YAMAMOTO Yohei 山本庸平

Researcher Number	80633916
Other IDs
Affiliation (Current)	2025: 一橋大学, 大学院経済学研究科, 教授 2025: 東京科学大学, エネルギー・情報卓越教育院, 教授
Affiliation (based on the past Project Information) *help	2017 – 2024: 一橋大学, 大学院経済学研究科, 教授 2014 – 2016: 一橋大学, 大学院経済学研究科, 准教授 2013 – 2016: 一橋大学, 経済学研究科(研究院), 准教授 2012 – 2013: 一橋大学, 大学院経済学研究科, 講師
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / Economic statistics / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07060:Money and finance-related / Economic policy Except Principal Investigator Medium-sized Section 7:Economics, business administration, and related fields / Economic statistics / Medium-sized Section 31:Nuclear engineering, earth resources engineering, energy engineering, and related fields / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07030:Economic statistics-related / Basic Section 07060:Money and finance-related / Economic policy / Public finance/Public economy
Keywords	Principal Investigator 構造変化 / 動学的因果効果 / 動学的因子モデル / 主成分分析 / 投機的バブル / 構造VAR / 将来予測 / 尤度比検定 / 経済予測 / マクロ経済学 … More / ファイナンス / 計量経済学 / 人為的影響 / 異常気象 / 構造的識別 / 構造ベクトル自己回帰モデル / 分散構造変化 / 情報効果 / 金融政策アナウンスメント / 不均一分散 / バブル検定 / 地域別の住宅価格 / 大規模パネルデータ分析 / バブル経済 / 局所漸近理論 / 外貨準備 / 気候変動 / 予測の崩壊 / 非伝統的金融政策 / バブル / 大いなる安定期 / リスク / 大規模ショック / 因子モデル / 政策効果 / 構造的ベクトル自己回帰モデル / 外れ値 / 因果効果 / 発散過程 / ジャンプ / ブートストラップ / 因果効果の識別 / ニュース・ショック / 構造VAR分析 / データの断絶 / 仮説検定の棄却力 / 構造変化分析 / ウェーブレット「国際情報交換」 / 構造変化点の信頼区間 / ファクターモデル / インフレ率 / 低周波変動 / フィリップス曲線 / 信頼区間 / 大規模データ / 内生性 / マクロ経済予測 / 分散の変化を用いた識別 / 外挿期間 / 分散の構造変化 / 疑似外挿期間 … More Except Principal Investigator 計量経済学 / 金融・財政政策 / 早期警戒指標 / マクロ経済 / ボラティリティ / 構造変化 / 高頻度データ / 水素エネルギー / 社会経済システム / エネルギー要素技術 / ビッグデータプラットフォーム / 統合シミュレーションモデル / 金融 / 気候変動 / 新型コロナウイルス / テキストデータ / 金融市場 / 自然災害 / 不確実性 / 資産価格バブル / マクロ経済学 / 資産価格の高頻度データ / DSGE / VAR / 財政政策 / 金融政策 / 経済予測 / マクロ計量分析 / GMM / 動学パネル / ジャンプ / 共和分 / パネルデータ / 経済統計学 / 政策協調 / 財政調整 / 経済ショック / グローバル化 / 地域政府 / 財政競争 / 市場統合 / 動学的因子分析 / VECM / 地域金融 / 地域財政 / 時系列計量 / 空間計量経済分析 / 外的ショック / 税制度の選択 / 税競争 / 従価税・従量税 / 政策決定のタイミング / 震災 / VECMモデル / 動学的共通因子分析 / 財政競争理論 / 倒産確率 / 時系列 / ﾌﾗｸｼｮﾅﾙ・ﾌﾞﾗｳﾝ運動 / フラクショナル・ブラウン運動 / 統合リスク管理 / 統合的リスク管理（ERM） / 総合的リスク管理(ERM) / ビッグデータ / コピュラ / 計量的リスク管理 / 統合的リスク管理 / 金融工学 Less

Global Patterns of Climate Change and the Impact of Extreme Weather Events on Economic Activities and Financial MarketsPrincipal Investigator
- Principal Investigator
  
  山本庸平
- Project Period (FY)
  2024 – 2028
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
  Basic Section 07060:Money and finance-related
  Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
- Research Institution
  Hitotsubashi University
資産価格バブルの発生と崩壊を予測する早期警戒指標の開発
- Principal Investigator
  
  陣内了
- Project Period (FY)
  2024 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
  Basic Section 07030:Economic statistics-related
  Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
- Research Institution
  Hitotsubashi University
Technology assessment and model analysis by integrating energy science, data science and economics
- Principal Investigator
  
  後藤美香
- Project Period (FY)
  2024 – 2028
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 31:Nuclear engineering, earth resources engineering, energy engineering, and related fields
- Research Institution
  Institute of Science Tokyo
The construction of new uncertainty indicators and theoretical and econometric analysis of their impact on financial markets and the macroeconomy
- Principal Investigator
  
  渡部敏明
- Project Period (FY)
  2023 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Hitotsubashi University
Econometric analysis of risk of asset price fluctuations and business cycles using big and high-frequency data
- Principal Investigator
  
  WATANABE Toshiaki
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Hitotsubashi University
Theoretical and empirical investigations of structural changes in the dynamic factor modelPrincipal Investigator
- Principal Investigator
  
  YAMAMOTO Yohei
- Project Period (FY)
  2019 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hitotsubashi University
Building New Macroeconometric Models with Applications to Economic Forecasting Using Big Data
- Principal Investigator
  
  WATANABE Toshiaki
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic policy
- Research Institution
  Hitotsubashi University
Enhancing the empirical applicability of structural change analysis in economic research(Fostering Joint International Research)Principal Investigator
- Principal Investigator
  
  Yamamoto Yohei
- Project Period (FY)
  2016 – 2018
- Research Category
  
  Fund for the Promotion of Joint International Research (Fostering Joint International Research)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Developing dynamic factor models for economic policy effect and risk assessmentsPrincipal Investigator
- Principal Investigator
  
  Yamamoto Yohei
- Project Period (FY)
  2016 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Globalization and Regional Policy Response: Theory and Evidence
- Principal Investigator
  
  OGAWA Hikaru
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Public finance/Public economy
- Research Institution
  The University of Tokyo
  Nagoya University
Development of Statistical Methods for Large Panel Data Models and Their Applications
- Principal Investigator
  
  KUROZUMI Eiji
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Enhancing the empirical applicability of structural change analysis in economic researchPrincipal Investigator
- Principal Investigator
  
  YAMAMOTO Yohei
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic policy
- Research Institution
  Hitotsubashi University
Financial Engineering to ERM: Theoretical and Empirical Investigation
- Principal Investigator
  
  SHIBA Tsunemasa
- Project Period (FY)
  2012 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 Other

All Journal Article Presentation

[Journal Article] On the Persistence of Near Surface Temperature Dynamics in a Warming World2024
- Author(s)
  Francisco Estrada, Pierre Perron, Yohei Yamamoto
- Journal Title
  
