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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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Testing for a unit root in the volatility of asset returns
Wright, Jonathan H. - In: Journal of applied econometrics 14 (1999) 3, pp. 309-319
Persistent link: https://www.econbiz.de/10001405551
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Confidence sets for cointegrating coefficients based on stationarity tests
Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 211-222
Persistent link: https://www.econbiz.de/10001469686
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Confidence intervals for univariate impulse responses with a near unit root
Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 368-373
Persistent link: https://www.econbiz.de/10001493869
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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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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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Exact confidence intervals for impulse responses in a Gaussian vector autoregression
Wright, Jonathan H. - 2000
Persistent link: https://www.econbiz.de/10001521727
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Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - 2003
Persistent link: https://www.econbiz.de/10001798630
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Forecasting US inflation by Bayesian model averaging
Wright, Jonathan H. - 2003
Persistent link: https://www.econbiz.de/10001798633
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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