Yohei Yamamoto

Yohei Yamamoto

Hitotsubashi University - Kunitachi / Japan
Economics & Econometrics / Economics
AD Scientific Index ID: 444530
一橋大学
person_outline Yohei Yamamoto's MOST POPULAR ARTICLES
1-) Intra-Safe Haven Currency Behavior during the Global Financial Crisis
2-) Testing for factor loading structural change under common breaks Journal of Econometrics 189 (1), 187-206, 2015
3-) Using OLS to estimate and test for structural changes in models with endogenous regressors Journal of Applied Econometrics 30 (1), 119-144, 2015
4-) Testing jointly for structural changes in the error variance and coefficients of a linear regression model Quantitative Economics 11 (3), 1019-1057, 2020
5-) The exchange rate effects of macro news after the global financial crisis Journal of International Money and Finance 95, 424-443, 2019