Yohei Yamamoto - Concepedia

Author

Yohei Yamamoto

Hitotsubashi University ORCID

Also Known As

Bank of Japan, Y. Yamamoto, YOHEI YAMAMOTO, Yamamoto, Yohei, Yohei Yamamoto

Publications

631

Citations

H-Index

Concepts

All Affiliations

Hitotsubashi University Boston University University of Alberta Bay State College

About

Yohei Yamamoto is an author at Hitotsubashi University specializing in econometrics, business, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	10	12	412
2	Engineering	6	6	147
3	Management	3	3	88
4	Biostatistics	3	3	46
5	Education	1	1	23

Yohei Yamamoto

Publications

565

Citations

H-Index

Page 1

	Year	Citations
Intra-safe haven currency behavior during the global financial crisis Rasmus Fatum, Yohei Yamamoto Journal of International Money and Finance EconomicsInternational FinanceBusinessGlobal Financial CrisisInternational Financial Crisis	2015	135
Testing for factor loading structural change under common breaks Yohei Yamamoto, Shinya Tanaka Journal of Econometrics High-rate LoadingStructural IntegrityEngineeringCivil EngineeringStructural Health Monitoring	2015	69
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors Pierre Perrón, Yohei Yamamoto Journal of Applied Econometrics Macroeconomic ForecastingEconomic FluctuationPanel DataSimultaneous Equation ModelingMonetary Policy	2013	62
The exchange rate effects of macro news after the global Financial Crisis Yin‐Wong Cheung, Rasmus Fatum, Yohei Yamamoto Journal of International Money and Finance EconomicsInternational FinanceMacroeconomicsExchange Rate EffectsExchange Rate Movement	2018	38
Testing jointly for structural changes in the error variance and coefficients of a linear regression model Pierre Perrón, Yohei Yamamoto, Jing Zhou Quantitative Economics Econometric ModelEconomicsError VarianceMacroeconomicsStructural Changes	2020	34
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS Pierre Perrón, Yohei Yamamoto Econometric Theory Applied EconomicsApplied EconometricsEconomic FluctuationPanel DataEconomic Growth	2013	32
Anthropogenic influence on extremes and risk hotspots Francisco Estrada, Pierre Perrón, Yohei Yamamoto Scientific Reports	2023	32
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions Yohei Yamamoto Journal of Applied Econometrics EngineeringConfidence IntervalApplied EconometricsFactor EstimationTime Series Econometrics	2018	28
Is the Renminbi a safe haven? Rasmus Fatum, Yohei Yamamoto, Guozhong Zhu Journal of International Money and Finance Safe HavenSafety Science	2017	26
Estimating and testing multiple structural changes in linear models using band spectral regressions Yohei Yamamoto, Pierre Perrón Econometrics Journal Applied EconomicsApplied EconometricsBand Spectral RegressionsEducationLinear Models	2013	23

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