Atsushi Inoue : Citation Profile

Are you Atsushi Inoue?

Vanderbilt University

28

H index

41

i10 index

3380

Citations

RESEARCH PRODUCTION:

51

Articles

89

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 109
   Journals where Atsushi Inoue has often published
   Relations with other researchers
   Recent citing documents: 295.    Total self citations: 47 (1.37 %)

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   Permalink: http://citec.repec.org/pin18
   Updated: 2024-12-03    RAS profile: 2024-11-23    
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Relations with other researchers

Works with:

Kilian, Lutz (11)

Rossi, Barbara (4)

Kuersteiner, Guido (3)

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 (135)

Kilian, Lutz (78)

Rossi, Barbara (62)

Swanson, Norman (58)

Zhang, Yaojie (55)

GUPTA, RANGAN (47)

Caporale, Guglielmo Maria (35)

Wang, Yudong (31)

Perron, Pierre (29)

Kapetanios, George (26)

Sibbertsen, Philipp (26)

Cites to:

Kilian, Lutz (75)

West, Kenneth (28)

Watson, Mark (24)

Lütkepohl, Helmut (24)

Diebold, Francis (23)

McCracken, Michael (22)

Stock, James (21)

Winker, Peter (18)

Staszewska-Bystrova, Anna (18)

Schorfheide, Frank (18)

Baumeister, Christiane (17)

Main data

Where Atsushi Inoue has published?

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

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers14
Working Papers / Duke University, Department of Economics7
Working Papers / Barcelona School of Economics6
Working Papers / Federal Reserve Bank of Dallas4
DSSR Discussion Papers / Graduate School of Economics and Management, Tohoku University3
CFS Working Paper Series / Center for Financial Studies (CFS)3
Departmental Working Papers / Southern Methodist University, Department of Economics3
TERG Discussion Papers / Graduate School of Economics and Management, Tohoku University3
Working Papers / Federal Reserve Bank of Philadelphia2
Working Paper Series / Federal Reserve Bank of San Francisco2
Working Paper Series / European Central Bank2
CESifo Working Paper Series / CESifo2
Papers / arXiv.org2

Recent works citing Atsushi Inoue (2024 and 2023)

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

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

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2301.07241.

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

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

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

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2024Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14423.

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2024Disentangling Structural Breaks in High Dimensional Factor Models. (2023). Wong, Benjamin ; Zhong, Ze-Yu ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2303.00178.

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

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

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2024Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods. (2023). Mazzarisi, Piero ; Lillo, Fabrizio ; Tsaknaki, Ioanna-Yvonni. In: Papers. RePEc:arx:papers:2307.02375.

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

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

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

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2024The Local Projection Residual Bootstrap for AR(1) Models. (2023). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889.

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

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

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

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2024Estimation of VaR with jump process: application in corn and soybean markets. (2023). Sengupta, Indranil ; Lin, Minglian ; Wilson, William. In: Papers. RePEc:arx:papers:2311.00832.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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

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2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2023The impact of education on relative poverty and its intergenerational transmission —— Causal identification based on the Compulsory Education Law. (2023). Ge, Zhenyu ; Li, Shi ; Zuo, Hong ; Chen, Jialu. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x23001566.

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

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

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

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

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

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

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2023A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194.

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2023Investigating the two-way relationship between mobility flows and COVID-19 cases. (2023). Boto-Garcia, David. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003200.

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

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2023Systematic monetary policy in a SVAR for Australia. (2023). Huh, Hyeon-Seung ; Fisher, Lance A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003310.

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2023On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668.

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

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2023Rockefellers and Goldwaters: The effect of compulsory schooling on voting preferences. (2023). Krashinsky, Harry ; Nesson, Erik ; Decicca, Philip. In: Economics of Education Review. RePEc:eee:ecoedu:v:96:y:2023:i:c:s027277572300078x.

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2023The long-term impact of higher education: Evidence from the Gaokao reinstatement in China. (2023). Zhang, Kexin. In: Economics of Education Review. RePEc:eee:ecoedu:v:97:y:2023:i:c:s0272775723001358.

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

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

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

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

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2023Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion. (2023). Wu, Jianhong ; Zhou, Ruichao. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003750.

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

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

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

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

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

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

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

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

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

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

Works by Atsushi Inoue:

YearTitleTypeCited
2021Two Sample Unconditional Quantile Effect In: Papers.
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2024Inference for Local Projections In: Papers.
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2024Inference for Local Projections.(2024) In: Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2018Confidence intervals for bias and size distortion in IV and local projections — IV models In: Working Papers.
[Full Text][Citation analysis]		paper8
2018Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2021Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models.(2021) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 8		article
2018Confidence intervals for bias and size distortion in IV and local projections–IV models.(2018) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2008How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation In: Journal of the American Statistical Association.
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2005Recursive Predictability Tests for Real-Time Data In: Journal of Business & Economic Statistics.
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2003Recursive Predictability Tests for Real-Time Data.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers.
[Full Text][Citation analysis]		paper89
2019The effects of conventional and unconventional monetary policy on exchange rates.(2019) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 89		article
2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 89		chapter
2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2018The effects of conventional and unconventional monetary policy on exchange rates.(2018) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 89		paper
2019A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy In: Working Papers.
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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: 40		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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This paper has nother version. Agregated cites: 40		article
2014Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: Working Papers.
[Full Text][Citation analysis]		paper129
2017Rolling window selection for out-of-sample forecasting with time-varying parameters.(2017) In: Journal of Econometrics.
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2005A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models.(2005) In: NBER Technical Working Papers.
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2013Tests for Parameter Instability in Dynamic Factor Models.(2013) In: TERG Discussion 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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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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2000Bootstrapping Autoregressive Processes with Possible Unit Roots.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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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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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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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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