Overview
Atsushi Inoue is an econometrician (Vanderbilt University; formerly North Carolina State University), working on time-series econometrics, bootstrap methods, forecast evaluation, and structural macroeconometrics.
Key Contributions / Features
- Long memory and regime switching (Diebold-Inoue 2001): with Diebold, the analytical result that regime switching mimics long memory.
- Work on the bootstrap for dependent/nonstationary data, tests of predictive ability and model selection, and identification/inference in SVARs and DSGE models.
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