Motohiro Yogo
Names
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Motohiro |
| last: |
Yogo |
Identifer
Contact
Affiliations
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Princeton University
/ Department of Economics (weight: 99%)
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National Bureau of Economic Research (NBER) (weight: 1%)
Research profile
author of:
- The Cost of Financial Frictions for Life Insurers
American Economic Review, American Economic Association (2015)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-article, aea:aecrev:v:105:y:2015:i:1:p:445-75) - Worker Betas: Five Facts about Systematic Earnings Risk
American Economic Review, American Economic Association (2017)
by Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo
(ReDIF-article, aea:aecrev:v:107:y:2017:i:5:p:398-403) - Euro-Area Quantitative Easing and Portfolio Rebalancing
American Economic Review, American Economic Association (2017)
by Ralph S. J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo
(ReDIF-article, aea:aecrev:v:107:y:2017:i:5:p:621-27) - A Note on Liquidity Risk Management
American Economic Review, American Economic Association (2009)
by Markus K. Brunnermeier & Motohiro Yogo
(ReDIF-article, aea:aecrev:v:99:y:2009:i:2:p:578-83) - Understanding the Ownership Structure of Corporate Bonds
American Economic Review: Insights, American Economic Association (2023)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-article, aea:aerins:v:5:y:2023:i:1:p:73-92) - Global Life Insurers during a Low Interest Rate Environment
AEA Papers and Proceedings, American Economic Association (2022)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-article, aea:apandp:v:112:y:2022:p:503-08) - A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
Journal of Business & Economic Statistics, American Statistical Association (2002)
by Stock, James H & Wright, Jonathan H & Yogo, Motohiro
(ReDIF-article, bes:jnlbes:v:20:y:2002:i:4:p:518-29) - Asset Prices Under Habit Formation and Reference-Dependent Preferences
Journal of Business & Economic Statistics, American Statistical Association (2008)
by Yogo, Motohiro
(ReDIF-article, bes:jnlbes:v:26:y:2008:p:131-143) - Comment
Journal of Business & Economic Statistics, American Statistical Association (2009)
by Yogo, Motohiro
(ReDIF-article, bes:jnlbes:v:27:i:3:y:2009:p:326-328) - Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices
Working papers, Banque de France (2016)
by R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo
(ReDIF-paper, bfr:banfra:601) - Eurosystem asset purchases and portfolio rebalancing in the euro area
Rue de la Banque, Banque de France (2018)
by Ralph S.J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo
(ReDIF-article, bfr:rueban:2018:60) - Artificial intelligence and big holdings data: Opportunities for central banks
BIS Working Papers, Bank for International Settlements ()
by Xavier Gabaix & Ralph S J Koijen & Robert Richmond & Motohiro Yogo
(ReDIF-paper, bis:biswps:1222) - A Consumption‐Based Explanation of Expected Stock Returns
Journal of Finance, American Finance Association (2006)
by Motohiro Yogo
(ReDIF-article, bla:jfinan:v:61:y:2006:i:2:p:539-580) - Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
Journal of Finance, American Finance Association (2016)
by Ralph S.J. Koijen & Stijn Nieuwerburgh & Motohiro Yogo
(ReDIF-article, bla:jfinan:v:71:y:2016:i:2:p:957-1010) - The Fragility of Market Risk Insurance
Journal of Finance, American Finance Association (2022)
by Ralph S.J. Koijen & Motohiro Yogo