  Annals of the New York Academy of Sciences
  
  Volume: 1531(1) Issue: 1 Pages: 69-83
- DOI
  10.1111/nyas.15088
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586, KAKENHI-PROJECT-23H00048
[Journal Article] Anthropogenic Influence on Extremes and Risk Hotspots2023
- Author(s)
  Francisco Estrada, Pierre Perron, Yohei Yamamoto
- Journal Title
  
  Scientific Reports
  
  Volume: 13(35) Issue: 1 Pages: 1-10
- DOI
  10.1038/s41598-022-27220-9
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586, KAKENHI-PROJECT-20H00073
[Journal Article] Reserves and Risk: Evidence from China2023
- Author(s)
  Rasmus Fatum, Takahiro Hattori, Yohei Yamamoto
- Journal Title
  
  Journal of International Money and Finance
  
  Volume: 134 Pages: 102844-102844
- DOI
  10.1016/j.jimonfin.2023.102844
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586, KAKENHI-PROJECT-21K13321, KAKENHI-PROJECT-23H00048
[Journal Article] The Trend Effect of Foreign Exchange Intervention2023
- Author(s)
  Rasmus Fatum, Yohei Yamamoto, Binwei Chen
- Journal Title
  
  HIAS Discussion Paper
  
  Volume: E132 Pages: 1-44
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Journal Article] Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices2023
- Author(s)
  Tetsushi Horie, Yohei Yamamoto
- Journal Title
  
  Journal of Econometric Methods (forthcoming)
  
  Volume: NA Issue: 1 Pages: 1-27
- DOI
  10.1515/jem-2022-0017
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K01586
[Journal Article] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2022
- Author(s)
  Yohei Yamamoto, Naoko Hara
- Journal Title
  
  Journal of Applied Econometrics
  
  Volume: 37(4) Issue: 4 Pages: 722-745
- DOI
  10.1002/jae.2894
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K01586, KAKENHI-PROJECT-20H00073
[Journal Article] Structural Change Tests under Heteroskedasticity: Joint Estimation versus Two-Steps Methods2022
- Author(s)
  Pierre Perron, Yohei Yamamoto
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 43(3) Issue: 3 Pages: 389-411
- DOI
  10.1111/jtsa.12619
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586, KAKENHI-PROJECT-20H00073
[Journal Article] A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK2022
- Author(s)
  Yamamoto Yohei、Horie Tetsushi
- Journal Title
  
  Econometric Theory
  
  Volume: 39 Issue: 2 Pages: 389-411
- DOI
  10.1017/s0266466622000044
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20H00073, KAKENHI-PROJECT-19K01586, KAKENHI-PROJECT-23H00048
[Journal Article] The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence2021
- Author(s)
  Perron Pierre, Yamamoto Yohei
- Journal Title
  
  Empirical Economics
  
  Volume: 62 Issue: 3 Pages: 1193-1218
- DOI
  10.1007/s00181-021-02047-x
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586, KAKENHI-PROJECT-20H00073
[Journal Article] Testing for Changes in Forecasting Performance2021
- Author(s)
  Pierre Perron and Yohei Yamamoto
- Journal Title
  
  Journal of Business and Economic Statistics
  
  Volume: 39(1) Issue: 1 Pages: 148-165
- DOI
  10.1080/07350015.2019.1641410
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586, KAKENHI-PROJECT-20H00073
[Journal Article] Forecasting Japanese inflation with a news-based leading indicator of economic activities2020
- Author(s)
  Goshima Keiichi, Ishijima Hiroshi, Shintani Mototsugu, Yamamoto Hiroki
- Journal Title
  
  Studies in Nonlinear Dynamics & Econometrics
  
  Volume: 0 Issue: 4 Pages: 0-0
- DOI
  10.1515/snde-2019-0117
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K23234, KAKENHI-PROJECT-16H03127, KAKENHI-PROJECT-20H00073, KAKENHI-PROJECT-20H01482
[Journal Article] Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model2020
- Author(s)
  Pierre Perron, Yohei Yamamoto and Jing Zhou
- Journal Title
  
  Quantitative Economics
  
  Volume: 11(3) Issue: 3 Pages: 1019-1057
- DOI
  10.3982/qe1332
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586, KAKENHI-PROJECT-20H00073
[Journal Article] Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model2019
- Author(s)
  Pierre Perron and Yohei Yamamoto
- Journal Title
  
  Econometrics
  
  Volume: 7(2) Issue: 2 Pages: 22-22
- DOI
  10.3390/econometrics7020022
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586, KAKENHI-PROJECT-17H00985
[Journal Article] Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model2019
- Author(s)
  Pierre Perron, Yohei Yamamoto
- Journal Title
  
  HIAS Discussion Paper
  
  Volume: E-85 Pages: 1-40
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15KK0111
[Journal Article] Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model2019
- Author(s)
  Pierre Perron, Yohei Yamamoto
- Journal Title
  
  Graduate School of Economics, Hitotsubashi University Discussion Paper
  
  Volume: 1 Pages: 1-12
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15KK0111
[Journal Article] The Exchange Rate Effects of Macro News after the Global Financial Crisis2019
- Author(s)
  Yin-Wong Cheung, Rasmus Fatum, Yohei Yamamoto
- Journal Title
  
  Journal of International Money and Finance
  
  Volume: 印刷中 Pages: 424-443
- DOI
  10.1016/j.jimonfin.2018.03.009
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593, KAKENHI-PROJECT-19K01586, KAKENHI-PROJECT-17H00985
[Journal Article] Bootstrap Inference for Impulse Response Functions in Factor‐Augmented Vector Autoregressions2019
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  Journal of Applied Econometrics
  
  Volume: 印刷中 Issue: 2 Pages: 247-267
- DOI
  10.1002/jae.2659
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H00985, KAKENHI-PROJECT-16K03593
[Journal Article] Testing for Changes in Forecasting Performance2018
- Author(s)
  Pierre Perron, Yohei Yamamoto
- Journal Title
  
  Graduate School of Economics, Hitotsubashi University Discussion Paper
  
  Volume: 3 Pages: 1-38
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15KK0111
[Journal Article] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  HIAS Discussion Paper
  
  Volume: E-72 Pages: 1-38
- Open Access
- Data Source
  KAKENHI-PROJECT-15KK0111
[Journal Article] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  HIAS Discussion Paper
  
  Volume: E-72 Pages: 1-38
- Open Access
- Data Source
  KAKENHI-PROJECT-16K03593
[Journal Article] Is the Renminbi a Safe Haven?2017
- Author(s)
  Rasmus Fatum, Yohei Yamamoto, Guozhong Zhu
- Journal Title
  
