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Details about Motohiro Yogo
Access statistics for papers by Motohiro Yogo.
Last updated 2009-09-03. Update your information in the RePEc Author Service.
Short-id: pyo20
Jump to Journal Articles
Working Papers
2009
- A Note on Liquidity Risk Management
NBER Working Papers, National Bureau of Economic Research, Inc View citations
See also Journal Article in American Economic Review (2009)
- Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets
NBER Working Papers, National Bureau of Economic Research, Inc 
Also in Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research
2007
- Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?
NBER Working Papers, National Bureau of Economic Research, Inc 
Also in Working Papers, Federal Reserve Bank of Boston (2005) View citations
See also Journal Article in Journal of Financial Economics (2008)
- Durability of Output and Expected Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc
2003
- Efficient Tests of Stock Return Predictability
NBER Working Papers, National Bureau of Economic Research, Inc View citations
Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) View citations
See also Journal Article in Journal of Financial Economics (2006)
2002
- Luxury Goods and the Equity Premium
Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics. 
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations
See also Journal Article in Journal of Finance (2004)
- Testing for Weak Instruments in Linear IV Regression
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
1999
- Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa
Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies. View citations
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations
Journal Articles
2009
- A Note on Liquidity Risk Management
American Economic Review, 2009, 99, (2), 578-83 View citations
See also Working Paper (2009)
2008
- Asset Prices Under Habit Formation and Reference-Dependent Preferences
Journal of Business & Economic Statistics, 2008, 26, 131-143 View citations
- Does firm value move too much to be justified by subsequent changes in cash flow
Journal of Financial Economics, 2008, 87, (1), 200-226 
See also Working Paper (2007)
- Measuring business cycles: A wavelet analysis of economic time series
Economics Letters, 2008, 100, (2), 208-212
2006
- A Consumption-Based Explanation of Expected Stock Returns
Journal of Finance, 2006, 61, (2), 539-580 View citations
- Efficient tests of stock return predictability
Journal of Financial Economics, 2006, 81, (1), 27-60 View citations
See also Working Paper (2003)
2005
- Asymptotic properties of the Hahn-Hausman test for weak-instruments
Economics Letters, 2005, 89, (3), 333-342 View citations
2004
- Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak
The Review of Economics and Statistics, 2004, 86, (3), 797-810 View citations
- Luxury Goods and the Equity Premium
Journal of Finance, 2004, 59, (6), 2959-3004 View citations
See also Working Paper (2002)
2002
- A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
Journal of Business & Economic Statistics, 2002, 20, (4), 518-29 View citations
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