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 2 7 9 96
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 3 5 6 94
Forecasting the Bond Market 0 0 0 0 4 6 7 320
Imperfect Information and Hidden Dynamics 0 0 2 15 5 10 18 41
Information, VARs and DSGE Models 0 1 2 118 2 8 11 182
Information, heterogeneity and market incompleteness 0 0 0 91 2 5 9 222
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 4 4 6 246
Inside the black box: permanent vs transitory components and economic fundamentals 0 0 0 67 7 17 19 209
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 0 5 6 188
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 6 1 3 3 29
Labour's Record on Financial Regulation 0 0 0 64 3 3 7 230
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 7 2,403
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 3 10 13 33
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 5 10 10 248
Permanent vs Transitory Components and Economic Fundamentals 0 0 0 402 1 9 15 2,534
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 64 4 7 9 79
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 3 6 9 140
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 44 4 7 8 198
The Endogenous Kalman Filter 0 0 1 214 2 9 15 749
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 4 11 16 2,994
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 1 49 1 3 4 148
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 0 0 85 7 12 14 208
Unpleasant Actuarial Arithmetic: Fair Contribution Rates for Defined Benefit Pension Schemes 1 1 2 13 1 4 8 10
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 0 7 11 12 19
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 0 11 2 6 10 50
Total Working Papers 1 2 9 2,364 78 181 252 12,048
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 1 2 4 9
A Monthly Indicator of GDP 0 0 0 5 2 4 7 44
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 2 10 16 1,111
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 0 0 198 3 4 7 1,342
Duality-based algorithms for total-variation-regularized image restoration 0 0 0 11 1 5 5 89
Equilibrium Real Exchange Rates 0 0 0 0 0 1 5 162
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 1 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 1 1 2 3 4 9 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 2 3 622
Information, heterogeneity and market incompleteness 0 0 1 130 0 1 2 341
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 58 1 3 5 284
Labour’s record on financial regulation 0 0 1 13 3 4 7 84
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 0 0 120 5 7 11 439
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 0 66 0 2 7 340
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 1 1 2 66
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 2 7 9 86
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 36 2 4 8 135
Monetary Stabilisation with Nominal Asymmetries 0 0 0 15 1 3 8 93
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 0 60 4 8 9 185
Permanent vs transitory components and economic fundamentals 0 0 0 108 1 4 9 488
Permanent vs transitory components and economic fundamentals 0 0 0 2 1 2 2 11
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 6 7 11 36
Stock Markets and Central Bankers 0 0 0 110 3 3 4 324
The effects of uncertainty on optimal consumption 0 0 0 46 1 1 3 126
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 0 30 3 6 7 158
Total Journal Articles 0 1 4 1,336 47 96 162 6,650


Statistics updated 2026-02-12