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 0 13 100
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 0 2 9 97
Forecasting the Bond Market 0 0 0 0 0 0 7 321
Imperfect Information and Hidden Dynamics 0 0 1 15 0 3 22 49
Information, VARs and DSGE Models 0 0 2 119 0 1 17 189
Information, heterogeneity and market incompleteness 0 0 0 91 0 2 12 227
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 0 3 10 251
Inside the black box: permanent vs transitory components and economic fundamentals 0 0 0 67 1 2 28 218
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 0 0 11 193
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 6 0 0 5 31
Labour's Record on Financial Regulation 0 0 0 64 0 1 7 232
Measures of Real Effective Exchange Rates 0 0 0 0 0 0 1 379
Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty 0 0 0 262 0 2 9 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 0 12 34
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 0 1 13 251
Permanent vs Transitory Components and Economic Fundamentals 0 0 0 402 0 1 20 2,542
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 1 1 65 2 3 15 86
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 0 2 13 144
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 44 0 1 13 204
The Endogenous Kalman Filter 0 0 0 214 0 4 18 757
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 0 2 18 2,999
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 0 49 0 1 6 151
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 0 0 85 1 1 18 214
Unpleasant Actuarial Arithmetic: Fair Contribution Rates for Defined Benefit Pension Schemes 0 0 1 13 0 1 8 13
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 0 0 1 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 0 13 54
Total Working Papers 0 1 5 2,366 4 34 336 12,170
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 0 1 7 13
A Monthly Indicator of GDP 0 0 0 5 1 2 10 48
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 0 4 23 1,121
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 2 3 12 96
Equilibrium Real Exchange Rates 0 0 0 0 0 1 7 165
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 0 2 7 65
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 1 12 22
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 4 624
Information, heterogeneity and market incompleteness 1 1 1 131 2 2 6 346
Invertible and non-invertible information sets in linear rational expectations models 0 0 1 59 1 1 11 292
Labour’s record on financial regulation 0 0 1 13 0 1 8 87
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 0 0 120 1 1 18 446
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 0 66 0 1 10 346
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 1 3 8 72
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 0 0 10 88
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 36 1 1 8 138
Monetary Stabilisation with Nominal Asymmetries 0 0 0 15 0 0 8 95
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 0 60 0 0 9 186
Permanent vs transitory components and economic fundamentals 0 0 0 108 0 0 16 496
Permanent vs transitory components and economic fundamentals 0 0 0 2 0 0 5 14
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 1 5 0 2 14 43
Stock Markets and Central Bankers 0 0 0 110 1 1 6 326
The effects of uncertainty on optimal consumption 0 0 0 46 0 0 6 130
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 0 30 0 0 9 161
Total Journal Articles 1 1 5 1,339 10 28 240 6,762


Statistics updated 2026-08-07