Access Statistics for Atsushi Inoue

Author contact details at EconPapers.

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 0 117 1 1 20 249
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 0 2 384 1 2 21 1,632
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 114 0 0 47 383
Bagging Time Series Models 0 0 2 226 0 1 9 673
Bagging Time Series Models 0 0 1 229 0 0 20 872
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 252 0 1 8 569
Bootstrapping GMM Estimators for Time Series 0 0 0 519 0 2 17 1,456
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 0 6 0 1 11 40
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 1 2 14 116
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 0 0 10 48
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 0 0 2 427 2 7 26 1,538
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 0 1 11 359
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 0 119 0 0 12 660
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 2 13 142
Frequentist inference in weakly identified DSGE models 0 0 1 110 0 0 12 244
Has the Phillips Curve Flattened? 0 0 1 12 1 1 15 37
Has the Phillips curve flattened? 0 0 14 53 2 8 87 195
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 1 14 334
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 0 6 95
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 0 2 14 107
Heterogeneous consumers and fiscal policy shocks 0 0 1 28 0 0 8 103
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 1 3 4 363 2 6 19 1,141
Identifying the Sources of Model Misspecification 0 0 0 57 0 0 16 179
Identifying the Sources of Model Misspecification 0 0 0 60 0 1 9 113
Identifying the sources of model misspecification 0 0 0 20 2 3 17 105
Impulse Response Matching Estimators for DSGE Models 0 0 3 63 0 1 17 115
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 4 71
Impulse Response Matching Estimators for DSGE Models 0 1 1 46 1 3 15 173
Impulse response matching estimators for DSGE models 0 0 0 95 0 0 9 177
Impulse response matching estimators for DSGE models 0 0 1 34 0 0 11 78
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 1,144 1 5 49 6,846
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 0 1,157 2 4 14 3,884
Inference for Local Projections 0 1 3 40 0 3 22 70
Inference for Local Projections 1 1 5 11 2 4 47 75
Inference for Local Projections 0 0 0 1 0 1 20 25
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 164 1 2 26 405
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 254 0 0 28 513
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 47 0 1 26 161
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 1 4 21 81
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 462 0 2 22 1,644
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 0 0 21 493
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 0 11 185
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 1 7 398
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 0 1 13 89
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 0 0 19 43
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 0 10 162
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 0 9 66
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 0 0 12 113
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 2 10 111 0 3 23 191
Long Memory and Regime Switching 0 1 1 589 0 4 27 1,494
Monitoring and Forecasting Currency Crises 0 0 0 143 0 0 12 414
On the Selection of Forecasting Models 0 0 0 334 0 1 10 1,288
On the selection of forecasting models 0 0 0 695 0 2 10 1,683
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 0 1 16 239
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 3 42 213
Out-of-sample forecast tests robust to the choice of window size 0 0 1 204 0 4 21 603
Out-of-sample forecast tests robust to the choice of window size 0 0 2 113 0 1 26 157
Quasi-Bayesian Model Selection 0 0 0 102 0 2 10 196
Recursive Predictability Tests for Real-Time Data 0 0 0 110 0 1 6 465
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 2 6 277 1 12 51 738
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 1 123 1 2 48 243
Significance Bands for Local Projections 0 0 0 4 0 0 20 30
Significance Bands for Local Projections 0 0 3 21 0 1 19 75
Stamp 5.0: A Review 0 0 0 143 0 0 3 587
Testing Change in Time Series 0 0 0 68 0 1 10 182
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 0 1 23 5,311
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 0 9 128
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 0 0 19 1,302
Tests for Parameter Instability in Dynamic Factor Models 0 0 4 9 0 1 13 40
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 0 10 136
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 0 6 48
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions 0 0 4 15 0 1 17 26
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 1 11 199
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 0 1 22 110
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 1 341 0 1 21 997
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 1 8 0 2 15 55
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 0 64 0 0 16 109
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 0 10 0 0 15 40
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 1 131 1 3 15 218