  Journal of International Money and Finance
  
  Volume: 79 Pages: 189-202
- DOI
  10.1016/j.jimonfin.2017.09.010
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593, KAKENHI-PROJECT-17H00985
[Journal Article] The exchange rate effects of macro news after the global financial crisis2017
- Author(s)
  Yin-Wong Cheung, Rasmus Fatum and Yohei Yamamoto
- Journal Title
  
  Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper
  
  Volume: 305 Pages: 1-33
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Journal Article] Intra-Safe Haven Currency Behavior During the Global Financial Crisis2016
- Author(s)
  Rasmus Fatum and Yohei Yamamoto
- Journal Title
  
  Journal of International Money and Finance
  
  Volume: 印刷中 Pages: 49-64
- DOI
  10.1016/j.jimonfin.2015.12.007
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-25245042, KAKENHI-PROJECT-25870235, KAKENHI-PROJECT-16K03593
[Journal Article] Testing for speculative bubbles in large-dimensional financial panel data sets2016
- Author(s)
  Tetsushi Horie and Yohei Yamamoto
- Journal Title
  
  Graduate School of Economics, Hitotsubashi University Discussion Paper
  
  Volume: '2016-04 Pages: 1-51
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Journal Article] A Modified Confidence Set for the Structural Break Date in Linear Regression Models2016
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  Econometric Reviews
  
  Volume: 印刷中 Issue: 5 Pages: 782-844
- DOI
  10.1080/07474938.2014.977621
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042, KAKENHI-PROJECT-25870235
[Journal Article] Is the Renminbi a safe haven?2016
- Author(s)
  Rasmus Fatum, Yohei Yamamoto, and Guozhong Zhu
- Journal Title
  
  Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper
  
  Volume: 276 Pages: 1-33
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Journal Article] Bootstrap inference for impulse response functions in factor-augmented vector autoregressions2016
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  HIAS Discussion Paper
  
  Volume: E-26 Pages: 1-39
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Journal Article] A Modified Confidence Set for the Structural Break Date in Linear Regression Models2016
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  Econometric Reviews
  
  Volume: 印刷中 Issue: 9 Pages: 974-999
- DOI
  10.1080/00927872.2016.1178892
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-25870235, KAKENHI-PROJECT-25285067, KAKENHI-PROJECT-15KK0111
[Journal Article] グローバル・ショックに対する地域経済の反応2016
- Author(s)
  山本庸平
- Journal Title
  
  小川光編『グローバル化とショック波及の経済学』有斐閣（図書所収論文）
  
  Volume: NA Pages: 21-40
- Open Access
- Data Source
  KAKENHI-PROJECT-16K03593
[Journal Article] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  Graduate School of Economics, Hitotsubashi University Discussion Paper
  
  Volume: 2015-5 Pages: 1-52
- Data Source
  KAKENHI-PROJECT-25870235
[Journal Article] Confidence Sets for the Break Date Based on Optimal Tests2015
- Author(s)
  Eiji Kurozumi, Yohei Yamamoto
- Journal Title
  
  Graduate School of Economics, Hitotsubashi University Discussion Paper 2015-01
  
  Volume: 01 Pages: 1-13
- Open Access
- Data Source
  KAKENHI-PROJECT-25870235
[Journal Article] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series2015
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  Journal of Business and Economic Statistics
  
  Volume: 未定 Issue: 1 Pages: 81-106
- DOI
  10.1080/07350015.2015.1004071
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-25870235, KAKENHI-PROJECT-25245042
[Journal Article] Confidence Sets for the Break Date Based on Optimal Tests2015
- Author(s)
  Eiji Kurozumi and Yohei Yamamoto
- Journal Title
  
  Econometrics Journal
  
  Volume: 18 Issue: 3 Pages: 412-435
- DOI
  10.1111/ectj.12055
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-25245042, KAKENHI-PROJECT-25870235, KAKENHI-PROJECT-25285067
[Journal Article] Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors2015
- Author(s)
  Pierre Perron and Yohei Yamamoto
- Journal Title
  
  Journal of Applied Econometrics
  
  Volume: 30 Pages: 119-144
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-25245042
[Journal Article] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series2015
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  Journal of Business and Economic Statistics
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  Graduate School of Economics, Hitotsubashi University Discussion Paper
  
  Volume: 2015-05 Pages: 1-52
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-25245042
[Journal Article] Testing for Factor Loading Structural Change under Common Breaks2015
- Author(s)
  Yohei Yamamoto and Shinya Tanaka
- Journal Title
  
  Journal of Econometrics
  
  Volume: 189(1) Issue: 1 Pages: 187-206
- DOI
  10.1016/j.jeconom.2015.06.018
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-25245042, KAKENHI-PROJECT-25870235, KAKENHI-PROJECT-25285067
[Journal Article] A Note on Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors2014
- Author(s)
  Pierre Perron and Yohei Yamamoto
- Journal Title
  
  Econometric Theory
  
  Volume: 30-2 Pages: 491-507
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24243031
[Journal Article] A Note on Estimating and Testing for Multiple Structural Changes in Linear Models with Endogenous Regressors via 2SLS2014
- Author(s)
  Pierre Perron, Yohei Yamamoto
- Journal Title
  
  Econometric Theory
  
  Volume: 30 Pages: 491-507
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-25245042
[Journal Article] 日本におけるフィリップス曲線モデルの構造変化と将来予測の安定性について2014
- Author(s)
  山本庸平
- Journal Title
  
  日本統計学会誌
  
  Volume: 44(1) Pages: 75-95
- NAID
  110009864637
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24243031
[Journal Article] 日本におけるフィリップス曲線モデルの構造変化と将来予測の安定性について2014
- Author(s)
  山本庸平
- Journal Title
  
  日本統計学会誌
  
  Volume: 44(1) Pages: 75-95
- NAID
  110009864637
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25870235
[Journal Article] 日本におけるフィリップス曲線の構造変化と将来予測の安定性について2014
- Author(s)
  山本庸平
- Journal Title
  
  日本統計学会誌(シリーズJ)
  
  Volume: 44 Pages: 75-95
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] Large versus Small Foreign Exchange Interventions2014
- Author(s)
  Rasmus Fatum, Yohei Yamamoto
- Journal Title
  
  Journal of Banking and Finance
  
  Volume: 43 Pages: 114-123
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-25245042
[Journal Article] 日本におけるフィリップス曲線の構造変化と将来予測の安定性について2014
- Author(s)
  山本庸平
- Journal Title
  
  日本統計学会誌
  
  Volume: 44 Pages: 75-95
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-25245042
[Journal Article] A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS2014
- Author(s)
  Pierre Perron, Yohei Yamamoto
- Journal Title
  
  Econometric Theory
  
  Volume: 30（2） Issue: 2 Pages: 491-507
- DOI
  10.1017/s0266466613000388
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-25285067, KAKENHI-PROJECT-25870235
[Journal Article] On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests2014
- Author(s)
  Pierre Perron, Yohei Yamamoto
- Journal Title
  
