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Motohiro Yogo

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This is information that was supplied by Motohiro Yogo in registering through RePEc. If you are Motohiro Yogo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Motohiro
Middle Name:
Last Name: Yogo
Suffix:

RePEc Short-ID: pyo20

Email: [This author has chosen not to make the email address public]
Homepage: https://sites.google.com/site/motohiroyogo
Postal Address: Federal Reserve Bank of Minneapolis, Research Department, 90 Hennepin Avenue, Minneapolis, MN 55401-1804
Phone:

Affiliation

Research Department
Federal Reserve Bank of Minneapolis
Location: Minneapolis, Minnesota (United States)
Homepage: http://minneapolisfed.org/research/
Email:
Phone: (612) 204-5000
Fax:
Postal: 90 Hennepin Avenue, P.O. Box 291, Minneapolis, MN 55480-0291
Handle: RePEc:edi:rfrbmus (more details at EDIRC)

Works

as in new window

Working papers

  1. Koijen, Ralph S.J. & Yogo, Motohiro, 2014. "The Cost of Financial Frictions for Life Insurers," Staff Report 500, Federal Reserve Bank of Minneapolis.
  2. Yogo, Motohiro & Koijen, Ralph S.J., 2014. "Growing Risk in the Insurance Sector," Economic Policy Paper 14-2, Federal Reserve Bank of Minneapolis.
  3. Ralph S.J. Koijen & Motohiro Yogo, 2013. "Shadow Insurance," NBER Working Papers 19568, National Bureau of Economic Research, Inc.
  4. Motohiro Yogo & David Perez-Reyna & Guillermo Ordonez, 2013. "Debt: Deleveraging or Default," 2013 Meeting Papers 139, Society for Economic Dynamics.
  5. Ralph S.J. Koijen & Motohiro Yogo, 2012. "The Cost of Financial Frictions for Life Insurers," NBER Working Papers 18321, National Bureau of Economic Research, Inc.
  6. Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2011. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," NBER Working Papers 17325, National Bureau of Economic Research, Inc.
  7. Harrison Hong & Motohiro Yogo, 2011. "What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?," NBER Working Papers 16712, National Bureau of Economic Research, Inc.
  8. Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," NBER Working Papers 16316, National Bureau of Economic Research, Inc.
  9. Motohiro Yogo, 2009. "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets," Working Papers, Center for Retirement Research at Boston College wp2009-3, Center for Retirement Research, revised Jan 2009.
  10. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," NBER Working Papers 14727, National Bureau of Economic Research, Inc.
  11. Joao F. Gomes & Leonid Kogan & Motohiro Yogo, 2007. "Durability of Output and Expected Stock Returns," NBER Working Papers 12986, National Bureau of Economic Research, Inc.
  12. Borja Larrain & Motohiro Yogo, 2005. "Does firm value move too much to be justified by subsequent changes in cash flow?," Working Papers 05-18, Federal Reserve Bank of Boston.
  13. John Y. Campbell & Motohiro Yogo, 2003. "Efficient Tests of Stock Return Predictability," NBER Working Papers 10026, National Bureau of Economic Research, Inc.
  14. James H. Stock & Motohiro Yogo, 2002. "Testing for Weak Instruments in Linear IV Regression," NBER Technical Working Papers 0284, National Bureau of Economic Research, Inc.
  15. Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo, 2001. "Luxury Goods and the Equity Premium," NBER Working Papers 8417, National Bureau of Economic Research, Inc.
  16. Anne Case & Motohiro Yogo, 1999. "Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa," NBER Working Papers 7399, National Bureau of Economic Research, Inc.

