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Atsushi Inoue

Cornelius Vanderbilt Chair, Professor of Economics · Vanderbilt University

Econometrician at Vanderbilt University working on impulse response inference, VAR models, local projections and forecasting. Co-editor of the Journal of Business and Economic Statistics for 2022-24.

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Published Classic Journal of Econometrics Published Dec 2022

Joint Bayesian inference about impulse responses in VAR models

Atsushi Inoue · Lutz Kilian

This 2022 Journal of Econometrics paper by Atsushi Inoue and Lutz Kilian develops a Bayesian decision-theoretic framework for reporting inference about an entire vector of structural VAR impulse …

Structural Var