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 1 2 117 1 6 12 230
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 0 1 382 1 1 7 1,612
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 27 33 38 363
Bagging Time Series Models 0 1 2 228 1 2 7 853
Bagging Time Series Models 0 1 2 224 0 2 8 664
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 252 0 0 0 561
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 0 0 2 6 0 0 3 29
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 0 1 4 102
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 1 1 7 426 1 5 19 1,513
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 2 3 232
Has the Phillips Curve Flattened? 0 1 11 11 0 2 22 22
Has the Phillips curve flattened? 1 4 20 40 6 17 67 114
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 92 0 0 2 320
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 0 3 89
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 47 1 2 8 94
Heterogeneous consumers and fiscal policy shocks 0 0 2 27 0 1 5 95
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 0 1 5 359 1 3 10 1,123
Identifying the Sources of Model Misspecification 0 0 0 57 1 1 3 164
Identifying the Sources of Model Misspecification 0 0 0 60 0 0 1 104
Identifying the sources of model misspecification 0 0 0 20 1 1 3 89
Impulse Response Matching Estimators for DSGE Models 0 0 1 60 0 0 4 98
Impulse Response Matching Estimators for DSGE Models 0 0 0 45 1 1 4 159
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 0 0 67
Impulse response matching estimators for DSGE models 0 0 1 95 0 0 1 168
Impulse response matching estimators for DSGE models 1 1 2 34 1 1 4 68
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 1,143 1 3 8 6,798
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 1 1,157 1 2 9 3,871
Inference for Local Projections 0 0 3 37 1 1 10 49
Inference for Local Projections 0 0 1 1 2 2 7 7
Inference for Local Projections 1 3 7 7 2 11 28 30
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 46 2 2 10 137
Inference on Impulse Response Functions in Structural VAR Models 0 0 0 162 0 2 4 379
Inference on Impulse Response Functions in Structural VAR Models 0 1 1 252 1 3 5 486
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 0 2 60
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 459 1 4 23 1,623
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 1 102 2 2 5 474
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 1 1 391
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 0 0 2 76
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 0 0 2 24
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 0 3 152
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 1 1 3 102
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 1 1 2 58
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 1 2 16 102 2 5 29 170
Long Memory and Regime Switching 0 0 2 588 0 0 3 1,467
Monitoring and Forecasting Currency Crises 0 0 0 143 0 1 1 402
On the Selection of Forecasting Models 0 0 0 334 1 1 1 1,279
On the selection of forecasting models 0 0 1 695 0 0 2 1,673
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 0 0 3 223
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 0 6 171
Out-of-sample forecast tests robust to the choice of window size 0 1 3 111 3 5 12 134
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 1 3 4 583
Quasi-Bayesian Model Selection 0 0 0 102 1 1 6 187
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 0 1 271 1 7 15 688
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 2 122 19 20 26 214
Significance Bands for Local Projections 1 6 7 19 1 7 11 57
Significance Bands for Local Projections 0 2 4 4 2 8 12 12
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 1 7 5,288
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 28 0 0 0 126
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 5 0 0 0 27
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 11 11 11 0 9 9 9
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 43 0 0 6 88
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 0 1 188
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 0 340 1 1 3 977
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 2 64 0 0 2 93
The Role of the Prior in Estimating VAR Models with Sign Restrictions 1 1 3 8 2 4 9 42
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 1 10 1 1 4 26
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 1 130 0 1 3 203
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 1 1 3 77
The role of the prior in estimating VAR models with sign restrictions 0 0 3 20 0 1 11 47
The uniform validity of impulse response inference in autoregressions 0 0 0 51 1 1 2 68
The uniform validity of impulse response inference in autoregressions 0 1 2 28 0 2 5 67
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 51 1 1 1 82
Two Sample Unconditional Quantile Effect 0 0 0 10 0 0 3 27
Two-Sample Instrumental Variables Estimators 1 2 4 478 2 4 11 1,488
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 0 0 0 0 0 0 0
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 1 2 24 2 4 10 67
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 1 0 1 5 5
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 2 185 0 0 3 443
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 59 1 2 5 101
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 0 2 3 172
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 0 2 303
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 0 0 1 238
Total Working Papers 8 43 157 15,230 101 210 617 46,724
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 2 2 2 347
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 1 46 0 1 4 152
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 1 2 6 19 2 4 21 63
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 1 1 1 487
Bootstrapping GMM estimators for time series 0 1 3 120 1 2 6 313
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 1 88 0 1 3 378
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 0 1 11 3 3 4 38
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 0 2 6 347
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 2 9 1 1 7 33
Efficient estimation and inference in linear pseudo-panel data models 0 0 0 164 1 3 7 346
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 0 3 69
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 33 0 2 15 127
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 0 5 111 1 1 14 252
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 0 1 1 7 0 1 4 13
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 88 3 7 11 275
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 0 0 1 144
Identifying the sources of model misspecification 0 1 5 41 2 4 11 167
Impulse response matching estimators for DSGE models 0 0 0 35 1 4 6 151
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 443 2 3 12 1,429
Inference on impulse response functions in structural VAR models 1 3 7 434 1 12 31 1,211
Information criteria for impulse response function matching estimation of DSGE models 1 1 4 80 1 1 6 287
Information in generalized method of moments estimation and entropy-based moment selection 0 0 1 107 1 1 6 256
Joint Bayesian inference about impulse responses in VAR models 1 1 1 8 3 3 5 28
Joint confidence sets for structural impulse responses 1 1 2 39 2 2 5 163
Local projections in unstable environments 0 4 8 8 3 9 21 21
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 0 3 16 1 2 7 31
Long memory and regime switching 0 0 0 279 0 0 6 780
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 0 1 2 28
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 0 0 3 269 0 2 6 569
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 2 91 0 1 4 237
Parameter path estimation in unstable environments: The tvpreg command 1 5 5 5 4 11 11 11
Quasi‐Bayesian model selection 0 1 1 4 0 1 3 31
Recursive Predictability Tests for Real-Time Data 0 0 0 50 0 0 1 166
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 2 5 109 3 8 28 425
Software review 0 0 0 8 0 0 2 116
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 0 50 0 1 2 129
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 2 22 1 1 5 81
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 0 1 157
Testing and comparing Value-at-Risk measures 0 0 6 269 1 2 11 719
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 2 202
Tests of cointegrating rank with a trend-break 0 0 0 109 0 1 2 286
The Stability of the Japanese Banking System: A Historical Perspective 0 0 0 83 1 3 3 250
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 2 38 0 3 6 190
The effects of conventional and unconventional monetary policy on exchange rates 2 2 16 119 2 11 42 440
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 0 3 275 1 3 11 681
The uniform validity of impulse response inference in autoregressions 1 1 2 34 2 6 11 133
Two-Sample Instrumental Variables Estimators 2 2 6 322 3 7 25 972
Total Journal Articles 12 28 109 4,681 50 134 411 14,782

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 0 3 37
Total Chapters 0 0 0 0 0 0 3 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 3 17 55 55 10 37 173 173
Total Software Items 3 17 55 55 10 37 173 173

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Statistics updated 2025-09-05