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Information about:
Tony S. Wirjanto

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Tony Wirjanto in registering through RePEc. If you are Tony S. Wirjanto , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Tony
Middle Name: S.
Last Name: Wirjanto
Suffix:

RePEc Short-ID: pwi146

Email:
Homepage: http://www.arts.uwaterloo.ca/%7Etwirjant/
Postal Address: N2L 3G1
Phone: 519 8884567 x35210

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Queen's Economics Department PhD Graduates

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Yougsoo Choi & Tony S. Wirjanto, 2008. "A Simple Model of the Nominal Term Structure of Interest Rates," Working Papers 08011, University of Waterloo, Department of Economics. [Downloadable!]

  2. Margaret Insley & Tony Wirjanto, 2008. "Contrasting two approaches in real options valuation: contingent claims versus dynamic programming," Working Papers 08002, University of Waterloo, Department of Economics. [Downloadable!]

  3. Dinghai Xu & John Knight & Tony S. Wirjanto, 2008. "Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach"," Working Papers 08007, University of Waterloo, Department of Economics. [Downloadable!]

  4. Jee Hae Lim & Theophanis C. Stratopoulos & Tony S. Wirjanto, 2008. "IT Innovation Persistence and State Dependence: An Empirical Investigation," Working Papers 08014, University of Waterloo, Department of Economics.

  5. Cathy Ning & Tony S. Wirjanto, 2008. "Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach," Working Papers 08009, University of Waterloo, Department of Economics.

  6. Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto, 2008. "Time-Deformation Modeling Of Stock Returns Directed By Duration Processes," Working Papers 08010, University of Waterloo, Department of Economics. [Downloadable!]

  7. Alan Huang & Yao Tian & Tony S. Wirjanto, 2008. "Re-examining Accounting Conservatism: The Importance of Adjusting for Firm Heterogeneity," Working Papers 08013, University of Waterloo, Department of Economics.

  8. Dinghai Xu & Tony S. Wirjanto, 2008. "An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility," Working Papers 08008, University of Waterloo, Department of Economics. [Downloadable!]

  9. Kevin T. Reilly & Tony S. Wirjanto, 2004. "The Proportion of Females in the Establishment: Discrimination, Preferences and Technology," Labor and Demography 0407002, EconWPA. [Downloadable!]
    Published as:

  10. Joseph DeJuan & John Seater & Tony Wirjanto, 2003. "A Direct Test of the Permanent Income Hypothesis with an Application to the US States," Working Papers 03001, University of Waterloo, Department of Economics, revised Jan 2003.
    Published as:

  11. Peter Kim & Lingxue Pan & Tony Wirjanto, 1999. "Bootstrapping and Jackknifing Neural Networks for Noisy Financial Time Series," Working Papers 99003, University of Waterloo, Department of Economics, revised Apr 1999.

  12. Robert A. Amano & Wai-Ming Ho & Tony S. Wirjanto, 1999. "Intraperiod and Intertemporal Substitution in Import Demand," Cahiers de recherche CREFE / CREFE Working Papers 84, CREFE, Université du Québec à Montréal. [Downloadable!]

  13. Reilly, K.T. & Wirjanto, T.S., 1998. "Does More Mean Less? The Male/Female Wage Gap and the Proportion of Female at the Establishment Level," Papers 98-04, Centre for Labour Market and Social Research, Danmark-.
    Other versions:
    Published as:

  14. Tan Wang & Tony Wirjanto, 1997. "On the Existence and Duration "Wait" Migration in a Generalized Model," Working Papers 98004, University of Waterloo, Department of Economics, revised Nov 1997.

  15. Tan Wang & Tony Wirjanto, 1997. "The Role of Risk Aversion and Uncertainty in Individual's Migration Decision," Working Papers 98003, University of Waterloo, Department of Economics, revised Nov 1997.

  16. Robert A. Amano & Tony Wirjanto, 1997. "Government Expenditures and the Permanent-Income Model," Working Papers 98002, University of Waterloo, Department of Economics, revised Nov 1997.
    Published as:

  17. Robert A. Amano & Tony S. Wirjanto, 1995. "An Empirical Investigation into Government Spending and Private Sector Behaviour," Macroeconomics 9502005, EconWPA. [Downloadable!]
    Other versions:

  18. Amano, R. & Wirjanto, T.S., 1995. "Intertemporal Substitution, Imports and Permanent-Income," Working Papers 9508, University of Waterloo, Department of Economics.

