The protests have been triggered by a controversial amnesty bill, which would have allowed former leader Thaksin Shinawatra - Yingluck's brother who was ousted in a military coup in 2006 - to return to Thailand without serving a jail sentence for corruption.
The legislation failed to pass in the Senate earlier this month.
The protests began on Sunday and so far have targeted the finance, foreign and interior ministries, among others.
They are being led by former opposition Democrat Party lawmaker Suthep Thaugsuban, for whom police have issued an arrest warrant.
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