Access Statistics for Tony S. Wirjanto

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 Direct Test of the Permanent Income Hypothesis with an Application to the US States 0 0 0 0 0 0 2 131
A Further Analysis of Exchange Rate Targeting in Canada 0 0 0 293 0 1 3 1,753
A Further Analysis of Exchange Rate Targeting in Canada 0 0 0 164 0 3 10 2,119
A Simple Model of the Nominal Term Structure of Interest Rates 0 0 0 28 0 0 2 101
A Threshold Stochastic Conditional Duration Model for Financial Transaction Data 0 0 1 50 0 0 1 61
A Unified Framework for Estimation od a Sur Model in Accounting Information 0 0 0 0 0 0 0 237
Aggregate Consumption Behavior and Liquidity Constraints: The Canadian Evidence 0 0 0 0 0 0 0 245
An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility 0 0 2 129 0 0 9 398
An Empirical Investigation into Government Spending and Private Sector Behaviour 0 0 0 240 1 1 6 1,359
An Empirical Investigation into Government Spending and Private Sector Behaviour 1 1 1 330 3 3 7 2,218
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 0 0 1 68 1 1 3 173
Bayesian Inference of Asymmetric Stochastic Conditional Duration Models 0 0 1 64 0 1 4 71
Bayesian Inference of Multiscale Stochastic Conditional Duration Models 0 0 3 36 0 0 5 68
Bootstrapping and Jackknifing Neural Networks for Noisy Financial Time Series 0 0 0 0 1 1 4 107
Contrasting two approaches in real options valuation: contingent claims versus dynamic programming 0 0 1 200 0 0 7 622
Does More Mean Less? The Male/Female Wage Gap and the Proportion of Female at the Establishment Level 0 0 0 1 0 1 8 2,570
Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level 0 0 0 0 0 2 5 168
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach 0 0 0 0 0 1 6 187
Government Expenditures and the Permanent-Income Model 0 0 0 0 1 2 9 154
IT Innovation Persistence and State Dependence: An Empirical Investigation 0 0 0 0 0 0 1 72
Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation 0 0 0 19 0 3 7 93
Intertemporal Substitution, Imports and Permanent-Income 0 0 0 0 1 4 8 502
Intraperiod and Intertemporal Substitution in Import Demand 0 0 2 337 0 1 8 2,482
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 0 2 3 111
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 147 0 2 4 363
Money Stock Targetting and Money Supply: A Closer Examination of the Data 0 0 0 0 1 1 4 450
National Savings and Domestic Investment in the Long Run: Some Time Series Evidence for the U.S. and Canada 0 0 0 0 1 4 8 421
On Non-Stationary Linear Regressions Model with a Lagged Dependent Variable 0 0 0 0 0 1 2 371
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 0 1 2 61
Pricing Financial Derivatives by Gram-Charlier Expansions 0 0 2 21 1 2 10 85
Re-examining Accounting Conservatism: The Importance of Adjusting for Firm Heterogeneity 0 0 0 0 0 1 7 235
Stochastic Conditional Duration Models with Mixture Processes 0 0 1 42 0 1 7 56
Testing the Permanent Income Hypothesis: The Evidence from Canadian Data 0 0 0 0 0 1 3 237
The Consequences of Specification errors for Sample- selection Model 0 0 0 0 0 0 1 258
The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation 0 0 0 232 0 0 2 2,197
The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation 0 0 0 135 0 1 4 1,371
The Dynamic Demand for Money in Germany, Japan and the United Kingdom 0 0 0 0 1 1 3 801
The GMM Estimation of Conditional Heteroskedasticity Models 0 0 0 0 0 1 1 376
The Impact of Stochastic Convenience Yield on Long-term Forestry Investment Decisions 0 0 0 24 0 1 1 96
The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe 0 0 2 40 0 0 4 79
The Proportion of Females in the Establishment: Discrimination, Preferences and Technology 0 0 0 65 1 2 5 373
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 0 0 1 98
Time-Deformation Modeling Of Stock Returns Directed By Duration Processes 0 0 0 197 0 0 3 189
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 1 3 35 0 1 8 79
Total Working Papers 1 2 20 2,935 13 48 198 24,198


