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 1 2 115 1 3 11 218
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 2 6 381 0 3 14 1,604
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 2 113 1 1 11 324
Bagging Time Series Models 0 0 3 225 0 2 19 844
Bagging Time Series Models 0 1 6 222 1 5 19 654
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 251 0 0 0 560
Bootstrapping GMM Estimators for Time Series 0 0 0 519 0 0 4 1,435
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 0 4 0 0 0 26
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 1 2 49 0 1 4 98
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 0 0 0 37
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 1 1 9 418 3 7 22 1,489
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 0 0 0 347
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 1 118 0 1 4 644
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 0 0 128
Frequentist inference in weakly identified DSGE models 0 0 0 109 0 0 0 229
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 90 1 2 8 317
Heterogeneous Consumers and Fiscal Policy Shocks 0 1 1 44 0 1 1 85
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 52 0 0 1 84
Heterogeneous consumers and fiscal policy shocks 0 0 0 25 0 1 2 90
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 1 1 352 2 5 21 1,109
Identifying the Sources of Model Misspecification 0 0 0 60 0 0 1 103
Identifying the Sources of Model Misspecification 0 0 0 57 0 0 2 161
Identifying the sources of model misspecification 0 0 0 20 0 0 1 86
Impulse Response Matching Estimators for DSGE Models 0 0 0 59 0 5 7 91
Impulse Response Matching Estimators for DSGE Models 0 0 1 45 0 1 4 153
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 5 67
Impulse response matching estimators for DSGE models 0 0 0 94 0 0 0 167
Impulse response matching estimators for DSGE models 0 0 0 31 1 1 2 63
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 0 1,141 0 2 5 6,789
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 1 1,156 0 2 4 3,861
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 161 0 0 4 374
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 250 0 0 2 479
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 44 0 0 1 125
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 4 58
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 9 455 3 7 33 1,590
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 1 1 2 34 1 1 5 174
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 101 0 0 1 469
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 0 2 390
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 2 40 0 0 2 74
Joint Bayesian inference about impulse responses in VAR models 0 0 2 10 1 1 4 22
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 0 3 149
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 0 0 56
Joint Confidence Sets for Structural Impulse Responses 0 1 1 21 0 1 3 99
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 1 10 33 83 5 18 52 136
Long Memory and Regime Switching 0 0 1 586 0 0 1 1,464
Monitoring and Forecasting Currency Crises 0 0 1 143 0 0 1 401
On the Selection of Forecasting Models 0 0 1 333 0 0 3 1,277
On the selection of forecasting models 0 0 1 694 0 1 5 1,669
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 1 1 114 0 1 2 220
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 1 3 11 163
Out-of-sample forecast tests robust to the choice of window size 0 0 1 108 1 4 6 122
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 0 0 2 579
Quasi-Bayesian Model Selection 0 0 0 102 0 0 0 181
Recursive Predictability Tests for Real-Time Data 0 0 0 109 0 0 0 457
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 4 270 1 1 10 670
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 1 5 120 1 1 9 188
Significance Bands for Local Projections 0 0 34 34 2 6 36 36
Significance Bands for Local Projections 0 1 11 11 1 10 40 40
Stamp 5.0: A Review 0 0 0 143 0 0 0 583
Testing Change in Time Series 0 0 1 68 0 0 2 172
Testing and Comparing Value-at-Risk Measures 0 1 3 2,081 0 1 5 5,279
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 1 2 119
Testing, Comparing, and Combining Value at Risk Measures 0 1 1 621 0 1 2 1,282
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 5 0 0 2 26
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 0 1 125
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 0 0 41
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 1 1 91 0 1 9 187
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 42 0 0 3 81
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 0 340 0 0 1 972
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 62 0 0 5 88
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 5 0 0 3 32
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 1 9 0 1 2 22
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 129 1 1 3 199
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 70 0 0 3 73
The role of the prior in estimating VAR models with sign restrictions 0 0 2 17 1 1 9 35
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 0 2 66
The uniform validity of impulse response inference in autoregressions 0 0 0 26 0 0 1 61
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 51 0 0 3 81
Two Sample Unconditional Quantile Effect 0 0 0 10 0 0 2 24
Two-Sample Instrumental Variables Estimators 0 0 2 474 0 1 8 1,472
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 1 1 2 183 2 2 4 439
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 57 0 1 4 96
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 2 0 0 9 127
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 0 0 6 169
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 75 0 0 3 300
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 0 0 10 237
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 10 0 0 7 141
Total Working Papers 5 28 167 15,020 31 110 525 46,054