  Econometric Reviews
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] Using OLS to Estimate and Test for Multiple Structural Changes in Models with Endogenous Regressors2014
- Author(s)
  Pierre Perron and Yohei Yamamoto
- Journal Title
  
  Journal of Applied Econometrics
  
  Volume: 印刷中 Issue: 1 Pages: 119-144
- DOI
  10.1002/jae.2320
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-25285067, KAKENHI-PROJECT-25870235
[Journal Article] Large versus Small Foreign Exchange Interventions2014
- Author(s)
  Rasmus Fatum and Yohei Yamamoto
- Journal Title
  
  Journal of Banking and Finance
  
  Volume: 43 Pages: 114-123
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25870235
[Journal Article] Large versus Small Foreign Exchange Interventions2014
- Author(s)
  Rasmus Fatum, Yohei Yamamoto
- Journal Title
  
  Journal of Banking and Finance
  
  Volume: 43 Pages: 114-123
- DOI
  10.1016/j.jbankfin.2014.03.015
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-24243031
[Journal Article] Large versus Small Foreign Exchange Interventions2014
- Author(s)
  Rasmus Fatum and Yohei Yamamoto
- Journal Title
  
  Journal of Banking and Finance
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] A Modified Confidence Set for the Structural Break Date in Linear Regression Models2014
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  Graduate School of Economics, Hitotsubashi University Discussion Paper 2014-08
  
  Volume: 08 Pages: 1-24
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-25870235
[Journal Article] On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests2014
- Author(s)
  Pierre Perron, Yohei Yamamoto
- Journal Title
  
  Global Hi-Stat Discussion Paper 257 (Econometric Reviews)
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24243031
[Journal Article] On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests2014
- Author(s)
  Pierre Perron and Yohei Yamamoto
- Journal Title
  
  Econometric Reviews
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25870235
[Journal Article] Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions2013
- Author(s)
  Yohei Yamamoto and Pierre Perron
- Journal Title
  
  Econometrics Journal
  
  Volume: 16 Issue: 3 Pages: 400-429
- DOI
  10.1111/ectj.12010
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-25245042
[Journal Article] Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions2013
- Author(s)
  Yohei Yamamoto and Pierre Perron
- Journal Title
  
  Econometrics Journal
  
  Volume: 16 Pages: 400-429
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions2013
- Author(s)
  Yohei Yamamoto and Pierre Perron
- Journal Title
  
  Econometrics Journal
  
  Volume: 16-3 Pages: 400-429
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24243031
[Journal Article] Testing for Factor Loading Structural Change under Common Breaks2013
- Author(s)
  Yohei Yamamoto and Shinya Tanaka
- Journal Title
  
  Graduate School of Economics Hitotsubashi University Discussion Paper 2013-17
  
  Volume: -
- Data Source
  KAKENHI-PROJECT-24243031
[Journal Article] Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions2013
- Author(s)
  Yohei Yamamoto and Pierre Perron
- Journal Title
  
  Econometrics Journal
  
  Volume: 16-3 Pages: 400-429
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25870235
[Journal Article] Forecasting with Non-Spurious Factors in U.S. Macroeconomic Time Series2013
- Author(s)
  Yohei Yamamoto
- Journal Title
  
