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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

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

The CUSUM test based on least squares residuals in regressions with integrated variables

Wright, Jonathan H. - In: Economics letters 41 (1993) 4, pp. 353-358

Persistent link: https://www.econbiz.de/10001144907

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

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

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

Forecasting with model uncertainty : representations and risk reduction

Hirano, Keisuke; Wright, Jonathan H. - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 2, pp. 617-643

Persistent link: https://www.econbiz.de/10011778680

Evaluating real-time var forecasts with an informative democratic prior

Wright, Jonathan H. - 2010

Persistent link: https://www.econbiz.de/10003969785

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