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 0 117 0 3 22 248
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 0 1 2 384 0 6 20 1,631
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 114 0 11 49 383
Bagging Time Series Models 0 0 2 229 0 4 21 872
Bagging Time Series Models 0 0 3 226 1 3 11 673
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 252 1 4 8 569
Bootstrapping GMM Estimators for Time Series 0 0 0 519 1 4 17 1,456
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 0 6 0 4 11 40
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 0 3 14 115
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 0 4 10 48
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 0 0 2 427 4 7 25 1,536
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 67 0 2 11 359
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 0 0 0 119 0 2 12 660
Frequentist Inference in Weakly Identified DSGE Models 0 0 0 35 0 4 13 142
Frequentist inference in weakly identified DSGE models 0 0 1 110 0 2 12 244
Has the Phillips Curve Flattened? 0 0 1 12 0 2 15 36
Has the Phillips curve flattened? 0 0 16 53 0 15 89 193
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 1 2 15 107
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 0 6 95
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 4 14 334
Heterogeneous consumers and fiscal policy shocks 0 1 1 28 0 1 9 103
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 1 2 4 362 2 4 19 1,139
Identifying the Sources of Model Misspecification 0 0 0 60 0 5 9 113
Identifying the Sources of Model Misspecification 0 0 0 57 0 1 16 179
Identifying the sources of model misspecification 0 0 0 20 0 5 15 103
Impulse Response Matching Estimators for DSGE Models 0 0 3 63 0 3 17 115
Impulse Response Matching Estimators for DSGE Models 0 1 1 46 0 5 14 172
Impulse Response Matching Estimators for DSGE Models 0 0 0 20 0 1 4 71
Impulse response matching estimators for DSGE models 0 0 0 95 0 1 9 177
Impulse response matching estimators for DSGE models 0 0 1 34 0 2 11 78
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 1 1,144 3 5 49 6,845
In-sample or out-of-sample tests of predictability: which one should we use? 0 0 0 1,157 1 2 12 3,882
Inference for Local Projections 0 0 0 1 1 4 20 25
Inference for Local Projections 1 1 3 40 2 5 22 70
Inference for Local Projections 0 1 6 10 1 10 52 73
Inference on Impulse Response Functions in Structural VAR Models 0 0 2 254 0 2 29 513
Inference on Impulse Response Functions in Structural VAR Models 0 0 1 47 1 5 26 161
Inference on Impulse Response Functions in Structural VAR Models 0 1 2 164 1 4 26 404
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 1 5 20 80
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 0 4 21 493
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 1 1 3 462 2 3 23 1,644
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 2 11 185
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 1 1 8 398
Joint Bayesian Inference about Impulse Responses in VAR Models 0 0 0 40 0 4 13 89
Joint Bayesian inference about impulse responses in VAR models 0 0 0 10 0 1 19 43
Joint Confidence Sets for Structural Impulse Responses 0 0 0 80 0 4 10 162
Joint Confidence Sets for Structural Impulse Responses 0 0 0 21 0 2 12 113
Joint Confidence Sets for Structural Impulse Responses 0 0 0 20 0 1 9 66
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 3 10 111 1 5 25 191
Long Memory and Regime Switching 1 1 1 589 3 10 27 1,494
Monitoring and Forecasting Currency Crises 0 0 0 143 0 2 13 414
On the Selection of Forecasting Models 0 0 0 334 1 2 10 1,288
On the selection of forecasting models 0 0 0 695 0 4 10 1,683
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 1 6 16 239
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 1 6 42 213
Out-of-sample forecast tests robust to the choice of window size 0 0 3 113 1 3 27 157
Out-of-sample forecast tests robust to the choice of window size 0 0 1 204 2 5 23 603
Quasi-Bayesian Model Selection 0 0 0 102 1 3 10 196
Recursive Predictability Tests for Real-Time Data 0 0 0 110 1 3 6 465
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 2 6 277 5 17 55 737
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 2 123 1 3 48 242
Significance Bands for Local Projections 0 0 6 21 1 3 22 75
Significance Bands for Local Projections 0 0 1 4 0 3 22 30
Stamp 5.0: A Review 0 0 0 143 0 0 3 587
Testing Change in Time Series 0 0 0 68 0 3 10 182
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 1 3 24 5,311
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 2 9 128
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 0 4 19 1,302
Tests for Parameter Instability in Dynamic Factor Models 0 2 4 9 0 5 13 40
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 2 10 136
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 1 6 48
The Conventional Impulse Response Prior in VAR Models with Sign Restrictions 0 0 6 15 0 1 19 26
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 4 11 199
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 0 2 22 110
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 1 341 0 6 21 997
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 0 64 0 3 16 109
The Role of the Prior in Estimating VAR Models with Sign Restrictions 0 0 1 8 1 3 15 55
The Uniform Validity of Impulse Response Inference in Autoregressions 0 0 0 10 0 1 15 40
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 1 131 0 2 15 217
