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 1 2 2 89
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 0 1 1 89
Forecasting the Bond Market 0 0 0 0 0 0 1 314
Imperfect Information and Hidden Dynamics 0 1 2 15 1 4 8 31
Information, VARs and DSGE Models 0 0 1 117 1 2 4 174
Information, heterogeneity and market incompleteness 0 0 1 91 0 2 5 217
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 0 1 4 242
Inside the black box: permanent vs transitory components and economic fundamentals 0 0 0 67 2 2 3 192
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 0 1 1 183
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 2 4 227
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 1 1 4 2,400
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 1 1 3 23
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 0 3 8 2,525
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 64 0 1 2 72
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 44 0 0 2 191
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 3 3 4 134
The Endogenous Kalman Filter 0 0 2 214 1 1 8 740
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 1 2 8 2,983
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 1 49 0 0 1 145
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 0 0 85 0 0 3 196
Unpleasant Actuarial Arithmetic: Fair Contribution Rates for Defined Benefit Pension Schemes 0 0 1 12 1 1 4 6
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 0 0 0 1 8
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 0 11 3 3 5 44
Total Working Papers 0 1 9 2,362 17 33 87 11,867
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 3 40
A Monthly Indicator of GDP 0 0 1 2 1 1 2 7
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 2 3 12 1,101
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 0 0 198 2 2 3 1,338
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 2 3 4 161
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 0 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 1 1 6 11
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 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 0 2 281
Labour’s record on financial regulation 0 1 1 13 0 1 3 80
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 0 2 120 1 4 9 432
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 0 66 1 2 6 338
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 0 1 3 79
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 0 1 1 65
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 36 1 1 4 131
Monetary Stabilisation with Nominal Asymmetries 0 0 0 15 2 3 5 90
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 2 0 0 0 9
Permanent vs transitory components and economic fundamentals 0 0 0 108 1 4 5 484
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 0 0 6 29
Stock Markets and Central Bankers 0 0 0 110 1 1 1 321
The effects of uncertainty on optimal consumption 0 0 0 46 0 1 2 125
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 0 30 0 0 2 152
Total Journal Articles 0 1 5 1,335 15 32 84 6,554


Statistics updated 2025-11-08