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John C. Frain

Personal Details

First Name:John
Middle Name:C.
Last Name:Frain
Suffix:
RePEc Short-ID:pfr62
http://www.tcd.ie/Economics/staff/frainj/home.htm
Economics Department Trinity College Dublin 2 Ireland

Affiliation

Department of Economics
Trinity College Dublin

Dublin, Ireland
http://www.tcd.ie/Economics/

: (+ 353 1) 6081325
6772503
Trinity College, Dublin 2
RePEc:edi:detcdie (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. John C Frain, 2014. "Applied LATEX for Economists, Social Scientists and Others," Trinity Economics Papers tep0214, Trinity College Dublin, Department of Economics.
  2. John C Frain, 2014. "MATLAB for Economics and Econometrics A Beginners Guide," Trinity Economics Papers tep0414, Trinity College Dublin, Department of Economics.
  3. John C Frain, 2010. "An Introduction to Matlab for Econometrics," Trinity Economics Papers tep0110, Trinity College Dublin, Department of Economics.
  4. John C Frain, 2010. "Introduction to STATA with Econometrics in Mind," Trinity Economics Papers tep0210, Trinity College Dublin, Department of Economics.
  5. John C. Frain, 2008. "Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices," Trinity Economics Papers tep0108, Trinity College Dublin, Department of Economics, revised May 2008.
  6. John C. Frain, 2008. "Value at Risk (VaR) and the alpha-stable distribution," Trinity Economics Papers tep0308, Trinity College Dublin, Department of Economics, revised May 2008.
  7. John C. Frain, 2007. "Small sample power of tests of normality when the alternative is an alpha-stable distribution," Trinity Economics Papers tep0207, Trinity College Dublin, Department of Economics.
  8. Frain, John C., 2004. "A RATS subroutine to implement the Chow-Lin distribution/interpolation procedure," Research Technical Papers 2/RT/04, Central Bank of Ireland.
  9. Frain, John C., 2003. "Inflation and Money Growth: Evidence from a Multi-Country Data-Set," Research Technical Papers 7/RT/03, Central Bank of Ireland.
  10. Frain, John & Meegan, Conor, 1996. "Market Risk: An introduction to the concept & analytics of Value-at-risk," Research Technical Papers 7/RT/96, Central Bank of Ireland.
  11. Frain, John & Howlett, Derval & McGuire, Maurice, 1996. "Estimating Investment Functions for a Small-Scale Econometric Model," Research Technical Papers 1/RT/96, Central Bank of Ireland.

Articles

  1. John C. Frain, 2004. "Inflation and Money Growth - Evidence from a Multi-Country Data-Set," The Economic and Social Review, Economic and Social Studies, vol. 35(3), pages 251-266.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. John C Frain, 2010. "Introduction to STATA with Econometrics in Mind," Trinity Economics Papers tep0210, Trinity College Dublin, Department of Economics.

    Cited by:

    1. Brown, Richard S., 2016. "Lobbying, political connectedness and financial performance in the air transportation industry," Journal of Air Transport Management, Elsevier, vol. 54(C), pages 61-69.

  2. John C. Frain, 2008. "Value at Risk (VaR) and the alpha-stable distribution," Trinity Economics Papers tep0308, Trinity College Dublin, Department of Economics, revised May 2008.

    Cited by:

    1. Carlo Marinelli & Stefano D'Addona & Svetlozar T. Rachev, 2012. "Multivariate Heavy-Tailed Models For Value-At-Risk Estimation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-32.

  3. John C. Frain, 2007. "Small sample power of tests of normality when the alternative is an alpha-stable distribution," Trinity Economics Papers tep0207, Trinity College Dublin, Department of Economics.

