Motohiro Yogo : Citation Profile


Are you Motohiro Yogo?

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

18

H index

20

i10 index

3641

Citations

RESEARCH PRODUCTION:

22

Articles

43

Papers

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 182
   Journals where Motohiro Yogo has often published
   Relations with other researchers
   Recent citing documents: 668.    Total self citations: 16 (0.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyo20
   Updated: 2020-05-23    RAS profile: 2020-05-16    
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Relations with other researchers


Works with:

koijen, ralph (5)

Guvenen, Fatih (4)

Schulhofer-Wohl, Sam (4)

Koulischer, Francois (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)

Khalaf, Lynda (21)

Hjalmarsson, Erik (21)

Sousa, Ricardo (19)

Doko Tchatoka, Firmin (17)

Campbell, John (17)

CAI, ZONGWU (17)

Rossi, Barbara (16)

Cai, Zongwu (13)

Hayo, Bernd (13)

Schrimpf, Andreas (13)

Cites to:

Campbell, John (41)

French, Kenneth (14)

Stock, James (10)

Cochrane, John (10)

Vayanos, Dimitri (9)

Fama, Eugene (9)

Stambaugh, Robert (8)

Altavilla, Carlo (7)

Mankiw, N. Gregory (7)

Simonelli, Saverio (7)

Vissing-Jorgensen, Annette (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
Journal of Finance2
Journal of Political Economy2
Economics Letters2

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 (2019 and 2018)


YearTitle of citing document
2019Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11.

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2018Optimal Progressive Income Taxation in a Bewley-Grossman Framework. (2018). Tran, Chung ; Jung, Juergen. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-662.

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2017Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory. (2017). . In: School of Economics Working Papers. RePEc:adl:wpaper:2017-01.

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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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2017The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model. (2017). Mallick, Debdulal ; Chirinko, Bob. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:4:p:225-53.

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2019The Identification Zoo: Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Journal of Economic Literature. RePEc:aea:jeclit:v:57:y:2019:i:4:p:835-903.

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2018The effects of microeconomic factors on the stock market: A panel for the stock exchange in Istanbul ARDL analysis. (2018). Sadeghzadeh, Khatereh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:113-134.

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2017Price-Based Policies for Managing Residential Land Development: Impacts on Water Quality. (2017). Wrenn, Douglas ; Newburn, David ; Klaiber, Henry. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258578.

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2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Grieb, Terrance ; Hoang, Nam. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

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2018Utilizing Subjective Beliefs in Stated Preference Models: Issues and Solutions. (2018). Roe, Brian ; Howard, Gregory ; Interis, Matthew G. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274017.

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2018Price Based Policies for Managing Residential Development and Impacts on Water Quality. (2018). Wrenn, Douglas ; Newburn, David ; Klaiber, Henry. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274029.

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2018The Impact of Participation in SNAP on Labor Force Decisions. (2018). Meyerhoefer, Chad D ; Farkhad, Bita Fayaz. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274180.

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2017Agricultural Commercialization and Nutrition in Smallholder Farm Households. (2017). Qaim, Matin ; Goedecke, Theda ; Ogutu, Sylvester Ochieng. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261285.

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2017Agricultural Commercialization and Nutrition in Smallholder Farm Households. (2017). Qaim, Matin ; Goedecke, Theda ; Ogutu, Sylvester Ochieng. In: GlobalFood Discussion Papers. RePEc:ags:gagfdp:257242.

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2018Climate Change, Agriculture and Migration: Is there a Causal Relationship ?. (2018). Galeotti, Marzio ; Falco, Chiara ; Olper, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277488.

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2017Rural Shadow Wages and Youth Agricultural Labor Supply in Ethiopia: Evidence from Farm Panel Data. (2017). Sakketa, Tekalign ; Gerber, Nicolas. In: Discussion Papers. RePEc:ags:ubzefd:256284.

