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

188

CITATIONS
Rank 43,820

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Top 43,820

in Total Papers Citations

7

Scholarly Papers (8)

1.
Downloads 139 (205,413)
Citation 4

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 111 (244,883)
Citation 2

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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 28 (484,182)

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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 5
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bootstrap, DSGE, impulse response, nonstandard asymptotics, robust inference, structual estimation, VAR, weak identification

2.

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 16 (538,253)

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

3.

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 9 (580,637)
Citation 1

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

4.

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 7 (593,158)

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

5.

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 7 (593,158)
Citation 1

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

6.

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 (606,222)
Citation 1
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7.

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 5 (606,222)

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

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 (661,847)
Citation 2
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forecasting, GDP growth, inflation, instabilities, structural change