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Motohiro Yogo

Personal Details

First Name:Motohiro
Middle Name:
Last Name:Yogo
Suffix:
RePEc Short-ID:pyo20
[This author has chosen not to make the email address public]
https://sites.google.com/site/motohiroyogo
Princeton University, Department of Economics, Julis Romo Rabinowitz Building, Princeton, NJ 08544
Twitter: @motoyogo
Terminal Degree:2004 Department of Economics; Harvard University (from RePEc Genealogy)

Affiliation

(99%) Department of Economics
Princeton University

Princeton, New Jersey (United States)
https://economics.princeton.edu/
RePEc:edi:deprius (more details at EDIRC)

(1%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo, 2023. "Neoclassical growth in an interdependent world," CEP Discussion Papers dp1965, Centre for Economic Performance, LSE.
  2. Xavier Gabaix & Ralph S. J. Koijen & Federico Mainardi & Sangmin Oh & Motohiro Yogo, 2023. "Asset Demand of U.S. Households," NBER Working Papers 32001, National Bureau of Economic Research, Inc.
  3. Ralph S. J. Koijen & Motohiro Yogo, 2022. "Understanding the Ownership Structure of Corporate Bonds," NBER Working Papers 29679, National Bureau of Economic Research, Inc.
  4. Motohiro Yogo & Andrew Whitten & Natalie Cox, 2021. "Financial Inclusion Across the United States," Working Papers 2021-28, Princeton University. Economics Department..
  5. Koijen, Ralph & Yogo, Motohiro, 2021. "The Evolution from Life Insurance to Financial Engineering," CEPR Discussion Papers 16348, C.E.P.R. Discussion Papers.
  6. Koijen, Ralph & Yogo, Motohiro, 2020. "Exchange Rates and Asset Prices in a Global Demand System," CEPR Discussion Papers 14874, C.E.P.R. Discussion Papers.
  7. Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2020. "Which Investors Matter for Equity Valuations and Expected Returns?," CEPR Discussion Papers 14890, C.E.P.R. Discussion Papers.
  8. Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020. "Which Investors Matter for Global Equity Valuations and Expected Returns?," Working Papers 2020-34, Princeton University. Economics Department..
  9. Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," CEPR Discussion Papers 13906, C.E.P.R. Discussion Papers.
  10. Koijen, Ralph & Yogo, Motohiro, 2018. "The Fragility of Market Risk Insurance," CEPR Discussion Papers 12560, C.E.P.R. Discussion Papers.
  11. Ralph S.J. Koijen & Motohiro Yogo, 2017. "Risk of Life Insurers: Recent Trends and Transmission Mechanisms," NBER Working Papers 23365, National Bureau of Economic Research, Inc.
  12. Fatih Guvenen & Sam Schulhofer-Wohl & Motohiro Yogo, 2017. "Worker Betas: Five Facts About Systematic Earnings Risk," Working Paper Series WP-2017-4, Federal Reserve Bank of Chicago.
  13. R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo, 2016. "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers 601, Banque de France.
  14. Ralph S. J. Koijen & Motohiro Yogo, 2015. "A Demand System Approach to Asset Pricing," Staff Report 510, Federal Reserve Bank of Minneapolis.
  15. Ralph S. J. Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2014. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Staff Report 499, Federal Reserve Bank of Minneapolis.
  16. Ralph S. J. Koijen & Motohiro Yogo, 2014. "Growing Risk in the Insurance Sector," Economic Policy Paper 14-2, Federal Reserve Bank of Minneapolis.
  17. Ralph S. J. Koijen & Motohiro Yogo, 2014. "Shadow Insurance," Swiss Finance Institute Research Paper Series 14-64, Swiss Finance Institute, revised May 2016.
  18. Ralph S. J. Koijen & Motohiro Yogo, 2014. "The Cost of Financial Frictions for Life Insurers," Staff Report 500, Federal Reserve Bank of Minneapolis.
  19. Motohiro Yogo & David Perez-Reyna & Guillermo Ordonez, 2013. "Debt: Deleveraging or Default," 2013 Meeting Papers 139, Society for Economic Dynamics.
  20. Harrison Hong & Motohiro Yogo, 2011. "What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?," NBER Working Papers 16712, National Bureau of Economic Research, Inc.
  21. Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," NBER Working Papers 16316, National Bureau of Economic Research, Inc.
  22. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," NBER Working Papers 14727, National Bureau of Economic Research, Inc.
  23. Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S.J. Koijen, 2009. "Optimal Health and Longevity Insurance," 2009 Meeting Papers 185, Society for Economic Dynamics.
  24. Motohiro Yogo, 2009. "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets," Working Papers, Center for Retirement Research at Boston College wp2009-3, Center for Retirement Research, revised Jan 2009.
  25. Joao F. Gomes & Leonid Kogan & Motohiro Yogo, 2007. "Durability of Output and Expected Stock Returns," NBER Working Papers 12986, National Bureau of Economic Research, Inc.
  26. Borja Larrain & Motohiro Yogo, 2005. "Does firm value move too much to be justified by subsequent changes in cash flow?," Working Papers 05-18, Federal Reserve Bank of Boston.
  27. James H. Stock & Motohiro Yogo, 2002. "Testing for Weak Instruments in Linear IV Regression," NBER Technical Working Papers 0284, National Bureau of Economic Research, Inc.
  28. John Y. Campbell & Motohiro Yogo, 2002. "Efficient Tests of Stock Return Predictability," Harvard Institute of Economic Research Working Papers 1972, Harvard - Institute of Economic Research.
  29. Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo, 2001. "Luxury Goods and the Equity Premium," NBER Working Papers 8417, National Bureau of Economic Research, Inc.
  30. Anne Case & Motohiro Yogo, 1999. "Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa," NBER Working Papers 7399, National Bureau of Economic Research, Inc.