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2018A Journey Through the History of Commodity Derivatives Markets and the Political Economy of (De)Regulation. (2018). Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:281139.

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2017The Regulation of Public Service Broadcasters : Should there be more advertising on television?. (2017). Deer, Lachlan ; Sturgeon, Paul ; Smith, Jeremy ; Crawford, Gregory S. In: Economic Research Papers. RePEc:ags:uwarer:269092.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2019Air Quality Warnings and Temporary Driving Bans: Evidence from Air Pollution, Car Trips, and Mass-Transit Ridership in Santiago. (2019). Rivera, Nathaly. In: Working Papers. RePEc:ala:wpaper:2019-06.

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2019Health spending in Italy: the impact of immigrants. (2019). Sacchi, Agnese ; Bettin, Giulia. In: Working Papers. RePEc:anc:wpaper:433.

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2018The role of industry, occupation, and location specific knowledge in the survival of new firms. (2018). Jun, Bogang ; Hidalgo, Cesar ; Glaeser, Edward ; Jara-Figueroa, C. In: Papers. RePEc:arx:papers:1808.01237.

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2018Retirement spending and biological age. (2018). Salisbury, Thomas S ; Milevsky, Moshe A ; Huang, Huaxiong . In: Papers. RePEc:arx:papers:1811.09921.

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2019Estimating a Behavioral New Keynesian Model. (2019). Lambais, Guilherme ; Cordeiro, Pedro ; Andrade, Joaquim . In: Papers. RePEc:arx:papers:1912.07601.

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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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2018Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors. (2018). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1886.

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2018Value Matters: The Long-run Behavior of Stock Index Returns. (2018). Angelini, Natascia ; Nardini, Franco ; Marmi, Stefano ; Bormetti, Giacomo. In: Review of Economics & Finance. RePEc:bap:journl:180202.

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2019The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets. (2019). Hoang, Nam ; Grieb, Terrance . In: Review of Economics & Finance. RePEc:bap:journl:190301.

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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: BCAM Working Papers. RePEc:bbk:bbkcam:1707.

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2018Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing. (2018). Yang, Jing ; Witmer, Jonathan ; Goldstein, Itay. In: Staff Working Papers. RePEc:bca:bocawp:18-33.

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2018Climate change and Migration: Is Agriculture the Main Channel?. (2018). Galeotti, Marzio ; Falco, Chiara ; Olper, Alessandro. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp100.

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2018Confidence intervals for bias and size distortion in IV and local projections — IV models. (2018). Rossi, Barbara ; Inoue, Atsushi ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1841.

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2018Unwinding external stock imbalances? The case of Italy’s net international investment position. (2018). Della Corte, Valerio ; Tosti, Enrico ; Federico, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_446_18.

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2017The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17.

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2019Debt maturity and firm performance: evidence from a quasi-natural experiment. (2019). Cascarano, Michele ; Stefani, Maria Lucia ; Canzian, Giulia ; Accetturo, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1250_19.

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2017The Effect of Bank Credit and the Trade Patterns of Colombian Exporters. (2017). Molina, Danielken ; Danielken, Molina ; Monica, Roa. In: Working Papers. RePEc:bdm:wpaper:2017-19.

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2017Price impact of bond supply shocks: Evidence from the Eurosystems asset purchase program.. (2017). Nguyen, Benoît ; Arrata, W. In: Working papers. RePEc:bfr:banfra:623.

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2017Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652.

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2018Monetary Policy and Collateral Constraints since the European Debt Crisis. (2018). Nguyen, Benoît ; Bignon, Vincent ; Barthélemy, Jean ; Barthelemy, J. In: Working papers. RePEc:bfr:banfra:669.

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2018Monetary Policy and Corporate Debt Structure. (2018). Szczerbowicz, Urszula ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:697.

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2018Impact of the ECB Quantitative Easing on the French International Investment Position. (2018). CEZAR, Rafael ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:701.