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Direct Test of the Permanent Income Hypothesis with an Application to the U.S. States 0 0 0 0 0 0 7 199
A stylized exchange rate pass‐through model of crude oil price formation 0 0 5 196 0 0 8 439
Adjustment costs and import demand behavior: evidence from Canada and the United States 0 0 0 20 0 0 3 124
Aggregate Consumption Behaviour and Liquidity Constraints: The Canadian Evidence 0 0 0 0 0 0 4 112
Aggregate consumption behaviour with time-nonseparable preferences and liquidity constraints 0 0 1 21 0 0 1 69
An Empirical Study of Dynamic Labor Demand with Integrated Forcing Processes 0 0 0 18 0 0 3 77
An analytic approximation formula for pricing zero-coupon bonds 0 0 1 121 2 2 6 572
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 15 0 0 2 73
Contrasting two approaches in real options valuation: Contingent claims versus dynamic programming 0 0 1 15 0 0 5 121
Do Chinese publicly listed companies adjust their capital structure toward a target level? 1 4 10 106 2 9 30 359
Do foreigners facilitate information transmission in emerging markets? 0 0 2 52 0 2 12 234
Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level 0 0 0 189 1 1 3 1,145
Empirical tests of the float-adjusted return model 0 0 0 26 0 0 1 104
Estimating the impacts of cigarette taxes on youth smoking participation, initiation, and persistence: empirical evidence from Canada 0 2 6 59 0 2 9 197
Exchange rate of the US dollar and the J curve: the case of oil exporting countries 0 0 4 140 0 0 11 367
Exploring consumption-based asset pricing model with stochastic-trend forcing processes 0 0 0 25 0 0 1 148
Extreme return-volume dependence in East-Asian stock markets: A copula approach 0 0 2 48 0 0 8 141
Government Expenditures and the Permanent-Income Model 0 1 10 331 1 4 27 2,255
Inference about clustering and parametric assumptions in covariance matrix estimation 0 1 1 35 0 2 5 88
Intertemporal substitution, imports and the permanent income model 0 0 0 26 0 2 8 122
Intratemporal Substitution And Government Spending 0 0 2 69 2 4 11 245
Modeling the leverage effect with copulas and realized volatility 0 0 0 57 0 1 7 162
Money Stock Targeting and Money Supply: A Closer Examination of the Data 0 0 0 119 0 4 4 764
On the Efficiency of Conditional Heteroskedasticity Models 0 0 0 11 0 0 1 56
On the Stability of Long-Run M2 Demand in Japan 0 0 0 3 0 1 10 26
Re-examining Variance-Bounds Tests for Asset Prices 0 0 1 12 0 1 4 95
Seasonal unit-root tests on Canadian macroeconomic time series 0 0 0 17 1 1 1 59
Testing the Permanent Income Hypothesis: The Evidence from Canadian Data 0 0 1 18 0 0 7 110
Testing the Stochastic Implications of the Permanent Income Hypothesis Using Canadian Provincial Data* 0 0 0 9 0 0 5 78
Testing the permanent-income hypothesis: new evidence from West-German states ( Länder) 0 0 0 27 1 4 8 128
The Proportion of Females in the Establishment: Discrimination, Preferences and Technology 0 1 1 38 1 2 3 318
The effect of sampling error on the time series behavior of consumption data 0 0 0 29 0 0 3 149
The empirical role of the exchange rate on the crude-oil price formation 2 2 12 225 5 8 35 475
The impact of sales taxation on internet commerce -- An empirical analysis 0 0 0 67 0 0 3 184
The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions 0 0 0 0 0 0 0 25
Total Journal Articles 3 11 60 2,144 16 50 256 9,820


Statistics updated 2020-11-03