Motohiro Yogo : Citation Profile

Are you Motohiro Yogo?

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

24

H index

27

i10 index

5943

Citations

RESEARCH PRODUCTION:

28

Articles

60

Papers

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 247
   Journals where Motohiro Yogo has often published
   Relations with other researchers
   Recent citing documents: 540.    Total self citations: 29 (0.49 %)

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   Permalink: http://citec.repec.org/pyo20
   Updated: 2024-11-04    RAS profile: 2023-11-14    
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Relations with other researchers

Works with:

koijen, ralph (6)

Redding, Stephen (4)

Koulischer, Francois (3)

Nguyen, Benoît (2)

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 (28)

Khalaf, Lynda (24)

Hjalmarsson, Erik (22)

Campbell, John (22)

Sousa, Ricardo (21)

Doko Tchatoka, Firmin (20)

Rossi, Barbara (18)

Van Nieuwerburgh, Stijn (17)

CAI, ZONGWU (17)

Mavroeidis, Sophocles (17)

Schrimpf, Andreas (16)

Cites to:

Campbell, John (51)

French, Kenneth (18)

Vayanos, Dimitri (18)

KRISHNAMURTHY, ARVIND (12)

Shleifer, Andrei (12)

Stock, James (12)

Fama, Eugene (11)

Mankiw, N. Gregory (11)

Altavilla, Carlo (10)

Pagano, Marco (10)

Simonelli, Saverio (10)

Main data

Where Motohiro Yogo has published?

Journals with more than one article published# docs
Journal of Financial Economics4
American Economic Review4
Journal of Finance3
Journal of Business & Economic Statistics3
Economics Letters2
The Review of Financial Studies2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc24
Working Papers / Princeton University. Economics Department.6
Staff Report / Federal Reserve Bank of Minneapolis5
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
2007 Meeting Papers / Society for Economic Dynamics2

Recent works citing Motohiro Yogo (2024 and 2023)

YearTitle of citing document
2023Monetary Policy and Inequality. (2023). Wolf, Christian K ; McKay, Alisdair. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:37:y:2023:i:1:p:121-44.

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2023.

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2023Mobile Internet Use and Climate Adaptation: Empirical Evidence from Vietnamese Coffee Farmers. (2022). , Kahsay. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322849.

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2023Who Gets Jobs Matters: Monetary Policy and the Labour Market in HANK and SAM. (2023). Lozej, Matija ; Herman, Uro. In: AMSE Working Papers. RePEc:aim:wpaimx:2334.

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2023The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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2023New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2024Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2024Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2023Living and perceiving a crisis: how the pandemic influenced Americans preferences and beliefs. (2022). Briscese, Guglielmo ; Stapleton, Stephen ; Grignani, Maddalena. In: Papers. RePEc:arx:papers:2202.12339.

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2023csa2sls: A complete subset approach for many instruments using Stata. (2022). Shin, Youngki ; Owusu, Julius ; Lee, Siha. In: Papers. RePEc:arx:papers:2207.01533.

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2023On the instrumental variable estimation with many weak and invalid instruments. (2022). Fan, Qingliang ; Song, Xinyuan ; Windmeijer, Frank ; Lin, Yiqi. In: Papers. RePEc:arx:papers:2207.03035.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\er-Lundberg Model. (2022). Pang, Shunzhi ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2211.12168.

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2023Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2212.05317.

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2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

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2024Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables. (2023). Zhu, Xiaofeng ; Lorincz-Comi, Noah ; Yang, Yihe. In: Papers. RePEc:arx:papers:2301.05130.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Identification-robust inference for the LATE with high-dimensional covariates. (2023). Ma, Yukun. In: Papers. RePEc:arx:papers:2302.09756.

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2023A specification test for the strength of instrumental variables. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14396.

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2024Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14423.

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2023EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference. (2023). Adomavicius, Gediminas ; Yang, Mochen ; McFowland, Edward ; Burtch, Gordon. In: Papers. RePEc:arx:papers:2303.02820.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply. (2023). Ouazad, Amine ; Kahn, Matthew. In: Papers. RePEc:arx:papers:2305.07179.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2024Weak Identification with Many Instruments. (2023). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535.

