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Tony S. Wirjanto

Personal Details

First Name:Tony
Middle Name:S.
Last Name:Wirjanto
Suffix:
RePEc Short-ID:pwi146
N2L 3G1
519 888 4567 x35210
Terminal Degree:1993 Economics Department; Queen's University (from RePEc Genealogy)

Affiliation

School of Accounting and Finance
University of Waterloo

Waterloo, Canada
https://uwaterloo.ca/school-of-accounting-and-finance/
RePEc:edi:sfwatca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Yin-Hei (Michael) Cheng & Tony S. Wirjanto, 2013. "Pricing Financial Derivatives by Gram-Charlier Expansions," Working Paper series 61_13, Rimini Centre for Economic Analysis.
  2. Zhongxian Men & Adam W. Kolkiewicz & Tony S. Wirjanto, 2013. "Bayesian Inference of Asymmetric Stochastic Conditional Duration Models," Working Paper series 28_13, Rimini Centre for Economic Analysis.
  3. Tony S. Wirjanto & Adam W. Kolkiewicz & Zhongxian Men, 2013. "Stochastic Conditional Duration Models with Mixture Processes," Working Paper series 29_13, Rimini Centre for Economic Analysis.
  4. Zhongxian Men & Tony S. Wirjanto & Adam W. Kolkiewicz, 2013. "Bayesian Inference of Multiscale Stochastic Conditional Duration Models," Working Paper series 63_13, Rimini Centre for Economic Analysis.
  5. Zhongxian Men & Tony S. Wirjanto & Adam W. Kolkiewicz, 2013. "A Threshold Stochastic Conditional Duration Model for Financial Transaction Data," Working Paper series 30_13, Rimini Centre for Economic Analysis.
  6. Tan Wang & Tony S. Wirjanto, 2013. "Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment," Working Paper series 31_13, Rimini Centre for Economic Analysis.
  7. Min Zhang & Adam W. Kolkiewicz & Tony S. Wirjanto & Xindan Li, 2013. "The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe," Working Paper series 62_13, Rimini Centre for Economic Analysis.
  8. Shan Chen & Margaret Insley & Tony Wirjanto, 2011. "The Impact of Stochastic Convenience Yield on Long-term Forestry Investment Decisions," Working Papers 1101, University of Waterloo, Department of Economics, revised Jan 2011.
  9. Mikko Packalen & Tony Wirjanto, 2010. "Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation," Working Papers 1012, University of Waterloo, Department of Economics, revised Nov 2010.
  10. Cathy Ning & Dinghai Xu & Tony Wirjanto, 2010. "Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data," Working Papers 1001, University of Waterloo, Department of Economics, revised Jan 2010.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Kevin T. Reilly & Tony S. Wirjanto, 2004. "The Proportion of Females in the Establishment: Discrimination, Preferences and Technology," Labor and Demography 0407002, University Library of Munich, Germany.
  20. 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.
  21. 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.
  22. 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.
  23. 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-.
  24. 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.
  25. 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.
  26. 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.
  27. Robert A. Amano & Tony S. Wirjanto, 1995. "An Empirical Investigation into Government Spending and Private Sector Behaviour," Macroeconomics 9502005, University Library of Munich, Germany.
  28. Amano, R. & Wirjanto, T.S., 1995. "Intertemporal Substitution, Imports and Permanent-Income," Working Papers 9508, University of Waterloo, Department of Economics.
  29. Robert A. Amano & Tony S. Wirjanto, 1994. "A Further Analysis of Exchange Rate Targeting in Canada," Econometrics 9406001, University Library of Munich, Germany, revised 22 Jun 1994.
  30. 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, University Library of Munich, Germany.
  31. 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.
  32. 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.
  33. 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.
  34. Wirjanto, T.S., 1993. "On Non-Stationary Linear Regressions Model with a Lagged Dependent Variable," Working Papers 9317, University of Waterloo, Department of Economics.
  35. Wirjanto, T.S., 1993. "The GMM Estimation of Conditional Heteroskedasticity Models," Working Papers 9319, University of Waterloo, Department of Economics.
  36. Wirjanto, T.S., 1993. "The Consequences of Specification errors for Sample- selection Model," Working Papers 9312, University of Waterloo, Department of Economics.
  37. Wirjanto, T.S., 1993. "Aggregate Consumption Behavior and Liquidity Constraints: The Canadian Evidence," Working Papers 9315, University of Waterloo, Department of Economics.
  38. 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 Paper 754, Economics Department, Queen's University.
  39. Tony S. Wirjanto, 1989. "Testing the Permanent Income Hypothesis: The Evidence from Canadian Data," Working Paper 755, Economics Department, Queen's University.

