EconPapers    
Economics at your fingertips  
 

Details about Motohiro Yogo

Homepage:https://sites.google.com/site/motohiroyogo
Postal address:Federal Reserve Bank of Minneapolis, Research Department, 90 Hennepin Avenue, Minneapolis, MN 55401-1804
Workplace:Research Department, Federal Reserve Bank of Minneapolis, (more information at EDIRC)

Access statistics for papers by Motohiro Yogo.

Last updated 2014-10-21. Update your information in the RePEc Author Service.

Short-id: pyo20


Jump to Journal Articles

Working Papers

2014

  1. Growing Risk in the Insurance Sector
    Economic Policy Paper, Federal Reserve Bank of Minneapolis Downloads
  2. Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
    Staff Report, Federal Reserve Bank of Minneapolis Downloads
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (2)
  3. The Cost of Financial Frictions for Life Insurers
    Staff Report, Federal Reserve Bank of Minneapolis Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (2)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (2)

2013

  1. Debt: Deleveraging or Default
    2013 Meeting Papers, Society for Economic Dynamics
  2. Shadow Insurance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2011

  1. What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of Financial Economics (2012)

2010

  1. Why Do Household Portfolio Shares Rise in Wealth?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (2)

    See also Journal Article in Review of Financial Studies (2010)

2009

  1. A Note on Liquidity Risk Management
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in American Economic Review (2009)
  2. Optimal Health and Longevity Insurance
    2009 Meeting Papers, Society for Economic Dynamics
  3. Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets
    Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research Downloads View citations (19)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (28)

2007

  1. Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Working Papers, Federal Reserve Bank of Boston (2005) Downloads View citations (5)

    See also Journal Article in Journal of Financial Economics (2008)
  2. Durability of Output and Expected Stock Returns
    2007 Meeting Papers, Society for Economic Dynamics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (2)

    See also Journal Article in Journal of Political Economy (2009)

2006

  1. Efficient tests of stock return predictability
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (146)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) Downloads View citations (10)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (23)

    See also Journal Article in Journal of Financial Economics (2006)

2002

  1. Luxury Goods and the Equity Premium
    Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics. Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (28)

    See also Journal Article in Journal of Finance (2004)
  2. Testing for Weak Instruments in Linear IV Regression
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (615)

1999

  1. 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. Downloads View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (19)

Journal Articles

2012

  1. What does futures market interest tell us about the macroeconomy and asset prices?
    Journal of Financial Economics, 2012, 105, (3), 473-490 Downloads View citations (33)
    See also Working Paper (2011)

2010

  1. Why Do Household Portfolio Shares Rise in Wealth?
    Review of Financial Studies, 2010, 23, (11), 3929-3965 Downloads View citations (20)
    See also Working Paper (2010)

2009

  1. A Note on Liquidity Risk Management
    American Economic Review, 2009, 99, (2), 578-83 Downloads View citations (4)
    See also Working Paper (2009)
  2. Comment
    Journal of Business & Economic Statistics, 2009, 27, (3), 326-328 Downloads
  3. Durability of Output and Expected Stock Returns
    Journal of Political Economy, 2009, 117, (5), 941 - 986 Downloads View citations (17)
    See also Working Paper (2007)

2008

  1. Asset Prices Under Habit Formation and Reference-Dependent Preferences
    Journal of Business & Economic Statistics, 2008, 26, 131-143 Downloads View citations (10)
  2. Does firm value move too much to be justified by subsequent changes in cash flow
    Journal of Financial Economics, 2008, 87, (1), 200-226 Downloads View citations (8)
    See also Working Paper (2007)
  3. Measuring business cycles: A wavelet analysis of economic time series
    Economics Letters, 2008, 100, (2), 208-212 Downloads View citations (19)

2006

  1. A Consumption-Based Explanation of Expected Stock Returns
    Journal of Finance, 2006, 61, (2), 539-580 Downloads View citations (107)
  2. Efficient tests of stock return predictability
    Journal of Financial Economics, 2006, 81, (1), 27-60 Downloads View citations (204)
    See also Working Paper (2006)

2005

  1. Asymptotic properties of the Hahn-Hausman test for weak-instruments
    Economics Letters, 2005, 89, (3), 333-342 Downloads View citations (27)

2004

  1. Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak
    The Review of Economics and Statistics, 2004, 86, (3), 797-810 Downloads View citations (77)
  2. Luxury Goods and the Equity Premium
    Journal of Finance, 2004, 59, (6), 2959-3004 Downloads View citations (67)
    See also Working Paper (2002)

2002

  1. 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 (588)
 
Page updated 2014-10-23