Motohiro Yogo
Personal Details
First Name: | Motohiro |
Middle Name: | |
Last Name: | Yogo |
Suffix: | |
RePEc Short-ID: | pyo20 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/motohiroyogo | |
Princeton University, Department of Economics, Julis Romo Rabinowitz Building, Princeton, NJ 08544 | |
Twitter: | @motoyogo |
Terminal Degree: | 2004 Department of Economics; Harvard University (from RePEc Genealogy) |
Affiliation
(99%) Department of Economics
Princeton University
Princeton, New Jersey (United States)https://economics.princeton.edu/
RePEc:edi:deprius (more details at EDIRC)
(1%) National Bureau of Economic Research (NBER)
Cambridge, Massachusetts (United States)http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo, 2023.
"Neoclassical growth in an interdependent world,"
CEP Discussion Papers
dp1965, Centre for Economic Performance, LSE.
- Kleinman, Benny & Liu, Ernest & Redding, Stephen J. & Yogo, Motohiro, 2023. "Neoclassical growth in an interdependent world," LSE Research Online Documents on Economics 121381, London School of Economics and Political Science, LSE Library.
- Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo, 2023. "Neoclassical Growth in an Interdependent World," NBER Working Papers 31951, National Bureau of Economic Research, Inc.
- Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo, 2023. "Neoclassical Growth in an Interdependent World," Working Papers 318, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo, 2023. "Neoclassical Growth in an Interdependent World," Working Papers 2023-02, Princeton University. Economics Department..
- Kleinman, Benny & Liu, Ernest & Redding, Stephen & Yogo, Motohiro, 2023. "Neoclassical Growth in an Interdependent World," CEPR Discussion Papers 18654, C.E.P.R. Discussion Papers.
- Xavier Gabaix & Ralph S. J. Koijen & Federico Mainardi & Sangmin Oh & Motohiro Yogo, 2023. "Asset Demand of U.S. Households," NBER Working Papers 32001, National Bureau of Economic Research, Inc.
- Ralph S. J. Koijen & Motohiro Yogo, 2022.
"Understanding the Ownership Structure of Corporate Bonds,"
NBER Working Papers
29679, National Bureau of Economic Research, Inc.
- Ralph S. J. Koijen & Motohiro Yogo, 2023. "Understanding the Ownership Structure of Corporate Bonds," American Economic Review: Insights, American Economic Association, vol. 5(1), pages 73-92, March.
- Koijen, Ralph & Yogo, Motohiro, 2021.
"The Evolution from Life Insurance to Financial Engineering,"
CEPR Discussion Papers
16348, C.E.P.R. Discussion Papers.
- Ralph S. J. Koijen & Motohiro Yogo, 2021. "The evolution from life insurance to financial engineering," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(2), pages 89-111, September.
- Ralph S. J. Koijen & Motohiro Yogo, 2021. "The Evolution from Life Insurance to Financial Engineering," NBER Working Papers 29030, National Bureau of Economic Research, Inc.
- Motohiro Yogo & Andrew Whitten & Natalie Cox, 2021. "Financial Inclusion Across the United States," Working Papers 2021-28, Princeton University. Economics Department..
- Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2020.
"Which Investors Matter for Equity Valuations and Expected Returns?,"
CEPR Discussion Papers
14890, C.E.P.R. Discussion Papers.
- Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020. "Which Investors Matter for Equity Valuations and Expected Returns?," NBER Working Papers 27402, National Bureau of Economic Research, Inc.
- Koijen, Ralph & Yogo, Motohiro, 2020.
"Exchange Rates and Asset Prices in a Global Demand System,"
CEPR Discussion Papers
14874, C.E.P.R. Discussion Papers.
- Ralph S. J. Koijen & Motohiro Yogo, 2020. "Exchange Rates and Asset Prices in a Global Demand System," Working Papers 2020-33, Princeton University. Economics Department..
- Ralph S. J. Koijen & Motohiro Yogo, 2020. "Exchange Rates and Asset Prices in a Global Demand System," NBER Working Papers 27342, National Bureau of Economic Research, Inc.
- Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020. "Which Investors Matter for Global Equity Valuations and Expected Returns?," Working Papers 2020-34, Princeton University. Economics Department..
- Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro, 2019.
"Inspecting the Mechanism of Quantitative Easing in the Euro Area,"
CEPR Discussion Papers
13906, C.E.P.R. Discussion Papers.
- Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021. "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, vol. 140(1), pages 1-20.
- Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," NBER Working Papers 26152, National Bureau of Economic Research, Inc.
- Koijen, Ralph & Yogo, Motohiro, 2018.
"The Fragility of Market Risk Insurance,"
CEPR Discussion Papers
12560, C.E.P.R. Discussion Papers.
- Ralph S.J. Koijen & Motohiro Yogo, 2022. "The Fragility of Market Risk Insurance," Journal of Finance, American Finance Association, vol. 77(2), pages 815-862, April.
- Ralph Koijen & Motohiro Yogo, 2018. "The Fragility of Market Risk Insurance," NBER Working Papers 24182, National Bureau of Economic Research, Inc.
- Ralph Koijen & Motohiro Yogo, 2022. "The Fragility of Market Risk Insurance," Working Papers 2022-3, Princeton University. Economics Department..
- Fatih Guvenen & Sam Schulhofer-Wohl & Motohiro Yogo, 2017.
"Worker Betas: Five Facts About Systematic Earnings Risk,"
Working Paper Series
WP-2017-4, Federal Reserve Bank of Chicago.
- Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017. "Worker Betas: Five Facts about Systematic Earnings Risk," American Economic Review, American Economic Association, vol. 107(5), pages 398-403, May.
- Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017. "Worker Betas: Five Facts about Systematic Earnings Risk," NBER Working Papers 23163, National Bureau of Economic Research, Inc.
- Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017. "Worker Betas: Five Facts about Systematic Earnings Risk," Staff Report 546, Federal Reserve Bank of Minneapolis.
- Ralph S.J. Koijen & Motohiro Yogo, 2017. "Risk of Life Insurers: Recent Trends and Transmission Mechanisms," NBER Working Papers 23365, National Bureau of Economic Research, Inc.
- R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo, 2016. "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers 601, Banque de France.
- Ralph S. J. Koijen & Motohiro Yogo, 2015.
"A Demand System Approach to Asset Pricing,"
Staff Report
510, Federal Reserve Bank of Minneapolis.
- Ralph S. J. Koijen & Motohiro Yogo, 2019. "A Demand System Approach to Asset Pricing," Journal of Political Economy, University of Chicago Press, vol. 127(4), pages 1475-1515.
- Ralph S.J. Koijen & Motohiro Yogo, 2015. "A Demand System Approach to Asset Pricing," NBER Working Papers 21749, National Bureau of Economic Research, Inc.
- Ralph S. J. Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2014.
"Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice,"
Staff Report
499, Federal Reserve Bank of Minneapolis.
- Ralph S.J. Koijen & Stijn Nieuwerburgh & Motohiro Yogo, 2016. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Journal of Finance, American Finance Association, vol. 71(2), pages 957-1010, April.
- 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.
- Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S. J. Koijen, 2011. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," 2011 Meeting Papers 633, Society for Economic Dynamics.
- Ralph S. J. Koijen & Motohiro Yogo, 2014. "Growing Risk in the Insurance Sector," Economic Policy Paper 14-2, Federal Reserve Bank of Minneapolis.
- Ralph S. J. Koijen & Motohiro Yogo, 2014.
"Shadow Insurance,"
Swiss Finance Institute Research Paper Series
14-64, Swiss Finance Institute, revised May 2016.
- Ralph S. J. Koijen & Motohiro Yogo, 2016. "Shadow Insurance," Econometrica, Econometric Society, vol. 84, pages 1265-1287, May.
- Ralph S. J. Koijen & Motohiro Yogo, 2014. "Shadow Insurance," Staff Report 505, Federal Reserve Bank of Minneapolis.
