Atsushi Inoue : Citation Profile


Are you Atsushi Inoue?

Vanderbilt University

28

H index

43

i10 index

3248

Citations

RESEARCH PRODUCTION:

53

Articles

86

Papers

1

Chapters

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 108
   Journals where Atsushi Inoue has often published
   Relations with other researchers
   Recent citing documents: 161.    Total self citations: 45 (1.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pin18
   Updated: 2024-01-16    RAS profile: 2023-11-06    
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Relations with other researchers


Works with:

Kilian, Lutz (10)

Rossi, Barbara (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Atsushi Inoue.

Is cited by:

Gil-Alana, Luis (131)

Kilian, Lutz (82)

Rossi, Barbara (63)

Swanson, Norman (58)

GUPTA, RANGAN (47)

Zhang, Yaojie (40)

Caporale, Guglielmo Maria (32)

Perron, Pierre (29)

Kapetanios, George (26)

Medeiros, Marcelo (24)

Sibbertsen, Philipp (22)

Cites to:

Kilian, Lutz (70)

West, Kenneth (27)

Lütkepohl, Helmut (24)

Diebold, Francis (23)

McCracken, Michael (22)

Watson, Mark (20)

Stock, James (20)

Staszewska-Bystrova, Anna (18)

Winker, Peter (18)

Schorfheide, Frank (18)

Baumeister, Christiane (17)

Main data


Where Atsushi Inoue has published?


Journals with more than one article published# docs
Journal of Econometrics16
Econometric Theory6
Journal of Business & Economic Statistics3
Journal of Money, Credit and Banking3
Econometric Reviews3
Journal of Money, Credit and Banking2
Quantitative Economics2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers14
Working Papers / Duke University, Department of Economics7
Working Papers / Barcelona School of Economics6
CFS Working Paper Series / Center for Financial Studies (CFS)3
TERG Discussion Papers / Graduate School of Economics and Management, Tohoku University3
DSSR Discussion Papers / Graduate School of Economics and Management, Tohoku University3
Departmental Working Papers / Southern Methodist University, Department of Economics3
Working Papers / Federal Reserve Bank of Dallas3
Papers / arXiv.org2
Working Paper Series / European Central Bank2
Working Papers / Federal Reserve Bank of Philadelphia2
CESifo Working Paper Series / CESifo2

Recent works citing Atsushi Inoue (2024 and 2023)


YearTitle of citing document
2023Causal inference with (partially) independent shocks and structural signals on the global crude oil market. (2023). Wang, Shu ; Herwartz, Helmut ; Hafner, Christian M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023004.

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2023Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2023Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2023Reservoir 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.

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2023Unconditional 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.

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2023An MCMC Approach to Classical Estimation. (2023). Chernozhukov, Victor ; Hong, Han. In: Papers. RePEc:arx:papers:2301.07782.

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2023Inflation targeting strategy and its credibility. (2023). Posada, Carlos Esteban. In: Papers. RePEc:arx:papers:2301.11207.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2023Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14423.

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2023Disentangling Structural Breaks in High Dimensional Factor Models. (2023). Wong, Benjamin ; Zhong, Ze-Yu ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2303.00178.

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2023Convexity Not Required: Estimation of Smooth Moment Condition Models. (2023). Zhong, Liang ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2304.14386.

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2023Discrete $q$-exponential limit order cancellation time distribution. (2023). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2306.00093.

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2023Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods. (2023). Mazzarisi, Piero ; Lillo, Fabrizio ; Tsaknaki, Ioanna-Yvonni. In: Papers. RePEc:arx:papers:2307.02375.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173.

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2023The Local Projection Residual Bootstrap for AR(1) Models. (2023). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889.

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481.

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2023Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting. (2023). Morajda, Janusz ; Kwiatkowski, Lukasz ; Micha, Jakub. In: Papers. RePEc:arx:papers:2310.01063.

