Have been called many things but never a yankee, From National Geographic:

In the United States, the term specifically refers to residents of New England. New England includes the states of Connecticut, Maine, New Hampshire, Vermont, Massachusetts, and Rhode Island.

During the Civil War, and even after the war came to an end, Yankee was a term used by Southerners to describe their rivals from the Union, or northern, side of the conflict. After the war, Yankee was once again mostly used to describe New Englanders.