26
H index
42
i10 index
3031
Citations
Atsushi Inoue : Citation Profile
Vanderbilt University | RESEARCH PRODUCTION: 53 Articles 84 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1993 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Atsushi Inoue. | Is cited by:
| Cites to:
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Main data
Where Atsushi Inoue has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 16 |
| Econometric Theory | 6 |
| Journal of Money, Credit and Banking | 3 |
| Econometric Reviews | 3 |
| Journal of Business & Economic Statistics | 3 |
| The Review of Economics and Statistics | 2 |
| Journal of Money, Credit and Banking | 2 |
| Quantitative Economics | 2 |
Recent works citing Atsushi Inoue (2022 and 2021)
| Year | Title of citing document | |
|---|---|---|
| 2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05. Full description at Econpapers || Download paper | |
| 2021 | Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14. Full description at Econpapers || Download paper | |
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
| 2021 | Innovation in Micro and Small Enterprises: Resources and Capabilities. (2021). de Andrade, Jackeline Amantino ; Dos, Josete Florencio ; Berenguer, Renata Braga. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:25:y:2021:i:2:1429. Full description at Econpapers || Download paper | |
| 2021 | The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Dufrenot, Gilles ; Pourroy, Marc ; Ginn, William. In: AMSE Working Papers. RePEc:aim:wpaimx:2130. Full description at Econpapers || Download paper | |
| 2022 | Location-Scale and Compensated Effects in Unconditional Quantile Regressions. (2022). Sun, Yixiao ; Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian. In: Working Papers. RePEc:aoz:wpaper:127. Full description at Econpapers || Download paper | |
| 2021 | On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140. Full description at Econpapers || Download paper | |
| 2022 | Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093. Full description at Econpapers || Download paper | |
| 2022 | A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data. (2020). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Papers. RePEc:arx:papers:2001.04867. Full description at Econpapers || Download paper | |
| 2021 | Time-varying neural network for stock return prediction. (2020). , Richard ; Azizi, Lamiae ; Chan, Jennifer ; Steven, . In: Papers. RePEc:arx:papers:2003.02515. Full description at Econpapers || Download paper | |
| 2022 | Sketching for Two-Stage Least Squares Estimation. (2020). Ng, Serena ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2007.07781. Full description at Econpapers || Download paper | |
| 2022 | Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects. (2020). Poskitt, Donald ; Zhao, Xueyan ; Frazier, David T ; Zhang, Lina. In: Papers. RePEc:arx:papers:2009.02642. Full description at Econpapers || Download paper | |
| 2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper | |
| 2021 | Identification and Inference Under Narrative Restrictions. (2021). Kitagawa, Toru ; Read, Matthew ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2102.06456. Full description at Econpapers || Download paper | |
| 2021 | Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666. Full description at Econpapers || Download paper | |
| 2021 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper | |
| 2021 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper | |
| 2021 | Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345. Full description at Econpapers || Download paper | |
| 2021 | Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844. Full description at Econpapers || Download paper | |
| 2022 | Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382. Full description at Econpapers || Download paper | |
| 2021 | On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2111.00450. Full description at Econpapers || Download paper | |
| 2022 | Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052. Full description at Econpapers || Download paper | |
| 2022 | 150 Years of Return Predictability Around the World: A Holistic View. (2022). Bai, Yang. In: Papers. RePEc:arx:papers:2209.00121. Full description at Econpapers || Download paper | |
| 2022 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
| 2022 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper | |
| 2023 | Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2301.07241. Full description at Econpapers || Download paper | |
| 2023 | An MCMC Approach to Classical Estimation. (2023). Chernozhukov, Victor ; Hong, Han. In: Papers. RePEc:arx:papers:2301.07782. Full description at Econpapers || Download paper | |
| 2023 | Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434. Full description at Econpapers || Download paper | |
| 2021 | Monetary Policy Announcement and Stock Returns - Evidence From Long-Term Repo Operations in India. (2021). Chundakkadan, Radeef ; Sasidharan, Subash. In: Asian Economics Letters. RePEc:ayb:jrnael:53. Full description at Econpapers || Download paper | |
| 2021 | From He-Cession to She-Stimulus? The Labor Market Impact of Fiscal Policy Across Gender. (2021). Bonk, Alica ; Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:21-42. Full description at Econpapers || Download paper | |
| 2023 | Fiscal Stimulus and Skill Accumulation over the Life Cycle. (2023). Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:23-9. Full description at Econpapers || Download paper | |
| 2023 | Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573. Full description at Econpapers || Download paper | |