    Cited by:

    1. Greg Hannsgen, 2010. "Infinite-variance, Alpha-stable Shocks in Monetary SVAR," Economics Working Paper Archive wp_596, Levy Economics Institute.
    2. Greg Hannsgen, 2011. "Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version," Economics Working Paper Archive wp_682, Levy Economics Institute.
    3. Di Filippo, Gabriele, 2017. "What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?," MPRA Paper 84200, University Library of Munich, Germany, revised 26 Jan 2018.
    4. Baldin, Andrea, 2017. "A DEA approach for selecting a bundle of tickets for performing arts events," Journal of Retailing and Consumer Services, Elsevier, vol. 39(C), pages 190-200.

  4. Frain, John C., 2004. "A RATS subroutine to implement the Chow-Lin distribution/interpolation procedure," Research Technical Papers 2/RT/04, Central Bank of Ireland.

    Cited by:

    1. Fitzpatrick, Trevor & McQuinn, Kieran, 2004. "House Prices and Mortgage Credit: Empirical Evidence for Ireland," Research Technical Papers 5/RT/04, Central Bank of Ireland.
    2. Andrés González & Sergio Ocampo & Julián Pérez & Diego Rodríguez, 2012. "Output gap and Neutral interest measures for Colombia," BORRADORES DE ECONOMIA 009870, BANCO DE LA REPÚBLICA.
    3. Josué Fernando Cortés Espada, 2013. "Estimating the Exchange Rate Pass-Through to Prices in Mexico," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 287-316, July-Dece.
    4. Alberto Ortiz Bolaños, 2013. "Credit Market Shocks, Monetary Policy, and Economic Fluctuations," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 317-369, July-Dece.
    5. O'Donnell, Nuala, 2005. "Re-Estimation of the Trade Block in the Bank's Quarterly Macro-Econometric Model," Quarterly Bulletin Articles, Central Bank of Ireland, pages 97-117, July.
    6. Alwyn Jordan & Carisma Tucker, 2013. "Assessing the Impact of Nonperforming Loans on Economic Growth in The Bahamas," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 371-400, July-Dece.
    7. McQuinn, Kieran & O’Donnell, Nuala & Ryan, Mary, 2005. "A Macro-econometric Model for Ireland," Research Technical Papers 9/RT/05, Central Bank of Ireland.

  5. Frain, John C., 2003. "Inflation and Money Growth: Evidence from a Multi-Country Data-Set," Research Technical Papers 7/RT/03, Central Bank of Ireland.

    Cited by:

    1. Dwyer, Gerald P. & Fisher, Mark, 2009. "Inflation and monetary regimes," Journal of International Money and Finance, Elsevier, vol. 28(7), pages 1221-1241, November.
    2. McCallum, Bennett T. & Nelson, Edward, 2010. "Money and Inflation: Some Critical Issues," Handbook of Monetary Economics,in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 3, pages 97-153 Elsevier.
    3. John C. Frain, 2004. "Inflation and Money Growth - Evidence from a Multi-Country Data-Set," The Economic and Social Review, Economic and Social Studies, vol. 35(3), pages 251-266.
    4. John Thornton, 2006. "The Intertemporal Relation Between Money And Prices In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 74(1), pages 59-64, March.
    5. Pavel Gertler & Boris Hofmann, 2016. "Monetary facts revisited," BIS Working Papers 566, Bank for International Settlements.

  6. Frain, John & Meegan, Conor, 1996. "Market Risk: An introduction to the concept & analytics of Value-at-risk," Research Technical Papers 7/RT/96, Central Bank of Ireland.

    Cited by:

    1. John C. Frain, 2008. "Value at Risk (VaR) and the alpha-stable distribution," Trinity Economics Papers tep0308, Trinity College Dublin, Department of Economics, revised May 2008.

Articles

  1. John C. Frain, 2004. "Inflation and Money Growth - Evidence from a Multi-Country Data-Set," The Economic and Social Review, Economic and Social Studies, vol. 35(3), pages 251-266.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2007-03-10 2008-05-24
  2. NEP-ORE: Operations Research (1) 2008-05-24
  3. NEP-PKE: Post Keynesian Economics (1) 2015-01-09
  4. NEP-RMG: Risk Management (1) 2008-06-13

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