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 2 131
A Further Analysis of Exchange Rate Targeting in Canada 0 0 0 164 1 2 10 2,117
A Further Analysis of Exchange Rate Targeting in Canada 0 0 0 293 1 1 6 1,753
A Simple Model of the Nominal Term Structure of Interest Rates 0 0 0 28 0 0 6 101
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 1 2 129 0 1 13 398
An Empirical Investigation into Government Spending and Private Sector Behaviour 0 0 0 329 0 1 4 2,215
An Empirical Investigation into Government Spending and Private Sector Behaviour 0 0 0 240 0 1 5 1,358
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 0 0 2 68 0 0 6 172
Bayesian Inference of Asymmetric Stochastic Conditional Duration Models 0 0 1 64 1 1 5 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 0 1 5 106
Contrasting two approaches in real options valuation: contingent claims versus dynamic programming 0 0 1 200 0 2 8 622
Does More Mean Less? The Male/Female Wage Gap and the Proportion of Female at the Establishment Level 0 0 0 1 1 1 10 2,570
Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level 0 0 0 0 2 3 5 168
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach 0 0 0 0 1 3 6 187
Government Expenditures and the Permanent-Income Model 0 0 0 0 1 2 12 153
IT Innovation Persistence and State Dependence: An Empirical Investigation 0 0 0 0 0 0 3 72
Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation 0 0 0 19 2 3 8 92
Intertemporal Substitution, Imports and Permanent-Income 0 0 0 0 3 3 8 501
Intraperiod and Intertemporal Substitution in Import Demand 0 1 2 337 1 3 8 2,482
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 1 1 4 110
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 147 1 2 4 362
Money Stock Targetting and Money Supply: A Closer Examination of the Data 0 0 0 0 0 0 5 449
National Savings and Domestic Investment in the Long Run: Some Time Series Evidence for the U.S. and Canada 0 0 0 0 3 3 8 420
On Non-Stationary Linear Regressions Model with a Lagged Dependent Variable 0 0 0 0 1 1 2 371
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 1 1 3 61
Pricing Financial Derivatives by Gram-Charlier Expansions 0 1 3 21 1 3 10 84
Re-examining Accounting Conservatism: The Importance of Adjusting for Firm Heterogeneity 0 0 0 0 0 0 6 234
Stochastic Conditional Duration Models with Mixture Processes 0 0 1 42 0 0 6 55
Testing the Permanent Income Hypothesis: The Evidence from Canadian Data 0 0 0 0 1 1 5 237
The Consequences of Specification errors for Sample- selection Model 0 0 0 0 0 0 2 258
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 1 1 4 1,371
The Dynamic Demand for Money in Germany, Japan and the United Kingdom 0 0 0 0 0 0 5 800
The GMM Estimation of Conditional Heteroskedasticity Models 0 0 0 0 1 1 7 376
The Impact of Stochastic Convenience Yield on Long-term Forestry Investment Decisions 0 0 0 24 1 1 2 96
The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe 0 0 2 40 0 1 7 79
The Proportion of Females in the Establishment: Discrimination, Preferences and Technology 0 0 0 65 1 1 4 372
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 0 0 3 98
Time-Deformation Modeling Of Stock Returns Directed By Duration Processes 0 0 0 197 0 0 4 189
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 0 2 34 0 1 7 78
Total Working Papers 0 3 20 2,933 27 47 236 24,177


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 8 199
A stylized exchange rate pass‐through model of crude oil price formation 0 1 5 196 0 3 8 439
Adjustment costs and import demand behavior: evidence from Canada and the United States 0 0 0 20 0 1 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 4 69
An Empirical Study of Dynamic Labor Demand with Integrated Forcing Processes 0 0 0 18 0 2 3 77
An analytic approximation formula for pricing zero-coupon bonds 0 0 1 121 0 0 4 570
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 15 0 0 3 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? 2 3 8 104 4 6 31 354
Do foreigners facilitate information transmission in emerging markets? 0 1 2 52 1 7 13 233
Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level 0 0 0 189 0 0 3 1,144
Empirical tests of the float-adjusted return model 0 0 0 26 0 0 3 104
Estimating the impacts of cigarette taxes on youth smoking participation, initiation, and persistence: empirical evidence from Canada 1 1 5 58 1 1 9 196
Exchange rate of the US dollar and the J curve: the case of oil exporting countries 0 1 6 140 0 2 18 367
Exploring consumption-based asset pricing model with stochastic-trend forcing processes 0 0 0 25 0 1 3 148
Extreme return-volume dependence in East-Asian stock markets: A copula approach 0 0 2 48 0 3 9 141
Government Expenditures and the Permanent-Income Model 0 4 9 330 1 12 27 2,252
Inference about clustering and parametric assumptions in covariance matrix estimation 1 1 1 35 1 2 4 87
Intertemporal substitution, imports and the permanent income model 0 0 0 26 2 3 10 122
Intratemporal Substitution And Government Spending 0 1 2 69 1 3 9 242
Modeling the leverage effect with copulas and realized volatility 0 0 0 57 1 1 9 162
Money Stock Targeting and Money Supply: A Closer Examination of the Data 0 0 0 119 1 1 3 761
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 1 2 10 26
Re-examining Variance-Bounds Tests for Asset Prices 0 0 1 12 1 1 7 95
Seasonal unit-root tests on Canadian macroeconomic time series 0 0 0 17 0 0 1 58
Testing the Permanent Income Hypothesis: The Evidence from Canadian Data 0 0 1 18 0 0 9 110
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 1 8 125
The Proportion of Females in the Establishment: Discrimination, Preferences and Technology 1 1 1 38 1 1 2 317
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 0 3 12 223 2 10 37 469
The impact of sales taxation on internet commerce -- An empirical analysis 0 0 0 67 0 0 4 184
The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions 0 0 0 0 0 0 7 25
Total Journal Articles 5 17 58 2,138 19 63 287 9,789


Statistics updated 2020-09-04