Access Statistics for Jonathan Wright

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple approach to robust inference in a cointegrating system 1 2 6 75 2 4 11 114
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates 4 14 96 442 6 23 157 729
An empirical comparison of Bundesbank and ECB monetary policy rules 4 7 26 388 10 23 58 901
Anatomy of a Market 0 0 0 0 0 0 2 97
Asymptotics for GMM Estimators with Weak Instruments 5 14 35 221 7 21 73 883
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 4 7 30 613 5 17 78 1,629
Bayesian Model Averaging and exchange rate forecasts 6 18 85 639 13 42 190 1,705
Bond risk premia and realized jump volatility 0 3 20 56 2 13 54 149
Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset 1 5 24 73 4 10 60 170
Cracking the Conundrum 2 3 13 57 4 9 31 97
Cracking the Conundrum 0 1 4 73 4 9 40 143
Cracking the conundrum 1 2 6 38 4 9 36 111
Detecting lack of identification in GMM 2 8 22 143 6 16 41 267
Efficient Prediction of Excess Returns 2 7 26 78 7 21 70 124
Exact confidence intervals for impulse responses in a Gaussian vector autoregression 2 7 20 108 3 11 40 482
Exchange rate forecasting: the errors we've really made 9 17 91 794 30 59 304 2,351
Forecasting U.S. inflation by Bayesian Model Averaging 4 16 61 447 11 38 132 1,112
Forecasting professional forecasters 3 6 22 96 4 9 37 203
High frequency data, frequency domain inference and volatility forecasting 3 6 33 449 8 28 91 876
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 3 7 16 118 3 11 30 274
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 2 3 11 102 3 4 20 310
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 1 5 16 136 1 11 35 326
Identifying vars based on high frequency futures data 3 5 24 127 5 10 53 383
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns 0 0 11 157 2 6 28 409
Long memory in emerging market stock returns 2 4 12 153 2 4 19 235
News and noise in G-7 GDP announcements 2 3 20 218 10 19 83 839
Order flow and exchange rate dynamics in electronic brokerage system data 7 14 42 236 22 50 181 802
Predicting sharp depreciations in industrial country exchange rates 1 1 8 33 3 4 23 84
Rounding and the impact of news: a simple test of market rationality 0 0 8 34 1 3 22 118
Term premiums and inflation uncertainty: empirical evidence from an international panel dataset 3 4 23 43 8 17 75 110
Testing the null of identification in GMM 1 2 6 40 1 4 15 122
The TIPS yield curve and inflation compensation 6 25 148 372 31 92 739 1,313
The U.S. Treasury yield curve: 1961 to the present 25 59 326 905 104 260 1,431 3,483
The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market 3 10 34 193 11 37 111 555
The high-frequency impact of news on long-term yields and forward rates: Is it real? 4 9 44 80 9 25 96 123
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 2 7 38 396 11 27 94 1,003
The yield curve and predicting recessions 5 7 48 194 12 21 106 510
Trading activity and exchange rates in high-frequency EBS data 4 14 59 101 22 51 173 309
Uncovered interest parity: it works, but not for long 7 11 42 395 16 27 123 1,107
Total Working Papers 134 333 1,556 8,823 407 1,045 4,962 24,558

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Test for Structural Stability Based on Recursive Residual 0 4 17 84 0 6 38 199
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 9 23 138 1,013
A new estimator of the fractionally integrated stochastic volatility model 0 0 1 19 0 0 4 32
Alternative Variance-Ratio Tests Using Ranks and Signs 0 0 0 0 8 24 92 617
Bayesian Model Averaging and exchange rate forecasts 2 11 22 22 4 22 53 53
Confidence Intervals for Univariate Impulse Responses with a Near Unit Root 0 0 0 0 1 1 16 122
Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests 0 0 0 0 0 1 5 103
Cracking the Conundrum 1 2 14 25 4 12 51 86
DETECTING LACK OF IDENTIFICATION IN GMM 0 1 6 6 1 4 13 13
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 0 1 9 38 0 6 97 262
Efficient forecast tests for conditional policy forecasts 1 1 8 8 2 3 23 23
Exchange rate forecasting: the errors we've really made 1 4 18 162 3 9 35 352
Forecasting US inflation by Bayesian model averaging 2 11 24 24 3 23 58 58
Frequency domain inference for univariate impulse responses 0 1 3 13 0 1 6 39
GMM with Weak Identification 0 0 0 0 7 15 54 464
HERMIN Ireland 0 0 13 120 1 3 36 329
High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting 0 1 5 157 3 8 26 477
Identifying VARS based on high frequency futures data 1 4 10 49 2 5 20 111
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 3 6 46 0 4 11 144
LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS 0 3 15 50 2 8 39 158
Local-to-Spurious Regression 0 1 1 1 0 2 3 3
News and Noise in G-7 GDP Announcements 0 0 0 0 4 11 54 301
Order flow and exchange rate dynamics in electronic brokerage system data 2 4 12 19 8 21 56 69
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data 0 0 12 55 0 0 18 108
Structural stability tests in the linear regression model when the regressors have roots local to unity 0 0 2 20 0 3 12 73
THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION 0 0 2 2 0 1 6 6
Testing for a Unit Root in the Volatility of Asset Returns 2 3 14 97 2 5 28 235
The CUSUM test based on least squares residuals in regressions with integrated variables 0 1 8 36 0 2 12 84
The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown 0 0 0 0 2 3 5 75
The U.S. Treasury yield curve: 1961 to the present 10 28 80 144 33 109 282 537
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 2 8 41 111 11 23 110 350
Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data 2 3 15 24 3 12 55 80
Uncovered interest parity: it works, but not for long 2 4 14 51 7 11 32 110
Total Journal Articles 28 99 372 1,383 120 381 1,488 6,686

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Growth and Development in the Two Economies of Ireland: An Overview (Proceedings of NIERC/ESRI Conference) 0 0 0 0 3 5 14 17
Total Books 0 0 0 0 3 5 14 17

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Statistics updated 2009-11-04