Atsushi Inoue

Vanderbilt University - College of Arts and Science - Department of Economics

Box 1819 Station B

Nashville, TN 37235

United States

SCHOLARLY PAPERS

8

DOWNLOADS

229

SSRN CITATIONS
Rank 25,205

SSRN RANKINGS

Top 25,205

in Total Papers Citations

15

CROSSREF CITATIONS

15

Scholarly Papers (8)

1.
Downloads 145 (210,962)
Citation 6

Impulse Response Matching Estimators for DSGE Models

CFS Working Paper No. 498
Number of pages: 56 Posted: 05 Dec 2014
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads 115 (253,227)
Citation 1

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Structural estimation, DSGE, VAR, impulse response, nonstandard asymptotics, bootstrap, weak identi cation, robust inference

Impulse Response Matching Estimators for DSGE Models

CESifo Working Paper Series No. 5730
Number of pages: 55 Posted: 10 Mar 2016
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads 30 (502,190)

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structural estimation, DSGE, VAR, impulse response, nonstandard asymptotics, bootstrap, weak identification, robust inference

Impulse Response Matching Estimators for DSGE Models

CEPR Discussion Paper No. DP10298
Number of pages: 55 Posted: 23 Jan 2015
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
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Citation 3
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bootstrap, DSGE, impulse response, nonstandard asymptotics, robust inference, structual estimation, VAR, weak identification

2.

Instrumental Variable Estimation of Structural VAR Models Robust to Possible Non-Stationarity

Number of pages: 33 Posted: 22 May 2019
Xu Cheng, Xu Han and Atsushi Inoue
University of Pennsylvania - Department of Economics, City University of Hong Kong (CityUHK) - Department of Economics & Finance and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 19 (552,460)

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external instruments, non-stationarity, robust inference, structural VAR

The Uniform Validity of Impulse Response Inference in Autoregressions

Number of pages: 42 Posted: 27 Feb 2019
Atsushi Inoue and Lutz Kilian
Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads 19 (571,825)

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Impulse Response, Autoregression, Lag Augmentation, Asymptotic Normality, Bootstrap, Uniform Inference

The Uniform Validity of Impulse Response Inference in Autoregressions

FRB of Dallas Working Paper No. 1908
Number of pages: 52 Posted: 22 Oct 2019
Atsushi Inoue and Lutz Kilian
Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
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Citation 2

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Impulse response, autoregression, lag augmentation, asymptotic normality, bootstrap, uniform inference

4.

Joint Confidence Sets for Structural Impulse Responses

CESifo Working Paper Series No. 5746
Number of pages: 40 Posted: 12 Mar 2016
Atsushi Inoue and Lutz Kilian
Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads 19 (552,460)

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joint inference, shotgun plots, confidence bands, impulse response shapes, bootstrap, degenerate limiting distribution

5.

Confidence Intervals for Bias and Size Distortion in IV and Local Projections — IV Models

Banco de Espana Working Paper No. 1841
Number of pages: 74 Posted: 20 Dec 2018
Gergely Ganics, Atsushi Inoue and Barbara Rossi
Banco de España, Vanderbilt University - College of Arts and Science - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 15 (577,256)
Citation 1

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instrumental variables, weak instruments, weak identification, concentration parameter, local projections

6.

Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data

Bundesbank Series 1 Discussion Paper No. 2006,26
Number of pages: 60 Posted: 08 Jun 2016
Atsushi Inoue, Lutz Kilian and Fatma Burcu Kiraz
Vanderbilt University - College of Arts and Science - Department of Economics, University of Michigan at Ann Arbor - Department of Economics and North Carolina State University - Department of Agricultural & Resource Economics
Downloads 7 (630,611)

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Inflation Expectations, Consumer Expenditure Survey, Michigan Survey of Consumers, Survey of Professional Forecasters, Euler Equation

7.

The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates

NBER Working Paper No. w25021
Number of pages: 64 Posted: 17 Sep 2018
Atsushi Inoue and Barbara Rossi
Vanderbilt University - College of Arts and Science - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 5 (644,485)
Citation 3
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8.

Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters

CEPR Discussion Paper No. DP10168
Number of pages: 66 Posted: 30 Sep 2014
Atsushi Inoue, Lu Jin and Barbara Rossi
Vanderbilt University - College of Arts and Science - Department of Economics, North Carolina State University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 0 (698,441)
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forecasting, GDP growth, inflation, instabilities, structural change