Atsushi Inoue : Citation Profile

Vanderbilt University

31

H index

46

i10 index

3828

Citations

RESEARCH PRODUCTION:

59

Articles

96

Papers

1

Chapters

RESEARCH ACTIVITY:

   33 years (1993 - 2026). See details.
   Cites by year: 116
   Journals where Atsushi Inoue has often published
   Relations with other researchers
   Recent citing documents: 253.    Total self citations: 48 (1.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pin18
   Updated: 2026-08-29    RAS profile: 2025-09-07    
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Relations with other researchers

Works with:

Kilian, Lutz (8)

Rossi, Barbara (7)

Kuersteiner, Guido (6)

Wang, Yiru (4)

Jorda, Oscar (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 (141)

Kilian, Lutz (86)

Rossi, Barbara (63)

Zhang, Yaojie (62)

Swanson, Norman (58)

GUPTA, RANGAN (51)

Caporale, Guglielmo Maria (43)

Wang, Yudong (33)

Perron, Pierre (29)

Kapetanios, George (28)

Medeiros, Marcelo (27)

Cites to:

Kilian, Lutz (76)

West, Kenneth (29)

Watson, Mark (27)

Lütkepohl, Helmut (24)

Diebold, Francis (23)

Stock, James (23)

McCracken, Michael (22)

Rossi, Barbara (21)

Schorfheide, Frank (20)

Clark, Todd (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 Business & Economic Statistics3
Econometric Reviews3
Journal of Money, Credit and Banking3
The Review of Economics and Statistics2
Quantitative Economics2
Journal of Money, Credit and Banking2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / Centre for Economic Policy Research19
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
Papers / arXiv.org3
Departmental Working Papers / Southern Methodist University, Department of Economics3
TERG Discussion Papers / Graduate School of Economics and Management, Tohoku University3
CFS Working Paper Series / Center for Financial Studies (CFS)3
Working Papers / Federal Reserve Bank of Philadelphia2
CESifo Working Paper Series / CESifo2
Working Paper Series / Federal Reserve Bank of San Francisco2
Working Paper Series / European Central Bank2

Recent works citing Atsushi Inoue (2026 and 2025)

YearTitle of citing document
2026Industrial Metal Supply Shocks and Heterogeneous Macroeconomic Effects: Evidence from Copper. (2026). Rossini, Luca ; Bastianin, Andrea ; Testa, Alessandra. In: FEEM Working Papers. RePEc:ags:feemwp:387620.

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

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2025Disentangling 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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2025Convexity Not Required: Estimation of Smooth Moment Condition Models. (2023). Zhong, Liang ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2304.14386.

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

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2025Estimation and Testing of Forecast Rationality with Many Moments. (2023). Lee, Tae Hwy ; Wang, Tao. In: Papers. RePEc:arx:papers:2309.09481.

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2026Estimating 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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2026Wild 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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2026Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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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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2025Functional Factor Regression with an Application to Electricity Price Curve Modeling. (2025). Winter, Luis ; Otto, Sven. In: Papers. RePEc:arx:papers:2503.12611.

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2026Simultaneous 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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2026Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531.

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2026Plausible GMM: A Quasi-Bayesian Approach. (2025). Hansen, Christian B ; Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei. In: Papers. RePEc:arx:papers:2507.00555.

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2026Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2025Prediction Intervals for Model Averaging. (2025). Qu, Zhongjun ; Zhang, Xiaomeng ; Wang, Wendun. In: Papers. RePEc:arx:papers:2510.16224.

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2025Optimally-Transported Generalized Method of Moments. (2025). Schennach, Susanne ; Starck, Vincent. In: Papers. RePEc:arx:papers:2511.05712.

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2025Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy. (2025). Attolico, Luca. In: Papers. RePEc:arx:papers:2512.00399.

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2025Origins and Nature of Macroeconomic Instability in Vector Autoregressions. (2025). Amir-Ahmadi, Pooyan ; Mlikota, Marko ; Stevanovi, Dalibor. In: Papers. RePEc:arx:papers:2512.20152.

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2026The Nonstationarity-Complexity Tradeoff in Return Prediction. (2025). Zou, Jiacheng ; Huang, Chengpiao ; Sidaoui, Antonio J ; Capponi, Agostino ; Wang, Kaizheng. In: Papers. RePEc:arx:papers:2512.23596.

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2026Distribution-Matching Posterior Inference for Incomplete Structural Models. (2026). Kano, Takashi. In: Papers. RePEc:arx:papers:2601.01077.

