Atsushi Inoue

Global rank #1165 98%

Institution: Vanderbilt University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1996

Most Recent: 2024

RePEc ID: pin18 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	Total
Last 5 Years	2.35	1.68	6.37
Last 10 Years	7.37	4.36	19.10
All Time	22.45	12.23	58.15

Publication Statistics

Raw Publications 38

Coauthorship-Adjusted Count 36.86

Publications (38)

Year	Article	Journal	Tier	Authors
2024	Local projections in unstable environments	Journal of Econometrics	A	3
2022	INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY	Econometric Theory	B	3
2022	Joint Bayesian inference about impulse responses in VAR models	Journal of Econometrics	A	2
2021	Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models	Journal of Business & Economic Statistics	A	3
2021	A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy	Quantitative Economics	B	2
2020	The uniform validity of impulse response inference in autoregressions	Journal of Econometrics	A	2
2020	Identifying the sources of model misspecification	Journal of Monetary Economics	A	3
2019	The effects of conventional and unconventional monetary policy on exchange rates	Journal of International Economics	A	2
2018	Quasi‐Bayesian model selection	Quantitative Economics	B	2
2017	Impulse response matching estimators for DSGE models	Journal of Econometrics	A	3
2017	Rolling window selection for out-of-sample forecasting with time-varying parameters	Journal of Econometrics	A	3
2016	Joint confidence sets for structural impulse responses	Journal of Econometrics	A	2
2016	The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model	Journal of Applied Econometrics	B	2
2016	Heterogeneous Consumers and Fiscal Policy Shocks	Journal of Money, Credit, and Banking	B	3
2015	TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS	Econometric Theory	B	2
2015	Comment	Journal of Business & Economic Statistics	A	1
2013	Inference on impulse response functions in structural VAR models	Journal of Econometrics	A	2
2012	Information criteria for impulse response function matching estimation of DSGE models	Journal of Econometrics	A	4
2012	Out-of-Sample Forecast Tests Robust to the Choice of Window Size	Journal of Business & Economic Statistics	A	2
2011	Testing for weak identification in possibly nonlinear models	Journal of Econometrics	A	2
2011	Identifying the Sources of Instabilities in Macroeconomic Fluctuations	Review of Economics and Statistics	A	2
2010	Two-Sample Instrumental Variables Estimators	Review of Economics and Statistics	A	2
2009	Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data	Journal of Money, Credit, and Banking	B	3
2008	Efficient estimation and inference in linear pseudo-panel data models	Journal of Econometrics	A	1
2008	Monitoring and Forecasting Currency Crises	Journal of Money, Credit, and Banking	B	2
2007	Information in generalized method of moments estimation and entropy-based moment selection	Journal of Econometrics	A	4
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	A	2
2006	A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS	Econometric Theory	B	2
2006	On the selection of forecasting models	Journal of Econometrics	A	2
2006	Bootstrapping GMM estimators for time series	Journal of Econometrics	A	2
2003	COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY	Econometric Theory	B	3
2003	The large sample behaviour of the generalized method of moments estimator in misspecified models	Journal of Econometrics	A	2
2003	THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP	Econometric Theory	B	2
2002	Identifying the sign of the slope of a monotonic function via OLS	Economics Letters	C	1
2001	Long memory and regime switching	Journal of Econometrics	A	2
2001	TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES	Econometric Theory	B	1
1999	Tests of cointegrating rank with a trend-break	Journal of Econometrics	A	1
1996	Software review	International Journal of Forecasting	B	4