Atsushi Inoue
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Atsushi |
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Inoue |
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Vanderbilt University
/ Department of Economics
Research profile
author of:
- Two Sample Unconditional Quantile Effect (RePEc:arx:papers:2105.09445)
by Atsushi Inoue & Tong Li & Qi Xu - Significance Bands for Local Projections (RePEc:arx:papers:2306.03073)
by Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner - Confidence intervals for bias and size distortion in IV and local projections — IV models (RePEc:bde:wpaper:1841)
by Gergely Ganics & Atsushi Inoue & Barbara Rossi - How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation (RePEc:bes:jnlasa:v:103:y:2008:m:june:p:511-522)
by Inoue, Atsushi & Kilian, Lutz - Recursive Predictability Tests for Real-Time Data (RePEc:bes:jnlbes:v:23:y:2005:p:336-345)
by Inoue, Atsushi & Rossi, Barbara - Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models (RePEc:bge:wpaper:1077)
by Gergely Ganics & Atsushi Inoue & Barbara Rossi - The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates (RePEc:bge:wpaper:1078)
by Atsushi Inoue & Barbara Rossi - A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy (RePEc:bge:wpaper:1082)
by Atsushi Inoue & Barbara Rossi - Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters (RePEc:bge:wpaper:768)
by Atsushi Inoue & Lu Jin & Barbara Rossi - Identifying the Sources of Model Misspecification (RePEc:bge:wpaper:821)
by Atsushi Inoue & Chun-Huong Kuo & Barbara Rossi - Heterogeneous Consumers and Fiscal Policy Shocks (RePEc:bge:wpaper:822)
by Emily Anderson & Atsushi Inoue & Barbara Rossi - Mean-Plus-Noise Factor Models: An Empirical Exploration (RePEc:bla:jecrev:v:63:y:2012:i:3:p:289-309)
by Atsushi Inoue - Impulse Response Matching Estimators for DSGE Models (RePEc:ces:ceswps:_5730)
by Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian - Joint Confidence Sets for Structural Impulse Responses (RePEc:ces:ceswps:_5746)
by Atsushi Inoue & Lutz Kilian - Testing and Comparing Value-at-Risk Measures (RePEc:cir:cirwor:2001s-03)
by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue - Identifying the Sources of Model Misspecification (RePEc:cpr:ceprdp:10140)
by Rossi, Barbara & Inoue, Atsushi & Kuo, Chun-Hung - Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters (RePEc:cpr:ceprdp:10168)
by Rossi, Barbara & Inoue, Atsushi & Jin, Lu - Impulse Response Matching Estimators for DSGE Models (RePEc:cpr:ceprdp:10298)
by Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A. - The Role of the Prior in Estimating VAR Models with Sign Restrictions (RePEc:cpr:ceprdp:15545)
by Kilian, Lutz & Inoue, Atsushi - Local Projections in Unstable Environments: How Effective is Fiscal Policy? (RePEc:cpr:ceprdp:17134)
by Rossi, Barbara & Inoue, Atsushi & Wang, Yiru - In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (RePEc:cpr:ceprdp:3671)
by Kilian, Lutz & Inoue, Atsushi - On the Selection of Forecasting Models (RePEc:cpr:ceprdp:3809)
by Kilian, Lutz & Inoue, Atsushi - Bagging Time Series Models (RePEc:cpr:ceprdp:4333)
by Kilian, Lutz & Inoue, Atsushi - How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation (RePEc:cpr:ceprdp:5304)
by Kilian, Lutz & Inoue, Atsushi - Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data (RePEc:cpr:ceprdp:5790)
by Kilian, Lutz & Inoue, Atsushi & , - Frequentist Inference in Weakly Identified DSGE Models (RePEc:cpr:ceprdp:7447)
by Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A. - Inference on Impulse Response Functions in Structural VAR Models (RePEc:cpr:ceprdp:8419)
by Kilian, Lutz & Inoue, Atsushi - Out-of-Sample Forecast Tests Robust to the Choice of Window Size (RePEc:cpr:ceprdp:8542)
by Rossi, Barbara & Inoue, Atsushi - Heterogeneous Consumers and Fiscal Policy Shocks (RePEc:cpr:ceprdp:9631)
by Rossi, Barbara & Inoue, Atsushi & Anderson, Emily - Joint Confidence Sets for Structural Impulse Responses (RePEc:cpr:ceprdp:9892)
by Kilian, Lutz & Inoue, Atsushi - Testing For Distributional Change In Time Series (RePEc:cup:etheor:v:17:y:2001:i:01:p:156-187_17)