Articles

  1. Packalen, Mikko & Wirjanto, Tony S., 2012. "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 1-14, January.
  2. Bae, Kee-Hong & Ozoguz, Arzu & Tan, Hongping & Wirjanto, Tony S., 2012. "Do foreigners facilitate information transmission in emerging markets?," Journal of Financial Economics, Elsevier, vol. 105(1), pages 209-227.
  3. Dinghai Xu & John Knight & Tony S. Wirjanto, 2011. "Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach," Journal of Financial Econometrics, Oxford University Press, vol. 9(3), pages 469-488, Summer.
  4. Anindya Sen & Tony Wirjanto, 2010. "Estimating the impacts of cigarette taxes on youth smoking participation, initiation, and persistence: empirical evidence from Canada," Health Economics, John Wiley & Sons, Ltd., vol. 19(11), pages 1264-1280, November.
  5. Joseph P. Dejuan & John J. Seater & Tony S. Wirjanto, 2010. "Testing the Stochastic Implications of the Permanent Income Hypothesis Using Canadian Provincial Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(1), pages 89-108, February.
  6. Insley, M.C. & Wirjanto, T.S., 2010. "Contrasting two approaches in real options valuation: Contingent claims versus dynamic programming," Journal of Forest Economics, Elsevier, vol. 16(2), pages 157-176, April.
  7. Ning, Cathy & Wirjanto, Tony S., 2009. "Extreme return-volume dependence in East-Asian stock markets: A copula approach," Finance Research Letters, Elsevier, vol. 6(4), pages 202-209, December.
  8. Qian, Yanmin & Tian, Yao & Wirjanto, Tony S., 2009. "Do Chinese publicly listed companies adjust their capital structure toward a target level?," China Economic Review, Elsevier, vol. 20(4), pages 662-676, December.
  9. Zhang, Feng & Tian, Yao & Wirjanto, Tony S., 2009. "Empirical tests of the float-adjusted return model," Finance Research Letters, Elsevier, vol. 6(4), pages 219-229, December.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Ayoub Yousefi & Tony S. Wirjanto, 2005. "A stylized exchange rate pass‐through model of crude oil price formation," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 29(3), pages 177-197, September.
  15. 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.
  16. 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.
  17. Tony Wirjanto, 2004. "Exploring consumption-based asset pricing model with stochastic-trend forcing processes," Applied Economics, Taylor & Francis Journals, vol. 36(14), pages 1591-1597.
  18. 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.
  19. Robert A. Amano & Tony S. Wirjanto, 2000. "On the Stability of Long-Run M2 Demand in Japan," The Japanese Economic Review, Japanese Economic Association, vol. 51(4), pages 536-543, December.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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 155-172, March.
  25. 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.
  26. 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.
  27. 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.
  28. 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..
  29. 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.
  30. 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.
  31. Tony S. Wirjanto, 1995. "Aggregate Consumption Behaviour and Liquidity Constraints: The Canadian Evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 28(4b), pages 1135-1152, November.
  32. 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.
  33. 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 563-577, August.
  34. Otto, Glenn & Wirjanto, Tony, 1990. "Seasonal unit-root tests on Canadian macroeconomic time series," Economics Letters, Elsevier, vol. 34(2), pages 117-120, October.
    RePEc:taf:apfiec:v:7:y:1997:i:1:p:107-114 is not listed on IDEAS

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 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 (10) 2009-01-03 2009-01-03 2009-01-03 2009-11-14 2010-05-15 2011-01-03 2013-07-05 2013-07-05 2013-07-05 2014-01-10. Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2009-11-14 2010-05-15 2013-07-05 2013-07-05 2013-07-05. Author is listed
  3. NEP-ORE: Operations Research (5) 2009-01-03 2013-07-05 2013-07-05 2013-07-05 2014-01-10. Author is listed
  4. NEP-FOR: Forecasting (3) 2013-07-05 2013-07-05 2013-07-05
  5. NEP-FMK: Financial Markets (2) 1998-07-27 2014-01-10
  6. NEP-IFN: International Finance (2) 1998-07-27 1998-07-27
  7. NEP-MST: Market Microstructure (2) 2009-11-14 2010-05-15
  8. NEP-AGR: Agricultural Economics (1) 2011-02-05
  9. NEP-CBA: Central Banking (1) 2014-01-10
  10. NEP-DGE: Dynamic General Equilibrium (1) 2008-09-13
  11. NEP-EEC: European Economics (1) 2014-01-10
  12. NEP-IAS: Insurance Economics (1) 2013-07-05
  13. NEP-PBE: Public Economics (1) 1998-07-27
  14. NEP-PUB: Public Finance (1) 1998-07-27
  15. NEP-RMG: Risk Management (1) 2009-01-03

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