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2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2023Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction. (2023). Han, Dongming ; Li, Liuliu ; Zhou, Xiuze ; Mao, Bingcheng ; Jia, Shuai ; Ding, Yujie. In: Papers. RePEc:arx:papers:2310.05627.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2024Strategic Informed Trading and the Value of Private Information. (2024). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757.

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2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

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2023Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908.

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2023Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins. (2023). Savignac, Frederique ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:913.

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2024Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:671.

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2023Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68.

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2023Signaling with debt currency choice. (2023). Zhou, Haonan ; Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1067.

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2023Who holds sovereign debt and why it matters. (2023). Hardy, Bryan ; Lewis, Karen ; Fang, Xiang. In: BIS Working Papers. RePEc:bis:biswps:1099.

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2023Keep calm and bank on: panic-driven bank runs and the role of public communication. (2023). Gorodnichenko, Yuriy ; Coibion, Olivier ; Grigoli, Francesco ; Sandri, Damiano. In: BIS Working Papers. RePEc:bis:biswps:1119.

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2023Bank of Russia Monetary Policy and Household Consumption Expenditure. (2023). Ryzhikova, Tatiana ; Skuratova, Anastasiya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:1:p:3-31.

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2023Corporate Innovation and Disclosure Strategy. (2023). You, Jiaxing ; Ying, Sammy Xiaoyan ; Wu, Huiying ; Zhang, Zheyuan. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:76-133.

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2023Institutional investors corporate site visits and resource extraction: Evidence from China. (2023). Wang, Yunyi ; Deng, Minhang ; Tang, Yuyan ; Xu, Bozhi ; Tian, Gaoliang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5211-5243.

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2024Meat production and zoonotic disease outbreaks in Asia. (2024). Hagar, Amit ; Steinberg, Jessica ; Koren, Ore. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:567-586.

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2023Tax morale, fiscal capacity, and war. (2023). Ticchi, Davide ; Teobaldelli, Désirée ; Belmonte, Alessandro. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:2:p:445-474.

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2024Blue goes green: The impact of the chief executive officer and board of directors political ideology on corporate environmental performance. (2024). Kim, Yeongsu Anthony. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:134-148.

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2023Extracting business cycles with three filters: A comparative study and application in the case of China. (2023). Li, Naiqian ; Sun, Chentong. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:254-269.

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2023DOES 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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2023On financial frictions and firms market power. (2023). Galdonsanchez, Jose E ; Deidda, Luca G ; Casares, Miguel. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:982-1005.

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2023Consuming Contests: The Effect of Outcome Uncertainty on Spectator Attendance in the Australian Football League. (2023). Lakhani, Karim R ; Ferguson, Patrick J. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:326:p:410-435.

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2023Crowdfunding 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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2023.

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2024Does informal governance matter to institutional investors? Evidence from social capital. (2024). Shang, Chenguang ; Huang, Kershen. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457.

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2023Agricultural input subsidies, extension services, and farm labour productivity nexus: Evidence from maize farmers in Tanzania. (2023). Malimi, Kilugala. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:3:p:874-898.

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2023Local CEOs, career concerns and voluntary disclosure. (2023). Hu, Yaqin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:565-597.

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2023Financial inclusion and food insecurity: Examining linkages and potential pathways. (2023). Asongu, Simplice ; Acheampong, Alex ; Koomson, Isaac. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:57:y:2023:i:1:p:418-444.

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2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

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2023How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208.

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2023Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345.

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2023Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

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2023The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392.

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2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

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2023Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591.

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2023The impact of crime on firm entry. (2023). Rizzo, Ugo ; Barbieri, Nicolo. In: Journal of Regional Science. RePEc:bla:jregsc:v:63:y:2023:i:2:p:446-469.

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2023Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers. (2023). Niehaus, Greg. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:249-281.

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2023Cheaper by the bundle: The interaction of frictions and option exercise in variable annuities. (2023). Moenig, Thorsten ; Bauer, Daniel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:459-486.

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2023A nonparametric predictive regression model using partitioning estimators based on Taylor expansions. (2023). Olmo, Jose. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:3:p:294-318.

