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 1 9 22 243
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 0 1 383 0 7 12 1,623
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 1 7 44 372
Bagging Time Series Models 0 0 3 226 1 4 9 670
Bagging Time Series Models 0 0 2 229 3 7 17 867
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 252 1 3 4 565
Bootstrapping GMM Estimators for Time Series 0 0 0 519 1 6 12 1,451
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 1 6 0 4 7 35
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 2 6 10 111
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 2 6 6 44
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 0 0 3 427 1 8 23 1,527
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 0 7 7 355
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 0 119 1 7 8 656
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 2 8 8 137
Frequentist inference in weakly identified DSGE models 0 1 1 110 0 6 11 241
Has the Phillips Curve Flattened? 1 1 5 12 3 9 19 33
Has the Phillips curve flattened? 2 9 22 53 6 46 94 173
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 3 4 92
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 7 8 328
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 1 5 13 103
Heterogeneous consumers and fiscal policy shocks 0 0 1 27 0 1 9 101
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 1 4 360 4 8 19 1,135
Identifying the Sources of Model Misspecification 0 0 0 60 0 2 5 108
Identifying the Sources of Model Misspecification 0 0 0 57 4 8 15 177
Identifying the sources of model misspecification 0 0 0 20 2 6 10 97
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 1 3 3 70
Impulse Response Matching Estimators for DSGE Models 0 0 3 63 0 7 15 112
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 0 4 8 165
Impulse response matching estimators for DSGE models 0 0 1 95 2 6 8 175
Impulse response matching estimators for DSGE models 0 0 2 34 0 3 10 74
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 1 1 1,144 11 33 38 6,832
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 1 1,157 1 7 12 3,878
Inference for Local Projections 0 0 0 1 3 10 13 18
Inference for Local Projections 0 1 7 9 7 27 48 61
Inference for Local Projections 0 0 2 38 1 7 15 61
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 47 1 10 22 156
Inference on Impulse Response Functions in Structural VAR Models 0 1 1 163 0 15 22 399
Inference on Impulse Response Functions in Structural VAR Models 0 2 3 254 0 14 29 510
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 12 14 73
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 2 10 19 488
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 3 7 7 181
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 461 4 13 30 1,639
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 2 2 5 395
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 0 3 8 83
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 1 12 19 42
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 1 8 11 111
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 3 7 158
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 1 7 8 65
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 3 12 107 2 11 26 185
Long Memory and Regime Switching 0 0 1 588 7 13 16 1,482
Monitoring and Forecasting Currency Crises 0 0 0 143 2 8 9 410
On the Selection of Forecasting Models 0 0 0 334 0 7 8 1,286
On the selection of forecasting models 0 0 0 695 0 1 5 1,678
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 4 9 12 233
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 3 31 34 205
Out-of-sample forecast tests robust to the choice of window size 0 0 4 113 5 12 27 154
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 3 8 15 595
Quasi-Bayesian Model Selection 0 0 0 102 0 5 7 193
Recursive Predictability Tests for Real-Time Data 0 0 0 110 0 3 3 462
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 1 3 4 275 4 17 39 719
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 2 122 4 18 45 238
Significance Bands for Local Projections 0 0 4 4 0 11 26 27
Significance Bands for Local Projections 0 0 8 20 0 6 22 71
Stamp 5.0: A Review 0 0 0 143 0 3 3 587
Testing Change in Time Series 0 0 0 68 2 5 6 178
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 0 9 21 5,305
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 1 4 123
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 2 9 14 1,297
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 4 7 133
Tests for Parameter Instability in Dynamic Factor Models 0 1 2 7 0 5 8 35
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 5 5 47
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions 0 3 15 15 1 10 24 24
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 4 8 195
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 4 12 18 105
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 1 1 341 2 9 13 989
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 1 8 2 7 13 51
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 0 64 0 6 10 103
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 0 10 2 11 13 38
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 1 1 1 131 2 8 11 213
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 4 12 22 97
The role of the prior in estimating VAR models with sign restrictions 1 1 1 21 1 10 17 61
