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Atsushi Inoue

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Personal Details

First Name: Atsushi
Middle Name:
Last Name: Inoue
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RePEc Short-ID: pin18

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Affiliation

Department of Economics
Vanderbilt University
Location: Nashville, Tennessee (United States)
Homepage: http://www.vanderbilt.edu/econ/
Email:
Phone:
Fax: 615-343-8495
Postal: Box 1819, Station B, Nashville, TN 37235
Handle: RePEc:edi:devanus (more details at EDIRC)

Works

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Working papers

  1. Atsushi Inoue & Lutz Kilian, 2014. "Joint Confidence Sets for Structural Impulse Responses," Departmental Working Papers 1401, Southern Methodist University, Department of Economics.
  2. Atsushi Inoue & Mototsugu Shintania, 2014. "Quasi-Bayesian Model Selection," Departmental Working Papers 1402, Southern Methodist University, Department of Economics.
  3. Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," Departmental Working Papers 1306, Southern Methodist University, Department of Economics.
  4. Emily Anderson & Atsushi Inoue & Barbara Rossi, 2012. "Heterogeneous Consumers and Fiscal Policy Shocks," 2012 Meeting Papers, Society for Economic Dynamics 261, Society for Economic Dynamics.
  5. Inoue, Atsushi & Rossi, Barbara, 2011. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," CEPR Discussion Papers 8542, C.E.P.R. Discussion Papers.
  6. Barbara Rossi & Atsushi Inoue, 2011. "Out-of-Sample Forecast Tests Robust to Window Size Choice," Working Papers, Duke University, Department of Economics 11-04, Duke University, Department of Economics.
  7. Xu Han & Atsushi Inoue, 2011. "Tests for Parameter Instability in Dynamic Factor Models," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University 306, Graduate School of Economics and Management, Tohoku University, revised May 2013.
  8. Inoue, Atsushi & Kilian, Lutz, 2011. "Inference on Impulse Response Functions in Structural VAR Models," CEPR Discussion Papers 8419, C.E.P.R. Discussion Papers.
  9. Barbara Rossi & Atsushi Inoue, 2010. "Testing for Weak Identification in Possibly Nonlinear Models," Working Papers, Duke University, Department of Economics 10-92, Duke University, Department of Economics.
  10. Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian, 2009. "Frequentist inference in weakly identified DSGE models," Working Papers 09-13, Federal Reserve Bank of Philadelphia.
  11. Inoue, Atsushi & Rossi, Barbara, 2008. "Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models," Working Papers, Duke University, Department of Economics 08-02, Duke University, Department of Economics.
  12. Jim Nason & Barbara Rossi & Atsushi Inoue & Alastair Hall, 2007. "Information Criteria for Impulse Response Function Matching Estimation," 2007 Meeting Papers, Society for Economic Dynamics 293, Society for Economic Dynamics.
  13. Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers, Duke University, Department of Economics 07-04, Duke University, Department of Economics.
  14. Inoue, Atsushi & Kilian, Lutz & Kiraz, Fatma Burcu, 2006. "Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data," CEPR Discussion Papers 5790, C.E.P.R. Discussion Papers.
  15. Atsushi Inoue & Gary Solon, 2005. "Two-Sample Instrumental Variables Estimators," NBER Technical Working Papers 0311, National Bureau of Economic Research, Inc.
  16. Atsushi Inoue & Gary Solon, 2005. "A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models," NBER Technical Working Papers 0310, National Bureau of Economic Research, Inc.
  17. Inoue, Atsushi & Rossi, Barbara, 2005. "Monitoring and Forecasting Currency Crises," Working Papers, Duke University, Department of Economics 05-02, Duke University, Department of Economics.
  18. Inoue, Atsushi & Kilian, Lutz, 2005. "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers 5304, C.E.P.R. Discussion Papers.
  19. Alastair R. Hall & Atsushi Inoue, 2005. "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics, EconWPA 0505002, EconWPA.
  20. Inoue, Atsushi & Kilian, Lutz, 2004. "Bagging Time Series Models," CEPR Discussion Papers 4333, C.E.P.R. Discussion Papers.
  21. Inoue, Atsushi & Kilian, Lutz, 2003. "On the selection of forecasting models," Working Paper Series, European Central Bank 0214, European Central Bank.
  22. Rossi, Barbara & Inoue, Atsushi, 2003. "Recursive Predictability Tests for Real-Time Data," Working Papers, Duke University, Department of Economics 03-24, Duke University, Department of Economics.
  23. Inoue, Atsushi & Kilian, Lutz, 2002. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers 3671, C.E.P.R. Discussion Papers.
  24. Atsushi Inoue & Mototsugu Shintani, 2001. "Bootstrapping GMM Estimators for Time Series," Vanderbilt University Department of Economics Working Papers 0129, Vanderbilt University Department of Economics, revised Aug 2003.
  25. Peter Christoffersen & Jinyong Hahn & Atsushi Inoue, 2001. "Testing and Comparing Value-at-Risk Measures," CIRANO Working Papers 2001s-03, CIRANO.
  26. Atsushi Inoue & Lutz Kilian, 2000. "Bootstrapping Autoregressive Processes with Possible Unit Roots," Econometric Society World Congress 2000 Contributed Papers 0401, Econometric Society.
  27. Francis X. Diebold & Atsushi Inoue, 2000. "Long Memory and Regime Switching," NBER Technical Working Papers 0264, National Bureau of Economic Research, Inc.
  28. Peter Christoffersen & Jinyong Hahn & Atsushi Inoue, 1999. "Testing, Comparing, and Combining Value at Risk Measures," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 99-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
  29. Francis X. Diebold & Andrew Hickman & Atsushi Inoue & Til Schuermann, 1997. "Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 97-34, Wharton School Center for Financial Institutions, University of Pennsylvania.
  30. Atsushi Inoue, . "Testing Change in Time Series," Computing in Economics and Finance 1997 7, Society for Computational Economics.
  31. Diebold, Giorgianni, & Inoue, . "Stamp 5.0: A Review," Home Pages _058, University of Pennsylvania.

