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Yohei Yamamoto · Study

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Yohei Yamamoto

11 works· latest 2018· 2 institutionscluster: provisionalORCID 0000-0002-5868-6725

h-index11

i1011

Citations461

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Most cited in this library

Intra-safe haven currency behavior during the global financial crisis2015 · 139 citations
Testing for factor loading structural change under common breaks2015 · 65 citations
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors2013 · 63 citations
The exchange rate effects of macro news after the global Financial Crisis2018 · 40 citations
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS2013 · 32 citations

Works

11 shown

Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions

Journal of Applied Econometrics·2018·1 author

27citations

The exchange rate effects of macro news after the global Financial Crisis

Journal of International Money and Finance·2018·3 authors

40citations

Estimating and testing multiple structural changes in models with endogenous regressors

RePEc: Research Papers in Economics·2018·2 authors·preprint

12citations

A modified confidence set for the structural break date in linear regression models

Econometric Reviews·2016·1 author

14citations

Intra-safe haven currency behavior during the global financial crisis

Journal of International Money and Finance·2015·2 authors

139citations

Testing for factor loading structural change under common breaks

Journal of Econometrics·2015·2 authors

65citations

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests

Econometric Reviews·2014·2 authors·Open access

17citations

Large versus small foreign exchange interventions

Journal of Banking & Finance·2014·2 authors·Open access

30citations

A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS

Econometric Theory·2013·2 authors

32citations

Estimating and testing multiple structural changes in linear models using band spectral regressions

Econometrics Journal·2013·2 authors

22citations

Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors

Journal of Applied Econometrics·2013·2 authors

63citations