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
"Sustainable and Affordable"? Actuarially Fair Contribution Rates for the USS Pension Scheme 0 0 0 20 0 3 13 100
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 1 2 8 96
Forecasting the Bond Market 0 0 0 0 0 1 8 321
Imperfect Information and Hidden Dynamics 0 0 1 15 3 7 22 49
Information, VARs and DSGE Models 0 1 3 119 1 5 18 189
Information, heterogeneity and market incompleteness 0 0 0 91 2 4 12 227
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 2 4 10 250
Inside the black box: permanent vs transitory components and economic fundamentals 0 0 0 67 0 4 26 216
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 0 4 11 193
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 6 0 2 5 31
Labour's Record on Financial Regulation 0 0 0 64 0 1 6 231
Measures of Real Effective Exchange Rates 0 0 0 0 0 1 2 379
Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty 0 0 0 262 2 4 11 2,408
Nimbyism, Pigovian Equilibrium, Spatial Correlation or all three? Modelling the Distribution of Residential Land and its Impact in 27 EU Countries 0 0 0 20 0 1 12 34
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 1 2 13 251
Permanent vs Transitory Components and Economic Fundamentals 0 0 0 402 0 3 19 2,541
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 0 64 0 3 12 83
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 2 4 13 144
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 44 1 6 13 204
The Endogenous Kalman Filter 0 0 0 214 3 7 17 756
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 2 3 19 2,999
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 0 49 0 2 5 150
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 0 0 85 0 1 17 213
Unpleasant Actuarial Arithmetic: Fair Contribution Rates for Defined Benefit Pension Schemes 0 0 1 13 1 3 8 13
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 0 1 3 18 26
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 0 11 0 4 14 54
Total Working Papers 0 1 5 2,365 22 84 332 12,158
2 registered items for which data could not be found

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 2 1 4 7 13
A Monthly Indicator of GDP 0 0 0 5 0 2 9 46
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 1 3 21 1,118
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 0 0 198 0 0 6 1,342
Duality-based algorithms for total-variation-regularized image restoration 0 0 0 11 1 5 10 94
Equilibrium Real Exchange Rates 0 0 0 0 1 3 7 165
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 1 4 6 64
FINANCIAL INTERMEDIATION SERVICES INDIRECTLY MEASURED: ESTIMATES FOR FRANCE AND THE U.K. BASED ON THE APPROACH ADOPTED IN THE 1993 SNA 0 0 1 2 0 6 13 21
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 1 2 5 624
Information, heterogeneity and market incompleteness 0 0 0 130 0 2 4 344
Invertible and non-invertible information sets in linear rational expectations models 0 1 1 59 0 5 11 291
Labour’s record on financial regulation 0 0 1 13 1 2 9 87
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 0 0 120 0 5 17 445
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 0 66 1 6 12 346
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 2 5 7 71
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 0 2 10 88
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 36 0 1 9 137
Monetary Stabilisation with Nominal Asymmetries 0 0 0 15 0 1 10 95
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 0 60 0 1 9 186
Permanent vs transitory components and economic fundamentals 0 0 0 2 0 1 5 14
Permanent vs transitory components and economic fundamentals 0 0 0 108 0 2 16 496
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 1 1 5 2 7 16 43
Stock Markets and Central Bankers 0 0 0 110 0 1 5 325
The effects of uncertainty on optimal consumption 0 0 0 46 0 3 7 130
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 0 30 0 2 10 161
Total Journal Articles 0 2 4 1,338 12 75 241 6,746

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Statistics updated 2026-06-04