29
H index
43
i10 index
3575
Citations
Vanderbilt University | 29 H index 43 i10 index 3575 Citations RESEARCH PRODUCTION: 54 Articles 90 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Atsushi Inoue. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 17 |
Econometric Theory | 6 |
Journal of Money, Credit and Banking | 3 |
Econometric Reviews | 3 |
Journal of Business & Economic Statistics | 3 |
Journal of Money, Credit and Banking | 2 |
Quantitative Economics | 2 |
The Review of Economics and Statistics | 2 |
Year | Title of citing document | |
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2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Assessing 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. Full description at Econpapers || Download paper | |
2025 | Forecasting 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. Full description at Econpapers || Download paper | |
2024 | Theory 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. Full description at Econpapers || Download paper | |
2024 | Theory 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. Full description at Econpapers || Download paper | |
2024 | Local Projection Inference in High Dimensions. (2024). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
2024 | Reservoir 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. Full description at Econpapers || Download paper | |
2024 | The First-stage F Test with Many Weak Instruments. (2024). Huang, Zhenhong ; Yao, Jianfeng ; Wang, Chen. In: Papers. RePEc:arx:papers:2302.14423. Full description at Econpapers || Download paper | |
2024 | Disentangling Structural Breaks in Factor Models for Macroeconomic Data. (2024). Wong, Benjamin ; Zhong, Ze-Yu ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2303.00178. Full description at Econpapers || Download paper | |
2024 | Online 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. Full description at Econpapers || Download paper | |
2025 | The Local Projection Residual Bootstrap for AR(1) Models. (2025). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889. Full description at Econpapers || Download paper | |
2024 | Estimation 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. Full description at Econpapers || Download paper | |
2024 | Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2025 | Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046. Full description at Econpapers || Download paper | |
2024 | Efficient 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. Full description at Econpapers || Download paper | |
2024 | Wild 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. Full description at Econpapers || Download paper | |
2024 | When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616. Full description at Econpapers || Download paper | |
2024 | Testing for a Forecast Accuracy Breakdown under Long Memory. (2024). Sibbertsen, Philipp ; Kreye, Jannik. In: Papers. RePEc:arx:papers:2409.07087. Full description at Econpapers || Download paper | |
2024 | Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577. Full description at Econpapers || Download paper | |
2024 | Simple 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. Full description at Econpapers || Download paper | |
2024 | The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741. Full description at Econpapers || Download paper | |
2024 | International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628. Full description at Econpapers || Download paper | |
2024 | The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Huber, Florian ; Tornese, Tommaso. In: Papers. RePEc:arx:papers:2411.12655. Full description at Econpapers || Download paper | |
2024 | Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2412.07649. Full description at Econpapers || Download paper | |
2025 | Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364. Full description at Econpapers || Download paper | |
2025 | Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560. Full description at Econpapers || Download paper | |
2025 | (Visualizing) Plausible Treatment Effect Paths. (2025). Freyaldenhoven, Simon ; Hansen, Christian. In: Papers. RePEc:arx:papers:2505.12014. Full description at Econpapers || Download paper | |
2025 | Energy 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. Full description at Econpapers || Download paper | |
2025 | Windfalls for All? International Elasticities and Dutch Disease in a Commodity Exporting Economy. (2025). Stern, Mauricio. In: Working Papers. RePEc:bdm:wpaper:2025-06. Full description at Econpapers || Download paper | |
2025 | Policy evaluation with Sufficient Macro Statistics -a primer. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1474. Full description at Econpapers || Download paper | |
2024 | Forecasting 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. Full description at Econpapers || Download paper | |
2024 | CLARA 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. Full description at Econpapers || Download paper | |
2024 | Do 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. Full description at Econpapers || Download paper | |
2024 | Impacts 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. Full description at Econpapers || Download paper | |
2024 | Worker 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. Full description at Econpapers || Download paper | |
2024 | Inference 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. Full description at Econpapers || Download paper | |
2024 | Sequencing 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. Full description at Econpapers || Download paper | |
2024 | Common 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2025 | How 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. Full description at Econpapers || Download paper | |
2024 | Japans 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. Full description at Econpapers || Download paper | |
2024 | Indirect 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. Full description at Econpapers || Download paper | |
2024 | Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998. Full description at Econpapers || Download paper | |
2024 | Sudden 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. Full description at Econpapers || Download paper | |
2024 | Expectations and Speculation in the Natural Gas Markets. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11341. Full description at Econpapers || Download paper | |
2025 | An 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. Full description at Econpapers || Download paper | |
2024 | UIP 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. Full description at Econpapers || Download paper | |
2024 | International 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. Full description at Econpapers || Download paper | |
2024 | Is 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. Full description at Econpapers || Download paper | |
2024 | Interest 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. Full description at Econpapers || Download paper | |
2024 | Revisiting 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. Full description at Econpapers || Download paper | |
2024 | The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901. Full description at Econpapers || Download paper | |
2024 | Energy 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Do 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2025 | Modeling 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. Full description at Econpapers || Download paper | |
2025 | Judgment 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. Full description at Econpapers || Download paper | |
2024 | The aggregate and distributional effects of fiscal stimuli. (2024). Kopiec, Paweł. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000476. Full description at Econpapers || Download paper | |
2024 | Multibenchmark reality checks. (2024). Matilla-García, Mariano ; Matilla-Garcia, Mariano ; Arbues, Ignacio. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002050. Full description at Econpapers || Download paper | |
2024 | Forecasting 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. Full description at Econpapers || Download paper | |
2024 | Reassessing 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. Full description at Econpapers || Download paper | |
2025 | Twitter-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. Full description at Econpapers || Download paper | |
2025 | Financial 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2025 | A 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. Full description at Econpapers || Download paper | |
