Atsushi Inoue

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

Box 1819 Station B

Nashville, TN 37235

United States

SCHOLARLY PAPERS

12

DOWNLOADS

490

SSRN CITATIONS
Rank 17,515

SSRN RANKINGS

Top 17,515

in Total Papers Citations

48

CROSSREF CITATIONS

13

Scholarly Papers (12)

1.
Downloads 156 (255,546)
Citation 8

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 Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 122 (310,462)
Citation 1

Abstract:

Loading...

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 Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 34 (606,115)

Abstract:

Loading...

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 Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 0
Citation 6
  • Add to Cart

Abstract:

Loading...

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 (CityU) - Department of Economics & Finance and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 95 (365,903)
Citation 1

Abstract:

Loading...

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 Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 33 (612,263)

Abstract:

Loading...

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 Last Revised: 29 Apr 2020
Atsushi Inoue and Lutz Kilian
Vanderbilt University - College of Arts and Science - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 31 (624,848)
Citation 4

Abstract:

Loading...

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

4.

Frequentist Inference in Weakly Identified DSGE Models

FRB of Philadelphia Working Paper No. 09-13
Number of pages: 42 Posted: 10 Aug 2009 Last Revised: 27 Aug 2021
Boston College - Department of Economics, Vanderbilt University - College of Arts and Science - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 45 (535,484)

Abstract:

Loading...

Stochastic analysis, Macroeconomics - Econometric models

The Role of the Prior in Estimating VAR Models with Sign Restrictions

FRB of Dallas Working Paper No. 2030
Number of pages: 54 Posted: 07 Dec 2020
Atsushi Inoue and Lutz Kilian
Vanderbilt University - College of Arts and Science - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 16 (740,351)

Abstract:

Loading...

Prior, posterior, impulse response, loss function, joint inference, absolute loss, median

The Role of the Prior in Estimating VAR Models with Sign Restrictions

Center for Financial Studies Working Paper No. 660, 2021
Number of pages: 56 Posted: 31 Jan 2022
Atsushi Inoue and Lutz Kilian
Vanderbilt University - College of Arts and Science - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 15 (749,117)

Abstract:

Loading...

Prior, posterior, impulse response, loss function, joint inference, absolute loss, median.

The Role of the Prior in Estimating VAR Models with Sign Restrictions

CEPR Discussion Paper No. DP15545
Number of pages: 56 Posted: 23 Dec 2020
Atsushi Inoue and Lutz Kilian
Vanderbilt University - College of Arts and Science - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 0
  • Add to Cart

Abstract:

Loading...

6.

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 Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 28 (627,724)

Abstract:

Loading...

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

7.

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 26 (641,124)
Citation 1

Abstract:

Loading...

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

8.

Joint Bayesian Inference about Impulse Responses in VAR Models

CFS Working Paper, No. 650, 2020
Number of pages: 55 Posted: 28 Feb 2021
Atsushi Inoue and Lutz Kilian
Vanderbilt University - College of Arts and Science - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 22 (669,579)
Citation 3

Abstract:

Loading...

Loss function, joint inference, median response function, mean response function, modal model, posterior risk

9.

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, Federal Reserve Banks - Federal Reserve Bank of Dallas and North Carolina State University - Department of Agricultural & Resource Economics
Downloads 15 (723,218)

Abstract:

Loading...

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

10.

The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates

NBER Working Paper No. w25021
Number of pages: 64 Posted: 17 Sep 2018 Last Revised: 15 May 2022
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 8 (784,703)
Citation 13

Abstract:

Loading...

11.

Local Projections in Unstable Environments: How Effective is Fiscal Policy?

CEPR Discussion Paper No. DP17134
Number of pages: 56 Posted: 29 Mar 2022
Atsushi Inoue, Barbara Rossi and Yiru Wang
Vanderbilt University - College of Arts and Science - Department of Economics, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and University of Pittsburgh
Downloads 0 (875,040)
  • Add to Cart

Abstract:

Loading...

Fiscal Multiplier, Fiscal policy, government spending, Instability, local projections, monetary policy, Path Estimator, Time variation, Weighted Average Risk

12.

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 (875,040)
Citation 6
  • Add to Cart

Abstract:

Loading...

forecasting, GDP growth, inflation, instabilities, structural change