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 1 2 117 3 6 11 229
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 0 1 382 0 0 7 1,611
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 1 1 114 2 7 12 336
Bagging Time Series Models 1 1 2 228 1 1 6 852
Bagging Time Series Models 1 1 2 224 2 2 9 664
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 252 0 0 0 561
Bootstrapping GMM Estimators for Time Series 0 0 0 519 0 0 4 1,439
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 1 2 6 0 1 3 29
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 1 1 4 102
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 0 0 1 38
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 0 0 6 425 1 5 18 1,512
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 0 0 1 348
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 1 119 0 0 4 648
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 0 1 129
Frequentist inference in weakly identified DSGE models 0 0 0 109 0 2 3 232
Has the Phillips Curve Flattened? 0 2 11 11 1 3 22 22
Has the Phillips curve flattened? 2 7 21 39 4 20 66 108
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 47 1 2 7 93
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 92 0 0 2 320
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 0 3 89
Heterogeneous consumers and fiscal policy shocks 0 0 2 27 1 1 5 95
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 1 1 5 359 2 4 10 1,122
Identifying the Sources of Model Misspecification 0 0 0 57 0 1 2 163
Identifying the Sources of Model Misspecification 0 0 0 60 0 1 1 104
Identifying the sources of model misspecification 0 0 0 20 0 1 2 88
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 0 67
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 0 1 4 158
Impulse Response Matching Estimators for DSGE Models 0 0 1 60 0 1 4 98
Impulse response matching estimators for DSGE models 0 0 1 95 0 0 1 168
Impulse response matching estimators for DSGE models 0 1 1 33 0 1 3 67
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 1,143 1 2 7 6,797
In-sample or out-of-sample tests of predictability: which one should we use? 0 1 1 1,157 0 4 8 3,870
Inference for Local Projections 0 0 3 37 0 1 10 48
Inference for Local Projections 0 0 1 1 0 0 5 5
Inference for Local Projections 2 2 6 6 7 10 28 28
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 162 1 2 4 379
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 46 0 1 9 135
Inference on Impulse Response Functions in Structural VAR Models 0 1 1 252 1 2 4 485
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 2 60
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 0 0 174
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 0 0 3 472
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 459 1 5 24 1,622
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 1 1 1 391
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 0 1 2 76
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 0 0 2 24
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 0 3 152
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 0 1 2 101
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 0 1 57
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 2 16 101 2 4 28 168
Long Memory and Regime Switching 0 0 2 588 0 0 3 1,467
Monitoring and Forecasting Currency Crises 0 0 0 143 1 1 1 402
On the Selection of Forecasting Models 0 0 0 334 0 0 0 1,278
On the selection of forecasting models 0 0 1 695 0 0 2 1,673
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 0 1 3 223
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 0 6 171
Out-of-sample forecast tests robust to the choice of window size 1 2 3 111 1 4 9 131
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 2 2 3 582
Quasi-Bayesian Model Selection 0 0 0 102 0 0 5 186
Recursive Predictability Tests for Real-Time Data 0 0 0 110 0 0 1 459
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 271 5 7 16 687
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 1 2 122 1 1 7 195
Significance Bands for Local Projections 3 5 6 18 3 6 10 56
Significance Bands for Local Projections 1 2 4 4 2 6 10 10
Stamp 5.0: A Review 0 0 0 143 0 0 1 584
Testing Change in Time Series 0 0 0 68 0 0 0 172
Testing and Comparing Value-at-Risk Measures 0 0 1 2,082 1 1 7 5,288
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 0 0 119
Testing, Comparing, and Combining Value at Risk Measures 0 0 1 622 0 0 1 1,283
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 5 0 0 0 27
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 0 1 126
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 0 1 42
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions 2 11 11 11 2 9 9 9
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 43 0 1 6 88
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 1 1 188
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 0 340 0 0 3 976
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 64 0 0 2 93
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 7 0 2 7 40
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 1 10 0 0 3 25
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 1 130 1 1 4 203
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 0 0 2 76
