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 6 25 248
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 1 1 2 384 5 7 19 1,630
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 11 12 54 383
Bagging Time Series Models 0 0 2 229 4 8 21 872
Bagging Time Series Models 0 0 3 226 2 3 10 672
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 252 3 4 7 568
Bootstrapping GMM Estimators for Time Series 0 0 0 519 2 4 15 1,454
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 1 6 3 4 11 39
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 2 5 13 114
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 4 6 10 48
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 0 0 2 427 2 5 24 1,531
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 1 3 10 358
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 0 119 2 5 12 660
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 2 5 11 140
Frequentist inference in weakly identified DSGE models 0 0 1 110 2 3 14 244
Has the Phillips Curve Flattened? 0 1 3 12 2 6 17 36
Has the Phillips curve flattened? 0 2 21 53 9 20 99 187
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 3 6 95
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 0 3 14 105
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 3 5 13 333
Heterogeneous consumers and fiscal policy shocks 1 1 1 28 1 2 9 103
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 0 2 360 0 4 17 1,135
Identifying the Sources of Model Misspecification 0 0 0 60 4 4 9 112
Identifying the Sources of Model Misspecification 0 0 0 57 1 6 17 179
Identifying the sources of model misspecification 0 0 0 20 4 7 15 102
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 3 5 13 170
Impulse Response Matching Estimators for DSGE Models 0 0 3 63 2 2 17 114
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 1 2 4 71
Impulse response matching estimators for DSGE models 0 0 0 95 1 4 9 177
Impulse response matching estimators for DSGE models 0 0 2 34 2 4 12 78
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 1,144 1 20 46 6,841
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 1 1,157 0 3 14 3,880
Inference for Local Projections 1 1 6 10 8 17 53 71
Inference for Local Projections 0 0 0 1 3 9 19 24
Inference for Local Projections 0 1 2 39 2 7 20 67
Inference on Impulse Response Functions in Structural VAR Models 1 1 2 164 3 4 26 403
Inference on Impulse Response Functions in Structural VAR Models 0 0 3 254 2 3 30 513
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 47 4 5 26 160
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 2 4 18 77
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 2 7 11 185
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 4 7 21 493
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 461 1 7 25 1,642
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 4 7 397
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 3 5 13 88
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 1 2 19 43
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 2 3 13 113
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 1 2 9 66
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 4 4 10 162
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 1 2 10 109 2 5 24 188
Long Memory and Regime Switching 0 0 0 588 6 15 23 1,490
Monitoring and Forecasting Currency Crises 0 0 0 143 2 6 13 414
On the Selection of Forecasting Models 0 0 0 334 1 1 9 1,287
On the selection of forecasting models 0 0 0 695 2 3 8 1,681
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 5 9 16 238
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 3 8 39 210
Out-of-sample forecast tests robust to the choice of window size 0 0 4 113 2 7 29 156
Out-of-sample forecast tests robust to the choice of window size 0 1 1 204 1 7 19 599
Quasi-Bayesian Model Selection 0 0 0 102 1 1 8 194
Recursive Predictability Tests for Real-Time Data 0 0 0 110 2 2 5 464
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 1 4 275 6 11 46 726
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 2 123 2 7 47 241
Significance Bands for Local Projections 0 1 8 21 2 3 24 74
Significance Bands for Local Projections 0 0 2 4 3 3 26 30
Stamp 5.0: A Review 0 0 0 143 0 0 3 587
Testing Change in Time Series 0 0 0 68 2 5 9 181
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 2 5 23 5,310
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 2 5 9 128
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 4 7 19 1,302
Tests for Parameter Instability in Dynamic Factor Models 2 2 4 9 4 4 12 39
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 2 3 10 136
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 1 1 6 48
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions 0 0 15 15 0 2 25 25
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 3 3 11 198
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 1 8 22 109
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 1 341 5 9 20 996
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 1 8 1 4 15 53
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 0 64 3 6 16 109
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 0 10 1 4 15 40
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 1 1 131 0 4 13 215
The effects of conventional and unconventional monetary policy on exchange rates 0 0 0 72 5 9 26 102
