The filmmaker Diego Noriega Mendoza, in response to a Quora question “Why do films and TV shows use a yellowish tint to depict countries like India or Mexico?” gave a similar explanation. “When used in film, yellow has a very distinct psychological effect: it portrays extremes, contrasts, and density.” He also claims that “our brains cannot handle yellow for a very long time.”
The color filters are also used to establish a sense of different location. Diego suggests that this tendency goes back to the first Westerns shot in color, where the desert was always portrayed as yellow. “And the heroes of these movies had to thrive in the desert: the heat, the scarcity, the outlaws. It stood to reason that it had to be yellower.”