+
Atsushi Inoue
Department of Economics, Vanderbilt University
Recent working papers
Inoue, A., B. Rossi and Y. Wang (2024), "Has the Phillips curve flattened?"
Inoue, A., Ò. Jordà, and G.M. Kuersteiner (2023), "Significance bands for local projections."
Inoue, A., and L. Kilian (2023), "The role of the prior in estimating VAR models with sign restrictions."
Inoue, A., T. Li and Q. Xu (2021), "Two-sample unconditional quantile effect."
Recent publications
Inoue, A., B. Rossi and Y. Wang (2024), "Local projections in unstable environments" (appendix), accepted for publication in the Journal of Econometrics.
Inoue, A., and L. Kilian (2022), "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, 231, 457-476.
Cheng, X., X. Han and A. Inoue (2022), "Instrumental variable estimation of structural VAR models robust to possible nonstationarity," Econometric Theory, 38, 845-875.
Inoue, A., and B. Rossi (2021), "A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy" (online appendix), Quantitative Economics, 12, 1085-1138.
Inoue, A., L. Jin and D. Pelletier (2021), "Local linear estimation of time-varying-parameter GARCH models and associated risk measures," (online appendix), Journal of Financial Econometrics, 19, 202-234.
Ganics, G., A. Inoue and B. Rossi (2021), "Confidence intervals for bias and size distortion in IV and local projections-IV models," Journal of Business and Economic Statistics, 39, 307-324.