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D-Index & Metrics

Economics and Finance

D-Index
41
Citations
23659
World Ranking
2105
National Ranking
1211

Overview

Motohiro Yogo is affiliated with Princeton University in the United States. Their research primarily focuses on economics, econometrics, and finance with a total of 47 publications in these areas. Within this broad field, Yogo has contributed extensively to finance, economics and econometrics, accounting, demography, and strategy and management.

Their research covers several main topics including insurance and financial risk management, financial markets and investment strategies, financial literacy, pension and retirement analysis, banking stability, regulation and efficiency, insurance with mortality and demography aspects, housing market and economics, and housing, finance, and neoliberalism.

Yogo has authored multiple papers, some of the recent notable ones include:

  • Inspecting the mechanism of quantitative easing in the euro area (2020), published in Journal of Financial Economics
  • Which Investors Matter for Equity Valuations and Expected Returns? (2023), published in The Review of Economic Studies
  • Exchange Rates and Asset Prices in a Global Demand System (2020), published in SSRN Electronic Journal
  • Understanding the Ownership Structure of Corporate Bonds (2023), published in American Economic Review Insights
  • The evolution from life insurance to financial engineering (2021), published in The Geneva Risk and Insurance Review

Yogo's frequent co-authors include Ralph S. J. Koijen, Robert Richmond, Xavier Gabaix, Federico Mainardi, and Andrew Whitten. This collaboration record highlights a consistent partnership with these researchers through numerous joint works.

They have published in various academic venues with the most frequent being SSRN Electronic Journal (17 publications), Princeton University Press eBooks (3 publications), Zenodo (CERN European Organization for Nuclear Research) (3 publications), Journal of Financial Economics (2 publications), and The Review of Economic Studies (1 publication).

In addition to articles, Yogo has contributed to book publications. Notably, they have authored two books published by Princeton University Press, both titled Financial Economics of Insurance (2023), which have received citations from the academic community.

Best Publications

  • Testing for Weak Instruments in Linear IV Regression

    James H. Stock;Motohiro Yogo

  • A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

    James H Stock;Jonathan H Wright;Motohiro Yogo

  • Testing for Weak Instruments in Linear IV Regression

    James H. Stock;James H. Stock;Motohiro Yogo;Motohiro Yogo

  • Efficient Tests of Stock Return Predictability

    John Y. Campbell;Motohiro Yogo

  • A Consumption‐Based Explanation of Expected Stock Returns

    Motohiro Yogo

  • Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets.

    Motohiro Yogo

  • Asymptotic Distributions of Instrumental Variables Statistics with Many Instruments

    James H. Stock;Motohiro Yogo

  • A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

    James H. Stock;James H. Stock;Jonathan H. Wright;Motohiro Yogo;Motohiro Yogo

  • Luxury Goods and the Equity Premium

    Yacine Aït-Sahalia;Jonathan A. Parker;Motohiro Yogo

  • Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak

    Motohiro Yogo

  • A Demand System Approach to Asset Pricing

    Ralph S.J. Koijen;Motohiro Yogo

  • What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices

    Harrison Hong;Harrison Hong;Motohiro Yogo

  • Durability of Output and Expected Stock Returns

    Joa˜O F. Gomes;Leonid Kogan;Motohiro Yogo

  • The cost of financial frictions for life insurers

    Ralph S. J. Koijen;Motohiro Yogo

  • Why Do Household Portfolio Shares Rise in Wealth

    Jessica A. Wachter;Motohiro Yogo

  • Does firm value move too much to be justified by subsequent changes in cash flow

    Borja Larrain;Motohiro Yogo;Motohiro Yogo

  • Measuring business cycles: A wavelet analysis of economic time series

    Motohiro Yogo;Motohiro Yogo

  • Which Investors Matter for Equity Valuations and Expected Returns

    Ralph Koijen;Robert Richmond;Motohiro Yogo

  • Asymptotic properties of the Hahn–Hausman test for weak-instruments

    Jerry Hausman;James H. Stock;Motohiro Yogo

  • Inspecting the Mechanism of Quantitative Easing in the Euro Area

    Ralph S.J. Koijen;Ralph S.J. Koijen;Ralph S.J. Koijen;François Koulischer;Benoît Nguyen;Motohiro Yogo;Motohiro Yogo

  • Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets

    Motohiro Yogo

  • Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa

    Anne Case;Motohiro Yogo

  • A Consumption-Based Explanation of Expected Stock Returns

    Motohiro Yogo;Motohiro Yogo

  • Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa

    Anne Case;Motohiro Yogo

  • Efficient Tests of Stock Return Predictability

    John Y. Campbell;John Y. Campbell;Motohiro Yogo;Motohiro Yogo

  • Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice: Health and Mortality Delta

    Ralph S.J. Koijen;Stijn Van Nieuwerburgh;Motohiro Yogo

  • Durability of Output and Expected Stock Returns

    Motohiro Yogo;Leonid Kogan;João Gomes

  • An Equilibrium Model of Institutional Demand and Asset Prices

    Ralph S. J. Koijen;Ralph S. J. Koijen;Ralph S. J. Koijen;Motohiro Yogo

Frequent Co-Authors

Ralph S. J. Koijen
Ralph S. J. Koijen University of Chicago
James H. Stock
James H. Stock Harvard University
Harrison G. Hong
Harrison G. Hong Columbia University
John Y. Campbell
John Y. Campbell Harvard University
Stijn Van Nieuwerburgh
Stijn Van Nieuwerburgh Columbia University
Jessica A. Wachter
Jessica A. Wachter University of Pennsylvania
Anne Case
Anne Case Princeton University
Yacine Aït-Sahalia
Yacine Aït-Sahalia Princeton University

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