- Ralph S.J. Koijen & Motohiro Yogo, 2013. "Shadow Insurance," NBER Working Papers 19568, National Bureau of Economic Research, Inc.
- Ralph S. J. Koijen & Motohiro Yogo, 2014.
"The Cost of Financial Frictions for Life Insurers,"
Staff Report
500, Federal Reserve Bank of Minneapolis.
- Ralph S. J. Koijen & Motohiro Yogo, 2015. "The Cost of Financial Frictions for Life Insurers," American Economic Review, American Economic Association, vol. 105(1), pages 445-475, January.
- Motohiro Yogo & Ralph Koijen, 2012. "The Cost of Financial Frictions for Life Insurers," 2012 Meeting Papers 83, Society for Economic Dynamics.
- 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.
- Motohiro Yogo & David Perez-Reyna & Guillermo Ordonez, 2013. "Debt: Deleveraging or Default," 2013 Meeting Papers 139, Society for Economic Dynamics.
- 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.
- 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.
- Jessica A. Wachter & Motohiro Yogo, 2010.
"Why Do Household Portfolio Shares Rise in Wealth?,"
NBER Working Papers
16316, National Bureau of Economic Research, Inc.
- Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," The Review of Financial Studies, Society for Financial Studies, vol. 23(11), pages 3929-3965, November.
- Motohiro Yogo & Jessica Wachter, 2007. "Why do Household Portfolio Shares Rise in Wealth?," 2007 Meeting Papers 929, Society for Economic Dynamics.
- 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.
- Yogo, Motohiro, 2016. "Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets," Journal of Monetary Economics, Elsevier, vol. 80(C), pages 17-34.
- Motohiro Yogo, 2009. "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets," NBER Working Papers 15307, National Bureau of Economic Research, Inc.
- Motohiro Yogo, 2008. "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets," 2008 Meeting Papers 63, Society for Economic Dynamics.
- Markus K. Brunnermeier & Motohiro Yogo, 2009.
"A Note on Liquidity Risk Management,"
NBER Working Papers
14727, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," American Economic Review, American Economic Association, vol. 99(2), pages 578-583, May.
- Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S.J. Koijen, 2009.
"Optimal Health and Longevity Insurance,"
2009 Meeting Papers
185, Society for Economic Dynamics.
- 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.
- 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.
- João 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.
- Motohiro Yogo & Leonid Kogan & Joao Gomes, 2007. "Durability of Output and Expected Stock Returns," 2007 Meeting Papers 432, Society for Economic Dynamics.
- 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.
- 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.
- Borja Larrain & Motohiro Yogo, 2007. "Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?," NBER Working Papers 12847, National Bureau of Economic Research, Inc.
- 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.
- John Y. Campbell & Motohiro Yogo, 2002.
"Efficient Tests of Stock Return Predictability,"
Harvard Institute of Economic Research Working Papers
1972, Harvard - Institute of Economic Research.
- Campbell, John Y. & Yogo, Motohiro, 2006. "Efficient tests of stock return predictability," Journal of Financial Economics, Elsevier, vol. 81(1), pages 27-60, July.
- Campbell, John & Yogo, Motohiro, 2006. "Efficient tests of stock return predictability," Scholarly Articles 3122601, Harvard University Department of Economics.
- John Y. Campbell & Motohiro Yogo, 2003. "Efficient Tests of Stock Return Predictability," NBER Working Papers 10026, National Bureau of Economic Research, Inc.
- 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.
- Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo, 2002. "Luxury Goods and the Equity Premium," Working Papers 145, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
- 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.
- Anne Case & Motohiro Yogo, 1999. "Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa," Working Papers 219, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
- Anne Case & Motohiro Yogo, 1999. "Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa," Working Papers 1999-1, Princeton University. Economics Department..
Articles
- Ralph S. J. Koijen & Motohiro Yogo, 2023.
"Understanding the Ownership Structure of Corporate Bonds,"
American Economic Review: Insights, American Economic Association, vol. 5(1), pages 73-92, March.
- Ralph S. J. Koijen & Motohiro Yogo, 2022. "Understanding the Ownership Structure of Corporate Bonds," NBER Working Papers 29679, National Bureau of Economic Research, Inc.
