Search Results

A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS,
Pierre Perron and Yohei Yamamoto, in Econometric Theory (2014)

A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK,
Yohei Yamamoto and Tetsushi Horie, in Econometric Theory (2023)

Testing for factor loading structural change under common breaks,
Yohei Yamamoto and Shinya Tanaka, in Journal of Econometrics (2015)
Keywords: Factor model; Principal components; Common breaks; Spurious factors; Nonmonotonic power;

Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model,
Pierre Perron and Yohei Yamamoto, in Econometrics (2019)
Keywords: structural change; variance shifts; CUSQ tests; hypothesis testing; sup-LR test

Estimating and testing multiple structural changes in linear models using band spectral regressions,
Yohei Yamamoto and Pierre Perron, in Econometrics Journal (2013)

Confidence sets for the break date based on optimal tests,
Eiji Kurozumi and Yohei Yamamoto, in Econometrics Journal (2015)

Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors,
Pierre Perron and Yohei Yamamoto, in Journal of Applied Econometrics (2015)

The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence,
Pierre Perron and Yohei Yamamoto, in Empirical Economics (2022)
Keywords: The great moderation, The great recession, Multiple structural changes, Joint tests, Structural change, Trend-cycle decomposition

Testing and Quantifying Economic Resilience,
Naoko Hara and Yohei Yamamoto, from Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2024)
Keywords: Economic Resilience, Counterfactual Forecast, Pretesting, Global Financial Crisis, COVID-19 Pandemic

Identifying factor‐augmented vector autoregression models via changes in shock variances,
Yohei Yamamoto and Naoko Hara, in Journal of Applied Econometrics (2022)

Does Foreign Exchange Intervention Volume Matter?,
Rasmus Fatum and Yohei Yamamoto, from Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (2012)
Keywords: Foreign Exchange Market Intervention; Intervention Volume

Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions,
Yohei Yamamoto and Pierre Perron, from Institute of Economic Research, Hitotsubashi University (2012)
Keywords: multiple structural changes, band spectral regression, low frequency contaminations, hours-productivity, business-cycle

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests,
Pierre Perron and Yohei Yamamoto, from Institute of Economic Research, Hitotsubashi University (2012)
Keywords: structural change, local asymptotics, Bahadur efficiency, hypothesis testing, parameter variations

Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR,
Dukpa Kim and Yohei Yamamoto, from Institute of Economic Research, Hitotsubashi University (2013)
Keywords: Time Varying Monetary Policy Rule, Ináation Persistence, Multivariate Stochastic Volatility

Intra-safe haven currency behavior during the global financial crisis,
Rasmus Fatum and Yohei Yamamoto, from Federal Reserve Bank of Dallas (2014)

Does foreign exchange intervention volume matter?,
Rasmus Fatum and Yohei Yamamoto, from Federal Reserve Bank of Dallas (2012)

Large versus small foreign exchange interventions,
Rasmus Fatum and Yohei Yamamoto, in Journal of Banking & Finance (2014)
Keywords: Foreign exchange markets; Foreign exchange market intervention; Intervention amount;

Intra-safe haven currency behavior during the global financial crisis,
Rasmus Fatum and Yohei Yamamoto, in Journal of International Money and Finance (2016)
Keywords: Safe haven currencies; Global financial crisis;

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests,
Pierre Perron and Yohei Yamamoto, from Boston University - Department of Economics (2008)
Keywords: structural change, local asymptotics, Bahadur efficiency, hypothesis testing, parameter variations

Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors,
Pierre Perron and Yohei Yamamoto, from Boston University - Department of Economics (2008)
Keywords: structural change, instrument variables, two-stage least-squares, parameter variations

Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions,
Pierre Perron and Yohei Yamamoto, from Boston University - Department of Economics (2011)

Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors,
Pierre Perron and Yohei Yamamoto, from Boston University - Department of Economics (2011)
Keywords: structural change, instrument variables, parameter variations, Phillips Curve.