The effects of conventional and unconventional monetary policy on exchange rates 0 0 0 72 0 5 26 102
The role of the prior in estimating VAR models with sign restrictions 0 0 1 21 1 4 19 66
The uniform validity of impulse response inference in autoregressions 0 0 0 28 0 3 11 78
The uniform validity of impulse response inference in autoregressions 0 0 0 51 1 3 11 78
The zero lower bound and parameter bias in an estimated DSGE model 0 0 0 51 0 1 17 98
Two Sample Unconditional Quantile Effect 0 0 0 10 0 2 16 43
Two-Sample Instrumental Variables Estimators 0 0 2 478 0 4 17 1,502
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity 0 0 10 10 0 0 15 15
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 0 1 24 0 0 15 79
When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? 0 1 1 2 0 4 11 15
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 185 1 5 13 456
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 61 0 4 23 122
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 75 0 1 11 314
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 124 0 2 14 252
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 2 0 4 16 143
Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 37 0 3 21 192
Total Working Papers 4 18 117 15,322 48 340 1,740 48,306
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 1 114 0 9 29 374
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 0 0 46 0 0 11 162
A bootstrap approach to moment selection 0 0 0 39 0 0 4 160
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 4 22 2 13 41 101
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 0 0 99 1 6 13 499
Bootstrapping GMM estimators for time series 0 0 1 120 2 8 20 331
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 0 88 0 1 10 388
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 3 84
Comment 0 0 0 4 0 2 6 40
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 0 2 13 48
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 4 35 320
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 79 0 2 12 357
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data 0 0 0 9 0 3 14 46
Efficient estimation and inference in linear pseudo-panel data models 0 0 2 166 0 0 9 352
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 5 6 107
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 1 5 74
Heterogeneous Consumers and Fiscal Policy Shocks 0 2 2 35 0 5 14 139
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 1 2 2 113 1 3 10 261
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY 0 0 3 9 0 4 12 24
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 0 88 0 3 15 285
Identifying the sign of the slope of a monotonic function via OLS 0 0 0 11 0 2 6 150
Identifying the sources of model misspecification 0 0 2 42 0 2 26 189
Impulse response matching estimators for DSGE models 1 1 2 37 1 1 14 162
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 0 0 2 445 2 10 32 1,459
Inference on impulse response functions in structural VAR models 0 0 7 439 0 6 63 1,263
Information criteria for impulse response function matching estimation of DSGE models 0 1 3 82 0 3 17 303
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 0 1 12 267
Joint Bayesian inference about impulse responses in VAR models 0 0 2 9 1 7 21 46
Joint confidence sets for structural impulse responses 0 0 2 40 0 6 18 179
Local projections in unstable environments 0 1 13 17 2 19 63 77
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 0 1 17 0 4 19 49
Long memory and regime switching 0 0 0 279 3 14 27 807
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION 0 0 0 3 0 4 11 38
Monitoring and Forecasting Currency Crises 0 0 0 0 0 1 10 16
Monitoring and Forecasting Currency Crises 0 0 0 98 0 3 13 280
On the selection of forecasting models 0 0 1 270 2 9 40 608
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 2 93 3 8 33 269
Parameter path estimation in unstable environments: The tvpreg command 0 1 14 14 2 7 38 40
Quasi‐Bayesian model selection 0 0 1 4 0 3 9 39
Recursive Predictability Tests for Real-Time Data 0 0 1 51 1 4 16 182
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 10 117 4 18 66 485
Software review 0 0 0 8 0 2 10 126
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 0 50 3 3 10 138
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 2 3 25 0 6 15 95
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 3 16 173
Testing and comparing Value-at-Risk measures 0 0 1 270 1 1 16 734
Testing for the principal’s monopsony power in agency contracts 0 0 0 19 0 4 8 129
Testing for weak identification in possibly nonlinear models 0 0 0 56 0 3 8 210
Tests of cointegrating rank with a trend-break 0 0 0 109 0 2 12 297
The Stability of the Japanese Banking System: A Historical Perspective 0 0 1 84 0 1 8 256
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model 0 0 0 38 0 3 24 212
The effects of conventional and unconventional monetary policy on exchange rates 0 1 4 121 1 9 38 471
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 0 2 277 2 6 25 704
The uniform validity of impulse response inference in autoregressions 0 0 2 35 0 0 19 148
Two-Sample Instrumental Variables Estimators 2 4 9 329 5 16 46 1,014
Total Journal Articles 4 16 101 4,756 39 263 1,091 15,767

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 6 23 60
Total Chapters 0 0 0 0 1 6 23 60

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 1 4 35 78 3 12 131 278
Total Software Items 1 4 35 78 3 12 131 278

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Statistics updated 2026-07-10