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The CUSUM test based on least squares residuals in regressions with integrated variables

Wright, Jonathan H. - In: Economics letters 41 (1993) 4, pp. 353-358

Persistent link: https://www.econbiz.de/10001144907

Alternative variance-ratio tests using ranks and signs

Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10001441577

Long memory in emerging market stock returns

Wright, Jonathan H. - 1999

Persistent link: https://www.econbiz.de/10001441771

Frequency domain inference for univariate impule responses

Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-277

Persistent link: https://www.econbiz.de/10001398929

A new estimator of the fractionally integrated stochastic volatility model

Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 295-303

Persistent link: https://www.econbiz.de/10001398938

Quantifying the non-stationarity in Irish real exchange rates

Wright, Jonathan H. - In: The economic and social review 25 (1993) 1, pp. 109-119

Persistent link: https://www.econbiz.de/10001159095

Forecasting US inflation by Bayesian model averaging

Wright, Jonathan H. - 2003

Persistent link: https://www.econbiz.de/10001798633

A co-integration based analysis of Irish purchasing power parity relationships using the Johansen procedure

Wright, Jonathan H. - In: The economic and social review 25 (1994) 3, pp. 261-278

Persistent link: https://www.econbiz.de/10001166246

Unseasonal seasonals?

Wright, Jonathan H. - In: Brookings papers on economic activity : BPEA (2013) 2, pp. 65-126

Persistent link: https://www.econbiz.de/10010387872

Breaks in the Phillips Curve : Evidence from Panel Data

Wright, Jonathan H.; Smith, Simon C.; Timmermann, Allan - 2023

We revisit time-variation in the Phillips curve, applying new Bayesian panel methods with breakpoints to US and European Union disaggregate data. Our approach allows us to accurately estimate both the number and timing of breaks in the Phillips curve. It further allows us to determine the...

Persistent link: https://www.econbiz.de/10014354910