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 2 116 1 1 6 221
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 0 3 382 1 3 10 1,611
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 113 1 1 5 328
Bagging Time Series Models 0 0 2 223 1 3 12 661
Bagging Time Series Models 0 0 2 227 2 2 8 850
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 1 252 0 0 1 561
Bootstrapping GMM Estimators for Time Series 0 0 0 519 1 3 4 1,439
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 1 5 1 1 2 28
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 1 49 1 1 4 101
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 1 1 1 38
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 0 4 7 424 0 8 22 1,504
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 1 1 1 348
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 1 1 119 1 3 5 648
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 1 1 1 129
Frequentist inference in weakly identified DSGE models 0 0 0 109 0 1 1 230
Has the Phillips Curve Flattened? 0 2 7 7 2 8 14 14
Has the Phillips curve flattened? 1 5 31 31 6 17 79 79
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 54 1 1 4 88
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 92 1 1 5 320
Heterogeneous Consumers and Fiscal Policy Shocks 1 1 4 47 2 2 6 90
Heterogeneous consumers and fiscal policy shocks 0 0 1 26 0 0 3 92
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 0 5 356 1 1 12 1,116
Identifying the Sources of Model Misspecification 0 0 0 57 0 0 1 162
Identifying the Sources of Model Misspecification 0 0 0 60 0 0 0 103
Identifying the sources of model misspecification 0 0 0 20 0 0 1 87
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 1 2 5 157
Impulse Response Matching Estimators for DSGE Models 0 1 1 60 1 3 11 97
Impulse response matching estimators for DSGE models 0 0 0 94 0 0 0 167
Impulse response matching estimators for DSGE models 0 0 1 32 0 0 2 64
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 1,143 0 2 7 6,794
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 0 1,156 1 1 7 3,866
Inference for Local Projections 1 1 1 1 2 4 5 5
Inference for Local Projections 1 1 2 2 2 7 13 13
Inference for Local Projections 1 1 2 36 1 3 16 46
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 162 0 1 3 377
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 251 0 0 2 481
Inference on Impulse Response Functions in Structural VAR Models 0 1 2 46 0 2 9 134
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 0 2 59
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 4 458 0 2 26 1,609
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 101 0 0 0 469
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 34 0 0 1 174
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 0 0 390
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 1 1 1 75
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 0 1 2 23
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 1 2 151
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 1 1 1 57
Joint Confidence Sets for Structural Impulse Responses 0 0 1 21 1 1 2 100
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 2 4 22 95 4 10 41 159
Long Memory and Regime Switching 1 1 1 587 2 2 2 1,466
Monitoring and Forecasting Currency Crises 0 0 0 143 0 0 0 401
On the Selection of Forecasting Models 0 0 1 334 0 0 1 1,278
On the selection of forecasting models 0 0 1 695 1 1 5 1,673
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 1 114 0 0 2 221
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 1 2 11 171
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 0 0 1 580
Out-of-sample forecast tests robust to the choice of window size 0 1 1 109 1 2 9 127
Quasi-Bayesian Model Selection 0 0 0 102 0 3 5 186
Recursive Predictability Tests for Real-Time Data 0 0 1 110 0 1 2 459
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 271 0 1 11 680
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 1 120 1 4 6 193
Significance Bands for Local Projections 0 0 2 12 1 2 19 49
Significance Bands for Local Projections 0 0 0 0 0 1 1 1
Stamp 5.0: A Review 0 0 0 143 0 1 1 584
Testing Change in Time Series 0 0 0 68 0 0 0 172
Testing and Comparing Value-at-Risk Measures 0 0 2 2,082 0 2 6 5,284
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 0 1 119
Testing, Comparing, and Combining Value at Risk Measures 0 1 2 622 0 1 2 1,283
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 5 0 0 1 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 1 1 1 42
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 1 1 43 3 4 6 87
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 91 0 0 1 187
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 0 340 0 1 4 976
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 7 2 2 6 38
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 1 2 64 0 1 5 93
The Uniform Validity of Impulse Response Inference in Autoregressions 0 1 1 10 0 2 4 25
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 1 130 0 0 4 202
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 71 0 0 2 75
The role of the prior in estimating VAR models with sign restrictions 0 0 3 20 1 1 10 44
The uniform validity of impulse response inference in autoregressions 0 0 0 51 1 1 1 67
The uniform validity of impulse response inference in autoregressions 0 1 1 27 1 3 4 65
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 1 25
Two-Sample Instrumental Variables Estimators 0 1 2 476 1 2 12 1,483
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 1 1 1 0 1 3 3
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 23 23 0 0 60 60
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 2 184 1 1 5 442
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 1 1 58 0 1 2 97
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 0 0 0 237
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 75 0 0 2 302
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 37 0 0 0 169
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 10 0 0 0 141
Total Working Papers 8 33 169 15,161 59 147 586 46,530

