Access Statistics for Stephen Hurst 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
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 0 0 4 86
Forecasting the Bond Market 0 0 0 0 1 2 4 312
Information, VARs and DSGE Models 2 4 42 70 5 11 57 69
Information, heterogeneity and market incompleteness 0 0 0 89 0 0 3 206
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 0 2 9 230
Inside the black box: permanent vs transitory components and economic fundamentals 0 0 1 66 1 1 6 185
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 1 1 1 169
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 4 1 2 6 21
Labour's Record on Financial Regulation 2 2 3 57 2 3 18 157
Measures of Real Effective Exchange Rates 0 0 0 0 0 0 2 371
Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty 0 0 0 262 0 2 2 2,387
Nimbyism, Pigovian Equilibrium, Spatial Correlation or all three? Modelling the Distribution of Residential Land and its Impact in 27 EU Countries 0 0 0 19 0 0 3 15
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 0 0 0 231
Permanent vs Transitory Components and Economic Fundamentals 1 1 6 387 22 63 266 2,138
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 58 0 4 14 56
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 1 2 4 125
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 1 43 0 1 5 181
The Endogenous Kalman Filter 0 1 4 208 0 2 10 715
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 3 6 14 2,941
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 1 46 0 1 12 127
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 1 6 72 2 11 37 109
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 1 1 1 17 2 2 4 84
What univariate models tell us about multivariate macroeconomic models 0 0 4 94 3 9 28 81
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 2 9 0 2 11 32
“Sustainable and Affordable”? Actuarially Fair Contribution Rates for the USS Pension Scheme 0 0 5 15 1 2 20 43
Total Working Papers 6 10 77 2,335 45 129 540 11,071


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Monthly Indicator of GDP 0 0 0 3 0 0 2 31
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 4 274 0 3 15 1,025
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 1 2 195 0 2 8 1,307
Duality-based algorithms for total-variation-regularized image restoration 0 0 0 7 0 0 1 71
Equilibrium Real Exchange Rates 0 0 0 0 0 1 3 147
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 0 0 2 58
FINANCIAL INTERMEDIATION SERVICES INDIRECTLY MEASURED: ESTIMATES FOR FRANCE AND THE U.K. BASED ON THE APPROACH ADOPTED IN THE 1993 SNA 0 0 0 1 0 0 0 1
How To Make Money in the Bond Market: International Evidence of Inefficiency and What It Suggests about the Way Markets View Monetary Policy 0 0 0 0 0 1 6 595
Information, heterogeneity and market incompleteness 0 1 2 121 1 3 12 316
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 54 0 1 6 256
Labour’s record on financial regulation 0 0 1 10 1 1 4 67
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 1 2 110 0 3 8 399
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 1 65 0 2 14 314
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 0 0 0 50
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 0 0 0 73
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 35 0 0 3 124
Monetary Stabilisation with Nominal Asymmetries 0 0 0 14 0 0 0 82
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 0 57 0 0 1 169
Permanent vs transitory components and economic fundamentals 0 0 0 106 0 0 4 443
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 1 1 1 0 2 5 5
Stock Markets and Central Bankers 0 0 0 110 0 2 4 314
The effects of uncertainty on optimal consumption 0 0 0 44 0 0 2 119
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 1 25 3 3 16 129
Total Journal Articles 0 4 14 1,273 5 24 116 6,095


Statistics updated 2020-11-03