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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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Evaluating real-time VAR forecasts with an informative democratic prior
Wright, Jonathan H. - In: Journal of applied econometrics 28 (2013) 5, pp. 762-776
Persistent link: https://www.econbiz.de/10010351101
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Breaks in the Phillips curve : evidence from panel data
Smith, Simon C.; Timmermann, Allan; Wright, Jonathan H. - In: Journal of applied econometrics 40 (2025) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10015372733
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Reverse regressions and long-horizon forecasting
Wei, Min; Wright, Jonathan H. - In: Journal of applied econometrics 28 (2013) 3, pp. 353-371
Persistent link: https://www.econbiz.de/10009756517
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Forecasting interest rates with shifting endpoints
Dijk, Dick van; Koopman, Siem Jan; Wel, Michel van der; … - In: Journal of applied econometrics 29 (2014) 5, pp. 693-712
Persistent link: https://www.econbiz.de/10010414859
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EVALUATING REAL‐TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR
Wright, Jonathan H. - In: Journal of applied econometrics 28 (2013) 5, pp. 762-776
Persistent link: https://www.econbiz.de/10010158171
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REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING
Wei, Min; Wright, Jonathan H. - In: Journal of applied econometrics 28 (2013) 3, pp. 353-371
Persistent link: https://www.econbiz.de/10010096152