| 2021 | A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2021). Molina, Luis ; Campos, Rodolfo ; Berganza, Juan Carlos ; Andres-Escayola, Erik. In: Occasional Papers. RePEc:bde:opaper:2114. Full description at Econpapers || Download paper | |
| 2021 | Inside the black box: tools for understanding cash circulation. (2021). Valentini, Massimo ; Sene, Gabriele ; Rocco, Giorgia ; Nobili, Andrea ; Maddaloni, Gianluca ; lo Russo, Michelina ; Brandi, Marco ; Bonifacio, Elisa ; Baldo, Luca. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_007_21. Full description at Econpapers || Download paper | |
| 2022 | DSGE Nash: solving Nash Games in Macro Models With an application to optimal monetary policy under monopolistic commodity pricing. (2022). Ferrari Minesso, Massimo ; Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:884. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations. (2022). Wang, Yongli ; Tavlas, George S ; Hall, Stephen G. In: Discussion Papers. RePEc:bir:birmec:22-12. Full description at Econpapers || Download paper | |
| 2021 | Monetary-Fiscal Crosswinds in the European Monetary Union. (2021). Ricco, Giovanni ; Reichlin, Lucrezia ; Tarbe, Matthieu. In: BIS Working Papers. RePEc:bis:biswps:940. Full description at Econpapers || Download paper | |
| 2021 | Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124. Full description at Econpapers || Download paper | |
| 2021 | Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable. (2021). Lee, Dongjin. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:212-229. Full description at Econpapers || Download paper | |
| 2022 | The effect of education on unemployment duration. (2022). Filiz, Elif S ; Dursun, Bahadr ; Altindag, Duha T. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:1:p:21-42. Full description at Econpapers || Download paper | |
| 2021 | On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309. Full description at Econpapers || Download paper | |
| 2021 | Individual social capital and migration. (2021). Hotchkiss, Julie ; Rupasingha, Anil. In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:2:p:808-837. Full description at Econpapers || Download paper | |
| 2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64. Full description at Econpapers || Download paper | |
| 2021 | Risk Management in Financial Institutions: A Replication. (2021). Guest, Paul M. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2689-2707. Full description at Econpapers || Download paper | |
| 2021 | Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting. (2021). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:118-149. Full description at Econpapers || Download paper | |
| 2021 | Robust discrimination between long?range dependence and a change in mean. (2021). Gerstenberger, Carina. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:34-62. Full description at Econpapers || Download paper | |
| 2021 | Quasi?maximum likelihood and the kernel block bootstrap for nonlinear dynamic models. (2021). Parente, Paulo ; Smith, Richard J. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:377-405. Full description at Econpapers || Download paper | |
| 2022 | Autoregressive spectral estimates under ignored changes in the mean. (2022). Hosseinkouchack, Mehdi ; Demetrescu, Matei. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:329-340. Full description at Econpapers || Download paper | |
| 2022 | Misspecified semiparametric model selection with weakly dependent observations. (2022). Bravo, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:558-586. Full description at Econpapers || Download paper | |
| 2022 | Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852. Full description at Econpapers || Download paper | |
| 2021 | Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions. (2021). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:713-741. Full description at Econpapers || Download paper | |
| 2021 | International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110. Full description at Econpapers || Download paper | |
| 2021 | Dry bulk shipping and the evolution of maritime transport costs, 1850–2020. (2021). Stuermer, Martin ; Jacks, David. In: Australian Economic History Review. RePEc:bla:ozechr:v:61:y:2021:i:2:p:204-227. Full description at Econpapers || Download paper | |
| 2022 | Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489. Full description at Econpapers || Download paper | |
| 2021 | Large?sample approximations and change testing for high?dimensional covariance matrices of multivariate linear time series and factor models. (2021). Steland, Ansgar ; Bours, Monika. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:610-654. Full description at Econpapers || Download paper | |
| 2021 | The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. (2021). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0102. Full description at Econpapers || Download paper | |
| 2021 | Global spillovers of the Fed information effect. (2021). Szczepaniak, Andrzej ; Pinchetti, Marco. In: Bank of England working papers. RePEc:boe:boeewp:0952. Full description at Econpapers || Download paper | |
| 2022 | Turning in the widening gyre: monetary and fiscal policy in interwar Britain. (2022). Ronicle, David. In: Bank of England working papers. RePEc:boe:boeewp:0968. Full description at Econpapers || Download paper | |
| 2022 | A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972. Full description at Econpapers || Download paper | |