- Ralph S J Koijen & Motohiro Yogo, 2022. "New Perspectives on Insurance," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5275-5286.
- Ralph S.J. Koijen & Motohiro Yogo, 2022.
"The Fragility of Market Risk Insurance,"
Journal of Finance, American Finance Association, vol. 77(2), pages 815-862, April.
- Ralph Koijen & Motohiro Yogo, 2018. "The Fragility of Market Risk Insurance," NBER Working Papers 24182, National Bureau of Economic Research, Inc.
- Ralph Koijen & Motohiro Yogo, 2022. "The Fragility of Market Risk Insurance," Working Papers 2022-3, Princeton University. Economics Department..
- Koijen, Ralph & Yogo, Motohiro, 2018. "The Fragility of Market Risk Insurance," CEPR Discussion Papers 12560, C.E.P.R. Discussion Papers.
- Ralph S. J. Koijen & Motohiro Yogo, 2022. "Global Life Insurers during a Low Interest Rate Environment," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 503-508, May.
- Ralph S. J. Koijen & Motohiro Yogo, 2021.
"The evolution from life insurance to financial engineering,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(2), pages 89-111, September.
- Ralph S. J. Koijen & Motohiro Yogo, 2021. "The Evolution from Life Insurance to Financial Engineering," NBER Working Papers 29030, National Bureau of Economic Research, Inc.
- Koijen, Ralph & Yogo, Motohiro, 2021. "The Evolution from Life Insurance to Financial Engineering," CEPR Discussion Papers 16348, C.E.P.R. Discussion Papers.
- Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021.
"Inspecting the mechanism of quantitative easing in the euro area,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 1-20.
- Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," CEPR Discussion Papers 13906, C.E.P.R. Discussion Papers.
- Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," NBER Working Papers 26152, National Bureau of Economic Research, Inc.
- Ralph S. J. Koijen & Motohiro Yogo, 2019.
"A Demand System Approach to Asset Pricing,"
Journal of Political Economy, University of Chicago Press, vol. 127(4), pages 1475-1515.
- Ralph S. J. Koijen & Motohiro Yogo, 2015. "A Demand System Approach to Asset Pricing," Staff Report 510, Federal Reserve Bank of Minneapolis.
- Ralph S.J. Koijen & Motohiro Yogo, 2015. "A Demand System Approach to Asset Pricing," NBER Working Papers 21749, National Bureau of Economic Research, Inc.
- Ordoñez, Guillermo & Perez-Reyna, David & Yogo, Motohiro, 2019. "Leverage dynamics and credit quality," Journal of Economic Theory, Elsevier, vol. 183(C), pages 183-212.
- Ralph S.J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo, 2018. "Eurosystem asset purchases and portfolio rebalancing in the euro area," Rue de la Banque, Banque de France, issue 60, April.
- Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017.
"Worker Betas: Five Facts about Systematic Earnings Risk,"
American Economic Review, American Economic Association, vol. 107(5), pages 398-403, May.
- Fatih Guvenen & Sam Schulhofer-Wohl & Motohiro Yogo, 2017. "Worker Betas: Five Facts About Systematic Earnings Risk," Working Paper Series WP-2017-4, Federal Reserve Bank of Chicago.
- Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017. "Worker Betas: Five Facts about Systematic Earnings Risk," NBER Working Papers 23163, National Bureau of Economic Research, Inc.
- Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017. "Worker Betas: Five Facts about Systematic Earnings Risk," Staff Report 546, Federal Reserve Bank of Minneapolis.
- Ralph S. J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo, 2017. "Euro-Area Quantitative Easing and Portfolio Rebalancing," American Economic Review, American Economic Association, vol. 107(5), pages 621-627, May.
- Ralph S.J. Koijen & Stijn Nieuwerburgh & Motohiro Yogo, 2016.
"Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice,"
Journal of Finance, American Finance Association, vol. 71(2), pages 957-1010, April.
- Ralph S. J. Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2014. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Staff Report 499, Federal Reserve Bank of Minneapolis.