by Inoue, Atsushi - The Continuity Of The Limit Distribution In The Parameter Of Interest Is Not Essential For The Validity Of The Bootstrap (RePEc:cup:etheor:v:19:y:2003:i:06:p:944-961_19)
by Inoue, Atsushi & Kilian, Lutz - Covariance Matrix Estimation And The Limiting Behavior Of The Overidentifying Restrictions Test In The Presence Of Neglected Structural Instability (RePEc:cup:etheor:v:19:y:2003:i:06:p:962-983_19)
by Hall, Alastair R. & Inoue, Atsushi & Peixe, Fernanda P.M. - A Portmanteau Test For Serially Correlated Errors In Fixed Effects Models (RePEc:cup:etheor:v:22:y:2006:i:05:p:835-851_06)
by Inoue, Atsushi & Solon, Gary - Tests For Parameter Instability In Dynamic Factor Models (RePEc:cup:etheor:v:31:y:2015:i:05:p:1117-1152_00)
by Han, Xu & Inoue, Atsushi - Instrumental Variable Estimation Of Structural Var Models Robust To Possible Nonstationarity (RePEc:cup:etheor:v:38:y:2022:i:5:p:845-874_2)
by Cheng, Xu & Han, Xu & Inoue, Atsushi - Recursive Predictability Tests for Real-Time Data (RePEc:duk:dukeec:03-24)
by Rossi, Barbara & Inoue, Atsushi - Monitoring and Forecasting Currency Crises (RePEc:duk:dukeec:05-02)
by Inoue, Atsushi & Rossi, Barbara - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:duk:dukeec:07-04)
by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara - Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models (RePEc:duk:dukeec:08-02)
by Inoue, Atsushi & Rossi, Barbara - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:duk:dukeec:10-28)
by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi - Testing for Weak Identification in Possibly Nonlinear Models (RePEc:duk:dukeec:10-92)
by Barbara Rossi & Atsushi Inoue - Out-of-Sample Forecast Tests Robust to Window Size Choice (RePEc:duk:dukeec:11-04)
by Barbara Rossi & Atsushi Inoue - In-sample or out-of-sample tests of predictability: which one should we use? (RePEc:ecb:ecbwps:2002195)
by Inoue, Atsushi & Kilian, Lutz - On the selection of forecasting models (RePEc:ecb:ecbwps:2003214)
by Inoue, Atsushi & Kilian, Lutz - Bootstrapping Autoregressive Processes with Possible Unit Roots (RePEc:ecm:emetrp:v:70:y:2002:i:1:p:377-391)
by Atsushi Inoue & Lutz Kilian - Bagging Time Series Models (RePEc:ecm:nasm04:110)
by Lutz Kilian & Atsushi Inoue - Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes (RePEc:ecm:quante:v:4:y:2013:i:2:p:197-229)
by Pablo Guerron‐Quintana & Atsushi Inoue & Lutz Kilian - Bootstrapping Autoregressive Processes with Possible Unit Roots (RePEc:ecm:wc2000:0401)
by Atsushi Inoue & Lutz Kilian - A bootstrap approach to moment selection (RePEc:ect:emjrnl:v:9:y:2006:i:1:p:48-75)
by Atsushi Inoue - Identifying the sign of the slope of a monotonic function via OLS (RePEc:eee:ecolet:v:75:y:2002:i:3:p:419-424)
by Inoue, Atsushi - Long memory and regime switching (RePEc:eee:econom:v:105:y:2001:i:1:p:131-159)
by Diebold, Francis X. & Inoue, Atsushi - The large sample behaviour of the generalized method of moments estimator in misspecified models (RePEc:eee:econom:v:114:y:2003:i:2:p:361-394)
by Hall, Alastair R. & Inoue, Atsushi - On the selection of forecasting models (RePEc:eee:econom:v:130:y:2006:i:2:p:273-306)
by Inoue, Atsushi & Kilian, Lutz - Bootstrapping GMM estimators for time series (RePEc:eee:econom:v:133:y:2006:i:2:p:531-555)
by Inoue, Atsushi & Shintani, Mototsugu - Information in generalized method of moments estimation and entropy-based moment selection (RePEc:eee:econom:v:138:y:2007:i:2:p:488-512)
by Hall, Alastair R. & Inoue, Atsushi & Jana, Kalidas & Shin, Changmock - Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394] (RePEc:eee:econom:v:141:y:2007:i:2:p:1418-1417)
by Hall, Alastair R. & Inoue, Atsushi - Efficient estimation and inference in linear pseudo-panel data models (RePEc:eee:econom:v:142:y:2008:i:1:p:449-466)
by Inoue, Atsushi - Testing for weak identification in possibly nonlinear models (RePEc:eee:econom:v:161:y:2011:i:2:p:246-261)
by Inoue, Atsushi & Rossi, Barbara - Information criteria for impulse response function matching estimation of DSGE models (RePEc:eee:econom:v:170:y:2012:i:2:p:499-518)
by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara - Inference on impulse response functions in structural VAR models (RePEc:eee:econom:v:177:y:2013:i:1:p:1-13)
