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 4 6 7 94
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 2 2 3 91
Forecasting the Bond Market 0 0 0 0 1 2 3 316
Imperfect Information and Hidden Dynamics 0 0 2 15 2 6 13 36
Information, VARs and DSGE Models 1 1 2 118 4 7 9 180
Information, heterogeneity and market incompleteness 0 0 0 91 2 3 7 220
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 0 0 2 242
Inside the black box: permanent vs transitory components and economic fundamentals 0 0 0 67 10 12 13 202
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 3 5 6 188
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 6 1 2 2 28
Labour's Record on Financial Regulation 0 0 0 64 0 1 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 3 6 2,402
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 4 8 10 30
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 1 5 5 243
Permanent vs Transitory Components and Economic Fundamentals 0 0 0 402 5 8 14 2,533
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 64 2 3 5 75
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 2 6 6 137
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 44 2 3 4 194
The Endogenous Kalman Filter 0 0 1 214 6 8 13 747
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 5 8 13 2,990
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 1 49 2 2 3 147
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 0 0 85 4 5 7 201
Unpleasant Actuarial Arithmetic: Fair Contribution Rates for Defined Benefit Pension Schemes 0 0 1 12 1 4 7 9
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 0 3 4 5 12
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 0 11 2 7 9 48
Total Working Papers 1 1 8 2,363 69 120 177 11,970
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 3 8
A Monthly Indicator of GDP 0 0 0 5 2 2 5 42
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 6 10 18 1,109
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 0 0 198 1 3 4 1,339
Duality-based algorithms for total-variation-regularized image restoration 0 0 0 11 2 4 4 88
Equilibrium Real Exchange Rates 0 0 0 0 1 3 5 162
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 0 0 1 59
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 0 2 6 12
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 1 1 3 341
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 58 1 2 4 283
Labour’s record on financial regulation 0 0 1 13 1 1 4 81
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 0 1 120 1 3 8 434
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 0 66 1 3 8 340
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 0 0 1 65
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 5 5 7 84
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 36 2 3 6 133
Monetary Stabilisation with Nominal Asymmetries 0 0 0 15 1 4 7 92
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 0 60 1 4 5 181
Permanent vs transitory components and economic fundamentals 0 0 0 2 0 1 1 10
Permanent vs transitory components and economic fundamentals 0 0 0 108 1 4 8 487
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 0 1 6 30
Stock Markets and Central Bankers 0 0 0 110 0 1 1 321
The effects of uncertainty on optimal consumption 0 0 0 46 0 0 2 125
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 0 30 0 3 4 155
Total Journal Articles 0 1 5 1,336 28 64 124 6,603


Statistics updated 2026-01-09