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2026A Smoothed GMM for Dynamic Quantile Preferences Estimation. (2026). Liu, Xin ; Galvao, Antonio ; de Castro, Luciano. In: Papers. RePEc:arx:papers:2601.20853.

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2026Inference under First-Order Degeneracy. (2026). Navjeevan, Manu ; Bei, Xinyue. In: Papers. RePEc:arx:papers:2602.07377.

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2026Decomposition of Spillover Effects Under Misspecification: Pseudo-true Estimands and a Local-Global Extension. (2026). Yang, Xiaodong ; Park, Yechan. In: Papers. RePEc:arx:papers:2602.12023.

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2026Adaptive Window Selection for Financial Risk Forecasting. (2026). Wang, Ruodu ; Lyu, Chenxin ; Li, Yinhuan. In: Papers. RePEc:arx:papers:2603.01157.

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2026Hybrid Hidden Markov Model for Modeling Equity Excess Growth Rate Dynamics: A Discrete-State Approach with Jump-Diffusion. (2026). Varner, Jeffrey D ; Alswaidan, Abdulrahman. In: Papers. RePEc:arx:papers:2603.10202.

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2026Inference in Tightly Identified and Large-Scale Sign-Restricted SVARs. (2026). Lanne, Markku ; Rybarczyk, Adam ; Luoto, Jani. In: Papers. RePEc:arx:papers:2604.22445.

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2026Nonparametric Instrumental Variable Analysis Without Structural Equations: Debiased Inference on Functionals of Inverse Problems with No Solutions. (2026). Bibaut, Aur'Elien ; Gretton, Arthur ; Zenati, Houssam ; Meunier, Dimitri ; Kallus, Nathan ; Shen, Zikai. In: Papers. RePEc:arx:papers:2604.24660.

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2026Analysis of interactive fixed effects dynamic linear panel regression with measurement error. (2026). Weidner, Martin ; Moon, Hyungsik Roger ; Lee, Nayoung. In: Papers. RePEc:arx:papers:2605.02311.

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2026Efficient GMM and Weighting Matrix under Misspecification. (2026). Kang, Byunghoon. In: Papers. RePEc:arx:papers:2605.04961.

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2026Double Descent and Benign Overfitting in Macroeconomic Forecasting. (2026). Huber, Florian ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2605.15358.

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2026Indirect Estimators of Intergenerational Mobility. (2026). Stuhler, Jan ; Nybom, Martin ; del Pizzo, Andrea. In: Papers. RePEc:arx:papers:2605.19154.

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2026Two-Sample IV: Efficient Two-Step Estimation and Tests for Overidentification and Weak-Instruments. (2026). Windmeijer, Frank ; Kasenally, Fatima ; Guan, Ruoxi. In: Papers. RePEc:arx:papers:2606.20240.

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2026Bounds for Standard Errors in Combined Data. (2026). Sasaki, Yuya ; Cha, Jooyoung ; Matthew, Nelson. In: Papers. RePEc:arx:papers:2606.24867.

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2026Quantifying Demand Shocks in the Green and Digital Transition. (2026). Rossini, Luca ; Bastianin, Andrea ; Zoso, Marco. In: Papers. RePEc:arx:papers:2606.27842.

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2026Sensitivity, Informativeness, and Misspecification in GMM Estimation. (2026). Lee, Seojeong ; Yu, Fangzhou. In: Papers. RePEc:arx:papers:2606.29833.

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2026Design-Based Inference for Time-Series GMM. (2026). Glinnan, Thomas. In: Papers. RePEc:arx:papers:2606.31685.

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2026Network-Adjusted GMM Estimation under Network Uncertainty. (2026). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2607.10613.

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2026Calibrated Horizon-Weighted Local Projection Designs for Markov Switchbacks. (2026). Nakatsuma, Teruo ; Nakakita, Makoto. In: Papers. RePEc:arx:papers:2607.11694.

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2026Plausible GMM: a quasi-bayesian approach. (2026). Wang, Weining ; Kong, Lingwei ; Hansen, Christian ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:azt:cemmap:07/26.

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2025Plausible GMM: a quasi-bayesian approach. (2025). Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei ; Hansen, Christian. In: CeMMAP working papers. RePEc:azt:cemmap:14/25.

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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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2025Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2025). Levieuge, Grgory ; Sahuc, Jean-Guillaume ; Revelo, Jos Garca. In: Working papers. RePEc:bfr:banfra:1018.