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 1 113 0 0 6 344
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 0 45 0 1 2 148
A bootstrap approach to moment selection 0 0 0 39 0 0 0 155
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 1 4 13 1 2 12 41
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 1 2 3 486
Bootstrapping GMM estimators for time series 0 0 2 116 2 3 11 305
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 87 0 0 0 375
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 0 80
Comment 0 0 0 3 0 0 0 31
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 2 10 0 0 4 34
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 0 79 1 2 3 340
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 7 1 1 2 26
Efficient estimation and inference in linear pseudo-panel data models 0 0 0 164 1 1 1 339
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 0 1 99
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 0 66
Heterogeneous Consumers and Fiscal Policy Shocks 0 3 4 31 2 6 14 111
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 1 1 3 106 2 3 12 238
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 1 2 5 6 1 3 7 9
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 2 6 7 86 2 6 9 264
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 0 0 0 143
Identifying the sources of model misspecification 0 0 4 36 1 1 9 156
Impulse response matching estimators for DSGE models 0 0 1 34 1 2 4 143
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 1 1 2 442 2 5 15 1,412
Inference on impulse response functions in structural VAR models 2 5 16 421 3 12 54 1,169
Information criteria for impulse response function matching estimation of DSGE models 1 1 5 76 1 2 10 281
Information in generalized method of moments estimation and entropy-based moment selection 0 0 1 106 0 0 3 250
Joint Bayesian inference about impulse responses in VAR models 0 1 1 7 1 2 9 21
Joint confidence sets for structural impulse responses 0 1 5 36 0 3 12 155
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 1 1 5 12 1 1 7 22
Long memory and regime switching 0 0 2 279 0 2 8 774
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 0 0 1 26
Monitoring and Forecasting Currency Crises 0 0 0 0 0 0 0 5
Monitoring and Forecasting Currency Crises 0 0 0 98 0 0 0 265
On the selection of forecasting models 0 1 6 264 0 2 14 559
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 3 3 7 88 3 6 11 232
Quasi‐Bayesian model selection 0 0 0 3 0 0 1 28
Recursive Predictability Tests for Real-Time Data 0 1 1 50 1 2 2 163
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 2 7 104 3 7 29 395
Software review 0 0 0 8 0 0 0 114
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 2 49 0 0 3 125
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 3 18 0 1 8 74
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 0 0 155
Testing and comparing Value-at-Risk measures 1 1 5 263 2 4 10 708
Testing for the principal’s monopsony power in agency contracts 0 0 0 19 0 1 1 121
Testing for weak identification in possibly nonlinear models 1 2 5 56 1 7 13 199
Tests of cointegrating rank with a trend-break 0 0 0 109 0 0 0 284
The Stability of the Japanese Banking System: A Historical Perspective 0 1 4 83 0 2 7 247
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 36 0 0 10 183
The effects of conventional and unconventional monetary policy on exchange rates 1 4 18 98 4 9 46 384
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 0 2 270 1 4 12 666
The uniform validity of impulse response inference in autoregressions 1 2 4 31 2 10 20 120
Two-Sample Instrumental Variables Estimators 1 5 11 310 1 10 33 938
Total Journal Articles 17 45 145 4,540 42 125 439 14,293


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 3 32
Total Chapters 0 0 0 0 0 1 3 32


Statistics updated 2024-06-06