← All authors Atsushi Inoue Vanderbilt University (from arXiv:2507.01167, 2025) · OpenAlex
62 papers in scope · 60 published · 3 on the econ.EM arXiv · 4,616 citations · h-index 31 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Uwe Hassler Tanja Zahn Christian K. Wolf Marc-Oliver Pohle Mikkel Plagborg-Møller Alessia Scudiero Masahiro Tanaka David W. Hughes Julian Martinez-Iriarte Eric Qian Ana María Herrera Guido M. Kuersteiner Elena Pesavento José Luis Montiel Olea Dake Li Teruo Nakatsuma Òscar Jordà Yixiao Sun Liugang Sheng Gabriel Montes-Rojas Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 62)
HAS THE PHILLIPS CURVE FLATTENED?
published 2025 · Econometric Theory · 7 citations
with Barbara Rossi, Yiru Wang
When Is the Use of Gaussian-Inverse Wishart-Haar Priors Appropriate?
published 2025 · Journal of Political Economy · 3 citations · first circulated 2024
working paper 2025 · arXiv
Parameter path estimation in unstable environments: The tvpreg command
published 2025 · The Stata Journal Promoting communications on statistics and Stata · 2 citations
with Barbara Rossi, Yiru Wang, Lingyun Zhou
published 2025 · Econometrics Journal · 4 citations · first circulated 2023
Local projections in unstable environments
published 2024 · Journal of Econometrics · 37 citations
with Barbara Rossi, Yiru Wang
Novel nerve-sparing robot-assisted radical prostatectomy with endopelvic fascia preservation and long-term outcomes for a single surgeon
published 2024 · Scientific Reports · 12 citations
with Masafumi Maruo, Yusuke Goto, Kanetaka Miyazaki, Koichiro Kurokawa, Akiko Enomoto, Satoki Tanaka, Sota Katsura, Sho Sugawara, Miki Fuse, Kazuto Chiba, Yusuke Imamura, Shinichi Sakamoto, …
Editorial for special issue in honor of Francis X. Diebold
published 2021 · Journal of Econometrics
Joint Bayesian inference about impulse responses in VAR models
published 2021 · Journal of Econometrics · 83 citations · first circulated 2020
working paper 2021 · arXiv · 1 citations
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY
published 2021 · Econometric Theory · 3 citations · first circulated 2019
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy
published 2021 · Quantitative Economics · 11 citations
with Barbara Rossi
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures
published 2020 · Journal of Financial Econometrics · 9 citations
with Lu Jin, Denis Pelletier
The uniform validity of impulse response inference in autoregressions
published 2019 · Journal of Econometrics · 31 citations
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models
published 2019 · Journal of Business and Economic Statistics · 27 citations · first circulated 2018
with Gergely Ganics, Barbara Rossi
The effects of conventional and unconventional monetary policy on exchange rates
published 2019 · Journal of International Economics · 116 citations · first circulated 2018
with Barbara Rossi
Identifying the sources of model misspecification
published 2019 · Journal of Monetary Economics · 3 citations
with Chun-Hung Kuo, Barbara Rossi
Quasi-Bayesian model selection
published 2018 · Quantitative Economics · 19 citations · first circulated 2014
with Mototsugu Shintani
Heterogeneous Consumers and Fiscal Policy Shocks
published 2016 · Journal of money credit and banking · 69 citations · first circulated 2013
with Emily Anderson, Barbara Rossi
Rolling window selection for out-of-sample forecasting with time-varying parameters
published 2016 · Journal of Econometrics · 274 citations · first circulated 2014
with Lu Jin, Barbara Rossi
Impulse response matching estimators for DSGE models
published 2016 · Journal of Econometrics · 45 citations · first circulated 2014
A Randomized Controlled Trial Comparing the Effects of Sitagliptin and Glimepiride on Endothelial Function and Metabolic Parameters: Sapporo Athero-Incretin Study 1 (SAIS1)
published 2016 · PLoS ONE · 61 citations
with Hiroshi Nomoto, Hideaki Miyoshi, Tomoo Furumoto, Koji Oba, Hiroyuki Tsutsui, Tatsuya Atsumi, Naoki Manda, Yoshio Kurihara, Shin Aoki
Joint Confidence Sets for Structural Impulse Responses
published 2016 · Journal of Econometrics · 10 citations
Comment
published 2015 · Journal of Business and Economic Statistics
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
published 2014 · Econometric Theory · 8 citations · first circulated 2013
Inference on impulse response functions in structural VAR models” [J. Econometrics 177 (2013) 1–13
published 2013 · Journal of Econometrics · 234 citations · first circulated 2011
Frequentist inference in weakly identified dynamic stochastic general equilibrium models
published 2013 · Quantitative Economics · 34 citations
The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model
published 2013 · Journal of Applied Econometrics · 10 citations