(ReDIF-article, bla:jfinan:v:77:y:2022:i:2:p:815-862) - Neoclassical growth in an interdependent world
CEP Discussion Papers, Centre for Economic Performance, LSE (2023)
by Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo
(ReDIF-paper, cep:cepdps:dp1965) - Shadow Insurance
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2014)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-paper, chf:rpseri:rp1464) - The Fragility of Market Risk Insurance
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Koijen, Ralph & Yogo, Motohiro
(ReDIF-paper, cpr:ceprdp:12560) - Inspecting the Mechanism of Quantitative Easing in the Euro Area
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
by Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro
(ReDIF-paper, cpr:ceprdp:13906) - Exchange Rates and Asset Prices in a Global Demand System
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Koijen, Ralph & Yogo, Motohiro
(ReDIF-paper, cpr:ceprdp:14874) - Which Investors Matter for Equity Valuations and Expected Returns?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Koijen, Ralph & Richmond, Robert & Yogo, Motohiro
(ReDIF-paper, cpr:ceprdp:14890) - The Evolution from Life Insurance to Financial Engineering
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Koijen, Ralph & Yogo, Motohiro
(ReDIF-paper, cpr:ceprdp:16348) - Neoclassical Growth in an Interdependent World
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
by Kleinman, Benny & Liu, Ernest & Redding, Stephen & Yogo, Motohiro
(ReDIF-paper, cpr:ceprdp:18654) - 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 (2009)
by Motohiro Yogo
(ReDIF-paper, crr:crrwps:wp2009-3) - Measuring business cycles: A wavelet analysis of economic time series
Economics Letters, Elsevier (2008)
by Yogo, Motohiro
(ReDIF-article, eee:ecolet:v:100:y:2008:i:2:p:208-212) - Asymptotic properties of the Hahn-Hausman test for weak-instruments
Economics Letters, Elsevier (2005)
by Hausman, Jerry & Stock, James H. & Yogo, Motohiro
(ReDIF-article, eee:ecolet:v:89:y:2005:i:3:p:333-342) - Leverage dynamics and credit quality
Journal of Economic Theory, Elsevier (2019)
by Ordoñez, Guillermo & Perez-Reyna, David & Yogo, Motohiro
(ReDIF-article, eee:jetheo:v:183:y:2019:i:c:p:183-212) - What does futures market interest tell us about the macroeconomy and asset prices?
Journal of Financial Economics, Elsevier (2012)
by Hong, Harrison & Yogo, Motohiro
(ReDIF-article, eee:jfinec:v:105:y:2012:i:3:p:473-490) - Inspecting the mechanism of quantitative easing in the euro area
Journal of Financial Economics, Elsevier (2021)
by Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro
(ReDIF-article, eee:jfinec:v:140:y:2021:i:1:p:1-20) - Efficient tests of stock return predictability
Journal of Financial Economics, Elsevier (2006)
by Campbell, John Y. & Yogo, Motohiro
(ReDIF-article, eee:jfinec:v:81:y:2006:i:1:p:27-60) - Does firm value move too much to be justified by subsequent changes in cash flow
Journal of Financial Economics, Elsevier (2008)
by Larrain, Borja & Yogo, Motohiro
(ReDIF-article, eee:jfinec:v:87:y:2008:i:1:p:200-226) - Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets
Journal of Monetary Economics, Elsevier (2016)
by Yogo, Motohiro
(ReDIF-article, eee:moneco:v:80:y:2016:i:c:p:17-34) - Neoclassical growth in an interdependent world
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2023)
by Kleinman, Benny & Liu, Ernest & Redding, Stephen J. & Yogo, Motohiro
(ReDIF-paper, ehl:lserod:121381) - Does firm value move too much to be justified by subsequent changes in cash flow?
