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 3 4 13 100
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 1 1 7 95
Forecasting the Bond Market 0 0 0 0 1 1 8 321
Imperfect Information and Hidden Dynamics 0 0 1 15 2 5 19 46
Information, VARs and DSGE Models 0 1 3 119 1 6 17 188
Information, heterogeneity and market incompleteness 0 0 0 91 1 3 10 225
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 2 2 8 248
Inside the black box: permanent vs transitory components and economic fundamentals 0 0 0 67 3 7 26 216
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 3 5 11 193
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 6 2 2 5 31
Labour's Record on Financial Regulation 0 0 0 64 1 1 6 231
Measures of Real Effective Exchange Rates 0 0 0 0 1 1 2 379
Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty 0 0 0 262 2 3 9 2,406
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 1 1 12 34
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 1 2 12 250
Permanent vs Transitory Components and Economic Fundamentals 0 0 0 402 3 7 20 2,541
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 0 64 2 4 12 83
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 2 2 11 142
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 44 3 5 12 203
The Endogenous Kalman Filter 0 0 1 214 4 4 16 753
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 1 3 18 2,997
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 0 49 2 2 5 150
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 0 0 85 1 5 17 213
Unpleasant Actuarial Arithmetic: Fair Contribution Rates for Defined Benefit Pension Schemes 0 0 1 13 2 2 9 12
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 0 2 6 17 25
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 0 11 2 4 14 54
Total Working Papers 0 1 6 2,365 49 88 316 12,136
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 0 2 2 3 6 12
A Monthly Indicator of GDP 0 0 0 5 2 2 9 46
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 1 6 20 1,117
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 0 0 198 0 0 6 1,342
Duality-based algorithms for total-variation-regularized image restoration 0 0 0 11 4 4 9 93
Equilibrium Real Exchange Rates 0 0 0 0 1 2 6 164
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 3 3 5 63
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 4 6 13 21
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 1 4 623
Information, heterogeneity and market incompleteness 0 0 0 130 1 3 4 344
Invertible and non-invertible information sets in linear rational expectations models 1 1 1 59 5 7 12 291
Labour’s record on financial regulation 0 0 1 13 1 2 8 86
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 0 0 120 3 6 17 445
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 0 66 4 5 11 345
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 1 2 11 88
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 2 3 5 69
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 36 1 2 9 137
Monetary Stabilisation with Nominal Asymmetries 0 0 0 15 1 2 10 95
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 0 60 0 1 9 186
Permanent vs transitory components and economic fundamentals 0 0 0 108 1 8 16 496
Permanent vs transitory components and economic fundamentals 0 0 0 2 1 3 5 14
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 1 1 1 5 5 5 14 41
Stock Markets and Central Bankers 0 0 0 110 1 1 5 325
The effects of uncertainty on optimal consumption 0 0 0 46 2 4 7 130
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 0 30 2 3 10 161
Total Journal Articles 2 2 4 1,338 49 84 231 6,734


Statistics updated 2026-05-06