| 2021 | Intergenerational Income Mobility in Turkey Abstract:. (2021). Torul, Orhan ; Demirtas, Nizam Melikah. In: Working Papers. RePEc:bou:wpaper:2021/05. Full description at Econpapers || Download paper | |
| 2021 | Dating Structural Changes in UK Monetary Policy. (2021). Vincenzo, De Lipsis. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:2:p:509-539:n:7. Full description at Econpapers || Download paper | |
| 2022 | Identification of Labour Market Shocks. (2021). Diwambuena, Josué ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps86. Full description at Econpapers || Download paper | |
| 2022 | A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry. (2022). Ravazzolo, Francesco ; Boni, Sara. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps94. Full description at Econpapers || Download paper | |
| 2022 | Targeting moments for calibration compared with indirect inference. (2022). Minford, Patrick ; Meenagh, David ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/12. Full description at Econpapers || Download paper | |
| 2021 | Functional data analysis for brazilian term structure of interest rate. (2021). Raad, Rodrigo ; Vaz, Lucelia. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td638. Full description at Econpapers || Download paper | |
| 2021 | Socio-Economic Attitudes in the Era of Social Distancing and Lockdowns. (2021). Lacomba, Juan A ; ARIN, Kerim Peren ; Thum, Marcel ; Moro-Egido, Ana I ; Lagos, Francisco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8845. Full description at Econpapers || Download paper | |
| 2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8985. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687. Full description at Econpapers || Download paper | |
| 2022 | Entries and Regional Growth: The Role of Relatedness. (2022). Bayer, Judith ; Olsen, Jennifer ; Hendrich, Tijl. In: CPB Discussion Paper. RePEc:cpb:discus:433. Full description at Econpapers || Download paper | |
| 2021 | Conditional Rotation Between Forecasting Models. (2021). Zhu, Yinchu ; Timmermann, Allan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15917. Full description at Econpapers || Download paper | |
| 2021 | Dry Bulk Shipping and the Evolution of Maritime Transport Costs, 1850-2020. (2021). Stuermer, Martin ; Jacks, David ; Sturmer, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15956. Full description at Econpapers || Download paper | |
| 2021 | What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_003. Full description at Econpapers || Download paper | |
| 2021 | The Dynamics of the House Price-to-Income Ratio: Theory and Evidence. (2021). Leung, Charles ; Ho, Edward Chi ; Ka, Charles. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_005. Full description at Econpapers || Download paper | |
| 2022 | Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334. Full description at Econpapers || Download paper | |
| 2021 | Energy Transition Metals. (2021). Stuermer, Martin ; Pescatori, Andrea ; Boer, Lukas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1976. Full description at Econpapers || Download paper | |
| 2021 | The Dynamics of the House Price-to-Income Ratio: Theory and Evidence. (2021). Leung, Charles ; Ho, Edward Chi. In: ISER Discussion Paper. RePEc:dpr:wpaper:1125. Full description at Econpapers || Download paper | |
| 2022 | Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment. (2022). Coenen, Günter ; On, Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2022290. Full description at Econpapers || Download paper | |
| 2021 | Networking the yield curve: implications for monetary policy. (2021). Dalhaus, Tatjana ; Sekhposyan, Tatevik ; Schaumburg, Julia. In: Working Paper Series. RePEc:ecb:ecbwps:20212532. Full description at Econpapers || Download paper | |
| 2021 | What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: Working Paper Series. RePEc:ecb:ecbwps:20212613. Full description at Econpapers || Download paper | |
| 2022 | DSGE Nash: solving Nash games in macro models. (2022). Pagliari, Maria Sole ; Minesso, Massimo Ferrari. In: Working Paper Series. RePEc:ecb:ecbwps:20222678. Full description at Econpapers || Download paper | |
| 2021 | Futures Trading, Spot Price Volatility and Structural Breaks: Evidence from Energy Sector. (2021). Raju, Guntur Anjana ; Shirodkar, Sanjeeta. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-29. Full description at Econpapers || Download paper | |
| 2022 | Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861. Full description at Econpapers || Download paper | |
| 2022 | Forecasting of high-resolution electricity consumption with stochastic climatic covariates via a functional time series approach. (2022). Huang, Shih-Feng ; Chen, Zih-Bing ; Chang, Chih-Hao. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921016500. Full description at Econpapers || Download paper | |
| 2021 | Window effect with Markov-switching GARCH model in cryptocurrency market. (2021). Wu, Chuanzhen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002563. Full description at Econpapers || Download paper | |
| 2021 | Two sample tests for high-dimensional autocovariances. (2021). Gates, Katheleen M ; Baek, Changryong ; Pipiras, Vladas ; Leinwand, Benjamin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301584. Full description at Econpapers || Download paper | |
| 2021 | Effects of US quantitative easing on emerging market economies. (2021). Park, Woong Yong ; Bhattarai, Saroj ; Chatterjee, Arpita. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920301998. Full description at Econpapers || Download paper | |
