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Monitoring and forecasting currency crises
Inoue, Atsushi; Rossi, Barbara - In: Journal of money, credit and banking : JMCB 40 (2008) 2/3, pp. 523-534
Persistent link: https://www.econbiz.de/10003679046
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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
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Testing for weak identification in possibly nonlinear models
Inoue, Atsushi; Rossi, Barbara - In: Journal of econometrics 161 (2011) 2, pp. 246-261
Persistent link: https://www.econbiz.de/10009242141
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - In: Journal of econometrics 170 (2012) 2, pp. 499-518
Persistent link: https://www.econbiz.de/10009686765
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Recursive predictability tests for real-time data
Inoue, Atsushi; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 336-345
Persistent link: https://www.econbiz.de/10003013004
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 432-453
Persistent link: https://www.econbiz.de/10009657251
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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara - In: Journal of monetary economics 110 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012494109
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The effects of conventional and unconventional monetary policy on exchange rates
Inoue, Atsushi; Rossi, Barbara - In: Journal of international economics 118 (2019), pp. 419-447
Persistent link: https://www.econbiz.de/10012296042
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Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - In: Journal of econometrics 196 (2017) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
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Heterogeneous consumers and fiscal policy shocks
Anderson, Emily; Inoue, Atsushi; Rossi, Barbara - In: Journal of money, credit and banking : JMCB 48 (2016) 8, pp. 1877-1888
Persistent link: https://www.econbiz.de/10011707972