Atsushi Inoue

Atsushi Inoue

Vanderbilt University

H-index: 36

North America-United States

About Atsushi Inoue

Atsushi Inoue, With an exceptional h-index of 36 and a recent h-index of 24 (since 2020), a distinguished researcher at Vanderbilt University, specializes in the field of Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Local projections in unstable environments

Significance Bands for Local Projections

Has the Phillips curve flattened and why

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

Editorial for special issue in honor of Francis X. Diebold

Joint Bayesian inference about impulse responses in VAR models

Instrumental Variable Estimation of Structural VAR Models Robust to Possible Nonstationarity

Two sample unconditional quantile effect

Atsushi Inoue Information

University

Position

___

Citations(all)

7116

Citations(since 2020)

2489

Cited By

5731

hIndex(all)

36

hIndex(since 2020)

24

i10Index(all)

48

i10Index(since 2020)

38

Email

University Profile Page

Vanderbilt University

Google Scholar

View Google Scholar Profile

Atsushi Inoue Skills & Research Interests

Econometrics

Top articles of Atsushi Inoue

Title

Journal

Author(s)

Publication Date

Local projections in unstable environments

Journal of Econometrics

Atsushi Inoue

Barbara Rossi

Yiru Wang

2024/3/20

Significance Bands for Local Projections

Atsushi Inoue

Òscar Jordà

Guido M Kuersteiner

2023/5/31

Has the Phillips curve flattened and why

Atsushi Inoue

Barbara Rossi

Yiru Wang

2022/9/12

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

CEPR Discussion Paper

Atsushi Inoue

Barbara Rossi

Yiru Wang

2022

Editorial for special issue in honor of Francis X. Diebold

Atsushi Inoue

Lutz Kilian

Andrew Patton

2022/12/1

Joint Bayesian inference about impulse responses in VAR models

Journal of Econometrics

Atsushi Inoue

Lutz Kilian

2022/12/1

Instrumental Variable Estimation of Structural VAR Models Robust to Possible Nonstationarity

Econometric Theory

Xu Cheng

Xu Han

Atsushi Inoue

2022/10

Two sample unconditional quantile effect

arXiv preprint arXiv:2105.09445

Atsushi Inoue

Tong Li

Qi Xu

2021/5/20

Local-linear estimation of time-varying-parameter GARCH models and associated risk measures

Journal of Financial Econometrics

Atsushi Inoue

Lu Jin

Denis Pelletier

2021/3/1

Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models

Journal of Business & Economic Statistics

Gergely Ganics

Atsushi Inoue

Barbara Rossi

2021/1/2

The role of the prior in estimating VAR models with sign restrictions

Center for Financial Studies Working Paper

Atsushi Inoue

Lutz Kilian

2021/12/9

A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy

Quantitative Economics

Atsushi Inoue

Barbara Rossi

2021/11

The uniform validity of impulse response inference in autoregressions

Journal of Econometrics

Atsushi Inoue

Lutz Kilian

2020/4/1

Identifying the sources of model misspecification

Journal of Monetary Economics

C.H Kuo

A. Inoue

B. Rossi

2020

See List of Professors in Atsushi Inoue University(Vanderbilt University)

Co-Authors

H-index: 97
Francis Diebold

Francis Diebold

University of Pennsylvania

H-index: 43
Jinyong Hahn

Jinyong Hahn

University of California, Los Angeles

H-index: 39
Barbara Rossi

Barbara Rossi

Universidad Pompeu Fabra

H-index: 34
Matthew Holt

Matthew Holt

Virginia Polytechnic Institute and State University

H-index: 26
Tomislav Vukina

Tomislav Vukina

North Carolina State University

H-index: 25
Jim Nason

Jim Nason

North Carolina State University

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