Atsushi Inoue : Citation Profile

Vanderbilt University

29

H index

43

i10 index

3575

Citations

RESEARCH PRODUCTION:

54

Articles

90

Papers

1

Chapters

RESEARCH ACTIVITY:

   32 years (1993 - 2025). See details.
   Cites by year: 111
   Journals where Atsushi Inoue has often published
   Relations with other researchers
   Recent citing documents: 228.    Total self citations: 47 (1.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pin18
   Updated: 2025-06-14    RAS profile: 2025-05-15    
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Relations with other researchers

Works with:

Kilian, Lutz (9)

Rossi, Barbara (6)

Kuersteiner, Guido (3)

Jorda, Oscar (2)

Wang, Yiru (2)

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 (135)

Kilian, Lutz (84)

Rossi, Barbara (64)

Zhang, Yaojie (61)

Swanson, Norman (58)

GUPTA, RANGAN (48)

Caporale, Guglielmo Maria (36)

Wang, Yudong (33)

Perron, Pierre (29)

Medeiros, Marcelo (27)

Kapetanios, George (27)

Cites to:

Kilian, Lutz (76)

West, Kenneth (31)

Watson, Mark (29)

Stock, James (26)

Lütkepohl, Helmut (24)

Diebold, Francis (23)

McCracken, Michael (22)

Rossi, Barbara (21)

Schorfheide, Frank (20)

Winker, Peter (18)

Eichenbaum, Martin (18)

Main data

Where Atsushi Inoue has published?

Journals with more than one article published# docs
Journal of Econometrics17
Econometric Theory6
Journal of Money, Credit and Banking3
Econometric Reviews3
Journal of Business & Economic Statistics3
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
Working Papers / Federal Reserve Bank of Dallas5
DSSR Discussion Papers / Graduate School of Economics and Management, Tohoku University3
Departmental Working Papers / Southern Methodist University, Department of Economics3
CFS Working Paper Series / Center for Financial Studies (CFS)3
TERG Discussion Papers / Graduate School of Economics and Management, Tohoku University3
Working Paper Series / Federal Reserve Bank of San Francisco2
Working Papers / Federal Reserve Bank of Philadelphia2
CESifo Working Paper Series / CESifo2
Papers / arXiv.org2
Working Paper Series / European Central Bank2

Recent works citing Atsushi Inoue (2025 and 2024)

YearTitle of citing document
2024A Learning Model with Memory in the Financial Markets. (2024). Mishra, Tapas ; DIEBOLT, Claude ; Sing, Shikta ; Enilov, Martin ; Alhussain, Abdullah ; Shi, Yue ; Chandrasena, Supun. In: Working Papers. RePEc:afc:wpaper:06-24.

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2024Assessing the impact of energy and macroeconomic shocks on the Romanian economy: a Bayesian VAR approach. (2024). Mihai, Georgian Dnu ; Plea, Georgiana ; Neacu, Andrei Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:109-118.

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2025Forecasting the Inflation for Budget Forecasters: An Analysis of ANN Model Performance in Türkiye. (2025). Kara, Berat ; Engler, Hasan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:1:p:58-91.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Local Projection Inference in High Dimensions. (2024). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024The First-stage F Test with Many Weak Instruments. (2024). Huang, Zhenhong ; Yao, Jianfeng ; Wang, Chen. In: Papers. RePEc:arx:papers:2302.14423.

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2024Disentangling Structural Breaks in Factor Models for Macroeconomic Data. (2024). Wong, Benjamin ; Zhong, Ze-Yu ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2303.00178.

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2024Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods. (2024). Mazzarisi, Piero ; Tsaknaki, Ioanna-Yvonni ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2307.02375.

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2025The Local Projection Residual Bootstrap for AR(1) Models. (2025). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889.

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2024Estimation of VaR with jump process: application in corn and soybean markets. (2024). Wilson, William ; Lin, Minglian ; Sengupta, Indranil. In: Papers. RePEc:arx:papers:2311.00832.

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2024Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2025Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2024Efficient two-sample instrumental variable estimators with change points and near-weak identification. (2024). Boldea, Otilia ; Antoine, Bertille ; Zaccaria, Niccolo. In: Papers. RePEc:arx:papers:2406.17056.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616.

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2024Testing for a Forecast Accuracy Breakdown under Long Memory. (2024). Sibbertsen, Philipp ; Kreye, Jannik. In: Papers. RePEc:arx:papers:2409.07087.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality. (2024). Dufour, Jean-Marie ; Wang, Endong. In: Papers. RePEc:arx:papers:2409.10820.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Huber, Florian ; Tornese, Tommaso. In: Papers. RePEc:arx:papers:2411.12655.

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2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2412.07649.

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2025Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364.