by Inoue, Atsushi & Kilian, Lutz - Joint confidence sets for structural impulse responses (RePEc:eee:econom:v:192:y:2016:i:2:p:421-432)
by Inoue, Atsushi & Kilian, Lutz - Impulse response matching estimators for DSGE models (RePEc:eee:econom:v:196:y:2017:i:1:p:144-155)
by Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz - Rolling window selection for out-of-sample forecasting with time-varying parameters (RePEc:eee:econom:v:196:y:2017:i:1:p:55-67)
by Inoue, Atsushi & Jin, Lu & Rossi, Barbara - The uniform validity of impulse response inference in autoregressions (RePEc:eee:econom:v:215:y:2020:i:2:p:450-472)
by Inoue, Atsushi & Kilian, Lutz - Joint Bayesian inference about impulse responses in VAR models (RePEc:eee:econom:v:231:y:2022:i:2:p:457-476)
by Inoue, Atsushi & Kilian, Lutz - Tests of cointegrating rank with a trend-break (RePEc:eee:econom:v:90:y:1999:i:2:p:215-237)
by Inoue, Atsushi - Testing and comparing Value-at-Risk measures (RePEc:eee:empfin:v:8:y:2001:i:3:p:325-342)
by Christoffersen, Peter & Hahn, Jinyong & Inoue, Atsushi - The effects of conventional and unconventional monetary policy on exchange rates (RePEc:eee:inecon:v:118:y:2019:i:c:p:419-447)
by Inoue, Atsushi & Rossi, Barbara - Software review (RePEc:eee:intfor:v:12:y:1996:i:2:p:309-315)
by Koehler, Anne & Diebold, Francis X. & Giogianni, Lorenzo & Inoue, Atsushi - The Stability of the Japanese Banking System: A Historical Perspective (RePEc:eee:jjieco:v:7:y:1993:i:4:p:387-407)
by Yabushita Shiro & Inoue Atsushi - Identifying the sources of model misspecification (RePEc:eee:moneco:v:110:y:2020:i:c:p:1-18)
by Inoue, Atsushi & Kuo, Chun-Hung & Rossi, Barbara - Zero Lower Bound and Parameter Bias in an Estimated DSGE Model (RePEc:een:camaaa:2013-60)
by Yasuo Hirose & Atsushi Inoue - Information criteria for impulse response function matching estimation of DSGE models (RePEc:fip:fedawp:2007-10)
by Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi - The Uniform Validity of Impulse Response Inference in Autoregressions (RePEc:fip:feddwp:1908)
by Atsushi Inoue & Lutz Kilian - Joint Bayesian Inference about Impulse Responses in VAR Models (RePEc:fip:feddwp:88408)
by Atsushi Inoue & Lutz Kilian - The Role of the Prior in Estimating VAR Models with Sign Restrictions (RePEc:fip:feddwp:89121)
by Atsushi Inoue & Lutz Kilian - Significance Bands for Local Projections (RePEc:fip:fedfwp:96372)
by Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner - Frequentist inference in weakly identified DSGE models (RePEc:fip:fedpwp:09-13)
by Pablo Guerrón-Quintana & Atsushi Inoue & Lutz Kilian - Out-of-sample forecast tests robust to the choice of window size (RePEc:fip:fedpwp:11-31)
by Atsushi Inoue & Barbara Rossi - Impulse Response Matching Estimators for DSGE Models (RePEc:hit:hiasdp:hias-e-27)
by GUERRON-QUINTANA, Pablo & INOUE, Atsushi & KILIAN, Lutz - Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models (RePEc:ier:iecrev:v:43:y:2002:i:2:p:309-332)
by Atsushi Inoue & Lutz Kilian - The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model (RePEc:ime:imedps:14-e-09)
by Yasuo Hirose & Atsushi Inoue - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:man:cgbcrp:127)
by Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi - Monitoring and Forecasting Currency Crises (RePEc:mcb:jmoncb:v:40:y:2008:i:2-3:p:523-534)
by Atsushi Inoue & Barbara Rossi - Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data (RePEc:mcb:jmoncb:v:41:y:2009:i:7:p:1331-1363)
by Atsushi Inoue & Lutz Kilian & Fatma Burcu Kiraz - The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates (RePEc:nbr:nberch:14112)
by Atsushi Inoue & Barbara Rossi - Long Memory and Regime Switching (RePEc:nbr:nberte:0264)
by Francis X. Diebold & Atsushi Inoue - A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models (RePEc:nbr:nberte:0310)
by Atsushi Inoue & Gary Solon - Two-Sample Instrumental Variables Estimators (RePEc:nbr:nberte:0311)
by Atsushi Inoue & Gary Solon - The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates (RePEc:nbr:nberwo:25021)
by Atsushi Inoue & Barbara Rossi - Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures
[Modelling Volatility by Variance Decomposition] (RePEc:oup:jfinec:v:19:y:2021:i:1:p:202-234.)
