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 1 117 1 4 14 234
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 1 1 383 1 4 8 1,616
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 1 2 38 365
Bagging Time Series Models 1 2 3 226 1 2 8 666
Bagging Time Series Models 0 1 2 229 4 7 12 860
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 252 1 1 1 562
Bootstrapping GMM Estimators for Time Series 0 0 0 519 3 6 9 1,445
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 1 6 2 2 4 31
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 2 3 5 105
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 7 427 3 6 23 1,519
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 1 4 649
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 3 6 235
Has the Phillips Curve Flattened? 0 0 6 11 0 2 18 24
Has the Phillips curve flattened? 3 4 18 44 4 13 65 127
Heterogeneous Consumers and Fiscal Policy Shocks 0 1 2 48 3 4 10 98
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 0 2 89
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 1 2 321
Heterogeneous consumers and fiscal policy shocks 0 0 1 27 2 5 8 100
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 0 3 359 1 4 12 1,127
Identifying the Sources of Model Misspecification 0 0 0 57 2 5 7 169
Identifying the Sources of Model Misspecification 0 0 0 60 0 2 3 106
Identifying the sources of model misspecification 0 0 0 20 0 2 4 91
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 0 67
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 0 2 6 161
Impulse Response Matching Estimators for DSGE Models 0 3 4 63 0 7 11 105
Impulse response matching estimators for DSGE models 0 0 1 95 1 1 2 169
Impulse response matching estimators for DSGE models 0 0 2 34 2 3 7 71
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 0 1,143 0 1 7 6,799
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 1 1,157 0 0 6 3,871
Inference for Local Projections 0 0 1 1 1 1 7 8
Inference for Local Projections 0 1 3 38 2 5 11 54
Inference for Local Projections 1 1 7 8 4 4 28 34
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 162 3 5 8 384
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 252 4 10 15 496
Inference on Impulse Response Functions in Structural VAR Models 0 1 2 47 6 9 14 146
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 1 1 2 61
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 2 4 9 478
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 1 3 460 1 3 19 1,626
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 2 3 393
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 1 4 6 80
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 3 6 8 30
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 0 1 4 103
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 0 2 58
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 2 3 5 155
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 2 13 104 1 4 25 174
Long Memory and Regime Switching 0 0 2 588 0 2 5 1,469
Monitoring and Forecasting Currency Crises 0 0 0 143 0 0 1 402
On the Selection of Forecasting Models 0 0 0 334 0 0 1 1,279
On the selection of forecasting models 0 0 0 695 4 4 5 1,677
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 0 1 3 224
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 3 3 5 174
Out-of-sample forecast tests robust to the choice of window size 1 2 5 113 1 8 17 142
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 2 4 7 587
Quasi-Bayesian Model Selection 0 0 0 102 1 1 5 188
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 0 1 1 272 5 14 23 702
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 2 122 2 6 31 220
Significance Bands for Local Projections 0 1 8 20 1 8 18 65
Significance Bands for Local Projections 0 0 4 4 2 4 16 16
Stamp 5.0: A Review 0 0 0 143 0 0 1 584
Testing Change in Time Series 0 0 0 68 1 1 1 173
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 4 8 14 5,296
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 3 3 3 122
Testing, Comparing, and Combining Value at Risk Measures 0 0 1 622 2 5 6 1,288
Tests for Parameter Instability in Dynamic Factor Models 0 1 1 6 1 3 3 30
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 3 3 3 129
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 1 12 12 2 5 14 14
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 1 2 44 1 5 10 93
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 3 3 4 191
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 0 340 2 3 5 980
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 1 64 4 4 5 97
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 1 8 1 2 8 44
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 1 10 0 1 4 27
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 130 1 2 3 205
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 5 8 10 85
The role of the prior in estimating VAR models with sign restrictions 0 0 0 20 2 4 8 51
The uniform validity of impulse response inference in autoregressions 0 0 0 51 0 0 2 68