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2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

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2025(Visualizing) Plausible Treatment Effect Paths. (2025). Freyaldenhoven, Simon ; Hansen, Christian. In: Papers. RePEc:arx:papers:2505.12014.

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2025Energy prices, inflation and the ECBs monetary policy during the 2021-22 energy crisis. (2025). Neri, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1481_25.

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2025Windfalls for All? International Elasticities and Dutch Disease in a Commodity Exporting Economy. (2025). Stern, Mauricio. In: Working Papers. RePEc:bdm:wpaper:2025-06.

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2025Policy evaluation with Sufficient Macro Statistics -a primer. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1474.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Karaki, Mohamad ; Neaimeh, Andrios. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571.

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2024Impacts of Monetary Policy Shocks on Inflation and Output in New Zealand. (2024). Kirkby, Robert ; Vu, Huong Ngoc. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:160-187.

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2024Worker Congresses in China: Do they matter?. (2024). Gunderson, Morley K ; Wang, Hui ; Lee, Byron Y. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:63:y:2024:i:1:p:43-58.

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2024Inference in Coarsened Time Series via Generalized Method of Moments. (2024). Chan, Kin Wai ; Ip, Man Fai. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:823-846.

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2024Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

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2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption. (2024). Miller, J. ; Matthes, Christian ; Chang, Yoosoon ; Gmez-Rodrguez, Fabio. In: Working Papers. RePEc:bny:wpaper:0128.

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2024A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis. (2024). Yao, Wenying ; Poon, Aubrey ; Cross, Jamie ; Zhu, Dan. In: Working Papers. RePEc:bny:wpaper:0133.

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2025How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Kim, Soyoung ; Park, Joon Y ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0136.

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2024Japans Unconventional Monetary Policy and the Exchange Rate Dynamics. (2024). Sakura, Kenichi ; Kawamoto, Takuji ; Ikkatai, Kota. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e23.

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2024Indirect Inference- a methodological essay on its role and applications. (2024). Xu, Yongdeng ; Minford, A. Patrick. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/1.

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2024Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998.

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2024Sudden Stop: Supply and Demand Shocks in the German Natural Gas Market. (2024). Wolters, Maik ; Reif, Magnus ; Güntner, Jochen ; Guntner, Jochen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11191.

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2024Expectations and Speculation in the Natural Gas Markets. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11341.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Westermann, Frank ; Wang, Wenhao ; Cheung, Yin-Wong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11852.

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2024UIP Deviations: Insights from Event Studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1007.

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2024Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Garcia-Revelo, Jose ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024Energy demand forecasting using adaptive ARFIMA based on a novel dynamic structural break detection framework. (2024). Amindavar, Hamidreza ; Nikseresht, Ali. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014332.

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2024A physics-informed graph learning approach for citywide electric vehicle charging demand prediction and pricing. (2024). Deng, Kunxiang ; Li, Jun ; Kuang, Haoxuan ; Qu, Haohao. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004422.

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2024Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Padhan, Rakesh ; Prabheesh, K P ; Bhat, Javed Ahmad. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982.

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2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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2025Modeling inflation expectations in forward-looking interest rate and money growth rules. (2025). chen, zhengyang ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s016518892400191x.

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2025Judgment can spur long memory. (2025). Zanetti Chini, Emilio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001970.

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2024The aggregate and distributional effects of fiscal stimuli. (2024). Kopiec, Paweł. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000476.

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2024Multibenchmark reality checks. (2024). Matilla-García, Mariano ; Matilla-Garcia, Mariano ; Arbues, Ignacio. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002050.

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2024Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Huang, Yirong ; Luo, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731.

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2024Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions: Insights from the housing and credit markets. (2024). French, Joseph ; Chatterjee, Ujjal K ; Huttinger, Maik ; Zirgulis, Aras. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000986.

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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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2024Does the inflation pass-through of gasoline price shocks depend on the level of inflation?. (2024). Grundler, Daniel. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524004129.

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2025A simple measure of anchoring for short-run expected inflation in FIRE models. (2025). Lansing, Kevin J ; Jrgensen, Peter Lihn. In: Economics Letters. RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005342.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024Unconditional effects of general policy interventions. (2024). Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian ; Sun, Yixiao. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002865.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024Time-varying multivariate causal processes. (2024). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Better the devil you know: Improved forecasts from imperfect models. (2024). Oh, Dong Hwan ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001131.

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2024Robust inference for moment condition models without rational expectations. (2024). Hansen, Lars ; Chen, Xiaohong. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s030440762300369x.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Identification and estimation of unconditional policy effects of an endogenous binary treatment: An unconditional MTE approach. (2024). Sun, Yixiao ; Martinez-Iriarte, Julian. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624002033.

