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 0 87
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 1 1 1 89
Forecasting the Bond Market 0 0 0 0 0 1 1 314
Imperfect Information and Hidden Dynamics 1 1 2 15 1 1 8 28
Information, VARs and DSGE Models 0 1 2 117 1 2 6 173
Information, heterogeneity and market incompleteness 0 0 1 91 1 1 4 216
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 0 1 3 241
Inside the black box: permanent vs transitory components and economic fundamentals 0 0 0 67 0 0 1 190
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 0 0 1 182
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 6 0 0 0 26
Labour's Record on Financial Regulation 0 0 0 64 1 1 3 226
Measures of Real Effective Exchange Rates 0 0 0 0 0 1 2 378
Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty 0 0 0 262 0 2 3 2,399
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 2 22
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 0 0 0 238
Permanent vs Transitory Components and Economic Fundamentals 0 0 0 402 1 1 6 2,523
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 64 1 1 3 72
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 0 0 1 131
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 44 0 0 3 191
The Endogenous Kalman Filter 0 0 2 214 0 0 7 739
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 1 2 8 2,982
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 1 49 0 0 2 145
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 0 0 85 0 0 4 196
Unpleasant Actuarial Arithmetic: Fair Contribution Rates for Defined Benefit Pension Schemes 0 0 1 12 0 0 3 5
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 0 0 0 2 8
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 0 11 0 1 2 41
Total Working Papers 1 2 10 2,362 8 16 76 11,842
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 5 0 1 1 38
A Monthly Indicator of GDP 0 0 1 2 0 0 1 6
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 0 1 12 1,098
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 0 0 198 0 0 2 1,336
Duality-based algorithms for total-variation-regularized image restoration 0 0 0 11 0 0 0 84
Equilibrium Real Exchange Rates 0 0 0 0 1 1 2 159
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 1 1 1 59
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 2 5 10
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 1 620
Information, heterogeneity and market incompleteness 0 0 1 130 0 0 2 340
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 58 0 1 2 281
Labour’s record on financial regulation 1 1 1 13 1 2 3 80
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 0 2 120 2 2 7 430
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 0 66 1 3 5 337
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 1 1 3 79
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 0 0 0 64
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 36 0 2 3 130
Monetary Stabilisation with Nominal Asymmetries 0 0 0 15 1 3 3 88
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 0 60 0 0 1 177
Permanent vs transitory components and economic fundamentals 0 0 0 108 1 1 3 481
Permanent vs transitory components and economic fundamentals 0 0 0 2 0 0 0 9
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 0 2 7 29
Stock Markets and Central Bankers 0 0 0 110 0 0 0 320
The effects of uncertainty on optimal consumption 0 0 1 46 1 2 3 125
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 0 30 0 1 2 152
Total Journal Articles 1 1 6 1,335 10 27 69 6,532


Statistics updated 2025-09-05