- 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.
- Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S. J. Koijen, 2011. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," 2011 Meeting Papers 633, Society for Economic Dynamics.
- Yogo, Motohiro, 2016.
"Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets,"
Journal of Monetary Economics, Elsevier, vol. 80(C), pages 17-34.
- Motohiro Yogo, 2009. "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets," NBER Working Papers 15307, National Bureau of Economic Research, Inc.
- Motohiro Yogo, 2008. "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets," 2008 Meeting Papers 63, Society for Economic Dynamics.
- 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.
- Ralph S. J. Koijen & Motohiro Yogo, 2016.
"Shadow Insurance,"
Econometrica, Econometric Society, vol. 84, pages 1265-1287, May.
- Ralph S. J. Koijen & Motohiro Yogo, 2014. "Shadow Insurance," Swiss Finance Institute Research Paper Series 14-64, Swiss Finance Institute, revised May 2016.
- Ralph S. J. Koijen & Motohiro Yogo, 2014. "Shadow Insurance," Staff Report 505, Federal Reserve Bank of Minneapolis.
- Ralph S.J. Koijen & Motohiro Yogo, 2013. "Shadow Insurance," NBER Working Papers 19568, National Bureau of Economic Research, Inc.
- Ralph S. J. Koijen & Motohiro Yogo, 2015.
"The Cost of Financial Frictions for Life Insurers,"
American Economic Review, American Economic Association, vol. 105(1), pages 445-475, January.
- Motohiro Yogo & Ralph Koijen, 2012. "The Cost of Financial Frictions for Life Insurers," 2012 Meeting Papers 83, Society for Economic Dynamics.
- 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.
- Ralph S. J. Koijen & Motohiro Yogo, 2014. "The Cost of Financial Frictions for Life Insurers," Staff Report 500, Federal Reserve Bank of Minneapolis.
- 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.
- 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.
- Jessica A. Wachter & Motohiro Yogo, 2010.
"Why Do Household Portfolio Shares Rise in Wealth?,"
The Review of Financial Studies, Society for Financial Studies, vol. 23(11), pages 3929-3965, November.
- Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," NBER Working Papers 16316, National Bureau of Economic Research, Inc.
- Motohiro Yogo & Jessica Wachter, 2007. "Why do Household Portfolio Shares Rise in Wealth?," 2007 Meeting Papers 929, Society for Economic Dynamics.
- Yogo, Motohiro, 2009. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 326-328.
- Markus K. Brunnermeier & Motohiro Yogo, 2009.
"A Note on Liquidity Risk Management,"
American Economic Review, American Economic Association, vol. 99(2), pages 578-583, May.
- Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," NBER Working Papers 14727, National Bureau of Economic Research, Inc.
- João 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.
- Motohiro Yogo & Leonid Kogan & Joao Gomes, 2007. "Durability of Output and Expected Stock Returns," 2007 Meeting Papers 432, Society for Economic Dynamics.
- 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.
- Yogo, Motohiro, 2008. "Measuring business cycles: A wavelet analysis of economic time series," Economics Letters, Elsevier, vol. 100(2), pages 208-212, August.
- 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.
- 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.
- 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.
- Borja Larrain & Motohiro Yogo, 2007. "Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?," NBER Working Papers 12847, National Bureau of Economic Research, Inc.
- Campbell, John Y. & Yogo, Motohiro, 2006.
"Efficient tests of stock return predictability,"
Journal of Financial Economics, Elsevier, vol. 81(1), pages 27-60, July.
- John Y. Campbell & Motohiro Yogo, 2002. "Efficient Tests of Stock Return Predictability," Harvard Institute of Economic Research Working Papers 1972, Harvard - Institute of Economic Research.
- Campbell, John & Yogo, Motohiro, 2006. "Efficient tests of stock return predictability," Scholarly Articles 3122601, Harvard University Department of Economics.
- John Y. Campbell & Motohiro Yogo, 2003. "Efficient Tests of Stock Return Predictability," NBER Working Papers 10026, National Bureau of Economic Research, Inc.