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2024Local projections vs. VARs: Lessons from thousands of DGPs. (2024). Plagborg-Moller, Mikkel ; Wolf, Christian K ; Plagborg-Mller, Mikkel ; Li, Dake. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s030440762400068x.

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2024Reprint of: The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000915.

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2024Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk. (2024). Fosten, Jack ; Corradi, Valentina ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000927.

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2024Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors. (2024). Gorgi, Paolo ; Schaumburg, Julia ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000964.

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2024Variable selection in high dimensional linear regressions with parameter instability. (2024). Pesaran, Hashem M ; Sharifvaghefi, Mahrad ; Chudik, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002513.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2024Uncertainty shocks, financial frictions, and business cycle asymmetries across countries. (2024). Chatterjee, Pratiti. In: European Economic Review. RePEc:eee:eecrev:v:162:y:2024:i:c:s001429212300274x.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2025Firm entry, endogenous wage moderation, and labor market dynamics. (2025). rossi, lorenza ; Colciago, Andrea ; Fasani, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s001429212400268x.

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2024Cross validation based transfer learning for cross-sectional non-linear shrinkage: A data-driven approach in portfolio optimization. (2024). Morstedt, Torsten ; Neumann, Dirk ; Lutz, Bernhard. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:670-685.

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2024An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

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2024A portfolio-level, sum-of-the-parts approach to return predictability. (2024). Katselas, Dean ; Xu, Hongyi ; Drienko, JO. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000604.

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2024Can inflation predict energy price volatility?. (2024). Batten, Jonathan ; Mo, DI ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006564.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Yang, Jinyu ; Dong, Dayong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

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2024More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482.

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2024Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures. (2024). Gabauer, David ; Cocca, Teodoro ; Pomberger, Stefan. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003888.

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2024Do petrol prices affect inflation and inflation expectations? Evidence from New Zealand. (2024). Vatsa, Puneet ; Pino, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006479.

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2024Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246.

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2024Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177.

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2024Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Xiang, Yitian ; Zou, Yang ; Guo, Songlin ; Zhang, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2024Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704.

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2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). lucey, brian ; Feng, Lingbing ; Qi, Jiajun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

