mechanism of Quantitative Easing in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
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: 10		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.
[Full Text][Citation analysis]		paper121
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: 121		paper
2008Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 121		paper
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: 121		article
2008Measuring business cycles: A wavelet analysis of economic time series In: Economics Letters.
[Full Text][Citation analysis]		article51
2005Asymptotic properties of the Hahn-Hausman test for weak-instruments In: Economics Letters.
[Full Text][Citation analysis]		article46
2019Leverage dynamics and credit quality In: Journal of Economic Theory.
[Full Text][Citation analysis]		article1
2012What does futures market interest tell us about the macroeconomy and asset prices? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article164
2011What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 164		paper
2006Efficient tests of stock return predictability In: Journal of Financial Economics.
[Full Text][Citation analysis]		article380
2002Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 380		paper
2006Efficient tests of stock return predictability.(2006) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 380		paper
2003Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 380		paper
2008Does firm value move too much to be justified by subsequent changes in cash flow In: Journal of Financial Economics.
[Full Text][Citation analysis]		article45
2005Does firm value move too much to be justified by subsequent changes in cash flow?.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		paper
2007Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		paper
2014Growing Risk in the Insurance Sector In: Economic Policy Paper.
[Full Text][Citation analysis]		paper0
2018A Demand System Approach to Asset Pricing In: Staff Report.
[Full Text][Citation analysis]		paper21
2015A Demand System Approach to Asset Pricing.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2019A Demand System Approach to Asset Pricing.(2019) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2002Testing for Weak Instruments in Linear IV Regression In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper876
2007Durability of Output and Expected Stock Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper56
2007Durability of Output and Expected Stock Returns.(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 56		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: 56		article
2010Why Do Household Portfolio Shares Rise in Wealth? In: NBER Working Papers.
[Full Text][Citation analysis]		paper82
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: 82		article
2007Why do Household Portfolio Shares Rise in Wealth?.(2007) In: 2007 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 82		paper
2017Risk of Life Insurers: Recent Trends and Transmission Mechanisms In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2020Exchange Rates and Asset Prices in a Global Demand System In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2020Which Investors Matter for Equity Valuations and Expected Returns? In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1999Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa In: NBER Working Papers.
[Full Text][Citation analysis]		paper33
1999Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa.(1999) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2001Luxury Goods and the Equity Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper32
2002Luxury Goods and the Equity Premium.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2009Optimal Health and Longevity Insurance In: 2009 Meeting Papers.
[Citation analysis]		paper2
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		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]		article188

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