| 2021 | Proxy Vector Autoregressions in a Data-rich Environment. (2021). Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s0165188920302141. Full description at Econpapers || Download paper | |
| 2021 | Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737. Full description at Econpapers || Download paper | |
| 2021 | Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis. (2021). Nautz, Dieter ; Diegel, Max. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921001275. Full description at Econpapers || Download paper | |
| 2021 | Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001. Full description at Econpapers || Download paper | |
| 2022 | The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604. Full description at Econpapers || Download paper | |
| 2022 | Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x. Full description at Econpapers || Download paper | |
| 2022 | How do income and the debt position of households propagate fiscal stimulus into consumption?. (2022). Rüth, Sebastian ; Simon, Camilla ; Ruth, Sebastian K. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922001610. Full description at Econpapers || Download paper | |
| 2021 | Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030. Full description at Econpapers || Download paper | |
| 2022 | Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100328x. Full description at Econpapers || Download paper | |
| 2022 | Estimation of high-dimensional factor models with multiple structural changes. (2022). Wu, Jianhong ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003321. Full description at Econpapers || Download paper | |
| 2022 | Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384. Full description at Econpapers || Download paper | |
| 2023 | A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194. Full description at Econpapers || Download paper | |
| 2023 | Investigating the two-way relationship between mobility flows and COVID-19 cases. (2023). Boto-Garcia, David. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003200. Full description at Econpapers || Download paper | |
| 2021 | Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Atsushi Inoue:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Two Sample Unconditional Quantile Effect In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Confidence intervals for bias and size distortion in IV and local projections — IV models In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2018 | Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2021 | Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models.(2021) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2018 | Confidence intervals for bias and size distortion in IV and local projections–IV models.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2008 | How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 92 |
| 2005 | Recursive Predictability Tests for Real-Time Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 26 |
| 2003 | Recursive Predictability Tests for Real-Time Data.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2018 | The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers. [Full Text][Citation analysis] | paper | 57 |
| 2019 | The effects of conventional and unconventional monetary policy on exchange rates.(2019) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | article | |
| 2018 | The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 57 | chapter | |
| 2018 | The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 2018 | The effects of conventional and unconventional monetary policy on exchange rates.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 2019 | A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2021 | A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2021 | A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2014 | Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: Working Papers. [Full Text][Citation analysis] | paper | 92 |
| 2017 | Rolling window selection for out-of-sample forecasting with time-varying parameters.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | article | |
| 2016 | Rolling window selection for out-of-sample forecasting with time-varying parameters.(2016) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
| 2015 | Identifying the Sources of Model Misspecification In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2014 | Identifying the Sources of Model Misspecification.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2020 | Identifying the sources of model misspecification.(2020) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2018 | Identifying the sources of model misspecification.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2015 | Heterogeneous Consumers and Fiscal Policy Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 59 |
| 2013 | Heterogeneous Consumers and Fiscal Policy Shocks.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
| 2012 | Heterogeneous Consumers and Fiscal Policy Shocks.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
| 2015 | Heterogeneous consumers and fiscal policy shocks.(2015) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
| 2016 | Heterogeneous Consumers and Fiscal Policy Shocks.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | article | |
| 2012 | MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2016 | Impulse Response Matching Estimators for DSGE Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 26 |