Articles

  1. Ralph S. J. Koijen & Motohiro Yogo, 2023. "Understanding the Ownership Structure of Corporate Bonds," American Economic Review: Insights, American Economic Association, vol. 5(1), pages 73-92, March.
  2. Ralph S.J. Koijen & Motohiro Yogo, 2022. "The Fragility of Market Risk Insurance," Journal of Finance, American Finance Association, vol. 77(2), pages 815-862, April.
  3. Ralph S J Koijen & Motohiro Yogo, 2022. "New Perspectives on Insurance," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5275-5286.
  4. Ralph S. J. Koijen & Motohiro Yogo, 2022. "Global Life Insurers during a Low Interest Rate Environment," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 503-508, May.
  5. Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021. "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, vol. 140(1), pages 1-20.
  6. Ralph S. J. Koijen & Motohiro Yogo, 2021. "The evolution from life insurance to financial engineering," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(2), pages 89-111, September.
  7. Ralph S. J. Koijen & Motohiro Yogo, 2019. "A Demand System Approach to Asset Pricing," Journal of Political Economy, University of Chicago Press, vol. 127(4), pages 1475-1515.
  8. Ordoñez, Guillermo & Perez-Reyna, David & Yogo, Motohiro, 2019. "Leverage dynamics and credit quality," Journal of Economic Theory, Elsevier, vol. 183(C), pages 183-212.
  9. Ralph S.J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo, 2018. "Eurosystem asset purchases and portfolio rebalancing in the euro area," Rue de la Banque, Banque de France, issue 60, April.
  10. Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017. "Worker Betas: Five Facts about Systematic Earnings Risk," American Economic Review, American Economic Association, vol. 107(5), pages 398-403, May.
  11. Ralph S. J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo, 2017. "Euro-Area Quantitative Easing and Portfolio Rebalancing," American Economic Review, American Economic Association, vol. 107(5), pages 621-627, May.
  12. Ralph S.J. Koijen & Stijn Nieuwerburgh & Motohiro Yogo, 2016. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Journal of Finance, American Finance Association, vol. 71(2), pages 957-1010, April.
  13. Yogo, Motohiro, 2016. "Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets," Journal of Monetary Economics, Elsevier, vol. 80(C), pages 17-34.
  14. Ralph S. J. Koijen & Motohiro Yogo, 2016. "Shadow Insurance," Econometrica, Econometric Society, vol. 84, pages 1265-1287, May.
  15. Ralph S. J. Koijen & Motohiro Yogo, 2015. "The Cost of Financial Frictions for Life Insurers," American Economic Review, American Economic Association, vol. 105(1), pages 445-475, January.
  16. Hong, Harrison & Yogo, Motohiro, 2012. "What does futures market interest tell us about the macroeconomy and asset prices?," Journal of Financial Economics, Elsevier, vol. 105(3), pages 473-490.
  17. Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," The Review of Financial Studies, Society for Financial Studies, vol. 23(11), pages 3929-3965, November.
  18. João F. Gomes & Leonid Kogan & Motohiro Yogo, 2009. "Durability of Output and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 117(5), pages 941-986.
  19. Yogo, Motohiro, 2009. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 326-328.
  20. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," American Economic Review, American Economic Association, vol. 99(2), pages 578-583, May.
  21. Yogo, Motohiro, 2008. "Measuring business cycles: A wavelet analysis of economic time series," Economics Letters, Elsevier, vol. 100(2), pages 208-212, August.
  22. Yogo, Motohiro, 2008. "Asset Prices Under Habit Formation and Reference-Dependent Preferences," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 131-143, April.
  23. Larrain, Borja & Yogo, Motohiro, 2008. "Does firm value move too much to be justified by subsequent changes in cash flow," Journal of Financial Economics, Elsevier, vol. 87(1), pages 200-226, January.
