Author Page for Motohiro Yogo

Journal of Monetary Economics, Vol. 80, 2016, Boston College Center for Retirement Research Working Paper No. 2009-3, AFA 2009 San Francisco Meetings Paper

Number of pages: 40 Posted: 06 Mar 2008 Last Revised: 19 May 2016

Motohiro Yogo

Princeton University - Department of Economics

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Citation 5

Abstract:

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

NBER Working Paper No. w15307

Number of pages: 41 Posted: 08 Sep 2009 Last Revised: 25 Sep 2010

Motohiro Yogo

Princeton University - Department of Economics

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Citation 22

Abstract:

9.

A Note on Liquidity Risk Management

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Citation 8

2

A Note on Liquidity Risk Management

American Economic Review, Vol. 99, No. 2, 2009

Number of pages: 13 Posted: 19 Jan 2009 Last Revised: 17 Jun 2009

Markus K. Brunnermeier and Motohiro Yogo

Princeton University - Department of Economics and Princeton University - Department of Economics

Downloads 779 (29,954)

Citation 13

Abstract:

A Note on Liquidity Risk Management

NBER Working Paper No. w14727

Number of pages: 14 Posted: 17 Feb 2009 Last Revised: 29 Sep 2010

Markus K. Brunnermeier and Motohiro Yogo

Princeton University - Department of Economics and Princeton University - Department of Economics

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Abstract:

10.

The Fragility of Market Risk Insurance

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Citation 1

3

The Fragility of Market Risk Insurance

Becker Friedman Institute for Research in Economics Working Paper No. 2018-9

Number of pages: 45 Posted: 24 May 2017 Last Revised: 16 May 2018

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 773 (30,278)

Citation 1

Abstract:

The Fragility of Market Risk Insurance

NBER Working Paper No. w24182

Number of pages: 46 Posted: 09 Jan 2018

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

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Abstract:

The Fragility of Market Risk Insurance

CEPR Discussion Paper No. DP12560

Number of pages: 47 Posted: 08 Jan 2018

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

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Abstract:

11.

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

Downloads 792 ( 29,767)

Citation 9

2

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

Journal of Finance, Vol. 71, No. 2, 2016, Netspar Discussion Paper No. 05/2011-050, Chicago Booth Research Paper No. 11-34, Fama-Miller Working Paper, NYU Working Paper No. FIN-11-055

Number of pages: 63 Posted: 10 May 2011 Last Revised: 24 Dec 2015

Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Motohiro Yogo

University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics

Downloads 775 (30,168)

Abstract:

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

NBER Working Paper No. w17325

Number of pages: 64 Posted: 29 Aug 2011

Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Motohiro Yogo

University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics

Downloads 17 (552,392)

Citation 19

Abstract:

12.

Measuring Business Cycles: A Wavelet Analysis of Economic Time Series

Economics Letters, Vol. 100, No. 2, 2008

Number of pages: 11 Posted: 16 Apr 2008 Last Revised: 07 Jan 2011

Motohiro Yogo

Princeton University - Department of Economics

Downloads 730 (33,283)

Citation 15

Abstract:

13.

Durability of Output and Expected Stock Returns

Downloads 710 ( 34,549)

Citation 26

2

Durability of Output and Expected Stock Returns

Journal of Political Economy, Vol. 117, No. 5, 2009, AFA 2008 New Orleans Meetings Paper

Number of pages: 63 Posted: 20 Mar 2007 Last Revised: 01 Nov 2009

Joao F. Gomes, Leonid Kogan and Motohiro Yogo

The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics

Downloads 651 (38,211)

Abstract:

Durability of Output and Expected Stock Returns

NBER Working Paper No. w12986

Number of pages: 65 Posted: 23 Mar 2007 Last Revised: 27 Jun 2010

Joao F. Gomes, Leonid Kogan and Motohiro Yogo

The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics

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Citation 52

Abstract:

14.