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2018Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models. (2018). Rossi, Barbara ; Inoue, Atsushi ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1077.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2017Firms’ Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Guo, Bing ; Toldra-Simats, Anna. In: Working Papers. RePEc:bge:wpaper:980.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2019Following the imprint of the ECBs asset purchase programme on global bond and deposit flows. (2019). Everett, Mary ; Shin, Hyun Song ; Avdjiev, Stefan. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903g.

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2017The real effects of household debt in the short and long run. (2017). SHIM, ILHYOCK ; Mohanty, Madhusudan ; Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:607.

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2019What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy. (2019). Affinito, Massimiliano. In: BIS Working Papers. RePEc:bis:biswps:821.

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2019Estimates of the Natural Rate of Interest for Russia: Is ‘Navigating by the Stars’ Useful?. (2019). Sinyakov, Andrey ; Porshakov, Alexey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:4:p:3-47.

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2018Transmission of foreign monetary shocks to a small open economy under structural instability: the case of Russia. (2018). Ushakova, Yulia ; Styrin, Konstantin ; Kruglova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps38.

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2018Sustainability and depth of outreach: Evidence from microfinance institutions in sub‐Saharan Africa. (2018). Churchill, Sefa Awaworyi. In: Development Policy Review. RePEc:bla:devpol:v:36:y:2018:i:s2:p:o676-o695.

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2019A MODEL OF ADDICTION AND SOCIAL INTERACTIONS. (2019). Reif, Julian . In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:759-773.

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2018Immigration and the path dependence of education: the case of German†speakers in São Paulo, Brazil (1840–1920). (2018). Witzel, Bruno Gabriel . In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:2:p:506-539.

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2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

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2018Asset pricing puzzles in an OLG economy with generalized preference. (2018). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:331-361.

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2018Are the Fama French factors treated as risk? Evidence from CEO compensation. (2018). Bertomeu, Jeremy ; Liuwatts, Michelle ; Cheynel, Edwige. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:728-774.

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2017Effect of TV and radio family planning messages on the probability of modern contraception utilization in post-Soviet Central Asia. (2017). Habibov, Nazim ; Zainiddinov, Hakim. In: International Journal of Health Planning and Management. RePEc:bla:ijhplm:v:32:y:2017:i:1:p:e17-e38.

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2017INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:226-257.

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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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2018Effect of forced displacement on health. (2018). Zilic, Ivan. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:889-906.

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2018Inference for instrumental variables: a randomization inference approach. (2018). Kang, Hyunseung ; Keele, Luke ; Peck, Laura . In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:4:p:1231-1254.

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2018Culturally clustered or in the cloud? How amenities drive firm location decision in Berlin. (2018). Moeller, Kristoffer. In: Journal of Regional Science. RePEc:bla:jregsc:v:58:y:2018:i:4:p:728-758.

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2017AN INVESTIGATION OF MARKET CONCENTRATION AND FINANCIAL STABILITY IN PROPERTY–LIABILITY INSURANCE INDUSTRY. (2017). Shim, Jeungbo . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:2:p:567-597.

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2018A Proactive Environmental Strategy: Analyzing the Effect of SCM Experience, Age, and Female Representation in TMTs. (2018). Kumar, Anupam ; Paraskevas, Johnpatrick. In: Journal of Supply Chain Management. RePEc:bla:jscmgt:v:54:y:2018:i:4:p:20-41.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2017Earnings Growth and Movements in Self‐Reported Health. (2017). Addison, Tony ; Halliday, Timothy J ; Tarp, Finn ; Pirttila, Yukka. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:4:p:760-776.

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2018GLOBAL FINANCIAL CRISIS AND SOUTHEAST ASIAN TRADE PERFORMANCE: EMPIRICAL EVIDENCE. (2018). Salim, Ruhul ; Kabir, Shahriar ; Bloch, Harry. In: Review of Urban & Regional Development Studies. RePEc:bla:revurb:v:30:y:2018:i:2:p:114-144.