  19. Robert A. Amano & Tony S. Wirjanto, 1994. "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Econometrics 9406002, EconWPA. [Downloadable!]
    Other versions:

  20. Robert A. Amano & Tony S. Wirjanto, 1994. "A Further Analysis of Exchange Rate Targeting in Canada," Econometrics 9406001, EconWPA, revised 22 Jun 1994. [Downloadable!]
    Other versions:

  21. Wirjanto, T.S., 1993. "On Non-Stationary Linear Regressions Model with a Lagged Dependent Variable," Working Papers 9317, University of Waterloo, Department of Economics.

  22. Wirjanto, T.S. & Amano, R.A., 1993. "Money Stock Targetting and Money Supply: A Closer Examination of the Data," Working Papers 9318, University of Waterloo, Department of Economics.
    Published as:

  23. Wirjanto, T.S., 1993. "Aggregate Consumption Behavior and Liquidity Constraints: The Canadian Evidence," Working Papers 9315, University of Waterloo, Department of Economics.
    Published as:

  24. Wirjanto, T.S., 1993. "The Consequences of Specification errors for Sample- selection Model," Working Papers 9312, University of Waterloo, Department of Economics.

  25. Wirjanto, T.S. & Amano, R.A., 1993. "The Dynamic Demand for Money in Germany, Japan and the United Kingdom," Working Papers 9314, University of Waterloo, Department of Economics.

  26. Wirjanto, T.S., 1993. "The GMM Estimation of Conditional Heteroskedasticity Models," Working Papers 9319, University of Waterloo, Department of Economics.

  27. Wirjanto, T.S., 1993. "A Unified Framework for Estimation od a Sur Model in Accounting Information," Working Papers 9313, University of Waterloo, Department of Economics.

  28. Glenn Otto & Tony S. Wirjanto, 1989. "National Savings and Domestic Investment in the Long Run: Some Time Series Evidence for the U.S. and Canada," Working Papers 754, Queen's University, Department of Economics.

  29. Tony S. Wirjanto, 1989. "Testing the Permanent Income Hypothesis: The Evidence from Canadian Data," Working Papers 755, Queen's University, Department of Economics.
    Published as:

Articles

  1. Ahmed, Shamim & Wirjanto, Tony S., 2008. "The impact of sales taxation on internet commerce -- An empirical analysis," Economics Letters, Elsevier, vol. 99(3), pages 557-560, June. [Downloadable!] (restricted)

  2. Ning, Cathy & Xu, Dinghai & Wirjanto, Tony S., 2008. "Modeling the leverage effect with copulas and realized volatility," Finance Research Letters, Elsevier, vol. 5(4), pages 221-227, December. [Downloadable!] (restricted)

  3. Choi, Youngsoo & Wirjanto, Tony S., 2007. "An analytic approximation formula for pricing zero-coupon bonds," Finance Research Letters, Elsevier, vol. 4(2), pages 116-126, June. [Downloadable!] (restricted)

  4. Joseph DeJuan & John Seater & Tony Wirjanto, 2006. "Testing the permanent-income hypothesis: new evidence from West-German states (Länder)," Empirical Economics, Springer, vol. 31(3), pages 613-629, September. [Downloadable!] (restricted)

  5. Ayoub Yousefi & Tony S. Wirjanto, 2005. "A stylized exchange rate pass-through model of crude oil price formation," OPEC Review, Organization of the Petroleum Exporting Countries, vol. 29(3), pages 177-197, 09. [Downloadable!] (restricted)

  6. Dejuan, Joseph P & Seater, John J & Wirjanto, Tony S, 2004. "A Direct Test of the Permanent Income Hypothesis with an Application to the U.S. States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(6), pages 1091-1103, December.
    Other versions:

  7. Yousefi, Ayoub & Wirjanto, Tony S., 2004. "The empirical role of the exchange rate on the crude-oil price formation," Energy Economics, Elsevier, vol. 26(5), pages 783-799, September. [Downloadable!] (restricted)

  8. Tony S. Wirjanto, 2004. "Exploring consumption-based asset pricing model with stochastic-trend forcing processes," Applied Economics, Taylor and Francis Journals, vol. 36(14), pages 1591-1597, August. [Downloadable!] (restricted)

  9. Yousefi, Ayoub & Wirjanto, Tony S., 2003. "Exchange rate of the US dollar and the J curve: the case of oil exporting countries," Energy Economics, Elsevier, vol. 25(6), pages 741-765, November. [Downloadable!] (restricted)

