Access Statistics for Yangru Wu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Re-examination of the Finite-Sample Properties of Pena and Rodriguez's Portmanteau Test of Lack of Fit for Time Series 0 0 0 0 1 4 12 125
Are There Rational Bubbles in Foreign Exchange Markets? -- Some Direct Tests 0 0 0 0 1 1 9 155
Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness 0 0 0 0 0 2 5 49
Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model 0 0 0 0 0 2 5 99
Momentum and Mean Reversion Across National Equity Markets 13 28 82 359 22 61 195 784
On the Empirical Size of Normalized Autocorrelation Coefficients 0 0 0 0 1 4 13 137
On the Finite-Sample Distribution of Monti's Portmanteau Test for the Adequacy of an ARMA (p,q) Model 0 0 0 0 2 6 14 203
On the Finite-Sample Distribution of Separate Tests for Univarite Time Series Models 0 0 0 0 0 0 7 155
On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation 0 0 0 0 0 1 7 113
On the size and power of portmanteau tests for randomness of a time series 0 0 0 0 0 1 4 110
On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: A Monte Carlo study and empirical example 0 0 0 0 1 2 9 171
Optimal Transaction Filters under Transitory Trading Opportunities: Theory and Empirical Illustration 2 2 14 74 5 12 54 238
Random Walk versus Breaking Trend in Stock Prices: Evidence from Emerging Markets 0 0 0 1 18 50 166 652
Random Walk versus Breaking Trend in Stock Prices: Evidence from Emerging Markets 2 5 34 356 5 14 82 909
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 1 3 19 222 4 15 56 556
Risk, Policy Rules, and Noise: Rethinking Deviations From Uncovered Interest Parity 1 4 12 130 3 12 34 537
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 2 8 115 2 10 35 442
Total Working Papers 19 44 169 1,257 65 197 707 5,435

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series 0 0 2 5 0 1 11 18
An empirical investigation on the time-series behavior of the U.S.-China trade deficit 2 4 6 25 2 4 8 64
Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test 1 8 23 142 2 14 56 355
Are there rational bubbles in foreign exchange markets? Evidence from an alternative test 0 1 7 32 0 2 12 77
Asymmetry in forward exchange rate bias: A puzzling result 1 1 7 40 4 7 15 79
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields 0 4 16 38 2 17 47 119
Endogenous growth and the welfare costs of inflation: a reconsideration 0 1 6 32 0 1 9 69
Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries 1 2 6 19 2 4 10 50
Explaining exchange rate risk in world stock markets: A panel approach 1 3 12 38 1 5 21 88
Fixed Investment and Economic Growth in China 0 4 18 94 5 17 58 285
Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis 0 0 8 38 2 5 30 100
Hysteresis in Unemployment: Evidence from 48 U.S. States 0 0 0 0 0 2 6 93
Hysteresis in unemployment: Evidence from OECD countries 0 0 1 18 0 4 6 50
MEAN REVERSION IN EQUILIBRIUM REAL EXCHANGE RATES 0 1 5 7 1 4 14 19
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies 2 7 24 67 6 26 76 250
Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries 1 5 26 125 6 22 70 365
Momentum and mean reversion across national equity markets 7 12 35 80 12 36 93 215
Monopolistic competition, increasing returns to scale, and the welfare costs of inflation 0 2 3 34 0 4 9 124
Nonlinear prediction of exchange rates with monetary fundamentals 4 5 18 59 6 9 33 192
On the size and power of normalized autocorrelation coefficients 0 3 15 43 4 30 103 281
On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: a Monte Carlo study and empirical example 2 2 8 61 9 23 85 413
Predictability of short-horizon returns in international equity markets 0 0 1 22 0 2 8 57
Random walk versus breaking trend in stock prices: Evidence from emerging markets 2 8 24 121 4 12 46 312
Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility 0 0 0 0 4 14 34 274
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 4 7 16 85 8 15 42 325
The Effects of Inflation on the Number of Firms and Firm Size 0 0 0 0 0 4 21 465
The trend behavior of real exchange rates: Evidence from OECD countries 1 3 4 4 2 5 8 8
Understanding Spot and Forward Exchange Rate Regressions 7 9 38 545 27 58 207 2,884
Total Journal Articles 36 92 329 1,774 109 347 1,138 7,631

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Statistics updated 2008-09-04