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 10 97
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 0 3 6 94
Forecasting the Bond Market 0 0 0 0 0 4 7 320
Imperfect Information and Hidden Dynamics 0 0 1 15 2 8 19 44
Information, VARs and DSGE Models 1 1 3 119 3 7 16 187
Information, heterogeneity and market incompleteness 0 0 0 91 1 4 9 224
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 0 4 6 246
Inside the black box: permanent vs transitory components and economic fundamentals 0 0 0 67 1 11 23 213
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 1 2 8 190
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 6 0 1 3 29
Labour's Record on Financial Regulation 0 0 0 64 0 3 5 230
Measures of Real Effective Exchange Rates 0 0 0 0 0 0 1 378
Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty 0 0 0 262 0 2 7 2,404
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 3 11 33
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 0 6 11 249
Permanent vs Transitory Components and Economic Fundamentals 0 0 0 402 0 5 17 2,538
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 0 64 1 6 10 81
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 44 2 6 9 200
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 0 3 9 140
The Endogenous Kalman Filter 0 0 1 214 0 2 13 749
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 0 6 18 2,996
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 0 49 0 1 3 148
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 0 0 85 0 11 16 212
Unpleasant Actuarial Arithmetic: Fair Contribution Rates for Defined Benefit Pension Schemes 0 1 1 13 0 1 7 10
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 0 0 11 15 23
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 0 11 2 4 12 52
Total Working Papers 1 2 6 2,365 13 117 271 12,087
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 2 7 44
A Monthly Indicator of GDP 0 0 1 2 1 2 5 10
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 1 7 20 1,116
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 0 0 198 0 3 6 1,342
Duality-based algorithms for total-variation-regularized image restoration 0 0 0 11 0 1 5 89
Equilibrium Real Exchange Rates 0 0 0 0 1 1 5 163
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 0 1 2 60
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 2 5 10 17
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 0 3 622
Information, heterogeneity and market incompleteness 0 0 1 130 1 2 4 343
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 58 0 3 7 286
Labour’s record on financial regulation 0 0 1 13 0 4 8 85
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 0 0 120 2 8 14 442
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 0 66 1 1 7 341
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 1 2 3 67
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 1 3 10 87
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 36 0 3 8 136
Monetary Stabilisation with Nominal Asymmetries 0 0 0 15 0 2 9 94
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 0 60 1 5 9 186
Permanent vs transitory components and economic fundamentals 0 0 0 2 0 3 4 13
Permanent vs transitory components and economic fundamentals 0 0 0 108 1 8 15 495
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 0 6 9 36
Stock Markets and Central Bankers 0 0 0 110 0 3 4 324
The effects of uncertainty on optimal consumption 0 0 0 46 1 3 5 128
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 0 30 0 4 8 159
Total Journal Articles 0 0 4 1,336 14 82 187 6,685


Statistics updated 2026-04-09