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 Fiscal Multipliers: Time Variation and High Frequency Shocks 2 16 18 18 4 21 24 24
A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy 0 0 0 117 0 2 19 250
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 0 1 384 0 1 19 1,632
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 114 1 2 21 385
Bagging Time Series Models 0 0 1 226 1 2 10 675
Bagging Time Series Models 0 0 0 229 0 0 17 872
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 252 0 0 8 569
Bootstrapping GMM Estimators for Time Series 0 0 0 519 1 2 19 1,458
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 1 1 7 0 1 12 41
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 1 5 18 120
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 1 1 11 49
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 1 1 1 428 1 3 24 1,539
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 0 0 11 359
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 0 119 0 0 11 660
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 0 13 142
Frequentist inference in weakly identified DSGE models 0 0 1 110 0 0 11 244
Has the Phillips Curve Flattened? 0 0 1 12 0 2 16 38
Has the Phillips curve flattened? 2 2 15 55 2 5 82 198
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 1 7 96
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 0 0 13 107
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 0 13 334
Heterogeneous consumers and fiscal policy shocks 0 0 1 28 1 2 8 105
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 2 5 364 0 3 18 1,142
Identifying the Sources of Model Misspecification 0 0 0 57 1 4 18 183
Identifying the Sources of Model Misspecification 0 0 0 60 0 1 9 114
Identifying the sources of model misspecification 0 0 0 20 0 2 16 105
Impulse Response Matching Estimators for DSGE Models 0 0 1 46 1 5 18 177
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 1 5 72
Impulse Response Matching Estimators for DSGE Models 0 0 0 63 0 1 15 116
Impulse response matching estimators for DSGE models 0 0 0 95 0 2 11 179
Impulse response matching estimators for DSGE models 0 0 0 34 0 1 10 79
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 1,144 0 1 48 6,846
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 0 1,157 4 6 17 3,888
Inference for Local Projections 1 3 6 13 2 9 52 82
Inference for Local Projections 0 3 3 4 0 9 27 34
Inference for Local Projections 0 0 3 40 0 2 23 72
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 47 0 1 24 162
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 164 0 1 26 405
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 254 2 5 31 518
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 21 81
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 0 2 21 495
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 462 1 7 26 1,651
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 8 399
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 1 4 16 93
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 0 1 20 44
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 1 11 163
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 2 4 15 117
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 1 9 67
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 0 8 111 0 0 20 191
Long Memory and Regime Switching 0 1 2 590 0 4 31 1,498
Monitoring and Forecasting Currency Crises 0 0 0 143 2 2 14 416
On the Selection of Forecasting Models 0 0 0 334 0 0 9 1,288
On the selection of forecasting models 0 0 0 695 1 2 12 1,685
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 2 2 17 241
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 0 42 213
Out-of-sample forecast tests robust to the choice of window size 0 0 1 113 0 0 21 157
Out-of-sample forecast tests robust to the choice of window size 0 0 1 204 0 0 18 603
Quasi-Bayesian Model Selection 0 0 0 102 0 0 9 196
Recursive Predictability Tests for Real-Time Data 0 0 0 110 0 0 6 465
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 5 277 2 6 52 743
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 2 124 1 6 32 248
Significance Bands for Local Projections 0 0 0 4 0 1 17 31
Significance Bands for Local Projections 0 0 1 21 0 1 17 76
Stamp 5.0: A Review 0 0 0 143 0 0 3 587
Testing Change in Time Series 0 0 0 68 1 1 11 183
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 0 0 23 5,311
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 1 3 12 131
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 0 3 22 1,305
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 1 11 137
Tests for Parameter Instability in Dynamic Factor Models 0 0 3 9 0 0 12 40
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 1 1 7 49
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions 0 6 6 6 1 1 1 1
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions 0 0 3 15 0 1 16 27
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 0 11 199
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 0 1 22 111
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 1 341 2 4 24 1,001
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 0 8 0 1 13 56
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 0 64 0 1 17 110
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 0 10 0 0 13 40
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 1 131 1 2 16 219
