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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi - 2002
Persistent link: https://www.econbiz.de/10013424233
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Inference on impulse response functions in structural VAR models
Inoue, Atsushi; Kilian, Lutz - 2011
Persistent link: https://www.econbiz.de/10009260176
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Joint confidence sets for structual impulse responses
Inoue, Atsushi; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010363307
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010465634
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Do actions speaks louder than words? : Household expectations of inflation based on micro consumption data
Inoue, Atsushi; Kilian, Lutz; Kiraz, Fatma Burcu - 2006
Persistent link: https://www.econbiz.de/10003366974
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Frequentist inference in weakly identified DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2009
Persistent link: https://www.econbiz.de/10003887157
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How useful is bagging in forecasting economic time series? : A case study of US CPI inflation
Inoue, Atsushi; Kilian, Lutz - 2005
Persistent link: https://www.econbiz.de/10003187611
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 196 (2017) 1, pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
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Joint confidence sets for structural impulse responses
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 192 (2016) 2, pp. 421-432
Persistent link: https://www.econbiz.de/10011704726
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The role of the prior in estimating var models with sign restrictions
Inoue, Atsushi; Kilian, Lutz - 2020
Persistent link: https://www.econbiz.de/10012417697