Working Papers, Federal Reserve Bank of Boston (2005)
by Borja Larrain & Motohiro Yogo
(ReDIF-paper, fip:fedbwp:05-18) - Worker Betas: Five Facts About Systematic Earnings Risk
Working Paper Series, Federal Reserve Bank of Chicago (2017)
by Fatih Guvenen & Sam Schulhofer-Wohl & Motohiro Yogo
(ReDIF-paper, fip:fedhwp:wp-2017-04) - Growing Risk in the Insurance Sector
Economic Policy Paper, Federal Reserve Bank of Minneapolis (2014)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-paper, fip:fedmep:14-2) - Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
Staff Report, Federal Reserve Bank of Minneapolis (2014)
by Ralph S. J. Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo
(ReDIF-paper, fip:fedmsr:499) - The Cost of Financial Frictions for Life Insurers
Staff Report, Federal Reserve Bank of Minneapolis (2014)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-paper, fip:fedmsr:500) - Shadow Insurance
Staff Report, Federal Reserve Bank of Minneapolis (2014)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-paper, fip:fedmsr:505) - A Demand System Approach to Asset Pricing
Staff Report, Federal Reserve Bank of Minneapolis (2015)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-paper, fip:fedmsr:510) - Worker Betas: Five Facts about Systematic Earnings Risk
Staff Report, Federal Reserve Bank of Minneapolis (2017)
by Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo
(ReDIF-paper, fip:fedmsr:546) - Efficient Tests of Stock Return Predictability
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002)
by John Y. Campbell & Motohiro Yogo
(ReDIF-paper, fth:harver:1972) - Efficient tests of stock return predictability
Scholarly Articles, Harvard University Department of Economics (2006)
by Campbell, John & Yogo, Motohiro
(ReDIF-paper, hrv:faseco:3122601) - Testing for Weak Instruments in Linear IV Regression
NBER Technical Working Papers, National Bureau of Economic Research, Inc (2002)
by James H. Stock & Motohiro Yogo
(ReDIF-paper, nbr:nberte:0284) - Efficient Tests of Stock Return Predictability
NBER Working Papers, National Bureau of Economic Research, Inc (2003)
by John Y. Campbell & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:10026) - Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?
NBER Working Papers, National Bureau of Economic Research, Inc (2007)
by Borja Larrain & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:12847) - Durability of Output and Expected Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2007)
by Joao F. Gomes & Leonid Kogan & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:12986) - A Note on Liquidity Risk Management
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Markus K. Brunnermeier & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:14727) - Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Motohiro Yogo
(ReDIF-paper, nbr:nberwo:15307) - Why Do Household Portfolio Shares Rise in Wealth?
NBER Working Papers, National Bureau of Economic Research, Inc (2010)
by Jessica A. Wachter & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:16316) - What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Harrison Hong & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:16712) - Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:17325) - The Cost of Financial Frictions for Life Insurers
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Ralph S.J. Koijen & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:18321) - Shadow Insurance
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Ralph S.J. Koijen & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:19568) - A Demand System Approach to Asset Pricing
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Ralph S.J. Koijen & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:21749) - Worker Betas: Five Facts about Systematic Earnings Risk
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:23163) - Risk of Life Insurers: Recent Trends and Transmission Mechanisms
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Ralph S.J. Koijen & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:23365) - The Fragility of Market Risk Insurance
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Ralph Koijen & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:24182) - Inspecting the Mechanism of Quantitative Easing in the Euro Area
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:26152) - Exchange Rates and Asset Prices in a Global Demand System
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:27342) - Which Investors Matter for Equity Valuations and Expected Returns?
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:27402) - The Evolution from Life Insurance to Financial Engineering
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:29030) - Understanding the Ownership Structure of Corporate Bonds
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:29679) - Neoclassical Growth in an Interdependent World
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:31951) - Asset Demand of U.S. Households
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Xavier Gabaix & Ralph S. J. Koijen & Federico Mainardi & Sangmin Oh & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:32001) - Financial Inclusion Across the United States
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Motohiro Yogo & Andrew Whitten & Natalie Cox
(ReDIF-paper, nbr:nberwo:33256) - Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models
NBER Working Papers, National Bureau of Economic Research, Inc (2025)
by Xavier Gabaix & Ralph S. J. Koijen & Federico Mainardi & Sangmin Simon Oh & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:33336) - Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa
NBER Working Papers, National Bureau of Economic Research, Inc (1999)
by Anne Case & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:7399) - Luxury Goods and the Equity Premium
NBER Working Papers, National Bureau of Economic Research, Inc (2001)
by Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:8417) - Which Investors Matter for Equity Valuations and Expected Returns?
The Review of Economic Studies, Review of Economic Studies Ltd (2024)
by Ralph S J Koijen & Robert J Richmond & Motohiro Yogo
(ReDIF-article, oup:restud:v:91:y:2024:i:4:p:2387-2424.) - Why Do Household Portfolio Shares Rise in Wealth?
