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Author

Yohei Yamamoto

Observed names: YAMAMOTO, Yohei, YOHEI YAMAMOTO, Yamamoto, Yohei, 山本, 洋平
ORCID: 0000-0002-5868-6725
Observed ORCID: 0000-0002-5868-6725
OpenAlex ID: A5031563485
Intra-safe haven currency behavior during the global financial crisis
2015 · Rasmus Fatum, Yohei Yamamoto · Journal of International Money and Finance · 141
Testing for factor loading structural change under common breaks
2015 · Yohei Yamamoto, Shinya Tanaka · Journal of Econometrics · 65
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors
2013 · Pierre Perron, Yohei Yamamoto · Journal of Applied Econometrics · 64
Anthropogenic influence on extremes and risk hotspots
2023 · Francisco Estrada, Pierre Perron, et al. · Scientific Reports · 50
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The exchange rate effects of macro news after the global Financial Crisis
2018 · Yin-Wong Cheung, Rasmus Fatum, et al. · Journal of International Money and Finance · 42
Testing jointly for structural changes in the error variance and coefficients of a linear regression model
2020 · Pierre Perron, Yohei Yamamoto, et al. · Quantitative Economics · 40
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A Note on Estimating and Testing for Multiple Structural Changes in Models With Endogenous Regressors Via 2sls
2013 · Pierre Perron, Yohei Yamamoto · Econometric Theory · 32
Large versus small foreign exchange interventions
2014 · Rasmus Fatum, Yohei Yamamoto · Journal of Banking & Finance · 30
Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions
2018 · Yohei Yamamoto · Journal of Applied Econometrics · 29
Is the Renminbi a safe haven?
2017 · Rasmus Fatum, Yohei Yamamoto, et al. · Journal of International Money and Finance · 28
Estimating and testing multiple structural changes in linear models using band spectral regressions
2013 · Yohei Yamamoto, Pierre Perron · Econometrics Journal · 21
Testing for Changes in Forecasting Performance
2019 · Pierre Perron, Yohei Yamamoto · Journal of Business and Economic Statistics · 18
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
2014 · Pierre Perron, Yohei Yamamoto · Econometric Reviews · 16
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A modified confidence set for the structural break date in linear regression models
2016 · Yohei Yamamoto · Econometric Reviews · 14
Estimating and testing multiple structural changes in models with endogenous regressors
2018 · Pierre Perrón, Yohei Yamamoto · RePEc: Research Papers in Economics · 12
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series
2015 · Yohei Yamamoto · Journal of Business and Economic Statistics · 11
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model
2019 · Pierre Perron, Yohei Yamamoto · Econometrics · 10
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Confidence sets for the break date based on optimal tests
2015 · Eiji Kurozumi, Yohei Yamamoto · Econometrics Journal · 10
mbreaks: Estimation and Inference for Structural Breaks in Linear Regression Models
2023 · Linh Nguyen, Yohei Yamamoto, et al. · 9
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The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence
2021 · Pierre Perron, Yohei Yamamoto · Empirical Economics · 8
Identifying factor‐augmented vector autoregression models via changes in shock variances
2022 · Yohei Yamamoto, Naoko Hara · Journal of Applied Econometrics · 6
Synergies Between Observed Warming and ENSO Episodes on Extreme Events
2025 · Francisco Estrada, Pierre Perron, et al. · Annals of the New York Academy of Sciences · 5
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Reserves and risk: Evidence from China
2023 · Rasmus Fatum, Takahiro Hattori, et al. · Journal of International Money and Finance · 5
Intra-Safe Haven Currency Behavior During the Global Financial Crisis
2014 · Rasmus Fatum, Yohei Yamamoto · Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers · 4
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The trend effect of foreign exchange intervention
2025 · Rasmus Fatum, Yohei Yamamoto, et al. · Journal of International Money and Finance · 3
Works count: 66
Citation count: 702
H-index: 14
I10-index: 18
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