The role of the prior in estimating VAR models with sign restrictions 0 1 1 21 2 4 18 64
The uniform validity of impulse response inference in autoregressions 0 0 1 28 2 2 12 77
The uniform validity of impulse response inference in autoregressions 0 0 0 51 1 2 9 76
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 51 0 3 16 97
Two Sample Unconditional Quantile Effect 0 0 0 10 2 8 17 43
Two-Sample Instrumental Variables Estimators 0 0 2 478 2 3 17 1,500
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 0 10 10 0 2 15 15
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 24 0 2 16 79
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 0 1 2 3 9 13
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 185 2 3 10 453
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 1 3 61 4 9 24 122
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 2 3 3 15 142
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 75 1 2 11 314
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 2 7 14 252
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 2 6 21 191
Total Working Papers 7 19 136 15,311 225 496 1,721 48,191
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 7 11 27 372
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 0 46 0 2 11 162
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 7 22 7 13 39 95
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 5 7 12 498
Bootstrapping GMM estimators for time series 0 0 1 120 3 3 15 326
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 88 1 3 11 388
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 2 83
Comment 0 0 0 4 2 2 7 40
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 2 6 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 4 5 35 320
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 9 1 5 12 44
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 1 2 11 356
Efficient estimation and inference in linear pseudo-panel data models 0 0 2 166 0 1 9 352
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 5 5 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 1 1 5 74
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 33 2 4 11 136
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 0 1 111 1 1 10 259
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 0 0 3 9 3 5 11 23
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 0 88 1 3 15 283
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 2 3 7 150
Identifying the sources of model misspecification 0 0 2 42 1 7 25 188
Impulse response matching estimators for DSGE models 0 0 1 36 0 4 15 161
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 445 3 6 26 1,452
Inference on impulse response functions in structural VAR models 0 0 9 439 2 10 61 1,259
Information criteria for impulse response function matching estimation of DSGE models 0 1 2 81 2 5 17 302
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 1 4 12 267
Joint Bayesian inference about impulse responses in VAR models 0 0 2 9 5 8 19 44
Joint confidence sets for structural impulse responses 0 0 2 40 3 4 15 176
Local projections in unstable environments 1 3 14 17 8 20 58 66
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 0 2 17 3 5 20 48
Long memory and regime switching 0 0 0 279 10 15 26 803
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 3 5 11 37
Monitoring and Forecasting Currency Crises 0 0 0 98 3 8 13 280
Monitoring and Forecasting Currency Crises 0 0 0 0 1 3 10 16
On the selection of forecasting models 0 0 3 270 3 10 37 602
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 1 2 93 4 11 29 265
Parameter path estimation in unstable environments: The tvpreg command 1 5 14 14 4 13 37 37
Quasi‐Bayesian model selection 0 0 1 4 3 4 10 39
Recursive Predictability Tests for Real-Time Data 0 0 1 51 2 5 15 180
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 5 11 117 12 27 64 479
Software review 0 0 0 8 1 3 9 125
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 0 50 0 1 7 135
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 2 2 3 25 5 6 15 94
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 0 12 3 8 16 173
Testing and comparing Value-at-Risk measures 0 0 2 270 0 3 17 733
Testing for the principal’s monopsony power in agency contracts 0 0 0 19 4 5 8 129
Testing for weak identification in possibly nonlinear models 0 0 0 56 3 4 8 210
Tests of cointegrating rank with a trend-break 0 0 0 109 1 4 11 296
The Stability of the Japanese Banking System: A Historical Perspective 0 0 1 84 1 1 9 256
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 38 2 6 24 211
The effects of conventional and unconventional monetary policy on exchange rates 0 0 4 120 1 7 35 463
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 1 4 277 2 5 24 700
The uniform validity of impulse response inference in autoregressions 0 0 2 35 0 5 21 148
Two-Sample Instrumental Variables Estimators 0 1 5 325 6 8 41 1,004
Total Journal Articles 5 19 105 4,745 150 322 1,038 15,654

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 5 9 23 59
Total Chapters 0 0 0 0 5 9 23 59

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 1 4 41 75 6 15 152 272
Total Software Items 1 4 41 75 6 15 152 272

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Statistics updated 2026-05-06