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2017Labour Demand, Offshoring and Inshoring: Evidence from Swedish Firm-level Data. (2017). Karpaty, Patrik ; Savsin, Selen ; Andersson, Linda . In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:2:p:240-274.

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2017Does Brain Drain Lead to Institutional Gain?. (2017). McHale, John ; Zhou, Xuan ; Li, Xiaoyang. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:7:p:1454-1472.

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2019The Identification Zoo - Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957.

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2018Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf. In: Bank of England working papers. RePEc:boe:boeewp:0705.

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2018Capital regulation and product market outcomes. (2018). Humphry, David ; Sen, Ishita. In: Bank of England working papers. RePEc:boe:boeewp:0715.

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2019Tracking foreign capital: the effect of capital inflows on bank lending in the UK. (2019). Raabe, Alexander ; Kneer, Christiane. In: Bank of England working papers. RePEc:boe:boeewp:0804.

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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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2017Why the Bank of Israel Intervenes in the Foreign Exchange Market, and What Happens to the Exchange Rate. (2017). Ribon, Sigal. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2017.04.

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2017Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7.

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2017The Euler equation around the world. (2017). Stracca, Livio ; Livio, Stracca . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:2:p:9:n:1.

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2017Linear Model IV Estimation When Instruments Are Many or Weak. (2017). Murray, Michael ; Michael, Murray . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:6:y:2017:i:1:p:22:n:1.

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2017Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data. (2017). Voia, Marcel ; Chu, Ba ; Bernard, Jean-Thomas ; Khalaf, Lynda. In: Carleton Economic Papers. RePEc:car:carecp:17-05.

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2017Quantitative Easing and Portfolio Rebalancing: Micro Evidence from Irish Resident Banks. (2017). Bergant, Katharina. In: Economic Letters. RePEc:cbi:ecolet:07/el/17.

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2017The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme. (2017). Dunne, Peter ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/17.

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2019Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks. (2019). Whelan, Karl ; Ryan, Ellen. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/19.

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2019Money Market Funds and Unconventional Monetary Policy. (2019). Dunne, Peter ; Sorbo, Jacopo ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:7/rt/19.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

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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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2017The Impact of College Education on Old-Age Mortality: A Study of Marginal Treatment Effects. (2017). Taylor, Evan . In: Working Papers. RePEc:cen:wpaper:17-30.

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2017Minimum Wages and the Labor Market Effects of Immigration. (2017). Rapoport, Hillel ; Edo, Anthony. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6547.

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2017Firms Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Guo, Bing ; Toldra-Simats, Anna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6574.

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2017The Impact of Immigration on Wage Dynamics: Evidence from the Algerian Independence War. (2017). Edo, Anthony. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6595.

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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6785.

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2017Mediated Terrorism: US News and Al-Qaeda Attacks. (2017). Jetter, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6804.

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2018Immigration and Electoral Support for the Far-Left and the Far-Right. (2018). Poutvaara, Panu ; Giesing, Yvonne ; Edo, Anthony ; Oztunc, Jonathan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6918.

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2018How Do Expectations About the Macroeconomy Affect Personal Expectations and Behavior?. (2018). Wohlfart, Johannes ; Roth, Christopher. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7154.

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2019Does Birthplace Diversity Affect Economic Complexity? Cross-Country Evidence. (2019). Turati, Riccardo ; Rapoport, Hillel ; Bahar, Dany. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7950.

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2019Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2019). Yeromonahos, Mallory ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7959.

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2019Long Term Care Insurance with State-Dependent Preferences. (2019). Leroux, Marie-Louise ; de Donder, Philippe ; DeDonder, Philippe . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8017.

