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 Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 0 0 375 2 5 12 1,566
Bagging Time Series Models 0 0 1 217 0 4 8 790
Bagging Time Series Models 2 2 10 206 5 10 41 562
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 251 0 1 5 553
Bootstrapping GMM Estimators for Time Series 0 1 2 511 1 8 20 1,409
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 2 4 2 6 19 23
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 2 45 1 7 27 61
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 2 3 1 5 17 22
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 0 1 4 394 5 12 41 1,396
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 1 1 65 0 4 7 337
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 1 1 111 1 6 11 617
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 2 11 123
Frequentist inference in weakly identified DSGE models 0 0 0 109 1 4 12 223
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 46 3 4 14 63
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 4 32 3 4 14 60
Heterogeneous Consumers and Fiscal Policy Shocks 0 1 4 85 1 4 23 271
Heterogeneous consumers and fiscal policy shocks 0 0 2 24 2 4 13 78
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 2 5 341 2 6 19 1,060
Identifying the Sources of Model Misspecification 0 0 0 55 0 3 31 145
Identifying the Sources of Model Misspecification 0 1 1 58 1 4 9 85
Identifying the sources of model misspecification 0 0 1 19 2 5 16 66
Impulse Response Matching Estimators for DSGE Models 0 0 1 59 0 2 11 70
Impulse Response Matching Estimators for DSGE Models 0 0 3 39 1 4 19 118
Impulse Response Matching Estimators for DSGE Models 1 1 1 20 2 4 9 51
Impulse response matching estimators for DSGE models 0 0 1 93 2 5 11 154
Impulse response matching estimators for DSGE models 0 0 0 28 1 3 7 51
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 1 5 12 1,123 5 15 39 6,713
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 3 1,151 3 7 19 3,834
Inference on Impulse Response Functions in Structural VAR Models 1 2 13 151 1 6 38 330
Inference on Impulse Response Functions in Structural VAR Models 2 3 10 37 6 12 32 90
Inference on Impulse Response Functions in Structural VAR Models 0 0 4 246 0 3 19 450
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 5 47
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 3 18 417 3 11 81 1,380
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 31 1 2 9 158
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 101 1 2 11 458
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 104 2 3 15 377
Joint Bayesian Inference about Impulse Responses in VAR Models 4 23 23 23 2 8 8 8
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 2 3 13 51
Joint Confidence Sets for Structural Impulse Responses 0 0 1 79 1 2 9 133
Joint Confidence Sets for Structural Impulse Responses 0 2 3 13 0 3 16 62
Long Memory and Regime Switching 1 1 2 581 2 5 16 1,427
Monitoring and Forecasting Currency Crises 0 0 1 141 0 2 11 392
On the Selection of Forecasting Models 0 0 1 329 1 2 8 1,254
On the selection of forecasting models 1 1 4 685 1 6 18 1,630
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 3 111 1 3 11 204
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 1 3 11 142
Out-of-sample forecast tests robust to the choice of window size 0 0 2 103 2 4 16 101
Out-of-sample forecast tests robust to the choice of window size 0 1 3 200 1 7 15 541
Quasi-Bayesian Model Selection 0 0 0 100 0 2 12 164
Recursive Predictability Tests for Real-Time Data 0 1 2 109 0 4 17 453
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 4 9 232 7 26 67 456
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 8 109 1 5 31 134
Stamp 5.0: A Review 0 0 0 143 0 1 3 579
Testing Change in Time Series 0 0 1 65 0 2 3 166
Testing and Comparing Value-at-Risk Measures 0 2 6 2,075 1 5 9 5,251
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 36 1 4 9 95
Testing, Comparing, and Combining Value at Risk Measures 1 3 9 608 2 10 29 1,223
Tests for Parameter Instability in Dynamic Factor Models 0 1 2 3 3 5 9 14
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 1 10 113
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 9 0 1 3 32
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 1 8 85 3 8 34 129
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 5 38 2 6 33 59
The Effects of Conventional and Unconventional Monetary Policy: A New Approach 0 4 32 86 4 17 81 107
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 0 334 2 6 11 950
The Uniform Validity of Impulse Response Inference in Autoregressions 3 3 7 7 5 8 14 14
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 1 1 3 123 1 9 20 140
The effects of conventional and unconventional monetary policy on exchange rates 1 1 4 65 1 4 23 49
The effects of conventional and unconventional monetary policy: A new approach 2 2 33 82 7 22 169 211
The uniform validity of impulse response inference in autoregressions 1 1 5 51 2 6 38 49
The uniform validity of impulse response inference in autoregressions 1 3 9 23 2 9 27 44
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 50 1 7 15 52
Two-Sample Instrumental Variables Estimators 0 0 6 456 3 6 22 1,412
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 177 0 2 4 423
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 50 1 2 5 82
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 2 74 1 5 13 230
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 1 37 0 5 14 91
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 1 1 7 19 26
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 1 122 1 16 25 163
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 1 1 2 9 2 8 18 64
Total Working Papers 24 80 310 14,305 129 455 1,634 42,711

