Motohiro Yogo

Q: What Schools Are Affiliated With Motohiro Yogo

Motohiro Yogo is affiliated with the following schools: Northwestern University , University of Tokyo, Princeton University, Harvard University

Motohiro Yogo's AcademicInfluence.com Rankings

Motohiro Yogo

Economics

#2954

World Rank

#3357

Historical Rank

economics Degrees

Download Badge

Economics

Motohiro Yogo's Degrees

Bachelors Economics University of Tokyo

Similar Degrees You Can Earn

Best Online Bachelor's of Economics for 2024

Why Is Motohiro Yogo Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Motohiro Yogo is a Japanese American economist and a professor of economics at Princeton University. His research is on asset pricing, insurance, and household finance. Education Motohiro Yogo earned an A.B. in economics from Princeton University in 2000 and a Ph.D in economics from Harvard University In 2004.

(See a Problem?)

Motohiro Yogo's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments (2002) (4005)
A Consumption-Based Explanation of Expected Stock Returns (2005) (603)
Luxury Goods and the Equity Premium (2001) (394)
Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak (2003) (373)
Asymptotic Distributions of Instrumental Variables Statistics with Many Instruments (2004) (348)
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices? (2011) (327)
Why Do Household Portfolio Shares Rise in Wealth? (2010) (241)
Durability of Output and Expected Stock Returns (2007) (221)
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets (2009) (204)
A Demand System Approach to Asset Pricing (2015) (204)
The Cost of Financial Frictions for Life Insurers (2012) (201)
A Survey of Weak Instruments and Weak Identification in GMM (2002) (191)
Does Firm Value Move Too Much to Be Justified By Subsequent Changes in Cash Flow? (2007) (174)
Asymptotic Properties of the Hahn-Hausman Test for Weak Instruments (2004) (129)
Measuring Business Cycles: A Wavelet Analysis of Economic Time Series (2008) (126)
Shadow Insurance (2013) (113)
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice (2011) (97)
Spurious Factors in Linear Asset Pricing Models (2015) (94)
A Note on Liquidity Risk Management (2009) (79)
Euro-area quantitative easing and portfolio rebalancing (2017) (76)
Inspecting the Mechanism of Quantitative Easing in the Euro Area (2019) (71)
Asset Prices Under Habit Formation and Reference-Dependent Preferences (2007) (67)
An Equilibrium Model of Institutional Demand and Asset Prices (2016) (55)
Phanerozoic marine biodiversity dynamics in light of the incompleteness of the fossil record. (2006) (53)
Exchange Rates and Asset Prices in a Global Demand System (2020) (52)
Worker Betas: Five Facts About Systematic Earnings Risk (2017) (49)
The Fragility of Market Risk Insurance (2018) (47)
Which Investors Matter for Equity Valuations and Expected Returns? (2020) (42)
GMM , Weak Instruments , and Weak Identification (2002) (38)
Implementing the Econometric Methods in "Efficient Tests of Stock Return Predictability" (2005) (36)
Risk of Life Insurers: Recent Trends and Transmission Mechanisms (2016) (33)
Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices∗ (2016) (30)
Digging into Commodities ∗ (2009) (28)
A Consumption-Based Explanation of the Cross Section of Expected Stock Returns (2003) (26)
Commodity market interest and asset return predictability (2010) (26)
Which Investors Matter for Global Equity Valuations and Expected Returns? (2019) (16)
Skill in corporate acquisitions (2009) (6)
Commodity Market Capital Flow and Asset Return Predictability ∗ (2010) (6)
Expected Returns and the Business Cycle: Heterogeneous Agents and Heterogeneous Goods (2004) (6)
Essays on Consumption and Expected Returns (2008) (5)
Leverage Dynamics and Credit Quality (2019) (5)
Financial Inclusion Across the United States (2021) (4)
The evolution from life insurance to financial engineering (2021) (3)
Growing Risk in the Insurance Sector (2014) (3)
Is the Insurance Sector at Risk? (2014) (2)
Debt: Deleveraging or Default (2013) (2)
Online appendix to “Leverage dynamics and credit quality” (2019) (1)
Optimal Health and Longevity Insurance (2009) (1)
Measuring Business Cycles : Wavelet Analysis of Economic Time Series Motohiro Yogo (2003) (1)
Understanding the Ownership Structure of Corporate Bonds (2022) (1)
Systematic Earnings Risk (2016) (1)
Data Appendix for “Durability of Output and Expected Stock Returns” (2006) (1)
Asset Pricing with Habit-Dependent Preferences: Behavioral Foundations and Empirical Tests (2011) (1)
Commodity Market Interest and Asset Return Predictability ∗ Harrison Hong † (2010) (1)
Asset Demand of U.S. Households (2022) (0)
Quantitative Easing in the Euro Area: The Impact on Risk Exposures and Asset Prices∗ (2017) (0)
Harvard Institute of Economic Research Discussion Paper Number 1972 Efficient Tests of Stock Return Predictability by John Y . Campbell and Motohiro Yogo September 2002 (2002) (0)
Health and Mortality Delta∗ (2012) (0)
Deleveraging versus Default (2013) (0)
Comment (2009) (0)
Goods Trade and Capital Investments in the Global Economy (2022) (0)
Efficient Tests of Stock Return Predictability (2005) (0)
Replication data for: Euro-Area Quantitative Easing and Portfolio Rebalancing (2019) (0)
NBER WORKING PAPER SERIES SHADOW INSURANCE (2013) (0)
Commodity Market Interest , Inflation , and Asset Prices ∗ (2010) (0)
Eurosystem asset purchases and portfolio rebalancing in the euro area (2018) (0)
NBER WORKING PAPER SERIES AN EQUILIBRIUM MODEL OF INSTITUTIONAL DEMAND AND ASSET PRICES (2015) (0)
Commodity Market Interest and Asset Prices ∗ Harrison Hong † (2010) (0)
Risk of Life Insurers (2016) (0)
Liquidity Risk Hedging (2008) (0)
Replication data for: Worker Betas: Five Facts about Systematic Earnings Risk (2019) (0)
Essays on Consumption and Expected Returns A thesis presented (2004) (0)

This paper list is powered by the following services:

Other Resources About Motohiro Yogo

What Schools Are Affiliated With Motohiro Yogo?

Motohiro Yogo is affiliated with the following schools:

Motohiro Yogo's Academic­Influence.com Rankings