  Global Hi-Stat Discussion Paper 280
  
  Volume: -
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] Testing and Quantifying Economic Resilience2024
- Author(s)
  山本庸平
- Organizer
  関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] The Trend Effect of Foreign Exchange Intervention2023
- Author(s)
  Yohei Yamamoto
- Organizer
  The 4th TWID International Finance Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] The Trend Effect of Foreign Exchange Intervention2023
- Author(s)
  Yohei Yamamoto
- Organizer
  計量経済ワークショップ（慶應義塾大学）
- Invited
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] The Trend Effect of Foreign Exchange Intervention2023
- Author(s)
  Rasmus Fatum、Yohei Yamamoto、Binwei Chen
- Organizer
  The 4th TWID International Finance Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23H00048
[Presentation] The Trend Effect of Foreign Exchange Intervention2023
- Author(s)
  Rasmus Fatum、Yohei Yamamoto、Binwei Chen
- Organizer
  計量経済セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-23H00048
[Presentation] Anthropogenic Influence on Extremes and Risk Hotspots2022
- Author(s)
  山本庸平
- Organizer
  Transdisciplinary Econometrics and Data Science Seminar / Economics Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] Anthropogenic Influence on Extremes and Risk Hotspots2022
- Author(s)
  Francisco Estrada、Pierre Perron、Yohei Yamamoto
- Organizer
  Transdisciplinary Econometrics and Data Science Seminar / Economics Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices2022
- Author(s)
  山本庸平
- Organizer
  16th International Symposium on Econometric Theory and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] Anthropogenic Influence on Global Increase in Extreme Heat and Precipitation with Implications for Risk Hotspots2022
- Author(s)
  Francisco Estrada、Pierre Perron、Yohei Yamamoto
- Organizer
  NBER-NSF Time Series Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Anthropogenic Influence on Global Increase in Extreme Heat and Precipitation with Implications for Risk Hotspots2022
- Author(s)
  山本庸平
- Organizer
  NBER-NSF Time Series Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] 報道が家計のインフレ予想に与える影響について -消費動向調査のパネルデータ分析-2021
- Author(s)
  相馬尚人、新谷元嗣、山本弘樹
- Organizer
  日本経済学会2021年度秋季大会
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Reserves and Risk: Evidence from China2020
- Author(s)
  山本庸平
- Organizer
  SWET国際金融セッション
- Invited
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] The great moderation: Updated evidence with joint tests for multiple structural changes in variance and persistence2020
- Author(s)
  Yohei Yamamoto、Pierre Perron
- Organizer
  Economic Seminar, National Chengchi University, Taipei, Taiwan
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00073
[Presentation] Testing for speculative bubbles in large-dimensional financial panel data sets2020
- Author(s)
  Yohei Yamamoto and Tetsushi Horie
- Organizer
  Nanyang Econometrics Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence2020
- Author(s)
  Yohei Yamamoto
- Organizer
  National Chengchi University Economic Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model2019
- Author(s)
  Yohei Yamamoto
- Organizer
  National Taipei University Economic Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model2019
- Author(s)
  Yohei Yamamoto
- Organizer
  NBER-NSF Time Series Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] Forecasting Japanese inflation with a news-based leading indicator of economic activities2019
- Author(s)
  新谷元嗣・五島圭一・石島博・山本弘樹
- Organizer
  2019年度 Summer Workshop on Economic Theory
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Testing jointly for structural changes in the error variance and coefficients of a linear regression model2019
- Author(s)
  Pierre Perron, Yohei Yamamoto and Jing Zhou
- Organizer
  HSI2019-5th Hitotsubashi Summer Institute
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence2019
- Author(s)
  山本庸平
- Organizer
  マクロ研究会
- Invited
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] The great moderation: Updated evidence with joint tests for multiple structural changes in variance and persistence2019
- Author(s)
  Pierre Perron and Yohei Yamamoto
- Organizer
  マクロ経済学研究会
- Invited
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Testing jointly for structural changes in the error variance and coefficients of a linear regression model2019
- Author(s)
  Pierre Perron, Yohei Yamamoto and Jing Zhou
- Organizer
  東北大学応用統計計量ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model2019
- Author(s)
  山本庸平
- Organizer
  応用統計計量ワークショップ /　データサイエンスワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2019
- Author(s)
  Yohei Yamamoto
- Organizer
  Helsinki Graduate School of Economics Seminar
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] Testing for speculative bubbles in large-dimensional financial panel data sets2019
- Author(s)
  Yohei Yamamoto and Tetsushi Horie
- Organizer
  15th International Symposium on Econometric Theory and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model2019
- Author(s)
  Yohei Yamamoto
- Organizer
  5th Hitotsubashi Summer Institute
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] Testing jointly for structural changes in the error variance and coefficients of a linear regression model2019
- Author(s)
  Pierre Perron, Yohei Yamamoto and Jing Zhou
- Organizer
  NBER-NSF Time Series Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets2019
- Author(s)
  Yohei Yamamoto
- Organizer
  15th International Symposium on Econometric Theory and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets2019
- Author(s)
  Yohei Yamamoto
- Organizer
  Nanyang Econometrics Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01586
[Presentation] Forecasting Japanese Inflation with a News-Based Leading Indicator of Economic Activities2019
- Author(s)
  Mototsugu Shintani, Keiichi Goshima, Hiroshi Ishijima and Hiroki Yamamoto
- Organizer
  27th Symposium of the Society for Nonlinear Dynamics and Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Testing jointly for structural changes in the error variance and coefficients of a linear regression model2019
- Author(s)
  Pierre Perron, Yohei Yamamoto and Jing Zhou
- Organizer
  国立台北大学経済セミナー
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Forecasting Japanese inflation with a news-based leading indicator of economic activities2019
- Author(s)
  Mototsugu Shintani, Keiichi Goshima, Hiroshi Ishijima and Hiroki Yamamoto
- Organizer
  2019 CUR Microeconometrics: Survey Methodology and Data Science
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Forecasting Japanese inflation with a news-based leading indicator of economic activities2019
- Author(s)
  新谷元嗣・五島圭一・石島博・山本弘樹
- Organizer
  日本経済学会2019年度秋季大会
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Identifying factor-augmented vector autoregression models via changes in shock variances2019
- Author(s)
  Yohei Yamamoto
- Organizer
  Helsinki Graduate School of Economics Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  5th Conference of International Association for Applied Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  Midwest Econometric Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15KK0111
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  12th International Conference on Computational and Financial Econometrics (CFE2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  12th International Conference on Computational and Financial Econometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  Econometrics Seminar, Boston University
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15KK0111
[Presentation] The Exchange Rate Effects of Macro News after the Global Financial Crisis2018
- Author(s)
  山本庸平
- Organizer
  一橋大学経済研究所共同利用・共同研究拠点プロジェクト研究集会「高頻度データを用いた資産価格の計量分析」
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  Midwest Econometric Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Identifying Factor-augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  5th International Association for Applied Econometrics (IAAE) Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  28th Annual Meeting of the Midwest Econometrics Group
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  Economics Seminar, McGill University
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15KK0111
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  5th Conference of International Association for Applied Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15KK0111
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  Economics Seminar at McGill University
