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 7 10 97
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 0 5 6 94
Forecasting the Bond Market 0 0 0 0 0 5 7 320
Imperfect Information and Hidden Dynamics 0 0 2 15 1 8 19 42
Information, VARs and DSGE Models 0 1 2 118 2 8 13 184
Information, heterogeneity and market incompleteness 0 0 0 91 1 5 9 223
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 3 20 22 212
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 1 4 7 189
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 6 0 2 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 1 3 8 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 7 13 33
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 1 7 11 249
Permanent vs Transitory Components and Economic Fundamentals 0 0 0 402 4 10 18 2,538
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 64 1 7 10 80
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 44 0 6 8 198
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 0 5 9 140
The Endogenous Kalman Filter 0 0 1 214 0 8 14 749
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 2 11 18 2,996
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 0 49 0 3 3 148
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 0 0 85 4 15 18 212
Unpleasant Actuarial Arithmetic: Fair Contribution Rates for Defined Benefit Pension Schemes 0 1 2 13 0 2 8 10
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 0 4 14 16 23
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 0 11 0 4 10 50
Total Working Papers 0 2 8 2,364 26 173 272 12,074
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 1 2 0 2 4 9
A Monthly Indicator of GDP 0 0 0 5 0 4 7 44
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 4 12 19 1,115
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 0 0 198 0 4 7 1,342
Duality-based algorithms for total-variation-regularized image restoration 0 0 0 11 0 3 5 89
Equilibrium Real Exchange Rates 0 0 0 0 0 1 4 162
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 0 3 8 15
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 3 342
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 58 2 4 7 286
Labour’s record on financial regulation 0 0 1 13 1 5 8 85
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 0 0 120 1 7 12 440
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 0 66 0 1 7 340
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 0 7 9 86
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 0 1 2 66
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 36 1 5 9 136
Monetary Stabilisation with Nominal Asymmetries 0 0 0 15 1 3 9 94
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 0 60 0 5 8 185
Permanent vs transitory components and economic fundamentals 0 0 0 2 2 3 4 13
Permanent vs transitory components and economic fundamentals 0 0 0 108 6 8 14 494
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 2 4 127
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 0 30 1 4 8 159
Total Journal Articles 0 0 4 1,336 21 96 176 6,671

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Statistics updated 2026-03-04