The effects of conventional and unconventional monetary policy on exchange rates 0 0 0 72 0 1 26 103
The role of the prior in estimating VAR models with sign restrictions 0 0 1 21 0 1 19 67
The uniform validity of impulse response inference in autoregressions 0 0 0 28 0 0 11 78
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 0 10 78
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 51 0 1 16 99
Two Sample Unconditional Quantile Effect 0 0 0 10 0 0 16 43
Two-Sample Instrumental Variables Estimators 1 1 1 479 2 5 19 1,507
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 0 3 10 0 0 13 15
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 2 2 3 13 18
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 0 24 0 2 14 81
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 185 2 2 15 458
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 61 3 4 25 126
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 2 1 1 17 144
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 2 4 18 256
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 75 0 0 10 314
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 0 0 20 192
Total Working Papers 7 37 110 15,361 54 194 1,726 48,503
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 0 114 1 2 27 376
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 0 46 0 1 11 163
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 1 2 5 24 1 3 40 104
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 0 12 499
Bootstrapping GMM estimators for time series 0 0 0 120 0 0 17 331
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 88 0 0 9 388
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY 0 0 0 3 0 1 4 85
Comment 0 0 0 4 1 2 8 42
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 0 0 10 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 0 12 46
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 0 10 357
Efficient estimation and inference in linear pseudo-panel data models 0 2 4 168 2 5 11 357
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 2 2 7 76
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 35 2 5 16 144
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 0 2 113 0 1 10 262
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 0 0 2 9 0 1 12 25
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 0 88 0 0 10 285
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 1 2 43 0 5 27 194
Impulse response matching estimators for DSGE models 1 1 2 38 1 2 12 164
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 445 7 11 37 1,470
Inference for local projections 0 2 2 2 1 8 14 14
Inference on impulse response functions in structural VAR models 0 0 5 439 2 5 54 1,268
Information criteria for impulse response function matching estimation of DSGE models 1 1 3 83 1 3 18 306
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 0 2 13 269
Joint Bayesian inference about impulse responses in VAR models 0 0 1 9 1 1 19 47
Joint confidence sets for structural impulse responses 1 1 2 41 1 6 22 185
Local projections in unstable environments 2 4 12 21 6 12 65 89
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 0 1 17 0 2 20 51
Long memory and regime switching 0 1 1 280 3 12 39 819
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 1 1 11 39
Monitoring and Forecasting Currency Crises 0 0 0 0 0 0 9 16
Monitoring and Forecasting Currency Crises 0 0 0 98 0 1 14 281
On the selection of forecasting models 0 0 1 270 1 2 41 610
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 1 2 4 95 5 11 40 280
Parameter path estimation in unstable environments: The tvpreg command 0 0 7 14 0 0 27 40
Quasi‐Bayesian model selection 0 0 0 4 0 2 10 41
Recursive Predictability Tests for Real-Time Data 0 0 1 51 0 0 16 182
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 2 10 119 7 14 70 499
Software review 0 0 0 8 0 0 10 126
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 0 50 0 2 11 140
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 3 25 2 3 17 98
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 2 18 175
Testing and comparing Value-at-Risk measures 0 0 1 270 0 0 15 734
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 0 1 9 211
Tests of cointegrating rank with a trend-break 0 0 0 109 0 0 11 297
The Conventional Impulse Response Prior in VAR Models With Sign Restrictions 0 1 1 1 3 7 10 10
The Stability of the Japanese Banking System: A Historical Perspective 0 0 1 84 0 0 6 256
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 38 0 2 24 214
The effects of conventional and unconventional monetary policy on exchange rates 0 1 3 122 0 4 32 475
The effects of school bullying victimization on cognitive, school engagement, and friendship outcomes 0 0 1 1 2 4 8 8
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 0 2 277 2 9 32 713
The uniform validity of impulse response inference in autoregressions 0 0 1 35 1 2 16 150
Two-Sample Instrumental Variables Estimators 0 0 6 329 2 3 42 1,017
When Is the Use of Gaussian-Inverse Wishart-Haar Priors Appropriate? 0 0 0 0 2 3 12 12
Total Journal Articles 8 21 91 4,778 60 165 1,136 15,954

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 61
Total Chapters 0 0 0 0 0 1 23 61

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 1 22 79 3 3 97 281
Total Software Items 1 1 22 79 3 3 97 281

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Statistics updated 2026-10-11