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Yohei Yamamoto

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This is information that was supplied by Yohei Yamamoto in registering through RePEc. If you are Yohei Yamamoto , 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: Yohei
Middle Name:
Last Name: Yamamoto
Suffix:

RePEc Short-ID: pya247

Email:
Homepage:
Postal Address: Naka 2-1, Kunitachi, Tokyo, 186-8601, Japan
Phone: +81-42-580-8744

Affiliation

Graduate School of Economics
Hitotsubashi University
Location: Tokyo, Japan
Homepage: http://www.econ.hit-u.ac.jp/
Email:
Phone: +81-42-580-8000
Fax:
Postal:
Handle: RePEc:edi:fehitjp (more details at EDIRC)

Works

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Working papers

  1. Yamamoto, Yohei, 2014. "A Modified Confidence Set for the Structural Break Date in Linear Regression Models," Discussion Papers 2014-08, Graduate School of Economics, Hitotsubashi University.
  2. Dukpa Kim & Yohei Yamamoto, 2013. "Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR," Global COE Hi-Stat Discussion Paper Series gd12-279, Institute of Economic Research, Hitotsubashi University.
  3. YAMAMOTO, Yohei & TANAKA, Shinya, 2013. "Testing for Factor Loading Structural Change under Common Breaks," Discussion Papers 2013-17, Graduate School of Economics, Hitotsubashi University.
  4. Yohei Yamamoto, 2013. "Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series," Global COE Hi-Stat Discussion Paper Series gd12-280, Institute of Economic Research, Hitotsubashi University.
  5. Rasmus Fatum & Yohei Yamamoto, 2012. "Does foreign exchange intervention volume matter?," Globalization and Monetary Policy Institute Working Paper 115, Federal Reserve Bank of Dallas.
  6. Yohei Yamamoto, 2012. "Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions," Global COE Hi-Stat Discussion Paper Series gd12-249, Institute of Economic Research, Hitotsubashi University.
  7. Pierre Perron & Yohei Yamamoto, 2011. "Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors," Boston University - Department of Economics - Working Papers Series WP2011-053, Boston University - Department of Economics.
  8. Pierre Perron & Yohei Yamamoto, 2011. "A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS," Boston University - Department of Economics - Working Papers Series WP2011-054, Boston University - Department of Economics.
  9. Pierre Perron & Yohei Yamamoto, 2011. "Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions," Boston University - Department of Economics - Working Papers Series WP2011-049, Boston University - Department of Economics.
  10. Pierre Perron & Yohei Yamamoto, 2008. "On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests," Boston University - Department of Economics - Working Papers Series wp2008-006, Boston University - Department of Economics.
  11. Pierre Perron & Yohei Yamamoto, 2008. "Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors," Boston University - Department of Economics - Working Papers Series wp2008-017, Boston University - Department of Economics.

Articles

  1. Perron, Pierre & Yamamoto, Yohei, 2014. "A Note On Estimating And Testing For Multiple Structural Changes In Models With Endogenous Regressors Via 2sls," Econometric Theory, Cambridge University Press, vol. 30(02), pages 491-507, April.
  2. Fatum, Rasmus & Yamamoto, Yohei, 2014. "Large versus small foreign exchange interventions," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 114-123.
  3. Yohei Yamamoto & Pierre Perron, 2013. "Estimating and testing multiple structural changes in linear models using band spectral regressions," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 400-429, October.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (6) 2009-06-10 2009-06-10 2013-03-16 2013-04-06 2013-12-29 2014-06-14. Author is listed
  2. NEP-ETS: Econometric Time Series (4) 2009-06-10 2009-06-10 2013-04-06 2014-06-14. Author is listed
  3. NEP-FOR: Forecasting (1) 2013-04-06
  4. NEP-IFN: International Finance (2) 2012-06-13 2012-07-14. Author is listed
  5. NEP-MAC: Macroeconomics (2) 2012-07-14 2013-04-06. Author is listed
  6. NEP-MON: Monetary Economics (3) 2012-06-13 2012-07-14 2013-03-16. Author is listed

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