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2023On changepoint detection in functional data using empirical energy distance. (2023). Trapani, Lorenzo ; Horv, Lajos ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2310.04853.

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2023Estimation of VaR with jump process: application in corn and soybean markets. (2023). Sengupta, Indranil ; Lin, Minglian ; Wilson, William. In: Papers. RePEc:arx:papers:2311.00832.

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2023Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023Fiscal Stimulus and Skill Accumulation over the Life Cycle. (2023). Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:23-9.

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2023Another 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.

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2023The dynamics of the house price?to?income ratio: Theory and evidence. (2023). Leung, Charles ; Ho, Edward Chi. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:1:p:61-78.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2023Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583.

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2023Productivity Slowdown in Japans Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?. (2023). Muto, Ichiro ; Yoneyama, Shunichi ; Sudo, Nao. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:159-207.

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2023Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross Sections. (2023). Lanjouw, Peter ; Dang, Haianh H. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:599-622.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2.

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2023Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114.

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2023Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2023Chameleon models in economics: A note. (2023). Minford, A. Patrick ; Hatcher, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/10.

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2023Indirect Inference and Small Sample Bias - Some Recent Results. (2023). Xu, Yongdeng ; Minford, Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/15.

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2023Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis. (2023). Piccillo, Giulia ; Poonpakdee, Poramapa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10646.

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2023Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734.

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2023Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428.

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2023Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.

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2023COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries. (2023). Rath, Badri ; Behera, Harendra ; Gunadi, Iman. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:173-189.

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2023Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872.

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2023A 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.

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2023Investigating 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.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2023Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2023Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154.

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2023Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236.

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2023Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331.

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2023Over-identified Doubly Robust identification and estimation. (2023). Lewbel, Arthur ; Zhou, Zhuzhu ; Choi, Jin Young. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:25-42.

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2023A higher-order correct fast moving-average bootstrap for dependent data. (2023). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:65-81.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023The distribution of rolling regression estimators. (2023). Juhl, Ted ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1447-1463.

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2023Shrinkage estimation of multiple threshold factor models. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1876-1892.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2023A GMM approach to estimate the roughness of stochastic volatility. (2023). Veliyev, Bezirgen ; Pakkanen, Mikko S ; Christensen, Kim ; Bolko, Anine E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:745-778.

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2023Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604.

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2023Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063.

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2023Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61.

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2023Monetary–fiscal crosswinds in the European Monetary Union. (2023). Ricco, Giovanni ; Tarbe, Matthieu ; Reichlin, Lucrezia. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002082.

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2023Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2023Do as they say or do as they do? — Uncovering the effects of inappropriate methods and unreliable data in boardroom diversity research. (2023). Xie, Feixue ; Renz, Franziska M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:410-420.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864.

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2023A broader perspective on the inflationary effects of energy price shocks. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003912.

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2023Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756.

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2023Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

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2023A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns. (2023). Huang, Dengshi ; Bouri, Elie ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001722.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363.

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2023Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356.

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2023Which component of air quality index drives stock price volatility in China: a decomposition-based forecasting method. (2023). Wu, Rui ; Peng, Lijuan ; Zhang, LI ; Yu, Jize. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005839.

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2023Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2023Forecasting crude oil futures market returns: A principal component analysis combination approach. (2023). Wang, Yudong ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673.

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2023Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826.

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2023Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492.

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2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

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2023Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171.

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2023Measuring the effects of large-scale asset purchases: The role of international financial markets and the financial accelerator. (2023). Gibbs, Christopher ; Gelfer, Sacha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001942.

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2023Liquidity yield and exchange rate predictability. (2023). Chen, Shiu-Sheng ; Chou, Yu-Hsi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001043.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2023An anatomy of external shocks in the Andean region. (2023). Díaz-Cassou, Javier ; Carrillo-Maldonado, Paul ; Diaz-Cassou, Javier. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000075.

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2023Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955.

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2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

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2023Predicting volatility in natural gas under a cloud of uncertainties. (2023). Xiao, Zuoping ; Chen, Juan ; Guo, Hongling ; Bai, Jiancheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001447.