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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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2025Heterogeneous Inflation Expectations Across Economic Agents: Implications for Monetary Policy. (2025). Ivashchenko, Sergey ; Sinyakov, Andrey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps152.

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2025The intermittent Phillips curve: Finding a stable (but persistence‐dependent) Phillips curve model specification. (2025). Ashley, Richard ; Verbrugge, Randal. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:3:p:926-944.

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2026The business cycle state‐dependent effects of tax news: A joint‐state analysis. (2026). Shen, Wenyi ; Ho, Tuan. In: Economic Inquiry. RePEc:bla:ecinqu:v:64:y:2026:i:2:p:702-723.

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2025Forecasting Chinas inflation rate: Evidence from machine learning methods. (2025). Xu, Xingfu ; Liu, Weihan. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e70000.

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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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2025To Bag is to Prune. (2025). Philippe, Goulet Coulombe. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:6:p:669-697:n:1002.

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2025Plausible GMM: A Quasi-Bayesian Approach. (2025). Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei ; Hansen, Christian B. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/817.

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

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2025Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks. (2025). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11924.

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2025Travel Shocks to the Chinese Economy: A Fractional Integration Approach. (2025). Maiza-Larrarte, Andoni ; Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Claudio-Quiroga, Gloria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12142.

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2026Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model. (2026). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Ojo, Oluwadare O ; Omotosho, Modupe I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12406.

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2026Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach. (2026). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Ojo, Oluwadare O. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12562.

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2026Inflation Persistence in the SCO Countries: A Fractional Integration Approach. (2026). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Jimoh, Ruka O ; Ojo, Oluwadare O. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12578.

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2026Indirect Estimators of Intergenerational Mobility. (2026). Stuhler, Jan ; Nybom, Martin ; del Pizzo, Andrea. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12663.

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2026Long Memory and Asymmetric Uncertainty Effects on Stock Returns and Volatility: A Fractional Integration Approach. (2026). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Crdenas, Jesus Pantoja. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12806.

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2026Indirect Estimators of Intergenerational Mobility. (2026). Stuhler, Jan ; Nybom, Martin ; del Pizzo, Andrea. In: RFBerlin Discussion Paper Series. RePEc:crm:wpaper:26137.

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2025Monetary policy reaction to geopolitical risks in unstable environments. (2025). Saadaoui, Jamel ; Ginn, William ; Wang, Wenya ; Nesmith, Travis D ; Xu, Jing. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:29:y:2025:i::p:-_89.

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2026Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155.

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2025How to conduct joint Bayesian inference in VAR models?. (2025). Yambolov, Andrian. In: Working Paper Series. RePEc:ecb:ecbwps:20253100.

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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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2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

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2025A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks. (2025). Lanne, Markku ; Virolainen, Savi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s0165188925001289.

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2026Liquidity trap and optimal monetary policy: Evaluations for U.S. monetary policy from 2020 to 2023. (2026). Teranishi, Yuki ; Sugo, Tomohiro ; Hasui, Kohei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:184:y:2026:i:c:s0165188926000205.

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2026The influence of fiscal and monetary policies on the shape of the yield curve. (2026). Gómez-Rodríguez, Fabio ; Chang, Yoosoon ; Gmez-Rodrguez, Fabio ; Matthes, Christian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:184:y:2026:i:c:s0165188926000229.

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2025Forecasting energy commodity returns: Can weak factors and nonlinearity help?. (2025). Ma, Yong ; Liu, Xiaojun. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325002901.

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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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2026On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach. (2026). Huai, Jingliang ; Wang, Bin ; Cheung, Adrian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001664.

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2026Stock market vulnerability to US monetary policy: Evidenced from quantile coherency analysis. (2026). Ray, Sougata ; Jena, Sangram Keshari ; Dash, Ashutosh ; Lahiani, Amine. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001767.

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2026Modeling and forecasting commodity price volatility using a common leverage factor. (2026). Ormos, Mihály ; Kamocsai, Lszl. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:82:y:2026:i:c:s1062940825002104.

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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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2025News sentiment and investment risk management: Innovative evidence from the large language models. (2025). Liu, Tong ; Shi, Yanlin. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006086.

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2025Modelling oil consumption in Baumeister and Hamilton’s (2019) model of the global oil market. (2025). Szafranek, Karol ; Rubaszek, Michał. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000539.

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2025Machine learning the macroeconomic effects of financial shocks. (2025). Marcellino, Massimiliano ; Hauzenberger, Niko ; Huber, Florian ; Klieber, Karin. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000977.