The effects of conventional and unconventional monetary policy on exchange rates 0 0 0 72 0 0 26 102
The role of the prior in estimating VAR models with sign restrictions 0 0 1 21 0 2 19 66
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 2 11 78
The uniform validity of impulse response inference in autoregressions 0 0 0 28 0 1 11 78
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 51 1 2 18 99
Two Sample Unconditional Quantile Effect 0 0 0 10 0 0 16 43
Two-Sample Instrumental Variables Estimators 0 0 1 478 0 2 16 1,502
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 0 10 10 0 0 15 15
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 0 24 0 0 14 79
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 1 1 2 0 2 10 15
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 185 0 3 13 456
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 61 0 0 22 122
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 75 0 0 11 314
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 0 1 20 192
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 0 0 14 252
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 2 0 1 16 143
Total Working Papers 2 13 102 15,324 24 139 1,707 48,330
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 1 3 30 375
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 0 46 0 0 10 162
A bootstrap approach to moment selection 0 0 0 39 0 0 4 160
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 4 22 1 7 41 102
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 1 13 499
Bootstrapping GMM estimators for time series 0 0 0 120 0 5 19 331
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 88 0 0 10 388
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 4 85
Comment 0 0 0 4 1 1 7 41
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 0 0 13 48
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 35 320
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 9 0 2 14 46
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 1 10 357
Efficient estimation and inference in linear pseudo-panel data models 1 1 3 167 1 1 8 353
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 0 6 107
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 5 74
Heterogeneous Consumers and Fiscal Policy Shocks 0 2 2 35 2 5 14 141
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 2 2 113 0 2 10 261
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 0 0 2 9 0 1 11 24
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 0 88 0 2 13 285
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 0 0 6 150
Identifying the sources of model misspecification 0 0 1 42 2 3 26 191
Impulse response matching estimators for DSGE models 0 1 2 37 0 1 12 162
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 445 2 9 34 1,461
Inference on impulse response functions in structural VAR models 0 0 6 439 2 6 55 1,265
Information criteria for impulse response function matching estimation of DSGE models 0 1 3 82 0 1 17 303
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 1 1 13 268
Joint Bayesian inference about impulse responses in VAR models 0 0 2 9 0 2 21 46
Joint confidence sets for structural impulse responses 0 0 2 40 3 6 21 182
Local projections in unstable environments 0 0 9 17 0 11 59 77
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 0 1 17 2 3 21 51
Long memory and regime switching 1 1 1 280 8 12 35 815
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 0 1 10 38
Monitoring and Forecasting Currency Crises 0 0 0 0 0 0 10 16
Monitoring and Forecasting Currency Crises 0 0 0 98 1 1 14 281
On the selection of forecasting models 0 0 1 270 0 6 39 608
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 1 1 3 94 2 6 34 271
Parameter path estimation in unstable environments: The tvpreg command 0 0 10 14 0 3 33 40
Quasi‐Bayesian model selection 0 0 0 4 1 1 9 40
Recursive Predictability Tests for Real-Time Data 0 0 1 51 0 2 16 182
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 1 10 118 5 11 68 490
Software review 0 0 0 8 0 1 10 126
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 0 50 2 5 11 140
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 3 25 0 1 15 95
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 0 12 1 1 17 174
Testing and comparing Value-at-Risk measures 0 0 1 270 0 1 16 734
Testing for the principal’s monopsony power in agency contracts 0 0 0 19 0 0 8 129
Testing for weak identification in possibly nonlinear models 0 0 0 56 1 1 9 211
Tests of cointegrating rank with a trend-break 0 0 0 109 0 1 11 297
The Stability of the Japanese Banking System: A Historical Perspective 0 0 1 84 0 0 7 256
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 38 2 3 24 214
The effects of conventional and unconventional monetary policy on exchange rates 0 1 4 121 2 10 35 473
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 0 2 277 3 7 27 707
The uniform validity of impulse response inference in autoregressions 0 0 2 35 0 0 17 148
Two-Sample Instrumental Variables Estimators 0 4 9 329 1 11 46 1,015
Total Journal Articles 4 15 91 4,760 48 161 1,083 15,815

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 23 60
Total Chapters 0 0 0 0 0 1 23 60

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 0 3 26 78 0 6 115 278
Total Software Items 0 3 26 78 0 6 115 278

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07