Luxury Goods and the Equity Premium

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Citation 63

2

Luxury Goods and the Equity Premium

Journal of Finance, Vol. 59, No. 6, 2004

Number of pages: 60 Posted: 19 May 2003 Last Revised: 17 Jun 2009

Yacine Ait-Sahalia, Jonathan A. Parker and Motohiro Yogo

Princeton University - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics

Downloads 569 (45,834)

Citation 73

Abstract:

Luxury Goods and the Equity Premium

NBER Working Paper No. w8417

Number of pages: 47 Posted: 17 Oct 2005 Last Revised: 23 Oct 2010

Yacine Ait-Sahalia, Jonathan A. Parker and Motohiro Yogo

Princeton University - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics

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Abstract:

15.

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

Downloads 638 ( 39,888)

Citation 4

2

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

The Economics, Regulation, and Systemic Risk of Insurance Markets, 2017

Number of pages: 30 Posted: 21 Sep 2015 Last Revised: 15 Jan 2017

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 618 (41,057)

Citation 4

Abstract:

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

NBER Working Paper No. w23365

Number of pages: 31 Posted: 01 May 2017

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

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Citation 3

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Abstract:

16.

Why Do Household Portfolio Shares Rise in Wealth?

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Citation 36

2

Why Do Household Portfolio Shares Rise in Wealth?

Review of Financial Studies, Vol. 23, No. 11, 2010, AFA 2008 New Orleans Meetings Paper

Number of pages: 57 Posted: 16 Mar 2007 Last Revised: 13 Dec 2011

Jessica A. Wachter and Motohiro Yogo

University of Pennsylvania - Finance Department and Princeton University - Department of Economics

Downloads 491 (55,302)

Citation 63

Abstract:

Why Do Household Portfolio Shares Rise in Wealth?

NBER Working Paper No. w16316

Number of pages: 58 Posted: 30 Aug 2010 Last Revised: 26 Sep 2010

Jessica A. Wachter and Motohiro Yogo

University of Pennsylvania - Finance Department and Princeton University - Department of Economics

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Abstract:

17.

Does Firm Value Move Too Much to Be Justified By Subsequent Changes in Cash Flow?

Downloads 488 ( 56,388)

Citation 31

2

Does Firm Value Move Too Much to Be Justified By Subsequent Changes in Cash Flow?

Journal of Financial Economics (JFE), Vol. 87, No. 1, 2008

Number of pages: 55 Posted: 04 Mar 2006 Last Revised: 17 Jun 2009

Borja Larrain and Motohiro Yogo

Pontificia Universidad Catolica de Chile and Princeton University - Department of Economics

Downloads 430 (65,235)

Abstract:

Does Firm Value Move Too Much to Be Justified by Subsequent Changes in Cash Flow?

NBER Working Paper No. w12847

Number of pages: 56 Posted: 20 Jan 2007 Last Revised: 10 Aug 2010

Borja Larrain and Motohiro Yogo

Pontificia Universidad Catolica de Chile and Princeton University - Department of Economics

Downloads 58 (363,513)

Citation 64

Abstract:

18.

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

Downloads 303 ( 98,512)

Citation 6

2

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

Number of pages: 43 Posted: 30 Nov 1999

Anne Case and Motohiro Yogo

Princeton University - Research Program in Development Studies and Princeton University - Department of Economics

Downloads 221 (136,086)

Citation 2

Abstract:

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

NBER Working Paper No. w7399

Number of pages: 48 Posted: 16 Aug 2000 Last Revised: 14 Oct 2010

Anne Case and Motohiro Yogo

Princeton University - Research Program in Development Studies and Princeton University - Department of Economics

Downloads 82 (299,810)

Citation 6

Abstract:

19.

Which Investors Matter for Global Equity Valuations and Expected Returns?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-92

Number of pages: 51 Posted: 28 Jun 2019

Ralph S. J. Koijen, Robert Richmond and Motohiro Yogo

University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics

Downloads 284 (106,465)

Abstract:

20.

Asset Prices Under Habit Formation and Reference-Dependent Preferences

Journal of Business and Economic Statistics, Vol. 26, No. 2, 2008

Number of pages: 43 Posted: 16 Apr 2006 Last Revised: 17 Jun 2009

Motohiro Yogo

Princeton University - Department of Economics

Downloads 273 (110,240)

Citation 23

Abstract:

21.

