Atsushi Inoue

Latest Institution: Vanderbilt University

All Institutions: Vanderbilt University; North Carolina State University; Southern Methodist University; University of British Columbia

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Insample or Outofsample Tests of Predictability: Which One Should We Use?

Year: 2002
Journal: Econometric Reviews
Authors: Atsushi Inoue; Lutz Kilian

On the Selection of Forecasting Models

Year: 2003
Journal: Journal of Econometrics
Authors: Atsushi Inoue; Lutz Kilian

Bagging Time Series Models

Year: 2004
Journal: No Journal Matched
Authors: Atsushi Inoue; Lutz Kilian

How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation

Year: 2005
Journal: No Journal Matched
Authors: Atsushi Inoue; Lutz Kilian

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

Year: 2006
Journal: Journal of Money, Credit and Banking
Authors: Atsushi Inoue; Lutz Kilian; Fatma Burcu Kiraz

Frequentist Inference in Weakly Identified DSGE Models

Year: 2009
Journal: No Journal Matched
Authors: Pablo A. Guerrón-Quintana; Atsushi Inoue; Lutz Kilian

Inference on Impulse Response Functions in Structural VAR Models

Year: 2011
Journal: Journal of Econometrics
Authors: Atsushi Inoue; Lutz Kilian

Out-of-Sample Forecast Tests Robust to the Choice of Window Size

Year: 2011
Journal: No Journal Matched
Authors: Atsushi Inoue; Barbara Rossi

Heterogeneous Consumers and Fiscal Policy Shocks

Year: 2013
Journal: No Journal Matched
Authors: Emily Anderson; Atsushi Inoue; Barbara Rossi

Identifying the Sources of Model Misspecification

Year: 2014
Journal: No Journal Matched
Authors: Atsushi Inoue; Chunhung Kuo; Barbara Rossi

Impulse Response Matching Estimators for DSGE Models

Year: 2014
Journal: No Journal Matched
Authors: Pablo A. Guerrón-Quintana; Atsushi Inoue; Lutz Kilian

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

Year: 2014
Journal: No Journal Matched
Authors: Atsushi Inoue; Lu Jin; Barbara Rossi

Joint Confidence Sets for Structural Impulse Responses

Year: 2014
Journal: No Journal Matched
Authors: Atsushi Inoue; Lutz Kilian

The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates

Year: 2018
Journal: Journal of International Economics
Authors: Atsushi Inoue; Barbara Rossi

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

Year: 2020
Journal: No Journal Matched
Authors: Atsushi Inoue; Lutz Kilian

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

Year: 2022
Journal: No Journal Matched
Authors: Atsushi Inoue; Barbara Rossi; Yiru Wang

Significance Bands for Local Projections

Year: 2023
Journal: No Journal Matched
Authors: Atsushi Inoue; Oscar Jorda; Guido Kuersteiner

Author Disambiguation

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