by Atsushi Inoue & Lu Jin & Denis Pelletier - Information Criteria for Impulse Response Function Matching Estimation (RePEc:red:sed007:293)
by Jim Nason & Barbara Rossi & Atsushi Inoue & Alastair Hall - Heterogeneous Consumers and Fiscal Policy Shocks (RePEc:red:sed012:261)
by Emily Anderson & Atsushi Inoue & Barbara Rossi - Testing Change in Time Series (RePEc:sce:scecf7:7)
by Atsushi Inoue - Zero Lower Bound and Parameter Bias in an Estimated DSGE Model (RePEc:smu:ecowpa:1306)
by Yasuo Hirose & Atsushi Inoue - Joint Confidence Sets for Structural Impulse Responses (RePEc:smu:ecowpa:1401)
by Atsushi Inoue & Lutz Kilian - Quasi-Bayesian Model Selection (RePEc:smu:ecowpa:1402)
by Atsushi Inoue & Mototsugu Shintania - Testing for the principal’s monopsony power in agency contracts (RePEc:spr:empeco:v:31:y:2006:i:3:p:717-734)
by Atsushi Inoue & Tomislav Vukina - A Monte Carlo Comparison Of Various Asymptotic Approximations To The Distribution Of Instrumental Variables Estimators (RePEc:taf:emetrv:v:21:y:2002:i:3:p:309-336)
by Jinyong Hahn & Atsushi Inoue - In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402)
by Atsushi Inoue & Lutz Kilian - Entropy-Based Moment Selection in the Presence of Weak Identification (RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:398-427)
by Alastair Hall & Atsushi Inoue & Changmock Shin - Out-of-Sample Forecast Tests Robust to the Choice of Window Size (RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453)
by Barbara Rossi & Atsushi Inoue - Comment (RePEc:taf:jnlbes:v:33:y:2015:i:1:p:9-11)
by Atsushi Inoue - Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models (RePEc:taf:jnlbes:v:39:y:2021:i:1:p:307-324)
by Gergely Ganics & Atsushi Inoue & Barbara Rossi - Tests for Parameter Instability in Dynamic Factor Models (RePEc:toh:dssraa:10)
by Xu Han & Atsushi Inoue - Inference on Impulse Response Functions in Structural VAR Models (RePEc:toh:dssraa:11)
by Atsushi Inoue & Lutz Kilian - Zero Lower Bound and Parameter Bias in an Estimated DSGE Model (RePEc:toh:dssraa:14)
by Yasuo Hirose & Atsushi Inoue - Tests for Parameter Instability in Dynamic Factor Models (RePEc:toh:tergaa:306)
by Xu Han & Atsushi Inoue - Inference on Impulse Response Functions in Structural VAR Models (RePEc:toh:tergaa:307)
by Atsushi Inoue & Lutz Kilian - Zero Lower Bound and Parameter Bias in an Estimated DSGE Model (RePEc:toh:tergaa:308)
by Yasuo Hirose & Atsushi Inoue - Two-Sample Instrumental Variables Estimators (RePEc:tpr:restat:v:92:y:2010:i:3:p:557-561)
by Atsushi Inoue & Gary Solon - Identifying the Sources of Instabilities in Macroeconomic Fluctuations (RePEc:tpr:restat:v:93:y:2011:i:4:p:1186-1204)
by Atsushi Inoue & Barbara Rossi - Zero Lower Bound and Parameter Bias in an Estimated DSGE Model (RePEc:upd:utppwp:012)
by Yasuo Hirose & Atsushi Inoue - Out-of-sample forecast tests robust to the choice of window size (RePEc:upf:upfgen:1404)
by Barbara Rossi & Atsushi Inoue - Rolling window selection for out-of-sample forecasting with time-varying parameters (RePEc:upf:upfgen:1435)
by Atsushi Inoue & Lu Jin & Barbara Rossi - Heterogeneous consumers and fiscal policy shocks (RePEc:upf:upfgen:1478)
by Emily Anderson & Atsushi Inoue & Barbara Rossi - Identifying the sources of model misspecification (RePEc:upf:upfgen:1479)
