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Tests of cointegrating rank with a trend-break

Inoue, Atsushi - In: Journal of econometrics 90 (1999) 2, pp. 215-237

Persistent link: https://www.econbiz.de/10001382112

Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models

Inoue, Atsushi; Kilian, Lutz - 1999

Persistent link: https://www.econbiz.de/10001410046

Bootsstrapping smooth functions of slope parameters and innovation variances in var(∞)models

Inoue, Atsushi; Kilian, Lutz - In: International economic review 43 (2002) 2, pp. 309-331

Persistent link: https://www.econbiz.de/10001680467

Identifying the sources of instabilities in macroeconomic fluctuations

Inoue, Atsushi; Rossi, Barbara - In: The review of economics and statistics 93 (2011) 4, pp. 1186-1204

Persistent link: https://www.econbiz.de/10009379806

Heterogeneous consumers and fiscal policy shocks

Anderson, Emily; Inoue, Atsushi; Rossi, Barbara - 2013

Persistent link: https://www.econbiz.de/10010193266

Mean-plus-noise factor models : an empirical exploration

Inoue, Atsushi - In: The Japanese economic review : the journal of the … 63 (2012) 3, pp. 289-309

Persistent link: https://www.econbiz.de/10009666597

Window selection for out-of-sample forecasting with time-varying parameters

Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014

Persistent link: https://www.econbiz.de/10010416755

Identifying the sources of model misspecification

Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara - 2014

Persistent link: https://www.econbiz.de/10010416759

Window selection for out-of-sample forecasting with time-varying parameters

Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014

Persistent link: https://www.econbiz.de/10010424812

Do actions speak louder than words? : household expectations of inflation based on micro consumption data

Inoue, Atsushi; Kilian, Lutz; Kiraz, Fatma Burcu - 2006

Survey data on household expectations of inflation are routinely used in economic analysis, yet it is not clear to what extent households are able to articulate their expectations in survey interviews. We propose an alternative approach to recovering households’ implicit expectations of...

Persistent link: https://www.econbiz.de/10003374960