The Review of Financial Studies, Society for Financial Studies (2010)
by Jessica A. Wachter & Motohiro Yogo
(ReDIF-article, oup:rfinst:v:23:y:2010:i:11:p:3929-3965) - New Perspectives on Insurance
The Review of Financial Studies, Society for Financial Studies (2022)
by Ralph S J Koijen & Motohiro Yogo
(ReDIF-article, oup:rfinst:v:35:y:2022:i:12:p:5275-5286.) - 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) (2021)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-article, pal:genrir:v:46:y:2021:i:2:d:10.1057_s10713-021-00068-1) - Neoclassical Growth in an Interdependent World
Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. (2023)
by Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo
(ReDIF-paper, pri:cepsud:318) - Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa
Working Papers, Princeton University. Economics Department. (1999)
by Anne Case & Motohiro Yogo
(ReDIF-paper, pri:econom:1999-1) - Exchange Rates and Asset Prices in a Global Demand System
Working Papers, Princeton University. Economics Department. (2020)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-paper, pri:econom:2020-33) - Which Investors Matter for Global Equity Valuations and Expected Returns?
Working Papers, Princeton University. Economics Department. (2020)
by Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo
(ReDIF-paper, pri:econom:2020-34) - Financial Inclusion Across the United States
Working Papers, Princeton University. Economics Department. (2021)
by Motohiro Yogo & Andrew Whitten & Natalie Cox
(ReDIF-paper, pri:econom:2021-28) - The Fragility of Market Risk Insurance
Working Papers, Princeton University. Economics Department. (2022)
by Ralph Koijen & Motohiro Yogo
(ReDIF-paper, pri:econom:2022-3) - Neoclassical Growth in an Interdependent World
Working Papers, Princeton University. Economics Department. (2023)
by Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo
(ReDIF-paper, pri:econom:2023-02) - 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. (1999)
by Anne Case & Motohiro Yogo
(ReDIF-paper, pri:rpdevs:case_yogo_school_quality.pdf) - Luxury Goods and the Equity Premium
Working Papers, Princeton University, School of Public and International Affairs, Discussion Papers in Economics (2002)
by Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo
(ReDIF-paper, pri:wwseco:dp222.pdf) - Durability of Output and Expected Stock Returns
2007 Meeting Papers, Society for Economic Dynamics (2007)
by Motohiro Yogo & Leonid Kogan & Joao Gomes
(ReDIF-paper, red:sed007:432) - Why do Household Portfolio Shares Rise in Wealth?
2007 Meeting Papers, Society for Economic Dynamics (2007)
by Motohiro Yogo & Jessica Wachter
(ReDIF-paper, red:sed007:929) - Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets
2008 Meeting Papers, Society for Economic Dynamics (2008)
by Motohiro Yogo
(ReDIF-paper, red:sed008:63) - Optimal Health and Longevity Insurance
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S.J. Koijen
(ReDIF-paper, red:sed009:185) - Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
2011 Meeting Papers, Society for Economic Dynamics (2011)
by Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S. J. Koijen
(ReDIF-paper, red:sed011:633) - The Cost of Financial Frictions for Life Insurers
2012 Meeting Papers, Society for Economic Dynamics (2012)
by Motohiro Yogo & Ralph Koijen
(ReDIF-paper, red:sed012:83) - Debt: Deleveraging or Default
2013 Meeting Papers, Society for Economic Dynamics (2013)
by Motohiro Yogo & David Perez-Reyna & Guillermo Ordonez
(ReDIF-paper, red:sed013:139) - Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak
The Review of Economics and Statistics, MIT Press (2004)
by Motohiro Yogo
(ReDIF-article, tpr:restat:v:86:y:2004:i:3:p:797-810) - Durability of Output and Expected Stock Returns
Journal of Political Economy, University of Chicago Press (2009)
by João F. Gomes & Leonid Kogan & Motohiro Yogo
(ReDIF-article, ucp:jpolec:doi:10.1086/648882) - A Demand System Approach to Asset Pricing
Journal of Political Economy, University of Chicago Press (2019)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-article, ucp:jpolec:doi:10.1086/701683) - Shadow Insurance
Econometrica, Econometric Society (2016)
by Ralph S. J. Koijen & Motohiro Yogo
(ReDIF-article, wly:emetrp:v:84:y:2016:i::p:1265-1287)