Atsushi Inoue

Department of Economics, Vanderbilt University

Curriculum vitae

Google scholar profile

IDEAS/RePEc profile

Recent working papers

Inoue, A., and L. Kilian (2025), "The conventional impulse response prior in VAR models with sign restrictions."

Gargiulo, V., A. Inoue, and B. Rossi (2025), "A new approach to fiscal multipliers: Time variation and high frequency shocks."

Inoue, A., Ò. Jordà, and G.M. Kuersteiner (2025), "Uniform validity of the subset Anderson-Rubin test under heteroskedasticity and nonlinearity."

Recent publications

Inoue, A., B. Rossi, and Y. Wang (2025), "Has the Phillips curve flattened?" accepted for publication in Econometric Theory (online appendix).

Inoue, A., and L. Kilian (2025), "When is the use of the Gaussian-inverse Wishart-Haar priors appropriate?" accepted for publication in the Journal of Political Economy.

Inoue, A., Ò. Jordà, and G.M. Kuersteiner (2024), "Inference for local projections" (replication code), accepted for publication in Econometrics Journal.

Inoue, A., B. Rossi, and Y. Wang (2024), "Local projections in unstable environments" (appendix), Journal of Econometrics, volume 244, issue 2. 

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.