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2023Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?. (2023). Ogbonna, Ahamuefula ; Abolade, Onomeabure C ; Olaniran, Abeeb O ; Ayinde, Taofeek O. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828.

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2023A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2023). Campos, Rodolfo ; Molina, Luis ; Berganza, Juan Carlos ; Andresescayola, Erik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000333.

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More than 100 citations found, this list is not complete...

Works by Atsushi Inoue:


YearTitleTypeCited
2021Two Sample Unconditional Quantile Effect In: Papers.
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paper2
2023Significance Bands for Local Projections In: Papers.
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paper0
2023Significance Bands for Local Projections.(2023) In: Working Paper Series.
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2018Confidence intervals for bias and size distortion in IV and local projections — IV models In: Working Papers.
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2018Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models.(2018) In: Working Papers.
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paper
2021Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models.(2021) In: Journal of Business & Economic Statistics.
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article
2018Confidence intervals for bias and size distortion in IV and local projections–IV models.(2018) In: Economics Working Papers.
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paper
2008How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation In: Journal of the American Statistical Association.
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article105
2005Recursive Predictability Tests for Real-Time Data In: Journal of Business & Economic Statistics.
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article26
2003Recursive Predictability Tests for Real-Time Data.(2003) In: Working Papers.
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paper
2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers.
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paper73
2019The effects of conventional and unconventional monetary policy on exchange rates.(2019) In: Journal of International Economics.
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article
2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Chapters.
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chapter
2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 73
paper
2018The effects of conventional and unconventional monetary policy on exchange rates.(2018) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 73
paper
2019A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy In: Working Papers.
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paper29
2021A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Economics Working Papers.
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paper
2021A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Quantitative Economics.
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article
2014Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: Working Papers.
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paper110
2017Rolling window selection for out-of-sample forecasting with time-varying parameters.(2017) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 110
article
2016Rolling window selection for out-of-sample forecasting with time-varying parameters.(2016) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 110
paper
2015Identifying the Sources of Model Misspecification In: Working Papers.
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paper23
2014Identifying the Sources of Model Misspecification.(2014) In: CEPR Discussion Papers.
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paper
2020Identifying the sources of model misspecification.(2020) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 23
article
2018Identifying the sources of model misspecification.(2018) In: Economics Working Papers.
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paper
2015Heterogeneous Consumers and Fiscal Policy Shocks In: Working Papers.
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paper65
2013Heterogeneous Consumers and Fiscal Policy Shocks.(2013) In: CEPR Discussion Papers.
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paper
2012Heterogeneous Consumers and Fiscal Policy Shocks.(2012) In: 2012 Meeting Papers.
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paper
2015Heterogeneous consumers and fiscal policy shocks.(2015) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 65
paper
2016Heterogeneous Consumers and Fiscal Policy Shocks.(2016) In: Journal of Money, Credit and Banking.
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article
2012MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION In: The Japanese Economic Review.
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article1
2016Impulse Response Matching Estimators for DSGE Models In: CESifo Working Paper Series.
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paper29
2014Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers.
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paper
2017Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics.
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article
2016Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series.
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paper
2014Impulse response matching estimators for DSGE models.(2014) In: Vanderbilt University Department of Economics Working Papers.
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paper
2014Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series.
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paper
2016Joint Confidence Sets for Structural Impulse Responses In: CESifo Working Paper Series.
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paper23
2014Joint Confidence Sets for Structural Impulse Responses.(2014) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 23
paper
2016Joint confidence sets for structural impulse responses.(2016) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 23
article
2014Joint Confidence Sets for Structural Impulse Responses.(2014) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 23
paper
2001Testing and Comparing Value-at-Risk Measures In: CIRANO Working Papers.
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paper82
2001Testing and comparing Value-at-Risk measures.(2001) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 82
article
2014Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: CEPR Discussion Papers.
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paper9