The role of the prior in estimating VAR models with sign restrictions 0 0 3 20 0 1 11 47
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 0 1 67
The uniform validity of impulse response inference in autoregressions 0 1 2 28 0 2 6 67
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 51 0 0 0 81
Two Sample Unconditional Quantile Effect 0 0 0 10 0 1 3 27
Two-Sample Instrumental Variables Estimators 1 1 3 477 1 3 9 1,486
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 1 1 9 24 1 2 28 65
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 1 1 1 5 5
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 2 185 0 0 3 443
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 1 2 59 1 2 4 100
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 0 0 1 238
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 1 2 3 172
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 2 0 0 0 127
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 75 0 0 2 303
Total Working Papers 17 47 159 15,222 57 153 559 46,623
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 0 113 0 0 0 345
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 1 46 1 1 4 152
A bootstrap approach to moment selection 0 0 0 39 0 0 1 156
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 3 5 18 1 5 19 61
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 0 0 486
Bootstrapping GMM estimators for time series 1 1 3 120 1 1 6 312
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 1 88 0 1 3 378
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY 0 0 0 3 0 0 1 81
Comment 0 0 0 4 0 1 1 34
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 11 0 0 1 35
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 0 0 0 285
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 2 9 0 0 6 32
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 2 2 7 347
Efficient estimation and inference in linear pseudo-panel data models 0 0 0 164 2 2 6 345
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 0 2 101
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 0 0 3 69
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 33 2 2 15 127
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 1 5 111 0 2 13 251
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 1 1 1 7 1 1 4 13
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 88 2 4 8 272
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 0 1 1 144
Identifying the sources of model misspecification 1 1 5 41 2 2 9 165
Impulse response matching estimators for DSGE models 0 0 0 35 2 4 6 150
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 443 0 1 11 1,427
Inference on impulse response functions in structural VAR models 1 3 7 433 10 12 32 1,210
Information criteria for impulse response function matching estimation of DSGE models 0 0 3 79 0 1 5 286
Information in generalized method of moments estimation and entropy-based moment selection 0 0 1 107 0 0 5 255
Joint Bayesian inference about impulse responses in VAR models 0 0 0 7 0 0 3 25
Joint confidence sets for structural impulse responses 0 0 1 38 0 0 3 161
Local projections in unstable environments 4 5 8 8 4 10 18 18
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 1 3 16 0 2 7 30
Long memory and regime switching 0 0 0 279 0 3 6 780
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 1 2 2 28
Monitoring and Forecasting Currency Crises 0 0 0 98 0 0 2 267
Monitoring and Forecasting Currency Crises 0 0 0 0 0 0 1 6
On the selection of forecasting models 0 2 3 269 1 4 7 569
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 3 91 1 1 5 237
Parameter path estimation in unstable environments: The tvpreg command 4 4 4 4 5 7 7 7
Quasi‐Bayesian model selection 1 1 1 4 1 2 3 31
Recursive Predictability Tests for Real-Time Data 0 0 0 50 0 1 1 166
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 2 4 108 3 7 26 422
Software review 0 0 0 8 0 0 2 116
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 1 50 1 1 4 129
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 2 22 0 1 4 80
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 0 12 0 0 1 157
Testing and comparing Value-at-Risk measures 0 1 6 269 0 2 10 718
Testing for the principal’s monopsony power in agency contracts 0 0 0 19 0 0 0 121
Testing for weak identification in possibly nonlinear models 0 0 0 56 0 0 3 202
Tests of cointegrating rank with a trend-break 0 0 0 109 1 1 2 286
The Stability of the Japanese Banking System: A Historical Perspective 0 0 0 83 1 2 2 249
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 2 38 2 3 7 190
The effects of conventional and unconventional monetary policy on exchange rates 0 1 16 117 5 10 44 438
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 2 4 275 1 4 13 680
The uniform validity of impulse response inference in autoregressions 0 0 2 33 2 4 11 131
Two-Sample Instrumental Variables Estimators 0 0 5 320 1 6 23 969
Total Journal Articles 14 29 105 4,669 56 116 386 14,732

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 0 1 3 37
Total Chapters 0 0 0 0 0 1 3 37

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 9 18 52 52 16 43 163 163
Total Software Items 9 18 52 52 16 43 163 163

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