Long memory and regime switching FX Diebold, A Inoue Journal of econometrics 105 (1), 131-159, 2001 | 1499 | 2001 |
In-sample or out-of-sample tests of predictability: Which one should we use? A Inoue, L Kilian Econometric Reviews 23 (4), 371-402, 2005 | 847 | 2005 |
Out-of-sample forecast tests robust to the choice of window size B Rossi, A Inoue Journal of Business & Economic Statistics 30 (3), 432-453, 2012 | 396* | 2012 |
Two-sample instrumental variables estimators A Inoue, G Solon The Review of Economics and Statistics 92 (3), 557-561, 2010 | 389 | 2010 |
Testing and comparing value-at-risk measures P Christoffersen, J Hahn, A Inoue Journal of empirical finance 8 (3), 325-342, 2001 | 374 | 2001 |
How useful is bagging in forecasting economic time series? A case study of US consumer price inflation A Inoue, L Kilian Journal of the American Statistical Association 103 (482), 511-522, 2008 | 298* | 2008 |
Rolling window selection for out-of-sample forecasting with time-varying parameters A Inoue, L Jin, B Rossi Journal of econometrics 196 (1), 55-67, 2017 | 270 | 2017 |
Inference on impulse response functions in structural VAR models A Inoue, L Kilian Journal of Econometrics 177 (1), 1-13, 2013 | 251 | 2013 |
Converting 1-day volatility to h-day volatility: scaling by h is worse than you think FX Diebold, A Hickman, A Inoue, T Schuermann University of Pennsylvania, 1997 | 225* | 1997 |
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy A Inoue, B Rossi Quantitative Economics 12 (4), 1085-1138, 2021 | 223* | 2021 |
On the selection of forecasting models A Inoue, L Kilian Journal of Econometrics 130 (2), 273-306, 2006 | 216 | 2006 |
The large sample behaviour of the generalized method of moments estimator in misspecified models AR Hall, A Inoue Journal of Econometrics 114 (2), 361-394, 2003 | 187 | 2003 |
Bootstrapping GMM estimators for time series A Inoue, M Shintani Journal of Econometrics 133 (2), 531-555, 2006 | 132 | 2006 |
Tests for parameter instability in dynamic factor models X Han, A Inoue Econometric Theory 31 (5), 1117-1152, 2015 | 131 | 2015 |
Bootstrapping autoregressive processes with possible unit roots A Inoue, L Kilian Econometrica 70 (1), 377-391, 2002 | 129 | 2002 |
Tests of cointegrating rank with a trend-break A Inoue Journal of Econometrics 90 (2), 215-237, 1999 | 129 | 1999 |
Testing for distributional change in time series A Inoue Econometric theory 17 (1), 156-187, 2001 | 118 | 2001 |
Heterogeneous consumers and fiscal policy shocks E Anderson, A Inoue, B Rossi Journal of Money, Credit and Banking 48 (8), 1877-1888, 2016 | 106 | 2016 |
Information in generalized method of moments estimation and entropy-based moment selection AR Hall, A Inoue, K Jana, C Shin Journal of Econometrics 138 (2), 488-512, 2007 | 104 | 2007 |
Identifying the sources of instabilities in macroeconomic fluctuations A Inoue, B Rossi Review of Economics and statistics 93 (4), 1186-1204, 2011 | 99 | 2011 |