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Atsushi Inoue
Atsushi Inoue
Verified email at vanderbilt.edu - Homepage
Title
Cited by
Cited by
Year
Long memory and regime switching
FX Diebold, A Inoue
Journal of econometrics 105 (1), 131-159, 2001
14962001
In-sample or out-of-sample tests of predictability: Which one should we use?
A Inoue, L Kilian
Econometric Reviews 23 (4), 371-402, 2005
8502005
Out-of-sample forecast tests robust to the choice of window size
B Rossi, A Inoue
Journal of Business & Economic Statistics 30 (3), 432-453, 2012
393*2012
Two-sample instrumental variables estimators
A Inoue, G Solon
The Review of Economics and Statistics 92 (3), 557-561, 2010
3842010
Testing and comparing value-at-risk measures
P Christoffersen, J Hahn, A Inoue
Journal of empirical finance 8 (3), 325-342, 2001
3802001
How useful is bagging in forecasting economic time series? A case study of US consumer price inflation
A Inoue, L Kilian
Journal of the American Statistical Association 103 (482), 511-522, 2008
294*2008
Rolling window selection for out-of-sample forecasting with time-varying parameters
A Inoue, L Jin, B Rossi
Journal of econometrics 196 (1), 55-67, 2017
2642017
Inference on impulse response functions in structural VAR models
A Inoue, L Kilian
Journal of Econometrics 177 (1), 1-13, 2013
2532013
Converting 1-day volatility to h-day volatility: scaling by h is worse than you think
FX Diebold, A Hickman, A Inoue, T Schuermann
University of Pennsylvania, 1997
233*1997
On the selection of forecasting models
A Inoue, L Kilian
Journal of Econometrics 130 (2), 273-306, 2006
2152006
The large sample behaviour of the generalized method of moments estimator in misspecified models
AR Hall, A Inoue
Journal of Econometrics 114 (2), 361-394, 2003
1852003
The effects of conventional and unconventional monetary policy on exchange rates
A Inoue, B Rossi
Journal of International Economics 118, 419-447, 2019
1382019
Bootstrapping GMM estimators for time series
A Inoue, M Shintani
Journal of Econometrics 133 (2), 531-555, 2006
1322006
Tests for parameter instability in dynamic factor models
X Han, A Inoue
Econometric Theory 31 (5), 1117-1152, 2015
1312015
Bootstrapping autoregressive processes with possible unit roots
A Inoue, L Kilian
Econometrica 70 (1), 377-391, 2002
1292002
Tests of cointegrating rank with a trend-break
A Inoue
Journal of Econometrics 90 (2), 215-237, 1999
1291999
Testing for distributional change in time series
A Inoue
Econometric theory 17 (1), 156-187, 2001
1212001
Heterogeneous consumers and fiscal policy shocks
E Anderson, A Inoue, B Rossi
Journal of Money, Credit and Banking 48 (8), 1877-1888, 2016
1052016
Information in generalized method of moments estimation and entropy-based moment selection
AR Hall, A Inoue, K Jana, C Shin
Journal of Econometrics 138 (2), 488-512, 2007
1042007
Identifying the sources of instabilities in macroeconomic fluctuations
A Inoue, B Rossi
Review of Economics and statistics 93 (4), 1186-1204, 2011
932011
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