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Frequency domain inference for univariate impule responses

Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-277

Persistent link: https://www.econbiz.de/10001398929

The limiting distribution of post-sample stability tests for GMM estimation when the potential break date is unknown

Wright, Jonathan H. - In: Oxford bulletin of economics and statistics 59 (1997) 2, pp. 299-303

Persistent link: https://www.econbiz.de/10001223697

Structural stability tests in the linear regression model when the regressors have roots local to unity

Wright, Jonathan H. - In: Economics letters 52 (1996) 3, pp. 257-262

Persistent link: https://www.econbiz.de/10001212510

A co-integration based analysis of Irish purchasing power parity relationships using the Johansen procedure

Wright, Jonathan H. - In: The economic and social review 25 (1994) 3, pp. 261-278

Persistent link: https://www.econbiz.de/10001166246

Term premia and inflation uncertainty : empirical evidence from an international panel dataset ; reply

Wright, Jonathan H. - In: The American economic review 104 (2014) 1, pp. 338-341

Persistent link: https://www.econbiz.de/10010340805

Term premia and inflation uncertainty : empirical evidence from an international panel dataset ; comment

Bauer, Michael D.; Rudebusch, Glenn D.; Wu, Jing Cynthia - In: The American economic review 104 (2014) 1, pp. 323-337

Persistent link: https://www.econbiz.de/10010340809

Missing events in event studies : identifying the effects of partially-measured news surprises

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, … - 2018

Persistent link: https://www.econbiz.de/10011981002

Missing events in event studies : identifying the effects of partially-measured news surprises

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, … - 2018

Macroeconomic news announcements are elaborate and multi-dimensional. We consider a framework in which jumps in asset prices around macroeconomic news and monetary policy announcements reflect both the response to observed surprises in headline numbers and latent factors, reflecting other...

Persistent link: https://www.econbiz.de/10011900777

Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns

Wright, Jonathan H. - In: Econometric reviews 21 (2002) 4, pp. 397-417

Persistent link: https://www.econbiz.de/10001718218

A survey of weak instruments and weak identification in generalized method of moments

Stock, James H.; Wright, Jonathan H.; Yogo, Motohiro - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 518-529

Persistent link: https://www.econbiz.de/10001705964