2020The Role of the Prior in Estimating VAR Models with Sign Restrictions In: CEPR Discussion Papers.
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paper24
2020The Role of the Prior in Estimating VAR Models with Sign Restrictions.(2020) In: Working Papers.
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paper
2021The role of the prior in estimating VAR models with sign restrictions.(2021) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 24
paper
2002In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? In: CEPR Discussion Papers.
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paper252
2002In-sample or out-of-sample tests of predictability: which one should we use?.(2002) In: Working Paper Series.
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This paper has nother version. Agregated cites: 252
paper
2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?.(2005) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 252
article
2003On the Selection of Forecasting Models In: CEPR Discussion Papers.
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paper119
2003On the selection of forecasting models.(2003) In: Working Paper Series.
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This paper has nother version. Agregated cites: 119
paper
2006On the selection of forecasting models.(2006) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 119
article
2004Bagging Time Series Models In: CEPR Discussion Papers.
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paper28
2004Bagging Time Series Models.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has nother version. Agregated cites: 28
paper
2005How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation In: CEPR Discussion Papers.
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paper18
2006Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data In: CEPR Discussion Papers.
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paper17
2009Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 17
article
2009Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 17
article
2006Do actions speak louder than words? Household expectations of inflation based on micro consumption data.(2006) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 17
paper
2009Frequentist Inference in Weakly Identified DSGE Models In: CEPR Discussion Papers.
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paper8
2009Frequentist inference in weakly identified DSGE models.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 8
paper
2011Inference on Impulse Response Functions in Structural VAR Models In: CEPR Discussion Papers.
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paper175
2013Inference on impulse response functions in structural VAR models.(2013) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 175
article
2013Inference on Impulse Response Functions in Structural VAR Models.(2013) In: DSSR Discussion Papers.
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paper
2013Inference on Impulse Response Functions in Structural VAR Models.(2013) In: TERG Discussion Papers.
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This paper has nother version. Agregated cites: 175
paper
2011Out-of-Sample Forecast Tests Robust to the Choice of Window Size In: CEPR Discussion Papers.
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paper215
2011Out-of-sample forecast tests robust to the choice of window size.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 215
paper
2012Out-of-Sample Forecast Tests Robust to the Choice of Window Size.(2012) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 215
article
2012Out-of-sample forecast tests robust to the choice of window size.(2012) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 215
paper
2001TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES In: Econometric Theory.
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article42
2003THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP In: Econometric Theory.
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article12
2003COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY In: Econometric Theory.
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article8
2006A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS In: Econometric Theory.
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article25
2005A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models.(2005) In: NBER Technical Working Papers.
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paper
2015TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS In: Econometric Theory.
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article57
2013Tests for Parameter Instability in Dynamic Factor Models.(2013) In: DSSR Discussion Papers.
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paper
2013Tests for Parameter Instability in Dynamic Factor Models.(2013) In: TERG Discussion Papers.
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paper
2022INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY In: Econometric Theory.
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article0
2005Monitoring and Forecasting Currency Crises In: Working Papers.
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paper9
2008Monitoring and Forecasting Currency Crises.(2008) In: Journal of Money, Credit and Banking.
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article
2008Monitoring and Forecasting Currency Crises.(2008) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 9
article
2007Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers.
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paper78
2010Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2010) In: Working Papers.
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2012Information criteria for impulse response function matching estimation of DSGE models.(2012) In: Journal of Econometrics.
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article
2007Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper.
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paper
2009Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper
2008Which Structural Parameters Are Structural? Identifying the Sources of Instabilities in Economic Models In: Working Papers.
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paper5
2010Testing for Weak Identification in Possibly Nonlinear Models In: Working Papers.
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paper15
2011Testing for weak identification in possibly nonlinear models.(2011) In: Journal of Econometrics.
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2011Out-of-Sample Forecast Tests Robust to Window Size Choice In: Working Papers.
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2002Bootstrapping Autoregressive Processes with Possible Unit Roots In: Econometrica.
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article85