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] The Exchange Rate Effects of Macro News after the Global Financial Crisis2018
- Author(s)
  Yohei Yamamoto
- Organizer
  一橋大学共同利用・共同研究拠点プロジェクト研究集会, 一橋大学経済研究所（東京都国立市）
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  Econometrics Seminar at Boston University
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances2018
- Author(s)
  Yohei Yamamoto
- Organizer
  12th International Conference on Computational and Financial Econometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15KK0111
[Presentation] Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions2017
- Author(s)
  Yohei Yamamoto
- Organizer
  Workshop on Advances in Econometrics 2017, KKRはこだて（北海道函館市）
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions2017
- Author(s)
  Yohei Yamamoto
- Organizer
  4th Conference of International Association for Applied Econometrics, ホテルエミシア札幌（北海道札幌市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets2017
- Author(s)
  Yohei Yamamoto
- Organizer
  Workshop on Macroeconomic and Financial Time Series Analysis, ランカスター大学（英国ランカスター市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions2017
- Author(s)
  山本庸平
- Organizer
  Workshop on Advances in Econometrics 2017
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets2017
- Author(s)
  Yohei Yamamoto
- Organizer
  Economics Seminar, Academia Sinica, 中央研究院（台湾台北市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions2017
- Author(s)
  山本庸平
- Organizer
  4th Conference of International Association for Applied Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets2017
- Author(s)
  山本庸平
- Organizer
  Workshop on Macroeconomic and Financial Time Series Analysis
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00985
[Presentation] Is the Renminbi a Safe Haven?2016
- Author(s)
  Yohei Yamamoto
- Organizer
  Twelfth Annual Conference of Asian-Pacific Economic Association
- Place of Presentation
  International Management Institute Kolkata（インド・コルカタ市）
- Year and Date
  2016-07-14
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  The 12th International Symposium on Econometric Theory and Applications
- Place of Presentation
  ワイカト大学（ハミルトン・ニュージーランド）
- Year and Date
  2016-02-18
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets2016
- Author(s)
  Yohei Yamamoto
- Organizer
  Japan-Korea Allied Conference in Econometrics
- Place of Presentation
  一橋大学（東京都国立市）
- Year and Date
  2016-11-19
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions2016
- Author(s)
  Yohei Yamamoto
- Organizer
  The Second Hitotsubashi Summer Institute Workshop
- Place of Presentation
  一橋大学（東京都国立市）
- Year and Date
  2016-08-06
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  24th Symposium of the Society of Nonlinear Dynamics and Econometrics
- Place of Presentation
  Tuscaloosa (USA)
- Year and Date
  2016-03-10
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Bootstrap inference for impulse response functions in factor-augmented vector autoregressions2016
- Author(s)
  Yohei Yamamoto
- Organizer
  10th International Conference on Computational and Financial Econometrics
- Place of Presentation
  セビリア大学, セビリア（スペイン）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  Society for Nonlinear Dynamics and Econometrics 24th Annual Symposium
- Place of Presentation
  米国アラバマ州タスカルーサ市、アラバマ大学
- Year and Date
  2016-03-10
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  The 12th International Symposium on Econometric Theory and Applications
- Place of Presentation
  ニュージーランド、ハミルトン市、ワイカト大学
- Year and Date
  2016-02-18
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Asymptotic Inference for Common Factor Models in the Presence Jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  The 33rd Meeting of the Canadian Econometrics Study Group
- Place of Presentation
  ウエスタンオンタリオ大学（カナダ・ロンドン市）
- Year and Date
  2016-10-16
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Bootstrap inference for impulse response functions in factor-augmented vector autoregressions2016
- Author(s)
  Yohei Yamamoto
- Organizer
  Hitotsubashi Summer Institute Workshop
- Place of Presentation
  一橋大学（東京都国立市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Asymptotic Inference for Common Factor Models in the Presence Jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  25th South Taiwan Statistics Conference
- Place of Presentation
  国立中山大学（台湾・高雄市）
- Year and Date
  2016-06-24
- Invited
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Asymptotic inference for common factor models in the presence of jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  The 25th South Taiwan Statistics Conference
- Place of Presentation
  中山大学, 台北（台湾）
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  Society for Nonlinear Dynamics and Econometrics 24th Annual Symposium
- Place of Presentation
  アラバマ大学（タスカルーサ・米国）
- Year and Date
  2016-03-10
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  Recent Issues in Finance and Macroeconomics
- Place of Presentation
  Canberra (Australia)
- Year and Date
  2016-03-22
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Testing for speculative bubbles in large-dimensional financial panel data sets2016
- Author(s)
  Yohei Yamamoto
- Organizer
  Japan-Korea Allied Conference in Econometrics
- Place of Presentation
  一橋大学（東京都国立市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Asymptotic inference for common factor models in the presence of jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  33rd Meeting of the Canadian Econometrics Study Group
- Place of Presentation
  ウエスタンオンタリオ大学（カナダ）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  Recent Issues in Finance and Macroeconomics
- Place of Presentation
  オーストラリア国立大学（キャンベラ・豪州）
- Year and Date
  2016-03-22
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions2016
- Author(s)
  Yohei Yamamoto
- Organizer
  The 10th International Conference on Computational and Financial Econometrics
- Place of Presentation
  セビリア大学（スペイン・セビリア市）
- Year and Date
  2016-12-10
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03593
[Presentation] Is the Renminbi a safe haven?2016
- Author(s)
  Yohei Yamamoto
- Organizer
  Twelfth Annual Conference of Asian-Pacific Economic Association
- Place of Presentation
  International Management Institute Kolkata, Kolkata（インド）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  12th International Symposium on Econometric Theory and Applications
- Place of Presentation
  Hamilton (New Zealand)
- Year and Date
  2016-02-18
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2016
- Author(s)
  Yohei Yamamoto
- Organizer
  Recent Issues in Finance and Macroeconomics
- Place of Presentation
  豪州キャンベラ市、オーストラリア国立大学
- Year and Date
  2016-03-22
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  山本庸平
- Organizer
  慶應大学計量経済学ワークショップ
- Place of Presentation
  東京都港区、慶應義塾大学三田キャンパス
- Year and Date
  2015-09-29
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Intra-Safe Haven Currency Behavior During the Global Financial Crisis2015
- Author(s)
  Yohei Yamamoto
- Organizer
  International Conference on the New Normal in the Post-Crisis Era
- Place of Presentation
  香港九龍(中国)
- Year and Date
  2015-05-22
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] A Modified Confidence Set for the Structural Break Date in Linear Regression Models2015
- Author(s)
  Yohei Yamamoto
- Organizer
  The 2nd Conference of International Association for Applied Econometrics
- Place of Presentation
  University of Macedonia（テッサロニキ・ギリシア）
- Year and Date
  2015-06-25
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Organizer
  2015年度統計関連学会連合大会
- Place of Presentation
  岡山大学(岡山県・岡山市)
- Year and Date
  2015-09-08
- Invited
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] A Modified Confidence Set for Structural Break Date in Linear Regressions2015
- Author(s)
  Yohei Yamamoto
- Organizer
  関西計量経済学会
- Place of Presentation
  大阪大学
- Year and Date
  2015-01-10
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Organizer
  Hitotsubashi Summer Institute
- Place of Presentation
  一橋大学(東京都・国立市)
- Year and Date
  2015-08-04
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Organizer
  日本統計学会連合大会国際セッション
- Place of Presentation
  岡山大学（岡山県・岡山市）
- Year and Date
  2015-09-08
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] A Modified Confidence Set for the Structural Break Date in Linear Regression Models2015
- Author(s)
  Yohei Yamamoto
- Organizer
  The 2nd Conference of International Association for Applied Econometrics
- Place of Presentation
  ギリシア、テッサロニキ市
- Year and Date
  2015-06-25
