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 0 0 0 87
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results 0 0 0 20 0 0 0 88
Forecasting the Bond Market 0 0 0 0 1 1 1 314
Imperfect Information and Hidden Dynamics 0 0 1 14 0 2 10 27
Information, VARs and DSGE Models 1 1 2 117 1 1 5 172
Information, heterogeneity and market incompleteness 0 0 1 91 0 0 3 215
Information, heterogeneity and market incompleteness in the stochastic growth model 0 0 0 74 0 0 2 240
Inside the black box: permanent vs transitory components and economic fundamentals 0 0 0 67 0 0 1 190
Inspecting the noisy mechanism: the stochastic growth model with partial information 0 0 0 51 0 0 1 182
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 6 0 0 0 26
Labour's Record on Financial Regulation 0 0 0 64 0 0 2 225
Measures of Real Effective Exchange Rates 0 0 0 0 0 0 1 377
Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty 0 0 0 262 1 1 3 2,398
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 0 2 22
Optimal Monetary Policy with Sticky Nominal Debt Contracts 0 0 0 0 0 0 1 238
Permanent vs Transitory Components and Economic Fundamentals 0 0 1 402 0 1 10 2,522
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability 0 0 1 64 0 0 2 71
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 44 0 0 4 191
The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround 0 0 0 22 0 0 1 131
The Endogenous Kalman Filter 0 1 2 214 0 3 7 739
The Good News and the Bad News about Long-run Stock Market Returns 0 0 0 652 1 3 9 2,981
The Predictive Space, or, If x predicts y, what does y tell us about x? 0 0 1 49 0 0 2 145
The True Size of the ECB: New Insights from National Central Bank Balance Sheets 0 0 0 85 0 0 5 196
Unpleasant Actuarial Arithmetic: Fair Contribution Rates for Defined Benefit Pension Schemes 0 0 1 12 0 2 3 5
V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround 0 0 0 0 0 0 2 8
Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis 0 0 0 11 0 0 1 40
Total Working Papers 1 2 10 2,361 4 14 78 11,830
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 1 1 2 0 1 1 6
A Monthly Indicator of GDP 0 0 0 5 0 0 0 37
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth 0 0 0 279 1 2 15 1,098
Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions 0 0 1 198 0 0 3 1,336
Duality-based algorithms for total-variation-regularized image restoration 0 0 0 11 0 0 0 84
Equilibrium Real Exchange Rates 0 0 0 0 0 0 1 158
Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72] 0 0 0 15 0 0 0 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 1 3 8
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 0 619
Information, heterogeneity and market incompleteness 0 1 1 130 0 1 2 340
Invertible and non-invertible information sets in linear rational expectations models 0 0 0 58 0 1 1 280
Labour’s record on financial regulation 0 0 0 12 0 1 1 78
MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002 0 0 3 120 0 0 7 428
Miller and Modigliani, Predictive Return Regressions and Cointegration* 0 0 0 66 0 0 2 334
Modelling nominal debt contracts and fixed rate debt 0 0 0 9 0 0 1 64
Modelling nominal debt contracts and fixed rate debt 0 0 0 17 0 1 3 78
Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty 0 0 0 36 1 1 2 129
Monetary Stabilisation with Nominal Asymmetries 0 0 0 15 1 1 1 86
Nominal Debt Dynamics, Credit Constraints and Monetary Policy 0 0 0 60 0 0 1 177
Permanent vs transitory components and economic fundamentals 0 0 0 108 0 0 2 480
Permanent vs transitory components and economic fundamentals 0 0 0 2 0 0 0 9
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability 0 0 0 4 0 0 6 27
Stock Markets and Central Bankers 0 0 0 110 0 0 0 320
The effects of uncertainty on optimal consumption 0 0 1 46 0 0 1 123
The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround 0 0 0 30 1 1 3 152
Total Journal Articles 0 2 7 1,334 4 11 56 6,509


Statistics updated 2025-07-04