Articles

  1. Pablo Guerron‐Quintana & Atsushi Inoue & Lutz Kilian, 2013. "Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes," Quantitative Economics, Econometric Society, Econometric Society, vol. 4(2), pages 197-229, 07.
  2. Inoue, Atsushi & Kilian, Lutz, 2013. "Inference on impulse response functions in structural VAR models," Journal of Econometrics, Elsevier, Elsevier, vol. 177(1), pages 1-13.
  3. Atsushi Inoue, 2012. "Mean-Plus-Noise Factor Models: An Empirical Exploration," The Japanese Economic Review, Japanese Economic Association, Japanese Economic Association, vol. 63(3), pages 289-309, 09.
  4. Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, Elsevier, vol. 170(2), pages 499-518.
  5. Barbara Rossi & Atsushi Inoue, 2012. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 432-453, April.
  6. Atsushi Inoue & Barbara Rossi, 2011. "Identifying the Sources of Instabilities in Macroeconomic Fluctuations," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1186-1204, November.
  7. Inoue, Atsushi & Rossi, Barbara, 2011. "Testing for weak identification in possibly nonlinear models," Journal of Econometrics, Elsevier, Elsevier, vol. 161(2), pages 246-261, April.
  8. Atsushi Inoue & Gary Solon, 2010. "Two-Sample Instrumental Variables Estimators," The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 557-561, August.
  9. Atsushi Inoue & Lutz Kilian & Fatma Burcu Kiraz, 2009. "Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 41(7), pages 1331-1363, October.
  10. Inoue, Atsushi & Kilian, Lutz, 2008. "How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 103, pages 511-522, June.
  11. Atsushi Inoue & Barbara Rossi, 2008. "Monitoring and Forecasting Currency Crises," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 40(2-3), pages 523-534, 03.
  12. Alastair Hall & Atsushi Inoue & Changmock Shin, 2008. "Entropy-Based Moment Selection in the Presence of Weak Identification," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 27(4-6), pages 398-427.
  13. Inoue, Atsushi, 2008. "Efficient estimation and inference in linear pseudo-panel data models," Journal of Econometrics, Elsevier, Elsevier, vol. 142(1), pages 449-466, January.
  14. Hall, Alastair R. & Inoue, Atsushi & Jana, Kalidas & Shin, Changmock, 2007. "Information in generalized method of moments estimation and entropy-based moment selection," Journal of Econometrics, Elsevier, Elsevier, vol. 138(2), pages 488-512, June.
  15. Hall, Alastair R. & Inoue, Atsushi, 2007. "Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394]," Journal of Econometrics, Elsevier, Elsevier, vol. 141(2), pages 1417-1418, December.
  16. Inoue, Atsushi & Kilian, Lutz, 2006. "On the selection of forecasting models," Journal of Econometrics, Elsevier, Elsevier, vol. 130(2), pages 273-306, February.
  17. Atsushi Inoue, 2006. "A bootstrap approach to moment selection," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 48-75, 03.
  18. Atsushi Inoue & Tomislav Vukina, 2006. "Testing for the principal’s monopsony power in agency contracts," Empirical Economics, Springer, Springer, vol. 31(3), pages 717-734, September.
  19. Inoue, Atsushi & Shintani, Mototsugu, 2006. "Bootstrapping GMM estimators for time series," Journal of Econometrics, Elsevier, Elsevier, vol. 133(2), pages 531-555, August.
  20. Inoue, Atsushi & Solon, Gary, 2006. "A Portmanteau Test For Serially Correlated Errors In Fixed Effects Models," Econometric Theory, Cambridge University Press, vol. 22(05), pages 835-851, October.
  21. Atsushi Inoue & Lutz Kilian, 2005. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 23(4), pages 371-402.
  22. Inoue, Atsushi & Rossi, Barbara, 2005. "Recursive Predictability Tests for Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 23, pages 336-345, July.
  23. Inoue, Atsushi & Kilian, Lutz, 2003. "The Continuity Of The Limit Distribution In The Parameter Of Interest Is Not Essential For The Validity Of The Bootstrap," Econometric Theory, Cambridge University Press, vol. 19(06), pages 944-961, December.
  24. Hall, Alastair R. & Inoue, Atsushi, 2003. "The large sample behaviour of the generalized method of moments estimator in misspecified models," Journal of Econometrics, Elsevier, Elsevier, vol. 114(2), pages 361-394, June.
  25. Hall, Alastair R. & Inoue, Atsushi & Peixe, Fernanda P.M., 2003. "Covariance Matrix Estimation And The Limiting Behavior Of The Overidentifying Restrictions Test In The Presence Of Neglected Structural Instability," Econometric Theory, Cambridge University Press, vol. 19(06), pages 962-983, December.
  26. Atsushi Inoue & Lutz Kilian, 2002. "Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(2), pages 309-332, May.
  27. Inoue, Atsushi, 2002. "Identifying the sign of the slope of a monotonic function via OLS," Economics Letters, Elsevier, vol. 75(3), pages 419-424, May.
  28. Atsushi Inoue & Lutz Kilian, 2002. "Bootstrapping Autoregressive Processes with Possible Unit Roots," Econometrica, Econometric Society, Econometric Society, vol. 70(1), pages 377-391, January.
  29. Jinyong Hahn & Atsushi Inoue, 2002. "A Monte Carlo Comparison Of Various Asymptotic Approximations To The Distribution Of Instrumental Variables Estimators," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(3), pages 309-336.
  30. Diebold, Francis X. & Inoue, Atsushi, 2001. "Long memory and regime switching," Journal of Econometrics, Elsevier, Elsevier, vol. 105(1), pages 131-159, November.
  31. Christoffersen, Peter & Hahn, Jinyong & Inoue, Atsushi, 2001. "Testing and comparing Value-at-Risk measures," Journal of Empirical Finance, Elsevier, Elsevier, vol. 8(3), pages 325-342, July.
  32. Inoue, Atsushi, 2001. "Testing For Distributional Change In Time Series," Econometric Theory, Cambridge University Press, vol. 17(01), pages 156-187, February.
  33. Inoue, Atsushi, 1999. "Tests of cointegrating rank with a trend-break," Journal of Econometrics, Elsevier, Elsevier, vol. 90(2), pages 215-237, June.
  34. Koehler, Anne & Diebold, Francis X. & Giogianni, Lorenzo & Inoue, Atsushi, 1996. "Software review," International Journal of Forecasting, Elsevier, Elsevier, vol. 12(2), pages 309-315, June.
  35. Yabushita Shiro & Inoue Atsushi, 1993. "The Stability of the Japanese Banking System: A Historical Perspective," Journal of the Japanese and International Economies, Elsevier, vol. 7(4), pages 387-407, December.

