Yohei Yamamoto

636 total citations
30 papers, 364 citations indexed

About

Yohei Yamamoto is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Yohei Yamamoto has authored 30 papers receiving a total of 364 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in General Economics, Econometrics and Finance, 20 papers in Economics and Econometrics and 13 papers in Finance. Recurrent topics in Yohei Yamamoto's work include Monetary Policy and Economic Impact (22 papers), Market Dynamics and Volatility (14 papers) and Financial Risk and Volatility Modeling (6 papers). Yohei Yamamoto is often cited by papers focused on Monetary Policy and Economic Impact (22 papers), Market Dynamics and Volatility (14 papers) and Financial Risk and Volatility Modeling (6 papers). Yohei Yamamoto collaborates with scholars based in Japan, United States and Canada. Yohei Yamamoto's co-authors include Pierre Perrón, Rasmus Fatum, Shinya Tanaka, Yin‐Wong Cheung, Francisco Estrada, Guozhong Zhu, Jing Zhou, Eiji Kurozumi, C.Y. Lin and Kenji Togashi and has published in prestigious journals such as Scientific Reports, Annals of the New York Academy of Sciences and Journal of Dairy Science.

In The Last Decade

Yohei Yamamoto

26 papers receiving 353 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Yohei Yamamoto Japan	12	258	216	161	52	13	30	364
Gamini Premaratne Brunei	11	234 0.9×	86 0.4×	179 1.1×	34 0.7×	10 0.8×	36	342
Francisco Blasques Netherlands	10	266 1.0×	114 0.5×	256 1.6×	50 1.0×	5 0.4×	42	391
Christos Agiakloglou Greece	10	318 1.2×	190 0.9×	259 1.6×	57 1.1×	4 0.3×	29	455
Gian Piero Aielli Italy	5	320 1.2×	136 0.6×	294 1.8×	20 0.4×	18 1.4×	8	395
Frédérique Bec France	13	308 1.2×	272 1.3×	178 1.1×	28 0.5×	5 0.4×	40	415
Genaro Sucarrat Norway	12	294 1.1×	124 0.6×	251 1.6×	31 0.6×	11 0.8×	31	396
Carsten Trenkler Germany	10	390 1.5×	330 1.5×	176 1.1×	39 0.8×	7 0.5×	27	500
Stephan Smeekes Netherlands	10	210 0.8×	159 0.7×	93 0.6×	47 0.9×	4 0.3×	21	332
Hsiang‐Tai Lee Taiwan	11	329 1.3×	182 0.8×	270 1.7×	13 0.3×	6 0.5×	19	376

Countries citing papers authored by Yohei Yamamoto

Since Specialization

Citations

This map shows the geographic impact of Yohei Yamamoto's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Yohei Yamamoto with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yohei Yamamoto more than expected).

Fields of papers citing papers by Yohei Yamamoto

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yohei Yamamoto. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Yohei Yamamoto. The network helps show where Yohei Yamamoto may publish in the future.

Co-authorship network of co-authors of Yohei Yamamoto

This figure shows the co-authorship network connecting the top 25 collaborators of Yohei Yamamoto. A scholar is included among the top collaborators of Yohei Yamamoto based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Yohei Yamamoto. Yohei Yamamoto is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Estrada, Francisco, Pierre Perrón, & Yohei Yamamoto. (2025). Synergies Between Observed Warming and ENSO Episodes on Extreme Events. Annals of the New York Academy of Sciences. 1554(1). 95–109.

Fatum, Rasmus, Takahiro Hattori, & Yohei Yamamoto. (2023). Reserves and risk: Evidence from China. Journal of International Money and Finance. 134. 102844–102844. 1 indexed citations

Yamamoto, Yohei, et al.. (2023). Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices. 13(1). 1–27. 1 indexed citations

Estrada, Francisco, Pierre Perrón, & Yohei Yamamoto. (2023). Anthropogenic influence on extremes and risk hotspots. Scientific Reports. 13(1). 35–35. 20 indexed citations

Estrada, Francisco, Pierre Perrón, & Yohei Yamamoto. (2023). On the persistence of near‐surface temperature dynamics in a warming world. Annals of the New York Academy of Sciences. 1531(1). 69–83.

Fatum, Rasmus, et al.. (2023). Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields. Journal of money credit and banking. 56(5). 1261–1285. 1 indexed citations

Perrón, Pierre & Yohei Yamamoto. (2021). The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence. Empirical Economics. 62(3). 1193–1218. 2 indexed citations

Perrón, Pierre & Yohei Yamamoto. (2021). Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods. Journal of Time Series Analysis. 43(3). 389–411. 1 indexed citations

Perrón, Pierre, Yohei Yamamoto, & Jing Zhou. (2020). Testing jointly for structural changes in the error variance and coefficients of a linear regression model. Quantitative Economics. 11(3). 1019–1057. 17 indexed citations

10.

Perrón, Pierre & Yohei Yamamoto. (2019). Testing for Changes in Forecasting Performance. Journal of Business and Economic Statistics. 39(1). 148–165. 11 indexed citations

11.

Perrón, Pierre & Yohei Yamamoto. (2019). Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model. Econometrics. 7(2). 22–22. 6 indexed citations

12.

Yamamoto, Yohei. (2018). Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions. Journal of Applied Econometrics. 34(2). 247–267. 13 indexed citations

13.

Cheung, Yin‐Wong, Rasmus Fatum, & Yohei Yamamoto. (2017). The Exchange Rate Effects of Macro News after the Global Financial Crisis. Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers. 2017(305). 1 indexed citations

14.

Fatum, Rasmus, Yohei Yamamoto, & Guozhong Zhu. (2016). Is the Renminbi a Safe Haven?. Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers. 2016(276). 1 indexed citations

15.

Fatum, Rasmus & Yohei Yamamoto. (2015). Intra-safe haven currency behavior during the global financial crisis. Journal of International Money and Finance. 66. 49–64. 87 indexed citations

16.

Perrón, Pierre & Yohei Yamamoto. (2014). On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests. Econometric Reviews. 35(5). 782–844. 11 indexed citations

17.

Fatum, Rasmus & Yohei Yamamoto. (2014). Intra-Safe Haven Currency Behavior During the Global Financial Crisis. Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers. 2014(199). 4 indexed citations

18.

Perrón, Pierre & Yohei Yamamoto. (2013). Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors. Journal of Applied Econometrics. 30(1). 119–144. 40 indexed citations

19.

Fatum, Rasmus & Yohei Yamamoto. (2012). Does Foreign Exchange Intervention Volume Matter?. Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers. 2012(115).

20.

Togashi, Kenji, et al.. (1999). Correlation of International Sire Evaluations and Transmitting Abilities Based on Interaction Effects Between Two Countries. Journal of Dairy Science. 82(9). 2030–2038. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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