井上 篤（いのうえ あつし）は日本の経済学者、ヴァンダービルト大学経済学部教授。専門は計量経済学、特に時系列分析。構造ベクター自己回帰モデルや動学的確率一般均衡モデルといったマクロ経済学的モデルに対する計量経済学的方法を発展させることに関心がある。Journal of Business and Economic Statisticsの編集長を務めている[1]。
Ganics, G., A. Inoue and B. Rossi (2019), "Confidence intervals for bias and size distortion in IV and local projections-IV models," accepted for publication in Journal of Business and Economic Statistics.
Inoue, A., C.-H. Kuo and B. Rossi (2019), "Identifying the sources of misspecification," accepted for publication in Journal of Monetary Economics.
Inoue, A., and B. Rossi (2019), "The effects of conventional and unconventional monetary policy on exchange rates," Journal of International Economics, 118, 419-447.
Inoue, A., and M. Shintani (2018), "Quasi-Bayesian model selection," Quantitative Economics, 9, 1265-1297.
Guerron-Quintana, P., A. Inoue and L. Kilian (2017), "Impulse response matching estimators for DSGE models," Journal of Econometrics, 196, 144-155.
Inoue, A., L. Jin and B. Rossi (2017), "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, 196, 55-67.
Inoue, A., and L. Kilian (2016), "Joint confidence sets for structural impulse responses," Journal of Econometrics, 192, 421-432 (Inoue, A., and L. Kilian (2019), Corrigendum, Journal of Econometrics, 209, 139-143).
Anderson, E., A. Inoue and B. Rossi (2016), "Heterogeneous consumers and fiscal policy shocks," Journal of Money, Credit and Banking, 48, 1877-1888.
Hirose, Y., and A. Inoue (2016), "Interest rate lower bound and parameter bias in an estimated DSGE model," Journal of Applied Econometrics, 31, 630-651.
