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 1 1 83
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 0 0 0 88
Forecasting the Bond Market 0 0 0 0 0 0 0 313
Information, VARs and DSGE Models 1 1 9 108 1 1 12 153
Information, heterogeneity and market incompleteness 0 0 0 90 0 0 0 212
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 0 0 0 237
Inside the black box: permanent vs transitory components and economic fundamentals 0 0 0 67 0 0 1 188
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 0 0 1 178
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 5 0 1 1 25
Labour's Record on Financial Regulation 0 0 2 63 0 0 6 220
Measures of Real Effective Exchange Rates 0 0 0 0 0 0 0 376
Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty 0 0 0 262 1 1 5 2,395
Nimbyism, Pigovian Equilibrium, Spatial Correlation or all three? Modelling the Distribution of Residential Land and its Impact in 27 EU Countries 0 0 1 20 0 0 3 18
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 0 0 0 235
Permanent vs Transitory Components and Economic Fundamentals 0 0 4 398 2 11 71 2,476
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 0 60 0 0 2 65
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 44 0 0 0 186
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 0 0 1 130
The Endogenous Kalman Filter 0 0 1 211 0 0 3 731
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 0 1 3 2,965
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 1 1 48 0 1 1 141
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 0 1 84 0 1 11 188
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 0 0 0 0 5
What univariate models tell us about multivariate macroeconomic models 0 0 0 97 0 0 4 104
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 1 11 1 1 4 39
Total Working Papers 1 2 20 2,407 5 19 130 11,751
1 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 1 1 1 4 1 1 1 35
A Monthly Indicator of GDP 1 1 1 1 1 1 1 4
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 0 7 12 1,068
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 0 0 197 0 0 1 1,331
Duality-based algorithms for total-variation-regularized image restoration 1 1 2 11 1 1 5 83
Equilibrium Real Exchange Rates 0 0 0 0 0 0 2 155
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 0 0 0 58
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 0 0 4
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 1 619
Information, heterogeneity and market incompleteness 0 0 1 128 0 0 3 336
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 58 0 0 3 275
Labour’s record on financial regulation 0 0 1 12 0 0 2 75
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 1 4 116 0 2 6 417
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 0 65 0 1 2 331
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 0 0 0 75
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 0 0 0 63
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 1 1 1 36 1 1 2 127
Monetary Stabilisation with Nominal Asymmetries 0 0 0 15 0 0 0 83
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 1 59 0 0 1 175
Permanent vs transitory components and economic fundamentals 0 0 1 108 0 3 7 474
Permanent vs transitory components and economic fundamentals 0 0 0 0 0 1 3 7
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 2 0 1 3 14
Stock Markets and Central Bankers 0 0 0 110 0 0 0 320
The effects of uncertainty on optimal consumption 0 0 0 44 0 0 0 121
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 1 3 29 0 1 4 141
Total Journal Articles 4 6 16 1,316 4 21 59 6,391


Statistics updated 2023-05-07