Access Statistics for Atsushi Inoue

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy 0 0 1 117 3 9 22 242
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 0 1 383 5 8 13 1,623
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 3 7 44 371
Bagging Time Series Models 0 0 2 229 3 8 16 864
Bagging Time Series Models 0 1 3 226 2 4 9 669
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 252 1 3 3 564
Bootstrapping GMM Estimators for Time Series 0 0 0 519 2 8 12 1,450
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 1 6 2 6 8 35
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 4 6 9 109
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 3 4 5 42
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 0 0 3 427 2 10 22 1,526
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 5 7 8 355
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 0 119 5 6 8 655
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 4 6 7 135
Frequentist inference in weakly identified DSGE models 0 1 1 110 2 7 11 241
Has the Phillips Curve Flattened? 0 0 4 11 3 6 18 30
Has the Phillips curve flattened? 5 10 21 51 22 44 94 167
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 48 2 7 14 102
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 7 7 9 328
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 2 3 5 92
Heterogeneous consumers and fiscal policy shocks 0 0 1 27 0 3 9 101
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 1 4 360 3 5 16 1,131
Identifying the Sources of Model Misspecification 0 0 0 60 1 2 5 108
Identifying the Sources of Model Misspecification 0 0 0 57 2 6 11 173
Identifying the sources of model misspecification 0 0 0 20 2 4 8 95
Impulse Response Matching Estimators for DSGE Models 0 0 3 63 3 7 16 112
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 2 2 2 69
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 3 4 9 165
Impulse response matching estimators for DSGE models 0 0 2 34 3 5 10 74
Impulse response matching estimators for DSGE models 0 0 1 95 3 5 6 173
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 1 1 1,144 17 22 27 6,821
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 1 1,157 3 6 12 3,877
Inference for Local Projections 0 2 8 9 14 24 43 54
Inference for Local Projections 0 0 3 38 5 8 15 60
Inference for Local Projections 0 0 1 1 5 8 12 15
Inference on Impulse Response Functions in Structural VAR Models 0 1 1 163 10 18 22 399
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 47 5 15 21 155
Inference on Impulse Response Functions in Structural VAR Models 1 2 3 254 7 18 29 510
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 9 13 14 73
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 6 10 17 486
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 3 4 4 178
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 461 7 10 26 1,635
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 0 3 393
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 2 4 9 83
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 8 14 18 41
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 5 7 11 110
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 6 6 8 64
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 1 5 7 158
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 2 3 14 107 4 10 28 183
Long Memory and Regime Switching 0 0 2 588 5 6 11 1,475
Monitoring and Forecasting Currency Crises 0 0 0 143 5 6 7 408
On the Selection of Forecasting Models 0 0 0 334 7 7 8 1,286
On the selection of forecasting models 0 0 0 695 1 5 6 1,678
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 1 5 8 229
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 11 31 32 202
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 3 7 12 592
Out-of-sample forecast tests robust to the choice of window size 0 1 4 113 6 8 23 149
Quasi-Bayesian Model Selection 0 0 0 102 3 6 7 193
Recursive Predictability Tests for Real-Time Data 0 0 0 110 2 3 3 462
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 2 2 3 274 6 18 35 715
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 2 122 12 16 42 234
Significance Bands for Local Projections 0 0 4 4 6 13 26 27
Significance Bands for Local Projections 0 0 8 20 4 7 23 71
Stamp 5.0: A Review 0 0 0 143 1 3 3 587
Testing Change in Time Series 0 0 0 68 2 4 4 176
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 6 13 21 5,305
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 1 4 4 123
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 5 9 12 1,295
Tests for Parameter Instability in Dynamic Factor Models 1 1 2 7 3 6 8 35
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 2 7 7 133
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 5 5 6 47
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions 2 3 15 15 7 11 23 23
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 2 7 8 195
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 6 9 17 101
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 1 1 1 341 2 9 11 987
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 0 64 5 10 10 103
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 1 8 4 6 13 49
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 0 10 5 9 11 36
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 130 5 7 9 211
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 5 13 18 93
The role of the prior in estimating VAR models with sign restrictions 0 0 0 20 4 11 17 60