Leverage Dynamics and Credit Quality

Journal of Economic Theory, Vol. 183, 2019

Number of pages: 40 Posted: 08 May 2013 Last Revised: 19 Jun 2019

Guillermo Ordoñez, David Perez-Reyna and Motohiro Yogo

University of Pennsylvania - Department of Economics, Universidad de los Andes, Colombia - Department of Economics and Princeton University - Department of Economics

Downloads 207 (145,183)

Abstract:

22.

Asymptotic Distributions of Instrumental Variables Statistics with Many Instruments

IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, Ch. 6, 2005

Number of pages: 23 Posted: 05 Jan 2011 Last Revised: 31 Jul 2013

James H. Stock and Motohiro Yogo

Harvard University - Department of Economics and Princeton University - Department of Economics

Downloads 157 (185,930)

Citation 32

Abstract:

23.

A Consumption-Based Explanation of Expected Stock Returns

Journal of Finance, Vol. 61, No. 2, 2006

Number of pages: 65 Posted: 18 Jan 2009 Last Revised: 12 Mar 2014

Motohiro Yogo

Princeton University - Department of Economics

Downloads 150 (193,191)

Citation 182

Abstract:

24.

Exchange Rates and Asset Prices in a Global Demand System

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-91

Number of pages: 47 Posted: 18 Jun 2019 Last Revised: 16 Jul 2019

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 112 (243,709)

Abstract:

25.

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

Journal of Business and Economic Statistics, Vol. 20, No. 4, 2002

Number of pages: 52 Posted: 09 Jan 2011

James H. Stock, Jonathan H. Wright and Motohiro Yogo

Harvard University - Department of Economics, Johns Hopkins University - Department of Economics and Princeton University - Department of Economics

Downloads 97 (267,288)

Citation 890

Abstract:

26.

Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak

Review of Economics and Statistics, Vol. 86, No. 3, 2004

Number of pages: 38 Posted: 18 Jan 2009 Last Revised: 12 Mar 2014

Motohiro Yogo

Princeton University - Department of Economics

Downloads 95 (270,879)

Citation 90

Abstract:

27.

Asymptotic Properties of the Hahn-Hausman Test for Weak Instruments

Economics Letters, Vol. 89, No. 3, 2005

Number of pages: 15 Posted: 05 Jan 2011 Last Revised: 07 Jan 2011

Jerry A. Hausman, James H. Stock and Motohiro Yogo

Massachusetts Institute of Technology (MIT) - Department of Economics, Harvard University - Department of Economics and Princeton University - Department of Economics

Downloads 68 (330,525)

Citation 21

Abstract:

28.

Worker Betas: Five Facts About Systematic Earnings Risk

Downloads 42 (411,812)

Citation 2

2

Worker Betas: Five Facts About Systematic Earnings Risk

FRB of Chicago Working Paper No. WP-2017-4

Number of pages: 38 Posted: 09 Mar 2017

Fatih Guvenen, Sam Schulhofer-Wohl and Motohiro Yogo

University of Minnesota - Department of Economics, Federal Reserve Bank of Chicago and Princeton University - Department of Economics

Downloads 29 (479,080)

Abstract:

Worker Betas: Five Facts About Systematic Earnings Risk

NBER Working Paper No. w23163

Number of pages: 33 Posted: 13 Feb 2017

Fatih Guvenen, Sam Schulhofer-Wohl, Jae Song and Motohiro Yogo

University of Minnesota - Department of Economics, Federal Reserve Bank of Chicago, U.S. Social Security Administration and Princeton University - Department of Economics

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Citation 2

Abstract:

29.

Is the Insurance Sector at Risk?

Business Strategy Review, Vol. 25, Issue 2, pp. 30-33, 2014

Number of pages: 4 Posted: 03 Jun 2014

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

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Motohiro Yogo

Princeton University - Department of Economics

Professor of Economics

National Bureau of Economic Research

Research Associate

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Scholarly Papers (29)

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The Fragility of Market Risk Insurance

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The Fragility of Market Risk Insurance

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Risk of Life Insurers: Recent Trends and Transmission Mechanisms

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Is the Insurance Sector at Risk?

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