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 6 7 74
The uniform validity of impulse response inference in autoregressions 0 0 1 28 0 5 10 75
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 51 2 8 15 96
Two Sample Unconditional Quantile Effect 0 0 0 10 5 11 15 40
Two-Sample Instrumental Variables Estimators 0 0 2 478 0 5 14 1,497
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 1 10 10 2 12 15 15
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 0 1 1 6 8 11
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 24 2 8 19 79
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 1 185 0 5 8 450
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 1 2 3 61 5 15 21 118
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 75 0 6 10 312
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 2 0 11 12 139
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 2 6 10 247
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 2 15 18 187
Total Working Papers 7 34 148 15,299 154 822 1,460 47,849
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 2 11 18 363
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 0 46 2 7 11 162
A bootstrap approach to moment selection 0 0 0 39 0 3 4 160
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 7 22 6 13 37 88
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 1 5 6 492
Bootstrapping GMM estimators for time series 0 0 2 120 0 5 14 323
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 88 1 4 9 386
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY 0 0 0 3 0 2 3 83
Comment 0 0 0 4 0 4 5 38
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 1 4 8 43
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 23 30 315
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 1 9 1 4 11 40
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 1 6 12 355
Efficient estimation and inference in linear pseudo-panel data models 0 1 2 166 0 3 9 351
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 0 1 102
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 0 3 6 73
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 33 1 3 10 133
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 0 1 111 0 5 10 258
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 0 0 3 9 2 5 8 20
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 1 88 1 5 15 281
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 0 1 4 147
Identifying the sources of model misspecification 0 1 2 42 3 12 21 184
Impulse response matching estimators for DSGE models 0 0 1 36 2 6 13 159
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 2 2 445 1 9 24 1,447
Inference on impulse response functions in structural VAR models 0 2 9 439 3 21 57 1,252
Information criteria for impulse response function matching estimation of DSGE models 1 1 3 81 2 10 15 299
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 2 8 10 265
Joint Bayesian inference about impulse responses in VAR models 0 1 2 9 1 8 12 37
Joint confidence sets for structural impulse responses 0 0 2 40 1 9 12 173
Local projections in unstable environments 2 5 14 16 6 22 48 52
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 1 3 17 0 7 16 43
Long memory and regime switching 0 0 0 279 3 10 14 791
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 1 5 7 33
Monitoring and Forecasting Currency Crises 0 0 0 98 5 9 10 277
Monitoring and Forecasting Currency Crises 0 0 0 0 1 5 8 14
On the selection of forecasting models 0 0 3 270 6 20 33 598
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 1 2 2 93 3 11 21 257
Parameter path estimation in unstable environments: The tvpreg command 1 1 10 10 5 9 29 29
Quasi‐Bayesian model selection 0 0 1 4 1 3 7 36
Recursive Predictability Tests for Real-Time Data 0 0 1 51 3 10 13 178
Rolling window selection for out-of-sample forecasting with time-varying parameters 3 6 10 115 9 24 52 461
Software review 0 0 0 8 2 8 9 124
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 0 50 1 4 7 135
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 1 23 0 2 9 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 3 9 12 168
Testing and comparing Value-at-Risk measures 0 1 2 270 2 10 16 732
Testing for the principal’s monopsony power in agency contracts 0 0 0 19 0 2 3 124
Testing for weak identification in possibly nonlinear models 0 0 0 56 0 2 4 206
Tests of cointegrating rank with a trend-break 0 0 0 109 2 7 9 294
The Stability of the Japanese Banking System: A Historical Perspective 0 1 1 84 0 3 8 255
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 38 2 12 21 207
The effects of conventional and unconventional monetary policy on exchange rates 0 0 5 120 3 12 33 459
The large sample behaviour of the generalized method of moments estimator in misspecified models 1 1 5 277 2 11 24 697
The uniform validity of impulse response inference in autoregressions 0 0 2 35 3 10 19 146
Two-Sample Instrumental Variables Estimators 0 1 5 324 0 10 37 996
Total Journal Articles 9 27 105 4,735 97 436 864 15,429

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 3 13 17 53
Total Chapters 0 0 0 0 3 13 17 53

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 8 51 74 7 50 167 264
Total Software Items 3 8 51 74 7 50 167 264

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Statistics updated 2026-03-04