A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS,
Pierre Perron and Yohei Yamamoto, from Boston University - Department of Economics (2011)
Keywords: structural change, instrument variables, parameter variations

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests,
Pierre Perron and Yohei Yamamoto, from Boston University - Department of Economics
Keywords: structural change, local asymptotics, hypothesis testing, parameter variations.

Testing for Changes in Forecasting Performance,
Pierre Perron and Yohei Yamamoto, from Boston University - Department of Economics (2018)
Keywords: forecast breakdown, non-monotonic power, structural change, out-of-sample forecast

Testing for Changes in Forecasting Performance,
Pierre Perron and Yohei Yamamoto, from Boston University - Department of Economics (2019)
Keywords: Dispersed forecast breakdown, non-monotonic power, structural change, out-ofsample forecasts

The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence,
Pierre Perron and Yohei Yamamoto, from Boston University - Department of Economics (2020)
Keywords: the Great Moderation; the Great Recession; multiple structural changes; joint tests; structural change; trend-cycle decomposition

Bubble Expectations and Economic Growth in Japan,
Ryo Jinnai, Satoshi Tsuchida and Yohei Yamamoto, in Economic Review (2024)

A Modified Confidence Set for the Structural Break Date in Linear Regression Models,
Yohei Yamamoto and 庸平 山本, from Graduate School of Economics, Hitotsubashi University (2014)
Keywords: coverage ratio, nonlocal asymptotics, heteroskedasticity and autocorrelation consistent covariance, condence set

Asymptotic Inference for Common Factor Models in the Presence of Jumps,
Yohei Yamamoto and 庸平 山本, from Graduate School of Economics, Hitotsubashi University (2015)
Keywords: outliers, large-dimensional common factor models, principal components, jumps

Asymptotic Inference for Common Factor Models in the Presence of Jumps,
Yohei Yamamoto and 庸平 山本, from Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2016)
Keywords: outliers, large-dimensional factor models, principal components, jumps, common jumps

Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions,
Yohei Yamamoto and 庸平 山本, from Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2016)
Keywords: factor-augmented vector autoregression, structural identiOcation, coverage rate, impulse response function

Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances,
Yohei Yamamoto and 庸平 山本, from Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2018)
Keywords: dynamic casual effect, factor-augmented vector autoregression, identification through heteroskedasticity, impulse response

Testing jointly for structural changes in the error variance and coefficients of a linear regression model,
Pierre Perron, Yohei Yamamoto and Jing Zhou, in Quantitative Economics (2020)

Reserves and Risk: Evidence from China,
Rasmus Fatum, Takahiro Hattori and Yohei Yamamoto, from Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2020)
Keywords: International reserves, risk taking, China

The Trend Effect of Foreign Exchange Intervention,
Rasmus Fatum, Yohei Yamamoto and Binwei Chen, from Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2023)
Keywords: Foreign Exchange Intervention, Counterfactual Exchange Rate, Currency Factors, Synthetic Control Methods, Structural Changes

Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields,
Rasmus Fatum, Naoko Hara and Yohei Yamamoto, from City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2019)
Keywords: NIRP, Bond Yields, Macroeconomic News

Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields,
Rasmus Fatum, Naoko Hara and Yohei Yamamoto, in Journal of Money, Credit and Banking (2024)

Is the Renminbi a Safe Haven?,
Rasmus Fatum, Yohei Yamamoto and Guozhong Zhu, from Tokyo Center for Economic Research (2016)

The Efficiency of the Government’s Revenue Projections,
Natsuki Arai, Nobuo Iizuka and Yohei Yamamoto, from Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2022)
Keywords: Revenue Projections, Japan, Forecast Evaluation, Out-of-Sample Forecast Accuracy

Is the Renminbi a safe haven?,
Rasmus Fatum, Yohei Yamamoto and Guozhong Zhu, from Federal Reserve Bank of Dallas (2016)

Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields,
Rasmus Fatum, Naoko Hara and Yohei Yamamoto, from Federal Reserve Bank of Dallas (2019)
Keywords: NIRP; Bond Yields; Macroeconomic News

Reserves and Risk: Evidence from China,
Rasmus Fatum, Takahiro Hattori and Yohei Yamamoto, from Federal Reserve Bank of Dallas (2020)
Keywords: International reserves; risk taking; China

Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields,
Rasmus Fatum, Naoko Hara and Yohei Yamamoto, from Institute for Monetary and Economic Studies, Bank of Japan (2019)
Keywords: NIRP, Bond Yields, Macroeconomic News

Is the Renminbi a safe haven?,
Rasmus Fatum, Yohei Yamamoto and Guozhong Zhu, from City University of Hong Kong, Department of Economics and Finance, Global Research Unit
Keywords: Renminbi; Safe Haven Currencies

Reserves and Risk: Evidence from China,
Rasmus Fatum, Takahiro Hattori and Yohei Yamamoto, from City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2020)
Keywords: International reserves; risk taking; China

Is the Renminbi a safe haven?,
Rasmus Fatum, Yohei Yamamoto and Guozhong Zhu, in Journal of International Money and Finance (2017)
Keywords: Renminbi; Safe Haven Currencies;

Reserves and risk: Evidence from China,
Rasmus Fatum, Takahiro Hattori and Yohei Yamamoto, in Journal of International Money and Finance (2023)
Keywords: International reserves; Risk taking; China;

The efficiency of the Japanese government’s revenue projections,
Natsuki Arai, Nobuo Iizuka and Yohei Yamamoto, in Economics Letters (2024)
Keywords: Revenue projections; Japan; Forecast evaluation; Real-time data; Out-of-sample forecast accuracy;

Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model,
Pierre Perron, Yohei Yamamoto and Jing Zhou, from Boston University - Department of Economics (2020)
Keywords: Change-point; Variance shift; Conditional heteroskedasticity; Likelihood ratio tests

Testing for Changes in Forecasting Performance,
Pierre Perron, Yohei Yamamoto and 庸平 山本, from Graduate School of Economics, Hitotsubashi University (2018)
Keywords: forecast failure, non-monotonic power, structural change, out-of-sample method

Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model,
Pierre Perron, Yohei Yamamoto and 庸平 山本, from Graduate School of Economics, Hitotsubashi University (2019)
Keywords: structural change, variance shifts, CUSUM of squares tests, hypothesis testing, Sup-LR test

The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence,
Pierre Perron, Yohei Yamamoto and 庸平 山本, from Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2019)
Keywords: the Great Moderation, the Great Recession, multiple structural changes, joint tests, structural change, trend-cycle decomposition

A detailed method to estimate inter-regional capital flows using inter-firm transaction and person flow big data,
Yuki Akiyama, Yohei Yamamoto, Ryosuke Shibasaki and Hodaka Kaneda, in Asia-Pacific Journal of Regional Science (2020)
Keywords: Big data, Regional economy, Inter-regional capital flow, Inter-firm transaction, Mobile phone, Mass person flow

The Exchange Rate Effects of Macro News after the Global Financial Crisis,
Yin-Wong Cheung, Rasmus Fatum and Yohei Yamamoto, from Federal Reserve Bank of Dallas (2017)

The Exchange Rate Effects of Macro News after the Global Financial Crisis,
Yin-Wong Cheung, Rasmus Fatum and Yohei Yamamoto, from City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2017)
Keywords: Foreign Exchange Rates; Macro News Surprises; Global Financial Crisis

The exchange rate effects of macro news after the global Financial Crisis,
Yin-Wong Cheung, Rasmus Fatum and Yohei Yamamoto, in Journal of International Money and Finance (2019)
Keywords: Foreign exchange rates; Macro news surprises; Global Financial Crisis;

