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Yohei Yamamoto

Institution: Hitotsubashi University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/yoheiyama/

First Publication: 2014

Most Recent: 2025

RePEc ID: pya247 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 4.04 0.34 4.37 79%
Last 10 Years 0.00 4.04 9.08 0.34 13.45 93%
All Time 0.00 6.05 12.11 0.34 18.50 93%

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 15.81

Publications (16)

Year Article Journal Tier Authors
2025 The trend effect of foreign exchange intervention Journal of International Money and Finance B 3
2024 The efficiency of the Japanese government’s revenue projections Economics Letters C 3
2024 Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields Journal of Money, Credit, and Banking B 3
2023 Reserves and risk: Evidence from China Journal of International Money and Finance B 3
2023 A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK Econometric Theory B 2
2022 Identifying factor‐augmented vector autoregression models via changes in shock variances Journal of Applied Econometrics B 2
2020 Testing jointly for structural changes in the error variance and coefficients of a linear regression model Quantitative Economics B 3
2019 The exchange rate effects of macro news after the global Financial Crisis Journal of International Money and Finance B 3
2019 Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions Journal of Applied Econometrics B 1
2017 Is the Renminbi a safe haven? Journal of International Money and Finance B 3
2016 Intra-safe haven currency behavior during the global financial crisis Journal of International Money and Finance B 2
2016 Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series Journal of Business & Economic Statistics A 1
2015 Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors Journal of Applied Econometrics B 2
2015 Testing for factor loading structural change under common breaks Journal of Econometrics A 2
2014 Large versus small foreign exchange interventions Journal of Banking & Finance B 2
2014 A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS Econometric Theory B 2