The uniform validity of impulse response inference in autoregressions 0 0 0 51 5 6 8 74
The uniform validity of impulse response inference in autoregressions 0 0 1 28 3 8 11 75
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 51 3 11 13 94
Two Sample Unconditional Quantile Effect 0 0 0 10 4 7 10 35
Two-Sample Instrumental Variables Estimators 0 0 2 478 3 5 15 1,497
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 1 1 10 10 7 10 13 13
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 0 1 5 5 7 10
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 24 2 9 17 77
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 1 185 4 6 9 450
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 1 1 2 60 7 12 16 113
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 4 7 8 245
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 9 13 16 185
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 75 6 8 10 312
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 2 9 12 12 139
Total Working Papers 16 33 149 15,292 434 811 1,365 47,695
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS 0 0 1 114 8 10 16 361
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 0 46 4 5 9 160
A bootstrap approach to moment selection 0 0 0 39 2 4 4 160
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 8 22 5 12 33 82
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 3 4 5 491
Bootstrapping GMM estimators for time series 0 0 3 120 4 6 16 323
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 88 2 5 8 385
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY 0 0 0 3 1 2 3 83
Comment 0 0 0 4 3 4 5 38
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 2 3 7 42
Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394] 0 0 0 43 8 29 30 315
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 1 9 2 4 11 39
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 3 5 11 354
Efficient estimation and inference in linear pseudo-panel data models 1 1 2 166 2 4 9 351
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 0 3 102
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 3 4 6 73
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 33 1 2 12 132
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 0 1 111 4 5 10 258
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 0 0 3 9 2 3 7 18
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 88 3 5 15 280
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 1 3 4 147
Identifying the sources of model misspecification 1 1 2 42 7 12 19 181
Impulse response matching estimators for DSGE models 0 0 1 36 4 4 11 157
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 2 3 445 4 10 24 1,446
Inference on impulse response functions in structural VAR models 1 4 10 439 9 27 56 1,249
Information criteria for impulse response function matching estimation of DSGE models 0 0 3 80 5 9 15 297
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 5 6 11 263
Joint Bayesian inference about impulse responses in VAR models 0 1 2 9 4 7 11 36
Joint confidence sets for structural impulse responses 0 0 2 40 6 8 12 172
Local projections in unstable environments 2 4 13 14 10 20 44 46
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 1 3 17 5 10 17 43
Long memory and regime switching 0 0 0 279 4 7 12 788
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 2 4 6 32
Monitoring and Forecasting Currency Crises 0 0 0 98 4 5 6 272
Monitoring and Forecasting Currency Crises 0 0 0 0 3 6 7 13
On the selection of forecasting models 0 1 3 270 10 21 27 592
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 1 1 92 6 10 18 254
Parameter path estimation in unstable environments: The tvpreg command 0 1 9 9 4 9 24 24
Quasi‐Bayesian model selection 0 0 1 4 2 3 6 35
Recursive Predictability Tests for Real-Time Data 0 0 1 51 5 8 10 175
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 3 8 112 8 20 46 452
Software review 0 0 0 8 6 6 7 122
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 0 50 2 5 6 134
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 3 23 1 4 11 88
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 0 12 4 8 9 165
Testing and comparing Value-at-Risk measures 0 1 2 270 2 10 14 730
Testing for the principal’s monopsony power in agency contracts 0 0 0 19 1 3 3 124
Testing for weak identification in possibly nonlinear models 0 0 0 56 2 4 5 206
Tests of cointegrating rank with a trend-break 0 0 0 109 4 6 7 292
The Stability of the Japanese Banking System: A Historical Perspective 0 1 1 84 2 5 8 255
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 38 10 15 19 205
The effects of conventional and unconventional monetary policy on exchange rates 0 0 5 120 5 10 37 456
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 0 4 276 8 11 22 695
The uniform validity of impulse response inference in autoregressions 0 0 3 35 3 7 17 143
Two-Sample Instrumental Variables Estimators 0 1 5 324 5 11 38 996
Total Journal Articles 6 23 107 4,726 225 430 809 15,332

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 8 12 14 50
Total Chapters 0 0 0 0 8 12 14 50

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
TVPREG: Stata module to perform parameter path estimation in unstable environments 3 12 59 71 29 52 190 257
Total Software Items 3 12 59 71 29 52 190 257

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