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 1 3 101 1 5 12 311
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 0 44 1 2 4 133
A bootstrap approach to moment selection 0 0 0 38 1 2 7 152
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 1 4 11 467
Bootstrapping GMM estimators for time series 0 0 2 92 0 2 12 247
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 1 1 85 0 3 6 365
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 77
Comment 0 0 0 2 0 1 2 16
Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394] 0 1 3 39 0 3 9 266
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 1 79 0 8 11 316
Efficient estimation and inference in linear pseudo-panel data models 0 0 1 156 0 2 7 318
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 1 2 96
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 25 1 3 7 60
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 3 16 1 2 12 46
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 2 3 6 78 3 6 22 175
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 70 1 2 11 224
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 9 0 1 2 138
Impulse response matching estimators for DSGE models 0 0 6 22 3 9 22 96
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 1 12 426 2 6 40 1,336
Inference on impulse response functions in structural VAR models 1 5 30 321 7 33 100 863
Information criteria for impulse response function matching estimation of DSGE models 0 0 4 61 1 3 17 253
Information in generalized method of moments estimation and entropy-based moment selection 0 1 3 103 0 2 8 233
Joint confidence sets for structural impulse responses 0 1 3 20 0 5 17 101
Long memory and regime switching 2 3 16 253 3 7 40 679
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 0 1 2 23
Monitoring and Forecasting Currency Crises 0 0 2 98 1 4 12 260
On the selection of forecasting models 1 1 2 245 1 4 13 506
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 1 4 72 0 6 23 185
Quasi‐Bayesian model selection 0 0 0 1 0 3 11 15
Recursive Predictability Tests for Real-Time Data 1 2 2 45 1 5 18 146
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 3 17 67 6 18 81 250
Software review 0 0 0 8 0 1 1 110
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 2 41 1 2 8 103
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 2 13 0 1 10 51
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 0 11 0 2 9 150
Testing and comparing Value-at-Risk measures 0 1 4 250 2 8 21 667
Testing for the principal’s monopsony power in agency contracts 0 0 0 18 0 1 8 117
Testing for weak identification in possibly nonlinear models 0 0 2 42 0 1 4 163
Tests of cointegrating rank with a trend-break 1 1 2 105 1 2 15 270
The Stability of the Japanese Banking System: A Historical Perspective 0 0 1 77 0 2 6 233
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 4 30 2 9 25 104
The effects of conventional and unconventional monetary policy on exchange rates 0 4 23 25 5 16 128 133
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 4 12 244 1 8 25 588
The uniform validity of impulse response inference in autoregressions 3 5 8 8 6 14 26 26
Two-Sample Instrumental Variables Estimators 1 3 23 232 3 15 83 685
Total Journal Articles 12 42 206 3,810 56 236 911 11,753

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 4 16 18
Total Chapters 0 0 0 0 1 4 16 18

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Statistics updated 2020-09-04