2000Bootstrapping Autoregressive Processes with Possible Unit Roots.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2013Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes In: Quantitative Economics.
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2006A bootstrap approach to moment selection In: Econometrics Journal.
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article8
2002Identifying the sign of the slope of a monotonic function via OLS In: Economics Letters.
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article1
2001Long memory and regime switching In: Journal of Econometrics.
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article686
2000Long Memory and Regime Switching.(2000) In: NBER Technical Working Papers.
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2003The large sample behaviour of the generalized method of moments estimator in misspecified models In: Journal of Econometrics.
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article103
2005The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models.(2005) In: Econometrics.
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2006Bootstrapping GMM estimators for time series In: Journal of Econometrics.
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article54
2003Bootstrapping GMM Estimators for Time Series.(2003) In: Vanderbilt University Department of Economics Working Papers.
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2007Information in generalized method of moments estimation and entropy-based moment selection In: Journal of Econometrics.
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2007Corrigendum 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.
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2008Efficient estimation and inference in linear pseudo-panel data models In: Journal of Econometrics.
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article11
2020The uniform validity of impulse response inference in autoregressions In: Journal of Econometrics.
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article10
2019The Uniform Validity of Impulse Response Inference in Autoregressions.(2019) In: Working Papers.
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2019The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers.
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2019The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers.
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2022Joint Bayesian inference about impulse responses in VAR models In: Journal of Econometrics.
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article22
2020Joint Bayesian Inference about Impulse Responses in VAR Models.(2020) In: Working Papers.
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2020Joint Bayesian inference about impulse responses in VAR models.(2020) In: CFS Working Paper Series.
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paper
1999Tests of cointegrating rank with a trend-break In: Journal of Econometrics.
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1996Software review In: International Journal of Forecasting.
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article1
1993The Stability of the Japanese Banking System: A Historical Perspective In: Journal of the Japanese and International Economies.
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article15
2013Zero Lower Bound and Parameter Bias in an Estimated DSGE Model In: CAMA Working Papers.
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paper55
2014The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2014) In: IMES Discussion Paper Series.
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2013Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: Departmental Working Papers.
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2013Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: DSSR Discussion Papers.
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2013Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: TERG Discussion Papers.
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2013Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: UTokyo Price Project Working Paper Series.
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2014The zero lower bound and parameter bias in an estimated DSGE model.(2014) In: Vanderbilt University Department of Economics Working Papers.
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2016The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2016) In: Journal of Applied Econometrics.
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2002Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models In: International Economic Review.
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article32
2005Two-Sample Instrumental Variables Estimators In: NBER Technical Working Papers.
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paper145
2010Two-Sample Instrumental Variables Estimators.(2010) In: The Review of Economics and Statistics.
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2021Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures In: The Journal of Financial Econometrics.
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2007Information Criteria for Impulse Response Function Matching Estimation In: 2007 Meeting Papers.
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paper28
Testing Change in Time Series In: Computing in Economics and Finance 1997.
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2014Quasi-Bayesian Model Selection In: Departmental Working Papers.
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2018Quasi?Bayesian model selection.(2018) In: Quantitative Economics.
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2006Testing for the principal’s monopsony power in agency contracts In: Empirical Economics.
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2002A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS In: Econometric Reviews.
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2008Entropy-Based Moment Selection in the Presence of Weak Identification In: Econometric Reviews.
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2015Comment In: Journal of Business & Economic Statistics.
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2011Identifying the Sources of Instabilities in Macroeconomic Fluctuations In: The Review of Economics and Statistics.
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2015Tests for the validity of portfolio or group choice in financial and panel regressions In: Economics Working Papers.
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1997Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think In: Center for Financial Institutions Working Papers.
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1999Testing, Comparing, and Combining Value at Risk Measures In: Center for Financial Institutions Working Papers.
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