Department of Economics


Atsushi Inoue

Robert H. and Nancy Dedman Endowed Chair

Ph.D., University of Pennsylvania
Umphrey Lee 301CC

Atsushi Inoue joined the department of economics at Southern Methodist University in 2013.  Previously he taught at North Carolina State University and the University of British Columbia.  His research focuses on empirical and statistical methods for macroeconomics and forecasting.  His current research interests include identification and specification issues with estimation of macroeconomic models.  He is a founding co-editor of the Journal of Econometric Methods and is an associate editor of the Journal of Business and Economic Statistics.

Research Interests


Courses Taught

Econometrics, Time Series Econometrics, Introduction to Statistics, Mathematics for Economics

Selected Publications

  • Inoue, A., and B. Rossi (2012), "Which Structural Parameters are "Structural"? Identifying the Sources of Instabilities in Economic Models," Review of Economics and Statistics, 93, 1186-1204.
  • Hall, A.R., A. Inoue, J.M. Nason and B. Rossi (2012), "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Journal of Econometrics, 170, 499-518.
  • Inoue, A., and G. Solon (2010), "Two-Sample Instrumental Variables Estimators," Review of Economics and Statistics, 92, 557-561.
  • Inoue, A., and L. Kilian (2008), "How Useful is Bagging for Forecasting Economic Time Series? A Case Study of U.S. CPI Inflation," Journal of the American Statistical Association, 103, 511-522.
  • Hall, A.R., and A. Inoue (2003), "The Large Sample Behavior of Generalized Method of Moments Estimator in Misspecified Models," Journal of Econometrics, 114, 361-393.
  • Inoue, A., and L. Kilian (2002), "Bootstrapping Autoregressive Processes with Possible Unit Roots," Econometrica, 70, 377-391.
  • Diebold, F.X., and A. Inoue (2001), "Long Memory and Regime Switching," Journal of Econometrics, 105, 131-159.


  • Journal of Econometrics Fellow
  • Nakahara Prize (2011)
  • Econometric Theory Multa Scripsit Award (2007)