NEP Fields

32 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (9) 2006-09-23 2006-10-28 2008-02-09 2009-10-24 2011-06-11 2011-06-25 2011-07-13 2011-08-22 2011-08-29. Author is listed
  2. NEP-CMP: Computational Economics (1) 2003-07-13
  3. NEP-DGE: Dynamic General Equilibrium (8) 2004-03-28 2007-05-19 2007-06-11 2009-08-22 2009-10-24 2009-11-27 2013-09-26 2013-11-22. Author is listed
  4. NEP-ECM: Econometrics (21) 2003-03-17 2003-07-16 2004-06-13 2005-02-13 2005-05-14 2005-06-27 2005-06-27 2005-12-09 2007-05-19 2007-06-11 2008-02-09 2009-08-22 2009-10-24 2009-11-27 2011-06-11 2011-06-25 2011-07-13 2011-08-22 2013-09-26 2014-03-08 2014-03-08. Author is listed
  5. NEP-ETS: Econometric Time Series (17) 2003-03-14 2003-07-13 2004-06-13 2004-10-30 2005-02-13 2005-05-14 2005-06-27 2005-12-09 2007-06-11 2009-08-22 2009-11-27 2011-06-11 2011-06-25 2011-08-22 2013-11-22 2013-12-15 2014-06-02. Author is listed
  6. NEP-FIN: Finance (1) 2005-02-01
  7. NEP-FOR: Forecasting (5) 2005-12-09 2011-06-25 2011-08-22 2011-08-29 2013-12-15. Author is listed
  8. NEP-IFN: International Finance (1) 2005-02-01
  9. NEP-MAC: Macroeconomics (10) .html">"> 2006-09-23 2006-10-28 2007-05-19 2008-02-09 2009-08-22 2013-09-26 2013-11-22 2013-11-22 2014-06-02. Author is listed
  10. NEP-MON: Monetary Economics (2) 2013-09-26 2013-11-22
  11. NEP-ORE: Operations Research (1) 2014-03-08
  12. NEP-PBE: Public Economics (2) 2013-01-19 2014-06-02
  13. NEP-PUB: Public Finance (1) 2014-06-02
  14. NEP-RMG: Risk Management (1) 2003-03-14
  15. NEP-SEA: South East Asia (1) 2005-02-01

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