  24. Motohiro Yogo, 2006. "A Consumption‐Based Explanation of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 61(2), pages 539-580, April.
  25. Campbell, John Y. & Yogo, Motohiro, 2006. "Efficient tests of stock return predictability," Journal of Financial Economics, Elsevier, vol. 81(1), pages 27-60, July.
  26. Hausman, Jerry & Stock, James H. & Yogo, Motohiro, 2005. "Asymptotic properties of the Hahn-Hausman test for weak-instruments," Economics Letters, Elsevier, vol. 89(3), pages 333-342, December.
  27. Motohiro Yogo, 2004. "Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 797-810, August.
  28. Stock, James H & Wright, Jonathan H & Yogo, Motohiro, 2002. "A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 518-529, October.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Number of Abstract Views in RePEc Services over the past 12 months
  26. Number of Downloads through RePEc Services over the past 12 months
  27. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  28. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  29. Euclidian citation score
  30. Breadth of citations across fields
  31. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 43 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IAS: Insurance Economics (14) 2011-08-29 2012-08-23 2012-10-27 2013-11-02 2014-04-05 2014-07-21 2014-07-21 2015-01-03 2017-05-21 2018-01-22 2018-02-05 2021-08-23 2022-02-28 2022-04-11. Author is listed
  2. NEP-RMG: Risk Management (9) 2007-03-31 2009-02-22 2014-04-05 2015-01-03 2017-05-21 2018-01-22 2018-02-05 2021-08-23 2022-04-11. Author is listed
  3. NEP-MAC: Macroeconomics (8) 2007-03-31 2011-01-30 2016-09-18 2017-02-26 2019-09-02 2020-07-13 2021-06-28 2022-03-28. Author is listed
  4. NEP-IFN: International Finance (7) 2012-10-27 2014-07-21 2015-12-28 2020-07-13 2021-06-28 2022-03-28 2024-02-12. Author is listed
  5. NEP-CWA: Central and Western Asia (5) 2021-06-21 2022-03-07 2022-03-28 2022-03-28 2022-04-11. Author is listed
  6. NEP-DGE: Dynamic General Equilibrium (5) 2010-09-03 2014-07-21 2024-01-08 2024-02-12 2024-04-01. Author is listed
  7. NEP-FMK: Financial Markets (5) 2004-07-18 2020-07-20 2021-08-23 2022-02-28 2022-04-11. Author is listed
  8. NEP-MON: Monetary Economics (5) 2011-01-30 2016-09-18 2019-09-02 2020-07-13 2022-03-28. Author is listed
  9. NEP-FDG: Financial Development and Growth (4) 2022-02-28 2022-03-28 2024-01-08 2024-01-22
  10. NEP-INT: International Trade (4) 2023-06-19 2024-01-08 2024-02-12 2024-04-01
  11. NEP-OPM: Open Economy Macroeconomics (4) 2023-06-19 2024-01-08 2024-02-12 2024-04-01
  12. NEP-CBA: Central Banking (3) 2011-01-30 2016-09-18 2019-09-02
  13. NEP-CFN: Corporate Finance (3) 2004-07-18 2006-03-18 2009-02-22
  14. NEP-GRO: Economic Growth (3) 2024-01-08 2024-02-12 2024-04-01
  15. NEP-HEA: Health Economics (3) 2009-09-11 2011-08-29 2014-07-21
  16. NEP-ACC: Accounting and Auditing (2) 2006-03-18 2007-01-28
  17. NEP-AGE: Economics of Ageing (2) 2011-08-29 2022-03-07
  18. NEP-BEC: Business Economics (2) 2009-02-22 2022-03-28
  19. NEP-ECM: Econometrics (2) 2002-11-04 2004-07-18
  20. NEP-EEC: European Economics (2) 2016-09-18 2019-09-02
  21. NEP-MIC: Microeconomics (2) 2001-08-15 2011-01-30
  22. NEP-BAN: Banking (1) 2022-04-11
  23. NEP-CNA: China (1) 2024-04-01
  24. NEP-EDU: Education (1) 1999-11-08
  25. NEP-ETS: Econometric Time Series (1) 2004-07-18
  26. NEP-FIN: Finance (1) 2004-07-18
  27. NEP-FLE: Financial Literacy and Education (1) 2022-03-07
  28. NEP-ISF: Islamic Finance (1) 2021-08-23
  29. NEP-LAB: Labour Economics (1) 1999-11-08
  30. NEP-ORE: Operations Research (1) 2022-02-28
  31. NEP-PBE: Public Economics (1) 1999-11-08
  32. NEP-PUB: Public Finance (1) 1999-11-15
  33. NEP-REG: Regulation (1) 2014-07-21
  34. NEP-SOG: Sociology of Economics (1) 2016-09-18
  35. NEP-UPT: Utility Models and Prospect Theory (1) 2010-09-03
  36. NEP-URE: Urban and Real Estate Economics (1) 2009-09-11

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