The uniform validity of impulse response inference in autoregressions 0 0 2 28 3 3 8 70
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 51 5 6 7 88
Two Sample Unconditional Quantile Effect 0 0 0 10 1 2 5 29
Two-Sample Instrumental Variables Estimators 0 0 3 478 0 4 11 1,492
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 9 9 9 0 3 3 3
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 24 3 4 11 71
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 1 0 0 3 5
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 1 185 1 2 4 445
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 59 2 2 7 103
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 3 3 4 241
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 2 1 1 1 128
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 0 0 3 172
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 75 2 3 4 306
Total Working Papers 6 35 147 15,265 143 303 785 47,027
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 1 1 114 1 5 7 352
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 0 46 0 3 4 155
A bootstrap approach to moment selection 0 0 0 39 1 1 1 157
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 3 9 22 5 12 28 75
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 0 0 1 487
Bootstrapping GMM estimators for time series 0 0 3 120 1 5 11 318
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 88 2 4 6 382
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 1 1 12 0 1 4 39
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 6 7 7 292
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 2 7 349
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 1 9 1 3 8 36
Efficient estimation and inference in linear pseudo-panel data models 0 1 1 165 1 2 6 348
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 1 3 102
Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes 0 0 0 26 1 1 3 70
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 33 0 3 14 130
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 0 3 111 0 1 7 253
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 0 2 3 9 0 2 5 15
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 88 1 1 12 276
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 2 2 3 146
Identifying the sources of model misspecification 0 0 2 41 3 5 11 172
Impulse response matching estimators for DSGE models 0 1 1 36 0 2 8 153
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 443 2 9 16 1,438
Inference on impulse response functions in structural VAR models 2 3 9 437 9 20 42 1,231
Information criteria for impulse response function matching estimation of DSGE models 0 0 3 80 1 2 7 289
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 0 1 5 257
Joint Bayesian inference about impulse responses in VAR models 0 0 1 8 0 1 5 29
Joint confidence sets for structural impulse responses 0 1 2 40 0 1 4 164
Local projections in unstable environments 1 3 11 11 4 9 30 30
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 0 3 16 3 5 11 36
Long memory and regime switching 0 0 0 279 0 1 7 781
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 0 0 2 28
Monitoring and Forecasting Currency Crises 0 0 0 98 1 1 3 268
Monitoring and Forecasting Currency Crises 0 0 0 0 2 3 4 9
On the selection of forecasting models 1 1 3 270 7 9 14 578
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 91 2 9 11 246
Parameter path estimation in unstable environments: The tvpreg command 1 4 9 9 5 9 20 20
Quasi‐Bayesian model selection 0 0 1 4 1 2 4 33
Recursive Predictability Tests for Real-Time Data 0 1 1 51 1 2 3 168
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 5 109 5 12 36 437
Software review 0 0 0 8 0 0 2 116
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 0 50 2 2 4 131
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 1 3 23 2 5 10 86
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 0 12 2 2 3 159
Testing and comparing Value-at-Risk measures 0 0 3 269 2 3 9 722
Testing for the principal’s monopsony power in agency contracts 0 0 0 19 1 1 1 122
Testing for weak identification in possibly nonlinear models 0 0 0 56 2 2 3 204
Tests of cointegrating rank with a trend-break 0 0 0 109 1 1 2 287
The Stability of the Japanese Banking System: A Historical Perspective 0 0 0 83 2 2 5 252
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 38 5 5 9 195
The effects of conventional and unconventional monetary policy on exchange rates 0 1 11 120 1 7 36 447
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 1 4 276 2 5 13 686
The uniform validity of impulse response inference in autoregressions 0 1 3 35 0 3 12 136
Two-Sample Instrumental Variables Estimators 0 1 5 323 1 14 32 986
Total Journal Articles 5 27 105 4,708 91 211 523 14,993

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 2 3 4 40
Total Chapters 0 0 0 0 2 3 4 40

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 7 11 64 66 9 41 199 214
Total Software Items 7 11 64 66 9 41 199 214

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Statistics updated 2025-12-06