with Yasuo Hirose
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION
published 2012 · Japanese Economic Review
Out-of-Sample Forecast Tests Robust to the Choice of Window Size
published 2012 · Journal of Business and Economic Statistics · 410 citations · first circulated 2011
with Barbara Rossi
Information criteria for impulse response function matching estimation of DSGE models” [J. Econom. 170 (2012) 499–518
published 2012 · Journal of Econometrics · 46 citations · first circulated 2007
with Alastair R. Hall, James M. Nason, Barbara Rossi
Identifying the Sources of Instabilities in Macroeconomic Fluctuations
published 2010 · The Review of Economics and Statistics · 87 citations
with Barbara Rossi
Two-Sample Instrumental Variables Estimators
published 2010 · The Review of Economics and Statistics · 375 citations · first circulated 2005
with Gary Solon
Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data
published 2009 · Journal of money credit and banking · 24 citations · first circulated 2006
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
published 2008 · Journal of the American Statistical Association · 211 citations · first circulated 2005
Entropy-Based Moment Selection in the Presence of Weak Identification
published 2008 · Econometric Reviews · 7 citations
with Alastair R. Hall, Changmock Shin
Monitoring and Forecasting Currency Crises
published 2008 · Journal of money credit and banking · 19 citations · first circulated 2005
with Barbara Rossi
Efficient estimation and inference in linear pseudo-panel data models
published 2007 · Journal of Econometrics · 37 citations
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
published 2006 · Econometric Theory · 54 citations · first circulated 2005
with Gary Solon
Information in generalized method of moments estimation and entropy-based moment selection
published 2006 · Journal of Econometrics · 79 citations
with Alastair R. Hall, Kalidas Jana, Changmock Shin
Testing for the principal’s monopsony power in agency contracts
published 2006 · Empirical Economics · 4 citations
with Tomislav Vukina
A bootstrap approach to moment selection
published 2006 · Econometrics Journal · 19 citations
Bootstrapping GMM estimators for time series
published 2005 · Journal of Econometrics · 94 citations · first circulated 2003
with Mototsugu Shintani
Recursive Predictability Tests for Real-Time Data
published 2005 · Journal of Business and Economic Statistics · 34 citations · first circulated 2003
with Barbara Rossi
On the selection of forecasting models
published 2005 · Journal of Econometrics · 169 citations · first circulated 2003
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
published 2005 · Econometric Reviews · 199 citations · first circulated 2002
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
published 2004 · Journal of Econometrics · 645 citations · first circulated 2002
Bagging Time Series Models
published 2004 · Econometric Society 2004 North American Summer Meetings · 15 citations
no link
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP
published 2003 · Econometric Theory · 17 citations
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
published 2003 · Econometric Theory · 10 citations
with Alastair R. Hall, Fernanda P. M. Peixe
The large sample behaviour of the generalized method of moments estimator in misspecified models
published 2003 · Journal of Econometrics · 180 citations
with Alastair R. Hall, Alistair S. Hall
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR(∞) Models*
published 2002 · International Economic Review · 67 citations
Identifying the sign of the slope of a monotonic function via OLS
published 2002 · Economics Letters · 1 citations
A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
published 2002 · Econometric Reviews · 49 citations
Bootstrapping Autoregressive Processes with Possible Unit Roots
published 2002 · Econometrica · 109 citations · first circulated 2000
Long memory and regime switching
published 2001 · Journal of Econometrics · 94 citations · first circulated 2000
Testing and comparing Value-at-Risk measures
published 2001 · Journal of Empirical Finance · 215 citations · first circulated 1999
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
published 2001 · Econometric Theory · 131 citations
Tests of cointegrating rank with a trend-break
published 1999 · Journal of Econometrics · 86 citations
Three essays in time series econometrics
published 1998 · Veterinary Parasitology
Software review
published 1996 · International Journal of Forecasting
The Stability of the Japanese Banking System: A Historical Perspective
published 1993 · Journal of the Japanese and International Economies · 16 citations
with Shiro Yabushita
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