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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.
[Full Text][Citation analysis]		paper5
2024Inference for Local Projections In: Papers.
[Full Text][Citation analysis]		paper0
2024Inference for Local Projections.(2024) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Confidence intervals for bias and size distortion in IV and local projections — IV models In: Working Papers.
[Full Text][Citation analysis]		paper8
2021Confidence 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 nother version. Agregated cites: 8		article
2018Confidence 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 nother version. Agregated cites: 8		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.
[Full Text][Citation analysis]		article126
2005Recursive Predictability Tests for Real-Time Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article26
2003Recursive Predictability Tests for Real-Time Data.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2019Confidence Intervals for Bias and Size Distortion in IV and Local Projections€“IV Models In: Working Papers.
[Full Text][Citation analysis]		paper1
2019The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers.
[Full Text][Citation analysis]		paper94
2019The effects of conventional and unconventional monetary policy on exchange rates.(2019) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		article
2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 94		chapter
2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		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: 94		paper
2019A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper49
2021A 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 nother version. Agregated cites: 49		paper
2021A 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 nother version. Agregated cites: 49		article
2015Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: Working Papers.
[Full Text][Citation analysis]		paper144
2017Rolling window selection for out-of-sample forecasting with time-varying parameters.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		article
2016Rolling window selection for out-of-sample forecasting with time-varying parameters.(2016) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		paper
2015Identifying the Sources of Model Misspecification In: Working Papers.
[Full Text][Citation analysis]		paper25
2014Identifying the Sources of Model Misspecification.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2020Identifying the sources of model misspecification.(2020) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2018Identifying the sources of model misspecification.(2018) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2015Heterogeneous Consumers and Fiscal Policy Shocks In: Working Papers.
[Full Text][Citation analysis]		paper70
2013Heterogeneous Consumers and Fiscal Policy Shocks.(2013) In: CEPR Discussion Papers.
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2012Heterogeneous Consumers and Fiscal Policy Shocks.(2012) In: 2012 Meeting Papers.
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This paper has nother version. Agregated cites: 70		paper
2015Heterogeneous consumers and fiscal policy shocks.(2015) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 70		paper
2016Heterogeneous Consumers and Fiscal Policy Shocks.(2016) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		article
2012MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION In: The Japanese Economic Review.
[Full Text][Citation analysis]		article1
2024Has the Phillips curve flattened? In: French Stata Users' Group Meetings 2024.
[Full Text][Citation analysis]		paper1
2016Impulse Response Matching Estimators for DSGE Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper39
2014Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 39		paper
2017Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2016Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series.
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This paper has nother version. Agregated cites: 39		paper
2014Impulse response matching estimators for DSGE models.(2014) In: Vanderbilt University Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2014Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2016Joint Confidence Sets for Structural Impulse Responses In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper29
2014Joint Confidence Sets for Structural Impulse Responses.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2016Joint confidence sets for structural impulse responses.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2014Joint Confidence Sets for Structural Impulse Responses.(2014) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2001Testing and Comparing Value-at-Risk Measures In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper85
2001Testing and comparing Value-at-Risk measures.(2001) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 85		article
2014Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2020The Role of the Prior in Estimating VAR Models with Sign Restrictions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2020The Role of the Prior in Estimating VAR Models with Sign Restrictions.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 30		paper
2021The role of the prior in estimating VAR models with sign restrictions.(2021) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2002In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper276
2002In-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 nother version. Agregated cites: 276		paper
2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?.(2005) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 276		article
2003On the Selection of Forecasting Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper119
2003On the selection of forecasting models.(2003) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119		paper
2006On the selection of forecasting models.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119		article
2004Bagging Time Series Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
2004Bagging Time Series Models.(2004) In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2005How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
2006Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
2009Do 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 nother version. Agregated cites: 18		article
2009Do 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 nother version. Agregated cites: 18		article
2006Do 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 nother version. Agregated cites: 18		paper
2009Frequentist Inference in Weakly Identified DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2009Frequentist inference in weakly identified DSGE models.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2011Inference on Impulse Response Functions in Structural VAR Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper191
2013Inference on impulse response functions in structural VAR models.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 191		article
2013Inference on Impulse Response Functions in Structural VAR Models.(2013) In: DSSR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 191		paper
2013Inference on Impulse Response Functions in Structural VAR Models.(2013) In: TERG Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 191		paper
2011Out-of-Sample Forecast Tests Robust to the Choice of Window Size In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper246
2011Out-of-sample forecast tests robust to the choice of window size.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 246		paper
2012Out-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 nother version. Agregated cites: 246		article
2012Out-of-sample forecast tests robust to the choice of window size.(2012) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 246		paper
2001TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article46
2003THE 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]		article12
2003COVARIANCE 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]		article8
2006A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article28
2005A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models.(2005) In: NBER Technical Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2015TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article66
2013Tests for Parameter Instability in Dynamic Factor Models.(2013) In: DSSR Discussion Papers.
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2013Tests for Parameter Instability in Dynamic Factor Models.(2013) In: TERG Discussion Papers.
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2022INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY In: Econometric Theory.
[Full Text][Citation analysis]		article0
2005Monitoring and Forecasting Currency Crises In: Working Papers.
[Full Text][Citation analysis]		paper9
2008Monitoring and Forecasting Currency Crises.(2008) In: Journal of Money, Credit and Banking.
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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.
[Full Text][Citation analysis]		paper82
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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2007Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper.
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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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This paper has nother version. Agregated cites: 82		paper
2008Which Structural Parameters Are Structural? Identifying the Sources of Instabilities in Economic Models In: Working Papers.
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2010Testing for Weak Identification in Possibly Nonlinear Models In: Working Papers.
[Full Text][Citation analysis]		paper16
2011Testing for weak identification in possibly nonlinear models.(2011) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 16		article
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.
[Citation analysis]		article86
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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2002Identifying the sign of the slope of a monotonic function via OLS In: Economics Letters.
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2001Long memory and regime switching In: Journal of Econometrics.
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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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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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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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2020The uniform validity of impulse response inference in autoregressions In: Journal of Econometrics.
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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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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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This paper has nother version. Agregated cites: 43		paper
2024Local projections in unstable environments In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
1999Tests of cointegrating rank with a trend-break In: Journal of Econometrics.
[Full Text][Citation analysis]		article57
1996Software review In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
1993The Stability of the Japanese Banking System: A Historical Perspective In: Journal of the Japanese and International Economies.
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2013Zero Lower Bound and Parameter Bias in an Estimated DSGE Model In: CAMA Working Papers.
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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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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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2024When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? In: Working Papers.
[Full Text][Citation analysis]		paper0
2025The Conventional Impulse Response Prior in VAR Models with Sign Restrictions In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Significance Bands for Local Projections In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2002Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models In: International Economic Review.
[Full Text][Citation analysis]		article32
2005Two-Sample Instrumental Variables Estimators In: NBER Technical Working Papers.
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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: Journal of Financial Econometrics.
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2007Information Criteria for Impulse Response Function Matching Estimation In: 2007 Meeting Papers.
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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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2013Zero Lower Bound and Parameter Bias in an Estimated DSGE Model In: UTokyo Price Project Working Paper Series.
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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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Stamp 5.0: A Review In: Home Pages.
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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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