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 1 345
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 1 46 0 0 4 151
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 1 2 3 15 2 4 12 51
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 0 2 486
Bootstrapping GMM estimators for time series 1 1 2 118 2 2 7 309
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 1 88 0 1 2 377
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 0 80
Comment 0 0 1 4 0 0 2 33
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 0 79 0 1 5 343
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 1 8 1 1 4 29
Efficient estimation and inference in linear pseudo-panel data models 0 0 0 164 0 0 4 342
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 2 2 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 1 67
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 5 33 3 7 18 123
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 2 5 110 0 2 13 248
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 0 0 2 6 1 2 6 12
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 1 1 7 87 1 2 8 266
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 0 0 0 143
Identifying the sources of model misspecification 0 1 4 40 1 2 8 163
Impulse response matching estimators for DSGE models 0 0 1 35 0 1 5 146
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 1 1 2 443 1 1 16 1,423
Inference on impulse response functions in structural VAR models 1 2 14 430 2 6 38 1,195
Information criteria for impulse response function matching estimation of DSGE models 1 1 3 78 2 2 5 284
Information in generalized method of moments estimation and entropy-based moment selection 0 0 1 107 3 3 5 255
Joint Bayesian inference about impulse responses in VAR models 0 0 1 7 0 1 6 25
Joint confidence sets for structural impulse responses 0 0 3 38 1 1 9 161
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 1 3 14 1 2 6 27
Long memory and regime switching 0 0 0 279 1 3 5 777
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 0 0 0 26
Monitoring and Forecasting Currency Crises 0 0 0 0 0 1 1 6
Monitoring and Forecasting Currency Crises 0 0 0 98 1 2 2 267
On the selection of forecasting models 0 0 4 267 0 1 8 565
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 6 91 0 1 10 236
Quasi‐Bayesian model selection 0 0 0 3 0 0 1 29
Recursive Predictability Tests for Real-Time Data 0 0 1 50 0 0 4 165
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 1 3 105 3 8 21 409
Software review 0 0 0 8 0 1 1 115
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 1 50 0 1 3 128
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 2 2 4 22 2 3 6 79
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 1 12 0 0 1 156
Testing and comparing Value-at-Risk measures 0 2 6 268 0 3 12 716
Testing for the principal’s monopsony power in agency contracts 0 0 0 19 0 0 1 121
Testing for weak identification in possibly nonlinear models 0 0 2 56 1 1 10 202
Tests of cointegrating rank with a trend-break 0 0 0 109 0 0 1 285
The Stability of the Japanese Banking System: A Historical Perspective 0 0 1 83 0 0 2 247
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 2 38 0 0 3 186
The effects of conventional and unconventional monetary policy on exchange rates 0 6 21 115 7 15 51 426
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 0 2 272 0 0 11 673
The uniform validity of impulse response inference in autoregressions 1 1 4 33 1 3 17 127
Two-Sample Instrumental Variables Estimators 0 1 14 319 1 5 31 959
Total Journal Articles 10 25 133 4,628 40 91 393 14,561

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 0 5 36
Total Chapters 0 0 0 0 0 0 5 36

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 11 21 23 23 30 82 97 97
Total Software Items 11 21 23 23 30 82 97 97

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Statistics updated 2025-03-03