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Motohiro Yogo
Motohiro Yogo
Dirección de correo verificada de princeton.edu - Página principal
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Testing for Weak Instruments in Linear IV Regression
JH Stock, M Yogo
Identification and Inference for Econometric Models: Essays in Honor of …, 2005
106602005
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
JH Stock, JH Wright, M Yogo
Journal of Business and Economic Statistics 20 (4), 518-529, 2002
50962002
Efficient Tests of Stock Return Predictability
JY Campbell, M Yogo
Journal of Financial Economics 81 (1), 27-60, 2006
12932006
A Consumption‐Based Explanation of Expected Stock Returns
M Yogo
Journal of Finance 61 (2), 539-580, 2006
8912006
Asymptotic Distributions of Instrumental Variables Statistics with Many Instruments
JH Stock, M Yogo
Identification and Inference for Econometric Models: Essays in Honor of …, 2005
6812005
A Demand System Approach to Asset Pricing
RSJ Koijen, M Yogo
Journal of Political Economy 127 (4), 1475-1515, 2019
6212019
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
H Hong, M Yogo
Journal of Financial Economics 105 (3), 473-490, 2012
569*2012
Luxury Goods and the Equity Premium
Y Ait‐Sahalia, JA Parker, M Yogo
Journal of Finance 59 (6), 2959-3004, 2004
4982004
Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak
M Yogo
Review of Economics and Statistics 86 (3), 797-810, 2004
4872004
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets
M Yogo
Journal of Monetary Economics 80, 17-34, 2016
4612016
Why Do Household Portfolio Shares Rise in Wealth?
JA Wachter, M Yogo
Review of Financial Studies 23 (11), 3929-3965, 2010
3402010
Durability of Output and Expected Stock Returns
JF Gomes, L Kogan, M Yogo
Journal of Political Economy 117 (5), 941-986, 2009
2982009
The Cost of Financial Frictions for Life Insurers
RSJ Koijen, M Yogo
American Economic Review 105 (1), 445-475, 2015
2862015
Shadow Insurance
RSJ Koijen, M Yogo
Econometrica 84 (3), 1265-1287, 2016
2472016
Inspecting the Mechanism of Quantitative Easing in the Euro Area
RSJ Koijen, F Koulischer, B Nguyen, M Yogo
Journal of Financial Economics 140 (1), 1-20, 2021
237*2021
Does Firm Value Move Too Much to Be Justified by Subsequent Changes in Cash Flow?
B Larrain, M Yogo
Journal of Financial Economics 87 (1), 200-226, 2008
2192008
Measuring Business Cycles: A Wavelet Analysis of Economic Time Series
M Yogo
Economics Letters 100 (2), 208-212, 2008
1902008
Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa
A Case, M Yogo
NBER Working Paper, 1999
178*1999
Asymptotic Properties of the Hahn-Hausman Test for Weak Instruments
J Hausman, JH Stock, M Yogo
Economics Letters 89 (3), 333-342, 2005
1772005
Which Investors Matter for Equity Valuations and Expected Returns?
RSJ Koijen, R Richmond, M Yogo
NBER Working Paper, 2020
166*2020
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Artículos 1–20