| 2014 | Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2017 | Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2016 | Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2014 | Impulse response matching estimators for DSGE models.(2014) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2014 | Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2016 | Joint Confidence Sets for Structural Impulse Responses In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2014 | Joint Confidence Sets for Structural Impulse Responses.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2016 | Joint confidence sets for structural impulse responses.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2014 | Joint Confidence Sets for Structural Impulse Responses.(2014) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2001 | Testing and Comparing Value-at-Risk Measures In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 79 |
| 2001 | Testing and comparing Value-at-Risk measures.(2001) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | article | |
| 2014 | Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2020 | The Role of the Prior in Estimating VAR Models with Sign Restrictions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2020 | The Role of the Prior in Estimating VAR Models with Sign Restrictions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2021 | The role of the prior in estimating VAR models with sign restrictions.(2021) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2002 | In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 237 |
| 2002 | In-sample or out-of-sample tests of predictability: which one should we use?.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 237 | paper | |
| 2005 | In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?.(2005) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 237 | article | |
| 2003 | On the Selection of Forecasting Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 113 |
| 2003 | On the selection of forecasting models.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 113 | paper | |
| 2006 | On the selection of forecasting models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 113 | article | |
| 2004 | Bagging Time Series Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
| 2004 | Bagging Time Series Models.(2004) In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2005 | How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2006 | Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2009 | Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2009 | Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2006 | Do actions speak louder than words? Household expectations of inflation based on micro consumption data.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2009 | Frequentist Inference in Weakly Identified DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Frequentist inference in weakly identified DSGE models.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2011 | Inference on Impulse Response Functions in Structural VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 169 |
| 2013 | Inference on impulse response functions in structural VAR models.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 169 | article | |
| 2013 | Inference on Impulse Response Functions in Structural VAR Models.(2013) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 169 | paper | |
| 2013 | Inference on Impulse Response Functions in Structural VAR Models.(2013) In: TERG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 169 | paper | |
| 2011 | Out-of-Sample Forecast Tests Robust to the Choice of Window Size In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 176 |
| 2011 | Out-of-sample forecast tests robust to the choice of window size.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
| 2012 | Out-of-Sample Forecast Tests Robust to the Choice of Window Size.(2012) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | article | |
| 2012 | Out-of-sample forecast tests robust to the choice of window size.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
| 2001 | TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 38 |
| 2003 | THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
| 2003 | COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
| 2006 | A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 22 |
| 2005 | A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models.(2005) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2015 | TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 50 |
| 2013 | Tests for Parameter Instability in Dynamic Factor Models.(2013) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2013 | Tests for Parameter Instability in Dynamic Factor Models.(2013) In: TERG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2022 | INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2005 | Monitoring and Forecasting Currency Crises In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | Monitoring and Forecasting Currency Crises.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2008 | Monitoring and Forecasting Currency Crises.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2007 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers. [Full Text][Citation analysis] | paper | 76 |
| 2010 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2012 | Information criteria for impulse response function matching estimation of DSGE models.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | article | |
