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 1 8 147
A Further Analysis of Exchange Rate Targeting in Canada 0 0 0 166 0 1 9 2,143
A Further Analysis of Exchange Rate Targeting in Canada 0 0 0 293 0 1 14 1,781
A Simple Model of the Nominal Term Structure of Interest Rates 0 0 0 28 1 2 10 113
A Threshold Stochastic Conditional Duration Model for Financial Transaction Data 0 0 0 50 0 1 9 83
A Unified Framework for Estimation od a Sur Model in Accounting Information 0 0 0 0 0 0 4 245
Aggregate Consumption Behavior and Liquidity Constraints: The Canadian Evidence 0 0 0 0 0 0 8 262
An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility 0 0 4 139 0 1 16 447
An Empirical Investigation into Government Spending and Private Sector Behaviour 0 0 0 331 0 0 15 2,246
An Empirical Investigation into Government Spending and Private Sector Behaviour 0 0 0 241 0 1 18 1,392
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 0 0 0 69 0 0 7 192
Bayesian Inference of Asymmetric Stochastic Conditional Duration Models 0 0 0 64 0 1 9 85
Bayesian Inference of Multiscale Stochastic Conditional Duration Models 0 0 0 38 0 0 9 91
Bootstrapping and Jackknifing Neural Networks for Noisy Financial Time Series 0 0 0 0 0 0 3 122
Contrasting two approaches in real options valuation: contingent claims versus dynamic programming 0 0 0 202 0 1 31 669
Does More Mean Less? The Male/Female Wage Gap and the Proportion of Female at the Establishment Level 0 0 0 1 0 0 10 2,597
Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level 0 0 0 0 0 1 8 186
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach 0 0 0 0 1 2 12 208
Government Expenditures and the Permanent-Income Model 0 0 0 0 0 1 8 184
IT Innovation Persistence and State Dependence: An Empirical Investigation 0 0 0 0 1 2 5 86
Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation 0 0 0 20 0 0 5 102
Intertemporal Substitution, Imports and Permanent-Income 0 0 0 0 0 1 6 523
Intraperiod and Intertemporal Substitution in Import Demand 0 0 0 338 0 0 6 2,506
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 1 149 0 0 19 400
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 0 1 10 127
Money Stock Targetting and Money Supply: A Closer Examination of the Data 0 0 0 0 0 1 50 511
National Savings and Domestic Investment in the Long Run: Some Time Series Evidence for the U.S. and Canada 0 0 0 0 0 0 8 445
On Non-Stationary Linear Regressions Model with a Lagged Dependent Variable 0 0 0 0 0 1 5 390
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 0 0 11 77
Pricing Financial Derivatives by Gram-Charlier Expansions 0 0 0 23 0 0 7 108
Re-examining Accounting Conservatism: The Importance of Adjusting for Firm Heterogeneity 0 0 0 0 0 1 7 255
Stochastic Conditional Duration Models with Mixture Processes 0 0 1 45 1 2 13 84
Testing the Permanent Income Hypothesis: The Evidence from Canadian Data 0 0 0 0 0 0 5 251
The Consequences of Specification errors for Sample- selection Model 0 0 0 0 0 1 10 270
The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation 0 0 0 135 0 1 11 1,394
The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation 0 0 0 232 1 1 11 2,217
The Dynamic Demand for Money in Germany, Japan and the United Kingdom 0 0 0 0 0 0 51 865
The GMM Estimation of Conditional Heteroskedasticity Models 0 0 0 0 0 0 4 387
The Impact of Stochastic Convenience Yield on Long-term Forestry Investment Decisions 0 0 0 25 0 0 7 107
The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe 0 0 1 46 1 2 12 111
The Proportion of Females in the Establishment: Discrimination, Preferences and Technology 0 0 0 65 0 0 9 396
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 0 0 8 120
Time-Deformation Modeling Of Stock Returns Directed By Duration Processes 0 0 0 199 1 1 17 215
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 0 0 38 1 3 12 109
Total Working Papers 0 0 7 2,975 8 32 517 25,249


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 13 225
A stylized exchange rate pass‐through model of crude oil price formation 0 0 0 201 1 2 9 464
Adjustment costs and import demand behavior: evidence from Canada and the United States 0 0 0 22 0 0 8 137
Aggregate Consumption Behaviour and Liquidity Constraints: The Canadian Evidence 0 0 0 0 0 0 6 134
Aggregate consumption behaviour with time-nonseparable preferences and liquidity constraints 0 0 0 21 1 2 8 82
An Empirical Study of Dynamic Labor Demand with Integrated Forcing Processes 0 0 0 18 0 0 11 94
An analytic approximation formula for pricing zero-coupon bonds 0 0 0 124 0 0 13 661
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 16 0 1 15 94
Contrasting two approaches in real options valuation: Contingent claims versus dynamic programming 0 0 0 16 0 1 11 148
Do Chinese publicly listed companies adjust their capital structure toward a target level? 0 0 1 119 1 3 9 408
Do foreigners facilitate information transmission in emerging markets? 0 0 2 74 3 9 23 333
Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level 0 0 0 194 0 1 13 1,177
Empirical tests of the float-adjusted return model 0 0 2 34 1 1 15 128
Estimating the impacts of cigarette taxes on youth smoking participation, initiation, and persistence: empirical evidence from Canada 0 0 0 62 0 0 8 219
Exchange rate of the US dollar and the J curve: the case of oil exporting countries 2 2 2 158 2 2 7 402
Exploring consumption-based asset pricing model with stochastic-trend forcing processes 0 0 0 25 2 3 12 172
Extreme return-volume dependence in East-Asian stock markets: A copula approach 0 0 0 50 1 1 11 163
Government Expenditures and the Permanent-Income Model 0 0 0 352 1 1 16 2,326
Inference about clustering and parametric assumptions in covariance matrix estimation 0 0 0 36 0 0 8 100
Intertemporal substitution, imports and the permanent income model 0 0 0 27 1 2 11 144
Intratemporal Substitution And Government Spending 0 0 0 79 1 2 6 279
Modeling the leverage effect with copulas and realized volatility 0 0 2 60 1 2 13 187
Money Stock Targeting and Money Supply: A Closer Examination of the Data 0 0 0 120 0 0 9 815
On the Efficiency of Conditional Heteroskedasticity Models 0 0 0 11 0 0 7 65
On the Stability of Long-Run M2 Demand in Japan 0 0 0 3 1 1 10 42
Re-examining Variance-Bounds Tests for Asset Prices 0 0 0 13 0 0 7 108
Seasonal unit-root tests on Canadian macroeconomic time series 0 0 0 17 0 0 7 69
Testing the Permanent Income Hypothesis: The Evidence from Canadian Data 0 0 0 21 1 1 13 131
Testing the Stochastic Implications of the Permanent Income Hypothesis Using Canadian Provincial Data* 0 0 2 12 1 1 13 100
Testing the permanent-income hypothesis: new evidence from West-German states ( Länder) 0 0 0 31 0 0 8 157
The Proportion of Females in the Establishment: Discrimination, Preferences and Technology 0 0 0 40 0 0 8 348
The effect of sampling error on the time series behavior of consumption data 0 0 0 29 0 0 7 161
The empirical role of the exchange rate on the crude-oil price formation 0 0 1 252 1 2 13 551
The impact of sales taxation on internet commerce -- An empirical analysis 0 0 1 76 0 2 15 221
The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions 0 0 0 0 0 0 2 34
Total Journal Articles 2 2 13 2,313 20 40 365 10,879


Statistics updated 2026-08-07