Articles

  1. Hong, Harrison & Yogo, Motohiro, 2012. "What does futures market interest tell us about the macroeconomy and asset prices?," Journal of Financial Economics, Elsevier, vol. 105(3), pages 473-490.
  2. Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," Review of Financial Studies, Society for Financial Studies, vol. 23(11), pages 3929-3965, November.
  3. Yogo, Motohiro, 2009. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 326-328.
  4. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," American Economic Review, American Economic Association, vol. 99(2), pages 578-83, May.
  5. Jo�o F. Gomes & Leonid Kogan & Motohiro Yogo, 2009. "Durability of Output and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 117(5), pages 941 - 986.
  6. Yogo, Motohiro, 2008. "Measuring business cycles: A wavelet analysis of economic time series," Economics Letters, Elsevier, vol. 100(2), pages 208-212, August.
  7. Larrain, Borja & Yogo, Motohiro, 2008. "Does firm value move too much to be justified by subsequent changes in cash flow," Journal of Financial Economics, Elsevier, vol. 87(1), pages 200-226, January.
  8. Yogo, Motohiro, 2008. "Asset Prices Under Habit Formation and Reference-Dependent Preferences," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 131-143, April.
  9. Campbell, John Y. & Yogo, Motohiro, 2006. "Efficient tests of stock return predictability," Journal of Financial Economics, Elsevier, vol. 81(1), pages 27-60, July.
  10. Motohiro Yogo, 2006. "A Consumption-Based Explanation of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 61(2), pages 539-580, 04.
  11. Hausman, Jerry & Stock, James H. & Yogo, Motohiro, 2005. "Asymptotic properties of the Hahn-Hausman test for weak-instruments," Economics Letters, Elsevier, vol. 89(3), pages 333-342, December.
  12. Motohiro Yogo, 2004. "Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 797-810, August.
  13. Yacine A�T-Sahalia & Jonathan A. Parker & Motohiro Yogo, 2004. "Luxury Goods and the Equity Premium," Journal of Finance, American Finance Association, vol. 59(6), pages 2959-3004, December.
  14. Stock, James H & Wright, Jonathan H & Yogo, Motohiro, 2002. "A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 518-29, October.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2006-03-18 2007-01-28
  2. NEP-AGE: Economics of Ageing (1) 2011-08-29
  3. NEP-BEC: Business Economics (1) 2009-02-22
  4. NEP-CBA: Central Banking (1) 2011-01-30
  5. NEP-CFN: Corporate Finance (3) 2004-07-18 2006-03-18 2009-02-22
  6. NEP-DGE: Dynamic General Equilibrium (2) 2010-09-03 2014-07-21
  7. NEP-ECM: Econometrics (2) 2002-11-04 2004-07-18
  8. NEP-EDU: Education (1) 1999-11-08
  9. NEP-ETS: Econometric Time Series (1) 2004-07-18
  10. NEP-FIN: Finance (1) 2004-07-18
  11. NEP-FMK: Financial Markets (1) 2004-07-18
  12. NEP-HEA: Health Economics (3) 2009-09-11 2011-08-29 2014-07-21
  13. NEP-IAS: Insurance Economics (7) 2011-08-29 2012-08-23 2012-10-27 2013-11-02 2014-04-05 2014-07-21 2014-07-21. Author is listed
  14. NEP-IFN: International Finance (2) 2012-10-27 2014-07-21
  15. NEP-LAB: Labour Economics (1) 1999-11-08
  16. NEP-MAC: Macroeconomics (2) 2007-03-31 2011-01-30
  17. NEP-MIC: Microeconomics (2) 2001-08-15 2011-01-30
  18. NEP-MON: Monetary Economics (1) 2011-01-30
  19. NEP-PBE: Public Economics (1) 1999-11-08
  20. NEP-PUB: Public Finance (1) 1999-11-15
  21. NEP-REG: Regulation (1) 2014-07-21
  22. NEP-RMG: Risk Management (3) 2007-03-31 2009-02-22 2014-04-05
  23. NEP-UPT: Utility Models & Prospect Theory (1) 2010-09-03
  24. NEP-URE: Urban & Real Estate Economics (1) 2009-09-11

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations
  6. Number of Citations, Discounted by Citation Age
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors
  12. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  17. h-index
  18. Number of Registered Citing Authors
  19. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  23. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  24. Number of Abstract Views in RePEc Services over the past 12 months
  25. Number of Downloads through RePEc Services over the past 12 months
  26. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  27. Breadth of citations across fields
  28. Wu-Index

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