Details about John C. Frain

Access statistics for papers by John C. Frain.

Last updated 2022-03-06. Update your information in the RePEc Author Service.

Short-id: pfr62

Working Papers

2014

1. Applied LATEX for Economists, Social Scientists and Others
   Economic Papers, Trinity College Dublin, Economics Department
2. MATLAB for Economics and Econometrics A Beginners Guide
   Economic Papers, Trinity College Dublin, Economics Department

2010

3. An Introduction to Matlab for Econometrics
   Economic Papers, Trinity College Dublin, Economics Department
4. Introduction to STATA with Econometrics in Mind
   Economic Papers, Trinity College Dublin, Economics Department View citations (1)

2008

5. Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices
   Economic Papers, Trinity College Dublin, Economics Department View citations (1)
6. Value at Risk (VaR) and the alpha-stable distribution
   Economic Papers, Trinity College Dublin, Economics Department View citations (1)

2007

7. Small sample power of tests of normality when the alternative is an alpha-stable distribution
   Economic Papers, Trinity College Dublin, Economics Department View citations (10)

2004

8. A RATS subroutine to implement the Chow-Lin distribution/interpolation procedure
   Research Technical Papers, Central Bank of Ireland View citations (7)

2003

9. Inflation and Money Growth: Evidence from a Multi-Country Data-Set
   Research Technical Papers, Central Bank of Ireland View citations (1)
   See also Journal Article Inflation and Money Growth - Evidence from a Multi-Country Data-Set, The Economic and Social Review, Economic and Social Studies (2004) View citations (9) (2004)

1996

10. Estimating Investment Functions for a Small-Scale Econometric Model
    Research Technical Papers, Central Bank of Ireland
11. Market Risk: An introduction to the concept & analytics of Value-at-risk
    Research Technical Papers, Central Bank of Ireland View citations (7)

Journal Articles

2004

1. Inflation and Money Growth - Evidence from a Multi-Country Data-Set
   The Economic and Social Review, 2004, 35, (3), 251-266 View citations (9)
   See also Working Paper Inflation and Money Growth: Evidence from a Multi-Country Data-Set, Research Technical Papers (2003) View citations (1) (2003)