- Gargiulo, V., A. Inoue, and B. Rossi (2025), 'A new approach to fiscal multipliers: Time variation and high frequency shocks.'
- Inoue, A., Ò. Jordà, and G.M. Kuersteiner (2025), 'Uniform validity of the subset Anderson-Rubin test under heteroskedasticity and nonlinearity.'
Recent publications:
- Inoue, A., and L. Kilian (2025), 'The conventional impulse response prior in VAR models with sign restrictions,' accepted for publication in Journal of Applied Econometrics.
- Inoue, A., B. Rossi, and Y. Wang (2025), 'Has the Phillips curve flattened?' accepted for publication in Econometric Theory.
- Inoue, A., and L. Kilian (2025), 'When is the use of the Gaussian-inverse Wishart-Haar priors appropriate?' accepted for publication in the Journal of Political Economy.
- Inoue, A., Ò. Jordà, and G.M. Kuersteiner (2024), 'Inference for local projections' (replication code), accepted for publication in Econometrics Journal.
- Inoue, A., B. Rossi, and Y. Wang (2024), 'Local projections in unstable environments' (appendix), Journal of Econometrics, volume 244, issue 2.
- Inoue, A., and L. Kilian (2022), 'Joint Bayesian inference about impulse responses in VAR models,' Journal of Econometrics, 231, 457-476.
- Cheng, X., X. Han, and A. Inoue (2022), 'Instrumental variable estimation of structural VAR models robust to possible nonstationarity,' Econometric Theory, 38, 845-875.