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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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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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article22
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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2017Worker Betas: Five Facts about Systematic Earnings Risk In: American Economic Review.
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2017Worker Betas: Five Facts About Systematic Earnings Risk.(2017) In: Working Paper Series.
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2017Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: NBER Working Papers.
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2017Euro-Area Quantitative Easing and Portfolio Rebalancing In: American Economic Review.
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2009A Note on Liquidity Risk Management In: American Economic Review.
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article11
2009A Note on Liquidity Risk Management.(2009) In: NBER Working Papers.
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2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics.
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article1368
2008Asset Prices Under Habit Formation and Reference-Dependent Preferences In: Journal of Business & Economic Statistics.
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article26
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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paper28
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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article197
2016Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Journal of Finance.
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article17
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.
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2016Shadow Insurance In: Swiss Finance Institute Research Paper Series.
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paper6
2013Shadow Insurance.(2013) In: NBER Working Papers.
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2016Shadow Insurance.(2016) In: Econometrica.
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2018The Fragility of Market Risk Insurance In: CEPR Discussion Papers.
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paper1
2018The Fragility of Market Risk Insurance.(2018) In: NBER Working Papers.
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2019Inspecting the Mechanism of Quantitative Easing in the Euro Area In: CEPR Discussion Papers.
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paper3
2019Inspecting the Mechanism of Quantitative Easing in the Euro Area.(2019) In: NBER Working Papers.
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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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paper106
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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2009Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets.(2009) In: NBER Working Papers.
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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: 106
paper
2008Measuring business cycles: A wavelet analysis of economic time series In: Economics Letters.
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article46
2005Asymptotic properties of the Hahn-Hausman test for weak-instruments In: Economics Letters.
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article42
2019Leverage dynamics and credit quality In: Journal of Economic Theory.
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article0
2012What does futures market interest tell us about the macroeconomy and asset prices? In: Journal of Financial Economics.
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article138
2011What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?.(2011) In: NBER Working Papers.
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2006Efficient tests of stock return predictability In: Journal of Financial Economics.
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article355
2002Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers.
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2006Efficient tests of stock return predictability.(2006) In: Scholarly Articles.
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2003Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers.
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2008Does firm value move too much to be justified by subsequent changes in cash flow In: Journal of Financial Economics.
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article41
2005Does firm value move too much to be justified by subsequent changes in cash flow?.(2005) In: Working Papers.
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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: 41
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2014Growing Risk in the Insurance Sector In: Economic Policy Paper.
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paper0
2014Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Staff Report.
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paper0
2014The Cost of Financial Frictions for Life Insurers In: Staff Report.
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paper5
2014Shadow Insurance In: Staff Report.
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paper1
2018A Demand System Approach to Asset Pricing In: Staff Report.
[Full Text][Citation analysis]
paper6
2017Worker Betas: Five Facts about Systematic Earnings Risk In: Staff Report.
[Full Text][Citation analysis]
paper1
2002Testing for Weak Instruments in Linear IV Regression In: NBER Technical Working Papers.
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paper825
2007Durability of Output and Expected Stock Returns In: NBER Working Papers.
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paper51
2007Durability of Output and Expected Stock Returns.(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 51
paper
2009Durability of Output and Expected Stock Returns.(2009) In: Journal of Political Economy.
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article
2010Why Do Household Portfolio Shares Rise in Wealth? In: NBER Working Papers.
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paper73
2010Why Do Household Portfolio Shares Rise in Wealth?.(2010) In: Review of Financial Studies.
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article
2007Why do Household Portfolio Shares Rise in Wealth?.(2007) In: 2007 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 73
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2015A Demand System Approach to Asset Pricing In: NBER Working Papers.
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paper9
2019A Demand System Approach to Asset Pricing.(2019) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 9
article
2017Risk of Life Insurers: Recent Trends and Transmission Mechanisms In: NBER Working Papers.
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paper0
1999Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa In: NBER Working Papers.
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paper29
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: 29
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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paper2
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: 2
paper
2013Debt: Deleveraging or Default In: 2013 Meeting Papers.
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paper1
2004Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak In: The Review of Economics and Statistics.
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article170

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