| 2007 | Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2009 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2008 | Which Structural Parameters Are Structural? Identifying the Sources of Instabilities in Economic Models In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2010 | Testing for Weak Identification in Possibly Nonlinear Models In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2011 | Testing for weak identification in possibly nonlinear models.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2011 | Out-of-Sample Forecast Tests Robust to Window Size Choice In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2002 | Bootstrapping Autoregressive Processes with Possible Unit Roots In: Econometrica. [Citation analysis] | article | 83 |
| 2000 | Bootstrapping Autoregressive Processes with Possible Unit Roots.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2013 | Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes In: Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | A bootstrap approach to moment selection In: Econometrics Journal. [Full Text][Citation analysis] | article | 6 |
| 2002 | Identifying the sign of the slope of a monotonic function via OLS In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2001 | Long memory and regime switching In: Journal of Econometrics. [Full Text][Citation analysis] | article | 671 |
| 2000 | Long Memory and Regime Switching.(2000) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 671 | paper | |
| 2003 | The large sample behaviour of the generalized method of moments estimator in misspecified models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 100 |
| 2005 | The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
| 2006 | Bootstrapping GMM estimators for time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 52 |
| 2003 | Bootstrapping GMM Estimators for Time Series.(2003) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2007 | Information in generalized method of moments estimation and entropy-based moment selection In: Journal of Econometrics. [Full Text][Citation analysis] | article | 45 |
| 2007 | Corrigendum to: The large sample behaviour of the generalized method of moments estimator in misspecified models: [Journal of Econometrics 114 (2003) 361-394] In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Efficient estimation and inference in linear pseudo-panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2020 | The uniform validity of impulse response inference in autoregressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2019 | The Uniform Validity of Impulse Response Inference in Autoregressions.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2019 | The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2019 | The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2022 | Joint Bayesian inference about impulse responses in VAR models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2020 | Joint Bayesian Inference about Impulse Responses in VAR Models.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2020 | Joint Bayesian inference about impulse responses in VAR models.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 1999 | Tests of cointegrating rank with a trend-break In: Journal of Econometrics. [Full Text][Citation analysis] | article | 55 |
| 1996 | Software review In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 1993 | The Stability of the Japanese Banking System: A Historical Perspective In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 15 |
| 2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 52 |
| 2014 | The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2014) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: TERG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: UTokyo Price Project Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2014 | The zero lower bound and parameter bias in an estimated DSGE model.(2014) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2016 | The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
| 2002 | Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models In: International Economic Review. [Full Text][Citation analysis] | article | 32 |
| 2005 | Two-Sample Instrumental Variables Estimators In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 139 |
| 2010 | Two-Sample Instrumental Variables Estimators.(2010) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | article | |
| 2021 | Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2007 | Information Criteria for Impulse Response Function Matching Estimation In: 2007 Meeting Papers. [Citation analysis] | paper | 28 |
| Testing Change in Time Series In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 35 | |
| 2014 | Quasi-Bayesian Model Selection In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2018 | Quasi?Bayesian model selection.(2018) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2006 | Testing for the principal’s monopsony power in agency contracts In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2002 | A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS In: Econometric Reviews. [Full Text][Citation analysis] | article | 32 |
| 2008 | Entropy-Based Moment Selection in the Presence of Weak Identification In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2015 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Identifying the Sources of Instabilities in Macroeconomic Fluctuations In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 71 |
| 2015 | Tests for the validity of portfolio or group choice in financial and panel regressions In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| Stamp 5.0: A Review In: Home Pages. [Full Text][Citation analysis] | paper | 0 | |
| 1997 | Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 1999 | Testing, Comparing, and Combining Value at Risk Measures In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team