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
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 0 0 5 86
Forecasting the Bond Market 0 0 0 0 1 2 4 311
Information, VARs and DSGE Models 0 1 66 66 0 4 58 58
Information, heterogeneity and market incompleteness 0 0 2 89 0 1 7 206
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 1 4 10 229
Inside the black box: permanent vs transitory components and economic fundamentals 0 1 1 66 0 1 10 184
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 0 0 0 168
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 4 0 0 5 19
Labour's Record on Financial Regulation 0 0 2 55 1 2 19 155
Measures of Real Effective Exchange Rates 0 0 0 0 0 1 4 371
Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty 0 0 0 262 2 2 2 2,387
Nimbyism, Pigovian Equilibrium, Spatial Correlation or all three? Modelling the Distribution of Residential Land and its Impact in 27 EU Countries 0 0 0 19 0 0 4 15
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 0 0 1 231
Permanent vs Transitory Components and Economic Fundamentals 0 1 5 386 19 55 288 2,094
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 58 2 5 13 54
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 0 2 3 123
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 1 1 43 1 2 5 181
The Endogenous Kalman Filter 0 0 5 207 1 1 16 714
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 2 4 15 2,937
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 1 46 1 3 14 127
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 1 4 10 72 5 13 39 103
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 16 0 0 3 82
What univariate models tell us about multivariate macroeconomic models 0 0 5 94 2 5 23 74
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 2 9 1 2 10 31
“Sustainable and Affordable”? Actuarially Fair Contribution Rates for the USS Pension Scheme 0 1 5 15 0 3 20 41
Total Working Papers 1 9 106 2,326 39 112 578 10,981


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 3 0 0 2 31
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 1 5 274 1 4 17 1,023
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 1 1 194 1 3 9 1,306
Duality-based algorithms for total-variation-regularized image restoration 0 0 0 7 0 0 2 71
Equilibrium Real Exchange Rates 0 0 0 0 1 3 4 147
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 0 0 2 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 1
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 1 3 7 595
Information, heterogeneity and market incompleteness 0 0 2 120 1 5 14 314
Invertible and non-invertible information sets in linear rational expectations models 0 0 1 54 0 1 10 255
Labour’s record on financial regulation 0 0 1 10 0 1 7 66
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 1 1 2 110 1 3 12 397
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 1 65 0 2 13 312
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 0 0 1 73
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 0 0 2 50
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 35 0 0 3 124
Monetary Stabilisation with Nominal Asymmetries 0 0 0 14 0 0 0 82
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 0 57 0 0 4 169
Permanent vs transitory components and economic fundamentals 0 0 0 106 0 0 10 443
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 0 0 0 3 3
Stock Markets and Central Bankers 0 0 0 110 2 2 4 314
The effects of uncertainty on optimal consumption 0 0 0 44 0 0 3 119
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 1 25 0 3 13 126
Total Journal Articles 1 3 14 1,270 8 30 142 6,079


Statistics updated 2020-09-04