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 1 116 1 3 6 224
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 0 1 382 0 0 7 1,611
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 1 1 1 114 1 2 6 330
Bagging Time Series Models 0 0 2 227 0 1 7 851
Bagging Time Series Models 0 0 1 223 0 1 8 662
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 0 0 4 1,439
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 1 1 2 6 1 1 3 29
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 0 0 3 101
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 0 1 7 425 1 4 19 1,508
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 0 0 4 648
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 0 0 1 230
Has the Phillips Curve Flattened? 1 3 10 10 1 6 20 20
Has the Phillips curve flattened? 4 5 36 36 9 18 97 97
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 54 0 1 5 89
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 3 47 1 2 7 92
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 92 0 0 3 320
Heterogeneous consumers and fiscal policy shocks 0 1 2 27 0 2 4 94
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 2 6 358 2 4 11 1,120
Identifying the Sources of Model Misspecification 0 0 0 57 1 1 2 163
Identifying the Sources of Model Misspecification 0 0 0 60 1 1 1 104
Identifying the sources of model misspecification 0 0 0 20 1 1 2 88
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 1 1 5 158
Impulse Response Matching Estimators for DSGE Models 0 0 1 60 1 1 7 98
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 0 67
Impulse response matching estimators for DSGE models 1 1 2 33 1 3 4 67
Impulse response matching estimators for DSGE models 0 1 1 95 0 1 1 168
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 1,143 0 1 6 6,795
In-sample or out-of-sample tests of predictability: which one should we use? 1 1 1 1,157 3 3 8 3,869
Inference for Local Projections 0 1 3 37 1 2 12 48
Inference for Local Projections 0 2 4 4 1 6 19 19
Inference for Local Projections 0 0 1 1 0 0 5 5
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 251 0 2 4 483
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 46 1 1 10 135
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 162 0 0 3 377
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 1 1 2 60
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 4 459 2 10 29 1,619
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 1 102 0 3 3 472
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 0 107 0 0 0 390
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 1 1 2 76
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 0 1 2 24
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 1 3 152
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 1 1 2 101
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 0 1 57
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 1 5 17 100 1 6 29 165
Long Memory and Regime Switching 0 1 2 588 0 1 3 1,467
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 0 0 4 1,673
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 1 2 3 223
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 0 8 171
Out-of-sample forecast tests robust to the choice of window size 1 1 2 110 2 2 7 129
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 0 0 1 580
Quasi-Bayesian Model Selection 0 0 0 102 0 0 5 186
Recursive Predictability Tests for Real-Time Data 0 0 1 110 0 0 2 459
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 271 1 1 11 681
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 1 121 0 1 6 194
Significance Bands for Local Projections 0 1 2 13 0 1 10 50
Significance Bands for Local Projections 0 2 2 2 0 3 4 4
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 1 2,082 0 3 8 5,287
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 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 0 0 1 42
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions 0 0 0 0 0 0 0 0
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 43 1 1 7 88
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 1 1 1 188
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 0 340 0 0 4 976
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 7 0 0 6 38
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 64 0 0 5 93
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 1 10 0 0 3 25
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 1 130 0 0 3 202
The effects of conventional and unconventional monetary policy on exchange rates 0 1 2 72 0 1 3 76
The role of the prior in estimating VAR models with sign restrictions 0 0 3 20 0 2 11 46
The uniform validity of impulse response inference in autoregressions 0 0 1 27 0 0 4 65
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 0 1 67
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 1 2 3 27
Two-Sample Instrumental Variables Estimators 0 0 2 476 1 1 12 1,484
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 23 23 0 3 63 63
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 1 0 1 4 4
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 1 2 185 0 1 4 443
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 1 1 2 59 1 2 3 99
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 75 0 1 3 303
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 0 1 1 238
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 0 1 1 170
Total Working Papers 12 36 177 15,187 44 125 601 46,514
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 0 113 0 0 1 345
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 1 46 0 0 3 151
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 2 2 4 17 3 8 18 59
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 0 0 486
Bootstrapping GMM estimators for time series 0 1 3 119 0 2 6 311
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 1 88 0 0 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 1 1 81
Comment 0 0 1 4 1 1 3 34
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 1 2 9 0 3 6 32
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 2 5 345
Efficient estimation and inference in linear pseudo-panel data models 0 0 0 164 0 1 4 343
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 2 3 69
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 33 0 2 14 125
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 1 1 5 111 2 3 13 251
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 0 0 0 6 0 0 3 12
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 1 2 88 0 2 4 268
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 1 1 1 144
Identifying the sources of model misspecification 0 0 4 40 0 0 7 163
Impulse response matching estimators for DSGE models 0 0 1 35 1 1 4 147
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 443 0 3 14 1,426
Inference on impulse response functions in structural VAR models 1 1 10 431 1 4 30 1,199
Information criteria for impulse response function matching estimation of DSGE models 0 1 3 79 1 2 5 286
Information in generalized method of moments estimation and entropy-based moment selection 0 0 1 107 0 0 5 255
Joint Bayesian inference about impulse responses in VAR models 0 0 0 7 0 0 4 25
Joint confidence sets for structural impulse responses 0 0 2 38 0 0 6 161
Local projections in unstable environments 1 2 4 4 4 8 12 12
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 1 2 4 16 1 2 7 29
Long memory and regime switching 0 0 0 279 3 3 6 780
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 1 1 1 27
Monitoring and Forecasting Currency Crises 0 0 0 98 0 0 2 267
Monitoring and Forecasting Currency Crises 0 0 0 0 0 0 1 6
On the selection of forecasting models 2 2 5 269 2 2 8 567
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 3 91 0 0 4 236
Quasi‐Bayesian model selection 0 0 0 3 1 1 2 30
Recursive Predictability Tests for Real-Time Data 0 0 0 50 1 1 3 166
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 2 3 107 2 8 22 417
Software review 0 0 0 8 0 1 2 116
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 1 50 0 0 3 128
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 4 22 1 1 6 80
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 1 2 157
Testing and comparing Value-at-Risk measures 1 1 6 269 1 1 9 717
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 3 202
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 0 83 0 0 0 247
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 2 38 0 1 4 187
The effects of conventional and unconventional monetary policy on exchange rates 1 2 19 117 1 3 45 429
The large sample behaviour of the generalized method of moments estimator in misspecified models 2 3 5 275 2 5 12 678
The uniform validity of impulse response inference in autoregressions 0 0 2 33 0 0 7 127
Two-Sample Instrumental Variables Estimators 0 1 10 320 2 6 27 965
Total Journal Articles 13 23 113 4,653 32 83 355 14,648

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 5 37
Total Chapters 0 0 0 0 1 1 5 37

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 4 15 38 38 16 39 136 136
Total Software Items 4 15 38 38 16 39 136 136

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Statistics updated 2025-06-06