by Atsushi Inoue & Chun-Hung Kuo & Barbara Rossi - Tests for the validity of portfolio or group choice in financial and panel regressions (RePEc:upf:upfgen:1523)
by Atsushi Inoue & Barbara Rossi - A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy (RePEc:upf:upfgen:1638)
by Atsushi Inoue & Barbara Rossi - The effects of conventional and unconventional monetary policy on exchange rates (RePEc:upf:upfgen:1639)
by Atsushi Inoue & Barbara Rossi - Confidence intervals for bias and size distortion in IV and local projections–IV models (RePEc:upf:upfgen:1640)
by Gergely Ganics & Atsushi Inoue & Barbara Rossi - Bootstrapping GMM Estimators for Time Series (RePEc:van:wpaper:0129)
by Atsushi Inoue & Mototsugu Shintani - The zero lower bound and parameter bias in an estimated DSGE model (RePEc:van:wpaper:vuecon-14-00009)
by Yasuo Hirose & Atsushi Inoue - Impulse response matching estimators for DSGE models (RePEc:van:wpaper:vuecon-14-00014)
by Pablo Guerron-quintana & Atsushi Inoue & Lutz Kilian - The uniform validity of impulse response inference in autoregressions (RePEc:van:wpaper:vuecon-19-00001)
by Atsushi Inoue & Lutz Kilian - The uniform validity of impulse response inference in autoregressions (RePEc:van:wpaper:vuecon-sub-19-00001)
by Atsushi Inoue & Lutz Kilian - The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model (RePEc:wly:japmet:v:31:y:2016:i:4:p:630-651)
by Yasuo Hirose & Atsushi Inoue - Monitoring and Forecasting Currency Crises (RePEc:wly:jmoncb:v:40:y:2008:i:2-3:p:523-534)
by Atsushi Inoue & Barbara Rossi - Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data (RePEc:wly:jmoncb:v:41:y:2009:i:7:p:1331-1363)
by Atsushi Inoue & Lutz Kilian & Fatma Burcu Kiraz - Heterogeneous Consumers and Fiscal Policy Shocks (RePEc:wly:jmoncb:v:48:y:2016:i:8:p:1877-1888)
by Emily Anderson & Atsushi Inoue & Barbara Rossi - A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy (RePEc:wly:quante:v:12:y:2021:i:4:p:1085-1138)
by Atsushi Inoue & Barbara Rossi - Quasi‐Bayesian model selection (RePEc:wly:quante:v:9:y:2018:i:3:p:1265-1297)
by Atsushi Inoue & Mototsugu Shintani - Stamp 5.0: A Review (RePEc:wop:pennhp:_058)
by Diebold, Giorgianni, & Inoue - Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think (RePEc:wop:pennin:97-34)
by Francis X. Diebold & Andrew Hickman & Atsushi Inoue & Til Schuermann - Testing, Comparing, and Combining Value at Risk Measures (RePEc:wop:pennin:99-44)
by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue - The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models (RePEc:wpa:wuwpem:0505002)
by Alastair R. Hall & Atsushi Inoue - Do actions speak louder than words? Household expectations of inflation based on micro consumption data (RePEc:zbw:bubdp1:4755)
by Inoue, Atsushi & Kilian, Lutz & Kiraz, Fatma Burcu - Impulse response matching estimators for DSGE models (RePEc:zbw:cfswop:498)
by Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz - Joint Bayesian inference about impulse responses in VAR models (RePEc:zbw:cfswop:650)
by Inoue, Atsushi & Kilian, Lutz - The role of the prior in estimating VAR models with sign restrictions (RePEc:zbw:cfswop:660)
by Inoue, Atsushi & Kilian, Lutz