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Browsing Recerca: working papers, informes, etc. by Author "Inoue, Atsushi"

Browsing Recerca: working papers, informes, etc. by Author "Inoue, Atsushi"

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  • Anderson, Emily; Inoue, Atsushi; Rossi, Barbara, 1971- (2011-02-01)
    This paper studies empirical facts regarding the effects of unexpected changes in aggregate macroeconomic fiscal policies on consumers that differ depending on individual characteristics. We use data from the Consumption ...
  • Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara, 1971- (2015-02-01)
    In this paper we propose an empirical method for detecting and identifying misspecification in structural economic models. Our approach formalizes the common practice of adding "shocks" in the model, and identifies ...
  • Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara, 1971- (Centre for Economic Policy Research, 2014-09)
    In this paper we propose empirical methods for detecting and identifying misspecifications in DSGE models. We introduce wedges in a DSGE model and identify potential misspecification via forecast error variance decomposition ...
  • Rossi, Barbara, 1971-; Inoue, Atsushi (2012-04-01)
    This paper proposes new methodologies for evaluating out-of-sample forecasting performance that are robust to the choice of the estimation window size. The methodologies involve evaluating the predictive ability of ...
  • Inoue, Atsushi; Jin, Lu; Rossi, Barbara, 1971- (2014-06-01)
    While forecasting is a common practice in academia, government and business alike, practitioners are often left wondering how to choose the sample for estimating forecasting models. When we forecast inflation in 2018, ...
  • Inoue, Atsushi; Rossi, Barbara, 1971- (2015-03-01)
    In the capital asset pricing model (CAPM), estimating beta consistently is important to obtain a consistent estimate of the price of risk. However, it is often found that the estimate of beta is sensitive to the choice ...

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