  10. Kevin T. Reilly & Tony S. Wirjanto, 1999. "The Proportion of Females in the Establishment: Discrimination, Preferences and Technology," Canadian Public Policy, University of Toronto Press, vol. 25(s1), pages 73-94, November. [Downloadable!] (restricted)
    Other versions:

  11. Kevin Reilly & Tony Wirjanto, 1999. "Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level," Canadian Journal of Economics, Canadian Economics Association, vol. 32(4), pages 906-929, August. [Downloadable!] (restricted)
    Other versions:

  12. Robert A. Amano & Tony S. Wirjanto, 1998. "Government Expenditures and the Permanent-Income Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 719-730, July. [Downloadable!] (restricted)
    Other versions:

  13. Amano, Robert A & Wirjanto, Tony S, 1998. " Re-examining Variance-Bounds Tests for Asset Prices," Review of Quantitative Finance and Accounting, Springer, vol. 10(2), pages 155-72, March. [Downloadable!] (restricted)

  14. Lee, T Y & Wirjanto, Tony S, 1998. " On the Efficiency of Conditional Heteroskedasticity Models," Review of Quantitative Finance and Accounting, Springer, vol. 10(1), pages 21-37, January. [Downloadable!] (restricted)

  15. Wirjanto, Tony S, 1997. "Aggregate Consumption Behaviour with Time-Nonseparable Preferences and Liquidity Constraints," Applied Financial Economics, Taylor and Francis Journals, vol. 7(1), pages 107-14, February. [Downloadable!] (restricted)

  16. Amano, Robert A. & Wirjanto, Tony S., 1997. "Adjustment costs and import demand behavior: evidence from Canada and the United States," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 461-476, June. [Downloadable!] (restricted)

  17. Robert A. Amano & Tony S. Wirjanto, 1997. "Intratemporal Substitution And Government Spending," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 605-609, November. [Downloadable!] (restricted)

  18. Amano, Robert A. & Wirjanto, Tony S., 1997. "An Empirical Study of Dynamic Labor Demand with Integrated Forcing Processes," Journal of Macroeconomics, Elsevier, vol. 19(4), pages 697-715, October. [Downloadable!] (restricted)

  19. Amano, Robert A. & Wirjanto, Tony S., 1996. "Intertemporal substitution, imports and the permanent income model," Journal of International Economics, Elsevier, vol. 40(3-4), pages 439-457, May. [Downloadable!] (restricted)

  20. Wirjanto, Tony S, 1996. "An Empirical Investigation into the Permanent Income Hypothesis: Further Evidence from the Canadian Data," Applied Economics, Taylor and Francis Journals, vol. 28(11), pages 1451-61, November. [Downloadable!] (restricted)

  21. Amano, Robert A & Wirjanto, Tony S, 1996. "Money Stock Targeting and Money Supply: A Closer Examination of the Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(1), pages 93-104, Jan.-Feb.. [Downloadable!] (restricted)
    Other versions:

  22. Wirjanto, T. S., 1996. "The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions," Statistics & Probability Letters, Elsevier, vol. 30(1), pages 73-77, September. [Downloadable!] (restricted)

  23. Tony S. Wirjanto, 1995. "Aggregate Consumption Behaviour and Liquidity Constraints: The Canadian Evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 28(4b), pages 1135-52, November.
    Other versions:

  24. Gregory, Allan W. & Wirjanto, Tony, 1993. "The effect of sampling error on the time series behavior of consumption data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 267-273. [Downloadable!] (restricted)

  25. Tony S. Wirjanto, 1991. "Testing the Permanent Income Hypothesis: The Evidence from Canadian Data," Canadian Journal of Economics, Canadian Economics Association, vol. 24(3), pages 563-77, August. [Downloadable!] (restricted)
    Other versions:

  26. Otto, Glenn & Wirjanto, Tony, 1990. "Seasonal unit-root tests on Canadian macroeconomic time series," Economics Letters, Elsevier, vol. 34(2), pages 117-120, October. [Downloadable!] (restricted)

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (1) 2008-09-13
  2. NEP-ECM: Econometrics (3) 2009-01-03 2009-01-03 2009-01-03 Author is listed
  3. NEP-FMK: Financial Markets (1) 1998-07-27
  4. NEP-IFN: International Finance (2) 1998-07-27 1998-07-27
  5. NEP-ORE: Operations Research (1) 2009-01-03
  6. NEP-PBE: Public Economics (1) 1998-07-27
  7. NEP-PUB: Public Finance (1) 1998-07-27
  8. NEP-RMG: Risk Management (1) 2009-01-03
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This page was last updated on 2009-11-15.

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