- Motohiro Yogo, 2006. "A Consumption‐Based Explanation of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 61(2), pages 539-580, April.
- 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.
- 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.
- 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 518-529, October.
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- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Breadth of citations across fields
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 43 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-IAS: Insurance Economics (14) 2011-08-29 2012-08-23 2012-10-27 2013-11-02 2014-04-05 2014-07-21 2014-07-21 2015-01-03 2017-05-21 2018-01-22 2018-02-05 2021-08-23 2022-02-28 2022-04-11. Author is listed
- NEP-RMG: Risk Management (9) 2007-03-31 2009-02-22 2014-04-05 2015-01-03 2017-05-21 2018-01-22 2018-02-05 2021-08-23 2022-04-11. Author is listed
- NEP-MAC: Macroeconomics (8) 2007-03-31 2011-01-30 2016-09-18 2017-02-26 2019-09-02 2020-07-13 2021-06-28 2022-03-28. Author is listed
- NEP-IFN: International Finance (7) 2012-10-27 2014-07-21 2015-12-28 2020-07-13 2021-06-28 2022-03-28 2024-02-12. Author is listed
- NEP-CWA: Central and Western Asia (5) 2021-06-21 2022-03-07 2022-03-28 2022-03-28 2022-04-11. Author is listed
- NEP-DGE: Dynamic General Equilibrium (5) 2010-09-03 2014-07-21 2024-01-08 2024-02-12 2024-04-01. Author is listed
- NEP-FMK: Financial Markets (5) 2004-07-18 2020-07-20 2021-08-23 2022-02-28 2022-04-11. Author is listed
- NEP-MON: Monetary Economics (5) 2011-01-30 2016-09-18 2019-09-02 2020-07-13 2022-03-28. Author is listed
- NEP-FDG: Financial Development and Growth (4) 2022-02-28 2022-03-28 2024-01-08 2024-01-22
- NEP-INT: International Trade (4) 2023-06-19 2024-01-08 2024-02-12 2024-04-01
- NEP-OPM: Open Economy Macroeconomics (4) 2023-06-19 2024-01-08 2024-02-12 2024-04-01
- NEP-CBA: Central Banking (3) 2011-01-30 2016-09-18 2019-09-02
- NEP-CFN: Corporate Finance (3) 2004-07-18 2006-03-18 2009-02-22
- NEP-GRO: Economic Growth (3) 2024-01-08 2024-02-12 2024-04-01
- NEP-HEA: Health Economics (3) 2009-09-11 2011-08-29 2014-07-21
- NEP-ACC: Accounting and Auditing (2) 2006-03-18 2007-01-28
- NEP-AGE: Economics of Ageing (2) 2011-08-29 2022-03-07
- NEP-BEC: Business Economics (2) 2009-02-22 2022-03-28
- NEP-ECM: Econometrics (2) 2002-11-04 2004-07-18
- NEP-EEC: European Economics (2) 2016-09-18 2019-09-02
- NEP-MIC: Microeconomics (2) 2001-08-15 2011-01-30
- NEP-BAN: Banking (1) 2022-04-11
- NEP-CNA: China (1) 2024-04-01
- NEP-EDU: Education (1) 1999-11-08
- NEP-ETS: Econometric Time Series (1) 2004-07-18
- NEP-FIN: Finance (1) 2004-07-18
- NEP-FLE: Financial Literacy and Education (1) 2022-03-07
- NEP-ISF: Islamic Finance (1) 2021-08-23
- NEP-LAB: Labour Economics (1) 1999-11-08
- NEP-ORE: Operations Research (1) 2022-02-28
- NEP-PBE: Public Economics (1) 1999-11-08
- NEP-PUB: Public Finance (1) 1999-11-15
- NEP-REG: Regulation (1) 2014-07-21
- NEP-SOG: Sociology of Economics (1) 2016-09-18
- NEP-UPT: Utility Models and Prospect Theory (1) 2010-09-03
- NEP-URE: Urban and Real Estate Economics (1) 2009-09-11
Corrections
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