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2025Adjusted-range-based self-normalized autocorrelation tests. (2025). Sun, Jiajing ; Zhu, Meiting ; Linton, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001521.

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2025Impulse response diagnostics for priors on parameters in structural vector autoregressions. (2025). Kilian, Lutz. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002277.

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2025Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons. (2025). Baillie, Richard T ; Ho, Kun ; Kapetanios, George. In: Economics Letters. RePEc:eee:ecolet:v:257:y:2025:i:c:s0165176525005336.

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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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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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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis. (2025). Antoine, Bertille ; Sun, Wenqian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400160x.

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2025Unconditional quantile partial effects via conditional quantile regression. (2025). Montes-Rojas, Gabriel ; Galvao, Antonio ; Alejo, Javier ; Martinez-Iriarte, Julian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000241.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025When structural break meets threshold effect: Factor analysis under structural instabilities. (2025). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000260.

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2025Quantile prediction with factor-augmented regression: Structural instability and model uncertainty. (2025). Wang, Siwei ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000533.

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2025On changepoint detection in functional data using empirical energy distance. (2025). Horvath, Lajos ; Trapani, Lorenzo ; Horvth, Lajos ; Boniece, Cooper B. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000776.

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2025A robust residual-based test for structural changes in factor models. (2025). Yan, Yayi ; Su, Liangjun ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s030440762500096x.

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2025Sieve estimation of state-varying factor models. (2025). Su, Liangjun ; Jin, Sainan ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001186.

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2025On-line detection of changes in the shape of intraday volatility curves. (2025). Andersen, Torben ; Zhang, Zhiyuan ; Tan, Yingwen ; Todorov, Viktor. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001435.

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2025Misspecification-robust bootstrap t-test for irrelevant factor in linear stochastic discount factor models. (2025). Hounyo, Ulrich ; Djogbenou, Antoine A. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001514.

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2025GMM Model Averaging Using Higher Order Approximations. (2025). Martins, Luis ; Gabriel, Vasco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:36:y:2025:i:c:p:37-54.