Testing for Factor Loading Structural Change under Common Breaks,
Yohei Yamamoto, 庸平 山本, Shinya Tanaka and 晋也 田中, from Graduate School of Economics, Hitotsubashi University (2013)
Keywords: factor model, principal components, common breaks, spurious factors, local alternative asymptotics, fixed alternative asymptotics, nonmonotonic power, yield curve

Confidence Sets for the Break Date Based on Optimal Tests,
Eiji Kurozumi, 英司 黒住, Yohei Yamamoto and 庸平 山本, from Graduate School of Economics, Hitotsubashi University (2015)
Keywords: coverage rate, break fraction, hypothesis test, average power

Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets,
Tetsushi Horie, 哲史 堀江, Yohei Yamamoto and 庸平 山本, from Graduate School of Economics, Hitotsubashi University (2016)
Keywords: speculative bubbles, explosive behaviors, factor model, moderate deviations, local asymptotic power, nonmonotonic power

Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model,
Pierre Perron, Yohei Yamamoto, 庸平 山本 and Jing Zhou, from Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2019)
Keywords: Change-point, Variance shift, Conditional heteroskedasticity, Likelihood ratio tests

A New Therapeutic Assessment Score for Advanced Hepatocellular Carcinoma Patients Receiving Hepatic Arterial Infusion Chemotherapy,
Issei Saeki, Takahiro Yamasaki, Norikazu Tanabe, Takuya Iwamoto, Toshihiko Matsumoto, Yohei Urata, Isao Hidaka, Tsuyoshi Ishikawa, Taro Takami, Naoki Yamamoto, Koichi Uchida, Shuji Terai and Isao Sakaida, in PLOS ONE (2015)

Body shape indices are predictors for estimating fat-free mass in male athletes,
Yohei Takai, Miyuki Nakatani, Toru Aoki, Daisuke Komori, Kazuyuki Oyamada, Kensuke Murata, Eiji Fujita, Takuya Akamine, Yoshihisa Urita, Masayoshi Yamamoto and Hiroaki Kanehisa, in PLOS ONE (2018)

Metabolite profiling of the fermentation process of "yamahai-ginjo-shikomi" Japanese sake,
Yohei Tatsukami, Hironobu Morisaka, Shunsuke Aburaya, Wataru Aoki, Chihiro Kohsaka, Masafumi Tani, Kiyoo Hirooka, Yoshihiro Yamamoto, Atsushi Kitaoka, Hisashi Fujiwara, Yoshinori Wakai and Mitsuyoshi Ueda, in PLOS ONE (2018)

Optogenetic relaxation of actomyosin contractility uncovers mechanistic roles of cortical tension during cytokinesis,
Kei Yamamoto, Haruko Miura, Motohiko Ishida, Yusuke Mii, Noriyuki Kinoshita, Shinji Takada, Naoto Ueno, Satoshi Sawai, Yohei Kondo and Kazuhiro Aoki, in Nature Communications (2021)

Optical freezing of charge motion in an organic conductor,
Takahiro Ishikawa, Yuto Sagae, Yota Naitoh, Yohei Kawakami, Hirotake Itoh, Kaoru Yamamoto, Kyuya Yakushi, Hideo Kishida, Takahiko Sasaki, Sumio Ishihara, Yasuhiro Tanaka, Kenji Yonemitsu and Shinichiro Iwai, in Nature Communications (2014)

The Effect of Shadow Education Vouchers after the Great East Japan Earthquake: Evidence from regression discontinuity design,
Yohei Kobayashi, from Research Institute of Economy, Trade and Industry (RIETI) (2018)

Bayesian Parameter Inference and Model Selection by Population Annealing in Systems Biology,
Yohei Murakami, in PLOS ONE (2014)

Effect of R&D Tax Credits for Small and Medium-sized Enterprises in Japan: Evidence from firm-level data,
Yohei Kobayashi, from Research Institute of Economy, Trade and Industry (RIETI) (2011)

The Role of the Private Sector under Insecure Property Rights,
Yohei Tenryu, from University Library of Munich, Germany (2013)
Keywords: differential game, Markov perfect equilibrium, voracity effect.