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Intra-Safe Haven Currency Behavior During the Global Financial Crisis2015
- Author(s)
  Rasmus Fatum, Yohei Yamamoto
- Organizer
  International Conference on the New Normal in the Post-Crisis Era
- Place of Presentation
  香港(中国)、香港城市大学
- Year and Date
  2015-05-22
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Organizer
  日本統計学会連合大会国際セッション
- Place of Presentation
  岡山県岡山市、岡山大学
- Year and Date
  2015-09-08
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] A Modified Confidence Set for the Structural Break Date in Linear Regression Models2015
- Author(s)
  Yohei Yamamoto
- Organizer
  The 2nd Annual Conference of the International Association for Applied Econometrics
- Place of Presentation
  Thessaloniki (Greece)
- Year and Date
  2015-06-25
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Organizer
  9th International Conference on Computational and Financial Econometrics
- Place of Presentation
  ロンドン大学（ロンドン・英国）
- Year and Date
  2015-12-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Organizer
  慶應大学計量経済学ワークショップ
- Place of Presentation
  慶応大学（東京都・港区）
- Year and Date
  2015-09-29
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] 日本におけるフィリップス曲線モデルの構造変化と将来予測の安定性について2015
- Author(s)
  山本庸平
- Organizer
  東京大学先端学際工学特別講義
- Place of Presentation
  東京大学先端科学技術研究センター（東京都目黒区）
- Year and Date
  2015-01-09
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] A Modified Confidence Set for Structural Break Date in Linear Regressions Models2015
- Author(s)
  Yohei Yamamoto
- Organizer
  関西計量経済学会
- Place of Presentation
  大阪大学（大阪府豊中市）
- Year and Date
  2015-01-10
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] A Modified Confidence Set for the Structural Break Date in Linear Regression Models2015
- Author(s)
  山本庸平
- Organizer
  第22回関西計量経済学研究会
- Place of Presentation
  大阪大学(大阪府・豊中市)
- Year and Date
  2015-01-10
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] 日本におけるフィリップス曲線モデルの構造変化と将来予測の安定性について2015
- Author(s)
  山本庸平
- Organizer
  東京大学先端学際工学特別講義
- Place of Presentation
  東京大学先端科学技術研究センター（目黒区、東京都）
- Year and Date
  2015-01-09
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Organizer
  Hitotsubashi Summer Institute
- Place of Presentation
  東京都国立市、一橋大学
- Year and Date
  2015-08-04
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] A Modified Confidence Set for Structural Break Date in Linear Regression Models2015
- Author(s)
  山本庸平
- Organizer
  関西計量経済学会
- Place of Presentation
  大阪大学豊中キャンパス（豊中市、大阪府）
- Year and Date
  2015-01-10
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Organizer
  Hitotsubashi Summer Institute
- Place of Presentation
  一橋大学（東京都・国立市）
- Year and Date
  2015-08-04
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Organizer
  The 9th International Conference on Computational and Financial Econometrics
- Place of Presentation
  London (UK)
- Year and Date
  2015-12-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Asymptotic Inference for Common Factor Models in the Presence of Jumps2015
- Author(s)
  Yohei Yamamoto
- Organizer
  9th International Conference on Computational and Financial Econometrics
- Place of Presentation
  英国、ロンドン市、ロンドン大学
- Year and Date
  2015-12-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] 日本におけるフィリップス曲線モデルの構造変化と将来予測の安定性について2014
- Author(s)
  山本庸平
- Organizer
  広島経済大学ファイナンス時系列研究会
- Place of Presentation
  広島経済大学
- Year and Date
  2014-03-15
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Society for Nonlinear Dynamics and Econometrics 22nd Annual Symposium
- Place of Presentation
  ニューヨーク大学バルーク校（ニューヨーク市、米国）
- Year and Date
  2014-04-17
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  東京大学応用統計ワークショップ
- Place of Presentation
  東京大学
- Year and Date
  2014-05-02
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Society for Nonlinear Dynamics and Econometrics 22nd Annual Symposium
- Place of Presentation
  Baruch College CUNY(米国・ニューヨーク)
- Year and Date
  2014-04-17
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] 日本におけるフィリップス曲線の構造変化と将来予測の安定性について2014
- Author(s)
  山本庸平
- Organizer
  東京大学マクロ経済学ワークショップ
- Place of Presentation
  東京大学
- Year and Date
  2014-06-05
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] A Modified Confidence Set for Structural Break Date in Linear Regressions2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Summer Workshop on Economic Theory
- Place of Presentation
  小樽商科大学（北海道小樽市）
- Year and Date
  2014-08-08
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] A Modified Confidence Set for Structural Break Date in Linear Regression Models2014
- Author(s)
  山本庸平
- Organizer
  Summer Workshop on Economic Theory
- Place of Presentation
  小樽商科大学（小樽市、北海道）
- Year and Date
  2014-08-08
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Small Versus Large Foreign Exchange Interventions2014
- Author(s)
  山本庸平
- Organizer
  GRIPSセミナー
- Place of Presentation
  GRiPS
- Year and Date
  2014-01-22
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] A Modified Confidence Set for Structural Break Date in Linear Regressions2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Sogan-Hitotsubashi Conference on Econometrics
- Place of Presentation
  西江大学（ソウル特別市, 韓国）
- Year and Date
  2014-12-13
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] A Modified Confidence Set for Structural Break Date in Linear Regressions2014
- Author(s)
  山本庸平
- Organizer
  Summer Workshop on Economic Theory
- Place of Presentation
  小樽商科大学
- Year and Date
  2014-08-08
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] ファクターモデルの構造変化検定と米国債イールドカーブへの応用2014
- Author(s)
  山本庸平
- Organizer
  日本政策投資銀行応用経済ワークショップ
- Place of Presentation
  日本政策投資銀行設備投資研究所
- Year and Date
  2014-01-30
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Canadian Econometric Study Group Meeting
- Place of Presentation
  Simon Fraser University（Burnaby, Canada)
- Year and Date
  2014-10-05
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] A Modified Confidence Set for Structural Break Date in Linear Regressions2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Sogan-Hitotsubashi Conference on Econometrics
- Place of Presentation
  西江大学（韓国）
- Year and Date
  2014-12-13
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  31st Meeting of the Canadian Econometric Study Group Meeting
- Place of Presentation
  Simon Fraser Universiy(カナダ・バンクーバー)
- Year and Date
  2014-10-05
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  山本庸平
- Organizer
  東京大学応用統計ワークショップ
- Place of Presentation
  東京大学本郷キャンパス（文京区、東京都）
- Year and Date
  2014-05-02
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Canadian Econometric Study Group Meeting
- Place of Presentation
  サイモンフレーザー大学（カナダ）
- Year and Date
  2014-10-05
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  東京大学応用統計ワークショップ2014
- Place of Presentation
  東京大学(東京都文京区)
- Year and Date
  2014-05-02
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] A Modified Confidence Set for Structural Break Date in Linear Regression Models2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Sogan-Hitotsubashi Conference on Econometrics
- Place of Presentation
  西江大学（ソウル市、韓国）
- Year and Date
  2014-12-13
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Society for Nonlinear Dynamics and Econometrics 22nd Annual Symposium
- Place of Presentation
  New York University（New York, US）
- Year and Date
  2014-04-17
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] A Modified Confidence Set for Structural Break Date in Linear Regressions2014
- Author(s)
  山本庸平
- Organizer
  Summer Workshop on Economic Theory (SWET2014)
- Place of Presentation
  小樽商科大学(北海道・小樽市)
- Year and Date
  2014-08-08
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] On Structural Change and Forecasting Performance Stability of Japanese Phillips Curve Models2014
- Author(s)
  Yohei Yamamoto
- Organizer
  東京大学マクロ経済学ワークショップ
- Place of Presentation
  東京大学(東京都文京区)
- Year and Date
  2014-06-05
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  The 10th International Symposium on Econometric Theory and Applications
- Place of Presentation
  中央研究院（台北市、台湾）
- Year and Date
  2014-05-29
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  The 10th International Symposium on Econometric Theory and Applications
- Place of Presentation
  中央研究院（台北市, 台湾）
- Year and Date
  2014-05-29
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] On Structual Change and Forecasting Performance Stability of Japanese Philips Curve Models2014
- Author(s)
  Yohei Yamamoto
- Organizer
  東京大学マクロ経済学ワークショップ
- Place of Presentation
  東京大学本郷キャンパス（文京区、東京都）
- Year and Date
  2014-06-05
