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Uncoverest interest parity : it works, but not for long
Chaboud, Alain P.; Wright, Jonathan H. - 2002
Persistent link: https://www.econbiz.de/10001738090
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Uncoverred interest parity : it works, but not for long
Chaboud, Alain P.; Wright, Jonathan H. - In: Journal of international economics 66 (2005) 2, pp. 349-362
Persistent link: https://www.econbiz.de/10002961990
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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
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A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
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A new test for structural stability based on recursive residuals
Wright, Jonathan H. - In: Oxford bulletin of economics and statistics 61 (1999) 1, pp. 109-119
Persistent link: https://www.econbiz.de/10001371592
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Quantifying the non-stationarity in Irish real exchange rates
Wright, Jonathan H. - In: The economic and social review 25 (1993) 1, pp. 109-119
Persistent link: https://www.econbiz.de/10001159095
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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
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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
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Evaluating real-time var forecasts with an informative democratic prior
Wright, Jonathan H. - 2010
Persistent link: https://www.econbiz.de/10003969785
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Forward-looking estimates of interest-rate distributions
Wright, Jonathan H. - In: Annual review of financial economics 9 (2017), pp. 333-351
Persistent link: https://www.econbiz.de/10011910883