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 1 117 1 5 12 231
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 1 1 1 383 1 2 7 1,613
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 1 30 39 364
Bagging Time Series Models 1 2 2 225 1 3 8 665
Bagging Time Series Models 1 2 3 229 2 4 9 855
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 3 1,439
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 1 6 0 0 2 29
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 0 1 2 102
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 1 2 7 427 2 4 20 1,515
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 1 1 5 649
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 1 1 4 233
Has the Phillips Curve Flattened? 0 0 11 11 0 1 22 22
Has the Phillips curve flattened? 0 3 16 40 2 12 62 116
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 0 3 89
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 92 1 1 3 321
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 47 0 2 7 94
Heterogeneous consumers and fiscal policy shocks 0 0 2 27 2 3 7 97
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 1 5 359 1 4 11 1,124
Identifying the Sources of Model Misspecification 0 0 0 57 1 2 4 165
Identifying the Sources of Model Misspecification 0 0 0 60 1 1 2 105
Identifying the sources of model misspecification 0 0 0 20 0 1 3 89
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 0 1 4 159
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 0 67
Impulse Response Matching Estimators for DSGE Models 3 3 4 63 3 3 7 101
Impulse response matching estimators for DSGE models 0 1 2 34 1 2 5 69
Impulse response matching estimators for DSGE models 0 0 1 95 0 0 1 168
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 1,143 0 2 8 6,798
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 1 1,157 0 1 9 3,871
Inference for Local Projections 0 0 2 37 0 1 8 49
Inference for Local Projections 0 0 1 1 0 2 6 7
Inference for Local Projections 0 3 6 7 0 9 25 30
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 252 1 3 6 487
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 162 0 1 3 379
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 46 1 3 9 138
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 0 2 60
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 1 1 3 460 2 4 22 1,625
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 2 5 474
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 1 1 391
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 1 1 3 77
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 20 0 1 2 58
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 0 2 152
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 0 1 3 102
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 1 2 16 103 1 5 27 171
Long Memory and Regime Switching 0 0 2 588 0 0 3 1,467
Monitoring and Forecasting Currency Crises 0 0 0 143 0 1 1 402
On the Selection of Forecasting Models 0 0 0 334 0 1 1 1,279
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 1 1 4 224
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 0 0 0 203 2 5 6 585
Out-of-sample forecast tests robust to the choice of window size 1 2 4 112 2 6 12 136
Quasi-Bayesian Model Selection 0 0 0 102 0 1 5 187
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 1 1 2 272 3 9 18 691
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 2 122 2 22 27 216
Significance Bands for Local Projections 1 5 8 20 2 6 12 59
Significance Bands for Local Projections 0 1 4 4 2 6 14 14
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 0 2,082 0 1 6 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 28 0 0 0 126
Tests for Parameter Instability in Dynamic Factor Models 1 1 1 6 1 1 1 28
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 1 3 12 12 2 4 11 11
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 43 1 1 6 89
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 0 1 188
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 0 340 0 1 3 977
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 1 2 8 1 3 9 43
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 1 10 1 2 5 27
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 1 130 0 1 2 203
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 0 1 3 77
The role of the prior in estimating VAR models with sign restrictions 0 0 1 20 1 1 10 48
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 1 2 68
The uniform validity of impulse response inference in autoregressions 0 0 2 28 0 0 5 67
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 51 1 2 2 83
Two Sample Unconditional Quantile Effect 0 0 0 10 0 0 3 27
Two-Sample Instrumental Variables Estimators 0 2 3 478 0 3 10 1,488
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 7 7 7 7 2 2 2 2
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 1 0 1 5 5
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 1 1 24 0 3 9 67
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 0 2 59 0 2 5 101
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 0 1 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 0 124 0 0 1 238
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 75 1 1 2 304
Total Working Papers 21 46 160 15,251 53 211 624 46,777
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 1 1 1 114 2 4 4 349
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 1 46 0 1 3 152
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 1 6 19 1 4 20 64
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 1 1 487
Bootstrapping GMM estimators for time series 0 1 3 120 1 3 7 314
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 88 1 1 3 379
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 0 1 34
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 0 11 0 3 3 38
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 1 9 1 2 7 34
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 2 6 347
Efficient estimation and inference in linear pseudo-panel data models 0 0 0 164 0 3 7 346
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 1 33 1 3 13 128
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 0 5 111 0 1 13 252
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 0 1 1 7 0 1 4 13
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 88 0 5 11 275
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 0 0 1 144
Identifying the sources of model misspecification 0 1 3 41 0 4 9 167
Impulse response matching estimators for DSGE models 1 1 1 36 1 4 7 152
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 443 4 6 12 1,433
Inference on impulse response functions in structural VAR models 0 2 7 434 3 14 28 1,214
Information criteria for impulse response function matching estimation of DSGE models 0 1 4 80 1 2 7 288
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 0 1 5 256
Joint Bayesian inference about impulse responses in VAR models 0 1 1 8 0 3 5 28
Joint confidence sets for structural impulse responses 0 1 1 39 0 2 3 163
Local projections in unstable environments 1 5 9 9 3 10 24 24
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 0 3 16 0 1 7 31
Long memory and regime switching 0 0 0 279 0 0 6 780
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 0 1 2 28
Monitoring and Forecasting Currency Crises 0 0 0 98 0 0 2 267
Monitoring and Forecasting Currency Crises 0 0 0 0 1 1 2 7
On the selection of forecasting models 0 0 3 269 0 1 6 569
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 1 91 3 4 6 240
Parameter path estimation in unstable environments: The tvpreg command 2 7 7 7 2 11 13 13
Quasi‐Bayesian model selection 0 1 1 4 0 1 2 31
Recursive Predictability Tests for Real-Time Data 0 0 0 50 0 0 1 166
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 2 5 109 4 10 31 429
Software review 0 0 0 8 0 0 2 116
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 0 50 0 1 2 129
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 2 22 0 1 5 81
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 0 6 269 0 1 10 719
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 2 202
Tests of cointegrating rank with a trend-break 0 0 0 109 0 1 2 286
The Stability of the Japanese Banking System: A Historical Perspective 0 0 0 83 0 2 3 250
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 2 38 0 2 6 190
The effects of conventional and unconventional monetary policy on exchange rates 0 2 13 119 3 10 40 443
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 0 3 275 0 2 10 681
The uniform validity of impulse response inference in autoregressions 0 1 2 34 1 5 12 134
Two-Sample Instrumental Variables Estimators 1 3 6 323 3 7 24 975
Total Journal Articles 6 32 102 4,687 36 142 408 14,818

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 1 1 4 38
Total Chapters 0 0 0 0 1 1 4 38

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 2 14 57 57 11 37 184 184
Total Software Items 2 14 57 57 11 37 184 184

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

Statistics updated 2025-10-06