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2023Should a firm bring a supplier into the boardroom?. (2023). Ramaswami, Sridhar ; Bommaraju, Raghu ; Arunachalam, S ; Ambulkar, Saurabh. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:1:p:28-44.

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2023Mergers and acquisitions in supply bases. (2023). Shou, Yongyi ; Dong, Yan ; Skowronski, Keith ; Hu, Wenjin. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:4:p:1059-1078.

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2023How Wealthy are the Rich?. (2023). Milaković, Mishael ; Schulz, Jan. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:1:p:100-123.

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2023Do employees views matter in corporate governance? The relationship between employee approval and CEO dismissal. (2023). Waldman, David ; Shen, Wei ; Avolio, Bruce J ; Zhu, QI ; Wang, Danni. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:5:p:1328-1354.

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2023Director departure following political ideology (in)congruence with an incoming CEO. (2023). Chin, M K ; Bundy, Jonathan ; Busenbark, John R. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:7:p:1698-1732.

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2023The market for inflation risk. (2023). Czech, Robert ; Reis, Ricardo ; Ding, Sitong ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:1028.

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2023Granular banking flows and exchange-rate dynamics. (2023). Ostry, Daniel ; Lloyd, Simon ; Bippus, Balduin. In: Bank of England working papers. RePEc:boe:boeewp:1043.

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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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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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2017Worker Betas: Five Facts about Systematic Earnings Risk In: American Economic Review.
[Full Text][Citation analysis]		article61
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: Staff Report.
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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.
[Full Text][Citation analysis]		article60
2009A Note on Liquidity Risk Management In: American Economic Review.
[Full Text][Citation analysis]		article35
2009A Note on Liquidity Risk Management.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 35		paper
2023Understanding the Ownership Structure of Corporate Bonds In: American Economic Review: Insights.
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2022Understanding the Ownership Structure of Corporate Bonds.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2022Global Life Insurers during a Low Interest Rate Environment In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article3
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics.
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2008Asset Prices Under Habit Formation and Reference-Dependent Preferences In: Journal of Business & Economic Statistics.
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2009Comment In: Journal of Business & Economic Statistics.
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2016Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices. In: Working papers.
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2018Eurosystem asset purchases and portfolio rebalancing in the euro area In: Rue de la Banque.
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2006A Consumption-Based Explanation of Expected Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article259
2016Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Journal of Finance.
[Full Text][Citation analysis]		article53
2014Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2014) In: Staff Report.
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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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2022The Fragility of Market Risk Insurance In: Journal of Finance.
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2018The Fragility of Market Risk Insurance.(2018) In: CEPR Discussion Papers.
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2018The Fragility of Market Risk Insurance.(2018) In: NBER Working Papers.
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.() In: .
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2023Neoclassical growth in an interdependent world In: CEP Discussion Papers.
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2023Neoclassical growth in an interdependent world.(2023) In: LSE Research Online Documents on Economics.
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2023Neoclassical Growth in an Interdependent World.(2023) In: NBER Working Papers.
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2023Neoclassical Growth in an Interdependent World.(2023) In: Working Papers.
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.() In: .
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2016Shadow Insurance In: Swiss Finance Institute Research Paper Series.
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2014Shadow Insurance.(2014) In: Staff Report.
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2013Shadow Insurance.(2013) In: NBER Working Papers.
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2016Shadow Insurance.(2016) In: Econometrica.
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2019Inspecting the Mechanism of Quantitative Easing in the Euro Area In: CEPR Discussion Papers.
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2021Inspecting the mechanism of quantitative easing in the euro area.(2021) In: Journal of Financial Economics.
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2019Inspecting the Mechanism of Quantitative Easing in the Euro Area.(2019) In: NBER Working Papers.
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2020Exchange Rates and Asset Prices in a Global Demand System In: CEPR Discussion Papers.
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2020Exchange Rates and Asset Prices in a Global Demand System.(2020) In: NBER Working Papers.
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.() In: .
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1999Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa.(1999) In: Working Papers.
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2001Luxury Goods and the Equity Premium In: NBER Working Papers.
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2002Luxury Goods and the Equity Premium.(2002) In: Working Papers.
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2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
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