2024 | Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683. Full description at Econpapers || Download paper | |
2024 | Unconditional 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Sieve 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. Full description at Econpapers || Download paper | |
2024 | Time-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. Full description at Econpapers || Download paper | |
2024 | Time-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. Full description at Econpapers || Download paper | |
2024 | Better 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. Full description at Econpapers || Download paper | |
2024 | Robust 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. Full description at Econpapers || Download paper | |
2024 | Testing 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. Full description at Econpapers || Download paper | |
2024 | Identification 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. Full description at Econpapers || Download paper | |
2024 | Local 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. Full description at Econpapers || Download paper | |
2024 | Reprint 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. Full description at Econpapers || Download paper | |
2024 | Reprint 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. Full description at Econpapers || Download paper | |
2024 | Vector 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. Full description at Econpapers || Download paper | |
2024 | Variable 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. Full description at Econpapers || Download paper | |
2024 | Estimation 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. Full description at Econpapers || Download paper | |
2024 | Uncertainty 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2025 | Firm 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. Full description at Econpapers || Download paper | |
2024 | Cross 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. Full description at Econpapers || Download paper | |
2024 | An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Can 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2024 | Monetary 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. Full description at Econpapers || Download paper | |
2024 | More 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. Full description at Econpapers || Download paper | |
2024 | Clean 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. Full description at Econpapers || Download paper | |
2024 | Do 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. Full description at Econpapers || Download paper | |
2024 | Crude 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. Full description at Econpapers || Download paper | |
2024 | Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177. Full description at Econpapers || Download paper | |
2024 | Volatility 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. Full description at Econpapers || Download paper | |
2024 | Inflation 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. Full description at Econpapers || Download paper | |
2024 | Enhancing 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. Full description at Econpapers || Download paper | |
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2024 | Inference for Local Projections In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Inference for Local Projections.(2024) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2018 | Confidence intervals for bias and size distortion in IV and local projections — IV models In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2021 | Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models.(2021) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2018 | Confidence intervals for bias and size distortion in IV and local projections–IV models.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2008 | How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 126 |
2005 | Recursive Predictability Tests for Real-Time Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 26 |
2003 | Recursive Predictability Tests for Real-Time Data.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2019 | Confidence Intervals for Bias and Size Distortion in IV and Local Projections€“IV Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers. [Full Text][Citation analysis] | paper | 94 |
2019 | The effects of conventional and unconventional monetary policy on exchange rates.(2019) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | article | |
2018 | The 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 | |
2018 | The 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 | |
2018 | The effects of conventional and unconventional monetary policy on exchange rates.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
2019 | A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 49 |
2021 | A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2021 | A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2015 | Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: Working Papers. [Full Text][Citation analysis] | paper | 144 |
2017 | Rolling window selection for out-of-sample forecasting with time-varying parameters.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | article | |
2016 | Rolling window selection for out-of-sample forecasting with time-varying parameters.(2016) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
2015 | Identifying the Sources of Model Misspecification In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2014 | Identifying the Sources of Model Misspecification.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2020 | Identifying the sources of model misspecification.(2020) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2018 | Identifying the sources of model misspecification.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2015 | Heterogeneous Consumers and Fiscal Policy Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 70 |
2013 | Heterogeneous Consumers and Fiscal Policy Shocks.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2012 | Heterogeneous Consumers and Fiscal Policy Shocks.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2015 | Heterogeneous consumers and fiscal policy shocks.(2015) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2016 | Heterogeneous 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 | |
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2014 | Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2017 | Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2016 | Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2014 | Impulse response matching estimators for DSGE models.(2014) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2014 | Impulse 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 | |
2016 | Joint Confidence Sets for Structural Impulse Responses In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 29 |
2014 | Joint Confidence Sets for Structural Impulse Responses.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2016 | Joint confidence sets for structural impulse responses.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2014 | Joint Confidence Sets for Structural Impulse Responses.(2014) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2001 | Testing and Comparing Value-at-Risk Measures In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 85 |
2001 | Testing and comparing Value-at-Risk measures.(2001) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | article | |
2014 | Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | The Role of the Prior in Estimating VAR Models with Sign Restrictions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2020 | The Role of the Prior in Estimating VAR Models with Sign Restrictions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2021 | The role of the prior in estimating VAR models with sign restrictions.(2021) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2002 | In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 276 |
2002 | In-sample or out-of-sample tests of predictability: which one should we use?.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 276 | paper | |
2005 | In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?.(2005) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 276 | article | |
2003 | On the Selection of Forecasting Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 119 |