The Role of the Private Sector under Insecure Property Rights,
Yohei Tenryu, from University Library of Munich, Germany (2016)
Keywords: differential game, Markov perfect equilibrium, voracity effect.

Capital Income Tax, Linear R&D Technology, and Economic Growth,
Yohei Tenryu, from University Library of Munich, Germany (2017)
Keywords: Endogenous growth, Capital income tax, Vertical innovation, Horizontal Innovation, Scale effect.

A characterization of the plurality rule,
Yohei Sekiguchi, in Economics Letters (2012)
Keywords: Plurality rule; Faithfulness; Reinforcement; Tops-only;

A practice-theory-based analysis of historical changes in household practices and energy demand: A case study from Japan,
Yohei Yamaguchi, in Technological Forecasting and Social Change (2019)
Keywords: Residential energy demand; Household practice; Practice theory; Historical review; Welfare state;

Issue selection, media competition, and polarization of salience,
Yohei Yamaguchi, in Games and Economic Behavior (2022)
Keywords: Electoral competition; Political campaign; Priming; Media bias;

The effects of subjective perception on preference heterogeneity,
Yohei Mitani, in Journal of Environmental Economics and Policy (2020)

One dimensional weighted Ricci curvature and displacement convexity of entropies,
Yohei Sakurai, in Mathematische Nachrichten (2021)

Div-curl lemma with critical power weights in dimension three,
Yohei Tsutsui, in Mathematische Nachrichten (2016)

The Practice of Evidence-Based Policymaking in the United States Federal Government (Japanese),
Yohei Kobayashi, from Research Institute of Economy, Trade and Industry (RIETI) (2024)

Trade and environment negotiations in the WTO: Asian perspectives,
Yohei Harashima, in International Environmental Agreements: Politics, Law and Economics (2008)
Keywords: Asia, Environment, Trade negotiations, Trade structure, WTO,

Is a PD game still a dilemma for Japanese rural villagers? A field and laboratory comparison of the impact of social group membership on cooperation,
Yohei Mitani, in The Japanese Economic Review (2022)
Keywords: Lab-in-the-field experiment, Cooperation, Group identity, External validity, Local norms, Prisoner’s dilemma

The role of the private sector under insecure property rights,
Yohei Tenryu, in International Review of Economics (2017)
Keywords: Differential game, Markov perfect equilibrium, The voracity effect

Effect of R&D tax credits for SMEs in Japan: a microeconometric analysis focused on liquidity constraints,
Yohei Kobayashi, in Small Business Economics (2014)
Keywords: R&D tax credits, Small- and medium-sized enterprises, Propensity score matching, Liquidity constraints, H25, H32, K34, O32, O38, L26,

Registered author: Yohei Kobayashi

A Characterization of the Plurality Rule,
Yohei Sekiguchi, from CIRJE, Faculty of Economics, University of Tokyo (2012)

Interlinked Transactions under Tenancy System: A Case from Meiji Japan,
Yohei Kojima, from CIRJE, Faculty of Economics, University of Tokyo (2018)

"Landlord-Tenant Relationship in the Sericulture-Type-Area in 1930’s Japan: A case study of Goka village, Hanishina district, Nagano prefecture" (in Japanese),
Yohei Kojima, from CIRJE, Faculty of Economics, University of Tokyo (2016)

The Emergence and Spread of Coins in China from the Spring and Autumn Period to the Warring States Period,
Yohei Kakinuma, from Springer (2014)
Keywords: Silk Textile, Monetary Economy, Autumn Period, Central Plain, Historical Text

Registered author: Yohei Okawa

Statistical Mechanics of Inverse Halftoning,
Yohei Saika, from IntechOpen