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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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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]		paper6
2024Inference for Local Projections In: Papers.
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2024Inference for Local Projections.(2024) In: CEPR Discussion Papers.
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2024Inference for Local Projections.(2024) In: Working Paper Series.
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2026Inference for local projections.(2026) In: The Econometrics Journal.
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2025Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity In: Papers.
[Full Text][Citation analysis]		paper0
2018Confidence intervals for bias and size distortion in IV and local projections — IV models In: Working Papers.
[Full Text][Citation analysis]		paper10
2019Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models.(2019) In: Working Papers.
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2021Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models.(2021) In: Journal of Business & Economic Statistics.
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2018Confidence intervals for bias and size distortion in IV and local projections–IV models.(2018) In: Economics Working Papers.
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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]		article131
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
2019The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers.
[Full Text][Citation analysis]		paper105
2019The effects of conventional and unconventional monetary policy on exchange rates.(2019) In: Journal of International Economics.
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2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Chapters.
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2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Working Papers.
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2018The effects of conventional and unconventional monetary policy on exchange rates.(2018) In: Economics Working Papers.
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2019A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper61
2021A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 61		paper
2021A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Quantitative Economics.
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2015Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: Working Papers.
[Full Text][Citation analysis]		paper164
2017Rolling window selection for out-of-sample forecasting with time-varying parameters.(2017) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 164		article
2016Rolling window selection for out-of-sample forecasting with time-varying parameters.(2016) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 164		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.
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2020Identifying the sources of model misspecification.(2020) In: Journal of Monetary Economics.
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2018Identifying the sources of model misspecification.(2018) In: Economics Working Papers.
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2015Heterogeneous Consumers and Fiscal Policy Shocks In: Working Papers.
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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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2015Heterogeneous consumers and fiscal policy shocks.(2015) In: Economics Working Papers.
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2016Heterogeneous Consumers and Fiscal Policy Shocks.(2016) In: Journal of Money, Credit and Banking.
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2012MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION In: The Japanese Economic Review.
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2024Has the Phillips curve flattened? In: French Stata Users' Group Meetings 2024.
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2024Has the Phillips Curve Flattened?.(2024) In: CEPR Discussion Papers.
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2016Impulse Response Matching Estimators for DSGE Models In: CESifo Working Paper Series.
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2014Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers.
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2017Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics.
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2016Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series.
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2014Impulse response matching estimators for DSGE models.(2014) In: Vanderbilt University Department of Economics Working Papers.
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2014Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series.
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2016Joint Confidence Sets for Structural Impulse Responses In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper33
2014Joint Confidence Sets for Structural Impulse Responses.(2014) In: CEPR Discussion Papers.
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2016Joint confidence sets for structural impulse responses.(2016) In: Journal of Econometrics.
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2014Joint Confidence Sets for Structural Impulse Responses.(2014) In: Departmental Working Papers.
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2001Testing and Comparing Value-at-Risk Measures In: CIRANO Working Papers.
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2001Testing and comparing Value-at-Risk measures.(2001) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 89		article
2014Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: CEPR Discussion Papers.
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2020The Role of the Prior in Estimating VAR Models with Sign Restrictions In: CEPR Discussion Papers.
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2020The Role of the Prior in Estimating VAR Models with Sign Restrictions.(2020) In: Working Papers.
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2021The role of the prior in estimating VAR models with sign restrictions.(2021) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 45		paper
2024When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2024When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?.(2024) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2026When Is the Use of Gaussian-Inverse Wishart-Haar Priors Appropriate?.(2026) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 4		article
2025The Conventional Impulse Response Prior in VAR Models with Sign Restrictions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2025The Conventional Impulse Response Prior in VAR Models with Sign Restrictions.(2025) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2026The Conventional Impulse Response Prior in VAR Models With Sign Restrictions.(2026) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 0		article
2025A New Approach to Fiscal Multipliers: Time Variation and High Frequency Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2002In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper287
2002In-sample or out-of-sample tests of predictability: which one should we use?.(2002) In: Working Paper Series.
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This paper has nother version. Agregated cites: 287		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: 287		article
2003On the Selection of Forecasting Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper121
2003On the selection of forecasting models.(2003) In: Working Paper Series.
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This paper has nother version. Agregated cites: 121		paper
2006On the selection of forecasting models.(2006) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 121		article
2004Bagging Time Series Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper32
2004Bagging Time Series Models.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has nother version. Agregated cites: 32		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]		paper21
2009Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 21		article
2009Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 21		article
2006Do actions speak louder than words? Household expectations of inflation based on micro consumption data.(2006) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 21		paper
2009Frequentist Inference in Weakly Identified DSGE Models In: CEPR Discussion Papers.
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2009Frequentist inference in weakly identified DSGE models.(2009) In: Working Papers.
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2011Inference on Impulse Response Functions in Structural VAR Models In: CEPR Discussion Papers.
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2013Inference on impulse response functions in structural VAR models.(2013) In: Journal of Econometrics.
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2013Inference on Impulse Response Functions in Structural VAR Models.(2013) In: DSSR Discussion Papers.
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2013Inference on Impulse Response Functions in Structural VAR Models.(2013) In: TERG Discussion Papers.
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This paper has nother version. Agregated cites: 196		paper
2011Out-of-Sample Forecast Tests Robust to the Choice of Window Size In: CEPR Discussion Papers.
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2011Out-of-sample forecast tests robust to the choice of window size.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 270		paper
2012Out-of-Sample Forecast Tests Robust to the Choice of Window Size.(2012) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 270		article
2012Out-of-sample forecast tests robust to the choice of window size.(2012) In: Economics Working Papers.
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2001TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES In: Econometric Theory.
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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]		article32
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: 32		paper
2015TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article73
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.
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2005Monitoring and Forecasting Currency Crises In: Working Papers.
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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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2007Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers.
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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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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.
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2011Testing for weak identification in possibly nonlinear models.(2011) In: Journal of Econometrics.
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2011Out-of-Sample Forecast Tests Robust to Window Size Choice In: Working Papers.
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2002Bootstrapping Autoregressive Processes with Possible Unit Roots In: Econometrica.
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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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2007Corrigendum to: The large sample behaviour of the generalized method of moments estimator in misspecified models: [Journal of Econometrics 114 (2003) 361-394].(2007) 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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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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2024Local projections in unstable environments In: Journal of Econometrics.
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1999Tests of cointegrating rank with a trend-break In: Journal of Econometrics.
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1996Software review In: International Journal of Forecasting.
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2026The effects of school bullying victimization on cognitive, school engagement, and friendship outcomes In: Japan and the World Economy.
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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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2023Significance Bands for Local Projections In: Working Paper Series.
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2002Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models In: International Economic Review.
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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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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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2025Parameter path estimation in unstable environments: The tvpreg command In: Stata Journal.
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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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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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