2003 | On the selection of forecasting models.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2006 | On the selection of forecasting models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | article | |
2004 | Bagging Time Series Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
2004 | Bagging 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 | |
2005 | How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2006 | Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2009 | Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2009 | Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2006 | Do actions speak louder than words? Household expectations of inflation based on micro consumption data.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2009 | Frequentist Inference in Weakly Identified DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2009 | Frequentist inference in weakly identified DSGE models.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2011 | Inference on Impulse Response Functions in Structural VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 191 |
2013 | Inference 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 | |
2013 | Inference 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 | |
2013 | Inference 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 | |
2011 | Out-of-Sample Forecast Tests Robust to the Choice of Window Size In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 246 |
2011 | Out-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 | |
2012 | Out-of-Sample Forecast Tests Robust to the Choice of Window Size.(2012) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 246 | article | |
2012 | Out-of-sample forecast tests robust to the choice of window size.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 246 | paper | |
2001 | TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 46 |
2003 | THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
2003 | COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
2006 | A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 28 |
2005 | A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models.(2005) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2015 | TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 66 |
2013 | Tests for Parameter Instability in Dynamic Factor Models.(2013) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2013 | Tests for Parameter Instability in Dynamic Factor Models.(2013) In: TERG Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2022 | INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2005 | Monitoring and Forecasting Currency Crises In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2008 | Monitoring and Forecasting Currency Crises.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2008 | Monitoring and Forecasting Currency Crises.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2007 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers. [Full Text][Citation analysis] | paper | 82 |
2010 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2012 | Information criteria for impulse response function matching estimation of DSGE models.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | article | |
2007 | Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2009 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2008 | Which Structural Parameters Are Structural? Identifying the Sources of Instabilities in Economic Models In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | Testing for Weak Identification in Possibly Nonlinear Models In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
2011 | Testing for weak identification in possibly nonlinear models.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2011 | Out-of-Sample Forecast Tests Robust to Window Size Choice In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2002 | Bootstrapping Autoregressive Processes with Possible Unit Roots In: Econometrica. [Citation analysis] | article | 86 |
2000 | Bootstrapping Autoregressive Processes with Possible Unit Roots.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2013 | Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes In: Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
2006 | A bootstrap approach to moment selection In: Econometrics Journal. [Full Text][Citation analysis] | article | 8 |
2002 | Identifying the sign of the slope of a monotonic function via OLS In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2001 | Long memory and regime switching In: Journal of Econometrics. [Full Text][Citation analysis] | article | 712 |
2000 | Long Memory and Regime Switching.(2000) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 712 | paper | |
2003 | The large sample behaviour of the generalized method of moments estimator in misspecified models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 108 |
2005 | The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
2006 | Bootstrapping GMM estimators for time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 57 |
2003 | Bootstrapping GMM Estimators for Time Series.(2003) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2007 | Information in generalized method of moments estimation and entropy-based moment selection In: Journal of Econometrics. [Full Text][Citation analysis] | article | 50 |
2007 | Corrigendum to: The large sample behaviour of the generalized method of moments estimator in misspecified models: [Journal of Econometrics 114 (2003) 361-394] In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2008 | Efficient estimation and inference in linear pseudo-panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
2020 | The uniform validity of impulse response inference in autoregressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
2019 | The Uniform Validity of Impulse Response Inference in Autoregressions.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2019 | The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2019 | The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2022 | Joint Bayesian inference about impulse responses in VAR models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 43 |
2020 | Joint Bayesian Inference about Impulse Responses in VAR Models.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2020 | Joint Bayesian inference about impulse responses in VAR models.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2024 | Local projections in unstable environments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
1999 | Tests of cointegrating rank with a trend-break In: Journal of Econometrics. [Full Text][Citation analysis] | article | 57 |
1996 | Software review In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
1993 | The Stability of the Japanese Banking System: A Historical Perspective In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 16 |
2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 56 |
2014 | The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2014) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: TERG Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2014 | The zero lower bound and parameter bias in an estimated DSGE model.(2014) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2016 | The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
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2025 | The Conventional Impulse Response Prior in VAR Models with Sign Restrictions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Significance Bands for Local Projections In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2002 | Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models In: International Economic Review. [Full Text][Citation analysis] | article | 32 |
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2010 | Two-Sample Instrumental Variables Estimators.(2010) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | article | |
2021 | Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 3 |
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2018 | Quasi‐Bayesian model selection.(2018) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2006 | Testing for the principal’s monopsony power in agency contracts In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2002 | A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS In: Econometric Reviews. [Full Text][Citation analysis] | article | 33 |
2008 | Entropy-Based Moment Selection in the Presence of Weak Identification In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
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1997 | Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 24 |
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