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] A Modified Confidence Set for the Structural Break Date in Linear Regression Models2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Hitotsubashi-Sogang conference on Econometrics
- Place of Presentation
  Sogang University(韓国・ソウル)
- Year and Date
  2014-12-13
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  The 10th International Symposium on Econometric Theory and Applications
- Place of Presentation
  中央研究院（台湾）
- Year and Date
  2014-05-29
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Canadian Econometric Study Group Meeting
- Place of Presentation
  サイモンフレーザー大学（バンクーバー市、カナダ）
- Year and Date
  2014-10-05
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  SETA2014
- Place of Presentation
  Academia Sinica(台湾・台北)
- Year and Date
  2014-05-29
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2014
- Author(s)
  Yohei Yamamoto
- Organizer
  Society for Nonlinear Dynamics and Econometrics 22nd Annual Symposium
- Place of Presentation
  ニューヨーク大学バルーク校
- Year and Date
  2014-04-17
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series2013
- Author(s)
  山本庸28
- Organizer
  Econometric Society European Meeting
- Place of Presentation
  イエーテボリ大学（スウエーデン）
- Year and Date
  2013-08-28
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] On Power Properties of Factor Loading Structural Change Test under Common Breaks2013
- Author(s)
  山本庸平
- Organizer
  ボストン大学計量経済学セミナー
- Place of Presentation
  米国・ボストン大学
- Year and Date
  2013-09-20
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series2013
- Author(s)
  山本庸平
- Organizer
  Econometric Society Asian Meeting
- Place of Presentation
  シンガポール
- Year and Date
  2013-08-03
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] On Power Properties of Factor Loading Structural Change Test under Common Breaks2013
- Author(s)
  山本庸平
- Organizer
  統計学関連連合大会
- Place of Presentation
  大阪大学
- Year and Date
  2013-09-10
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series2013
- Author(s)
  山本庸平
- Organizer
  Econometric Society Australasian Meeting
- Place of Presentation
  シドニー大学
- Year and Date
  2013-07-12
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series2013
- Author(s)
  山本庸平
- Organizer
  9th International Symposium on Econometric Theory and Applications
- Place of Presentation
  韓国・成均館大学
- Year and Date
  2013-08-03
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] On Power Properties of Factor Loading Structural Change Test under Common Breaks2013
- Author(s)
  山本庸平
- Organizer
  計量経済学セミナー
- Place of Presentation
  京都大学
- Year and Date
  2013-05-29
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Testing for Factor Loading Structural Change under Common Breaks2013
- Author(s)
  山本庸平
- Organizer
  広島大学経済セミナー
- Place of Presentation
  広島大学
- Year and Date
  2013-10-10
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series2013
- Author(s)
  山本庸平
- Organizer
  日本経済学会春季大会
- Place of Presentation
  富山大学
- Year and Date
  2013-06-22
- Data Source
  KAKENHI-PROJECT-25245042
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
- Author(s)
  Yohei Yamamoto
- Organizer
  EEA-ESEM Meeting 2013
- Place of Presentation
  the University of Gothernberg（イェーテボリ，スウェーデン)
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] 日本におけるフィリップス曲線の構造変化と将来予測の安定性について
- Author(s)
  山本庸平
- Organizer
  広島経済大学ファイナンス時系列研究会
- Place of Presentation
  広島経済大学（広島市）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
- Author(s)
  山本庸平
- Organizer
  Econometric Society Australasian Meeting
- Place of Presentation
  シドニー大学（オーストラリア）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] ファクターモデルの構造変化検定と米国債イールドカーブへの応用
- Author(s)
  山本庸平
- Organizer
  日本政策投資銀行応用経済ワークショップ
- Place of Presentation
  日本政策投資銀行（東京都千代田区）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
- Author(s)
  山本庸平
- Organizer
  Econometric Society Asian Meeting
- Place of Presentation
  グランドコプソーンウォーターフロントホテル（シンガポール）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
- Author(s)
  Yohei Yamamoto
- Organizer
  Econometric Society Australasian Meeting
- Place of Presentation
  University of Sydney(シドニー，オーストラリア)
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] On Power Properties of Factor Loading Structural Change Test under Common Breaks
- Author(s)
  山本庸平
- Organizer
  Econometrics Seminar
- Place of Presentation
  ボストン大学（米国）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
- Author(s)
  山本庸平
- Organizer
  The 9th International Symposium on Econometric Theory and Applications
- Place of Presentation
  成均館大学（韓国ソウル市）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
- Author(s)
  山本庸平
- Organizer
  Econometric Society European Meeting
- Place of Presentation
  イエテボリ大学（スウェーデン）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
- Author(s)
  山本庸平
- Organizer
  日本経済学会春季大会
- Place of Presentation
  富山大学（富山市）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Testing for Factor Loading Structural Change under Common Breaks
- Author(s)
  山本庸平
- Organizer
  広島大学経済セミナー
- Place of Presentation
  広島大学（東広島市）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
- Author(s)
  Yohei Yamamoto
- Organizer
  2012 Hitotsubashi-Sogan Conference on Econometrics
- Place of Presentation
  西江大学（韓国）
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] On Power Properties of Factor Loading Structural Change Test under Common Breaks
- Author(s)
  山本庸平
- Organizer
  日本統計学会連合大会
- Place of Presentation
  大阪大学（豊中市）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] 日本におけるフィリップス曲線の構造変化と将来予測の安定性について
- Author(s)
  山本庸平
- Organizer
  広島経済大学ファイナンス時系列研究会
- Place of Presentation
  広島経済大学(広島県広島市)
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] On Power Properties of Factor Loading Structural Change Test under Common Breaks
- Author(s)
  山本庸平
- Organizer
  統計学関連連合大会
- Place of Presentation
  大阪大学(大阪府豊中市)
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
- Author(s)
  Yohei Yamamoto
- Organizer
  International Symposium on Econometric Theory and Applications
- Place of Presentation
  成均館大学(ソウル，韓国)
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
- Author(s)
  山本庸平
- Organizer
  日本経済学会
- Place of Presentation
  富山大学(富山県富山市)
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Small Versus Large Foreign Exchange Interventions
- Author(s)
  山本庸平
- Organizer
  GRIPSセミナー
- Place of Presentation
  政策研究大学院大学（東京都港区）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] On Power Properties of Factor Loading Structural Change Test under Common Breaks
- Author(s)
  山本庸平
- Organizer
  計量経済学セミナー
- Place of Presentation
  京都大学経済研究所（京都市）
- Data Source
  KAKENHI-PROJECT-25870235
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
- Author(s)
  Yohei Yamamoto
- Organizer
  Asian Meeting of Econometric Society
- Place of Presentation
  Grand Copthorne Waterfront Hotel(392 Havelock Road，シンガポール)
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
- Author(s)
  Yohei Yamamoto
- Organizer
  マクロ計量国際コンファレンス
- Place of Presentation
  一橋大学
- Data Source
  KAKENHI-PROJECT-24243031

1. WATANABE Toshiaki (90254135)

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20. KARIYA Takeaki (70092624)

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22. OGAWA Hikaru (10313967)

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23. HAYAKAWA Kazuhiko (00508161)

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YAMAMOTO Yohei 山本 庸平

Research Projects

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Co-Researchers

Global Patterns of Climate Change and the Impact of Extreme Weather Events on Economic Activities and Financial MarketsPrincipal Investigator

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Theoretical and empirical investigations of structural changes in the dynamic factor modelPrincipal Investigator

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Enhancing the empirical applicability of structural change analysis in economic research(Fostering Joint International Research)Principal Investigator

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Developing dynamic factor models for economic policy effect and risk assessmentsPrincipal Investigator

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Enhancing the empirical applicability of structural change analysis in economic researchPrincipal Investigator

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[Journal Article] On the Persistence of Near Surface Temperature Dynamics in a Warming World2024

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[Journal Article] Anthropogenic Influence on Extremes and Risk Hotspots2023

YAMAMOTO Yohei 山本庸平