Access Statistics for Jonathan 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
A simple approach to robust inference in a cointegrating system 0 0 0 83 0 0 2 168
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates 1 6 30 825 8 19 88 1,669
An empirical comparison of Bundesbank and ECB monetary policy rules 1 1 14 556 3 5 35 1,350
Anatomy of a Market 0 0 0 0 0 0 8 135
Asymptotics for GMM Estimators with Weak Instruments 0 0 0 291 1 2 5 1,116
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 4 668 2 3 17 1,794
Bayesian Model Averaging and exchange rate forecasts 1 2 11 929 1 11 39 2,652
Bond risk premia and realized jump volatility 0 1 3 101 0 3 11 295
Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset 0 0 0 161 1 1 11 452
Confidence intervals for long-horizon predictive regressions via reverse regressions 0 0 2 31 0 0 5 118
Cracking the Conundrum 0 0 0 110 0 0 5 316
Cracking the conundrum 0 1 2 65 1 3 7 213
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 0 3 102 1 2 19 303
Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach 0 0 2 158 1 2 7 169
Detecting lack of identification in GMM 0 0 2 281 3 7 14 619
Efficient Prediction of Excess Returns 0 0 1 149 0 1 9 429
Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison 1 16 60 310 13 39 155 594
Evaluating real-time VAR forecasts with an informative democratic prior 0 1 4 32 1 4 18 67
Exact confidence intervals for impulse responses in a Gaussian vector autoregression 0 1 1 157 0 1 4 653
Exchange rate forecasting: the errors we've really made 0 0 7 1,019 0 1 29 3,162
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 2 2 5 126 2 5 16 291
Forecasting U.S. inflation by Bayesian Model Averaging 0 1 5 769 0 6 19 1,919
Forecasting professional forecasters 0 0 0 186 1 3 9 428
High frequency data, frequency domain inference and volatility forecasting 0 0 1 543 1 3 12 1,182
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 1 169 0 1 7 475
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 1 224 0 0 5 583
Identifying vars based on high frequency futures data 0 0 0 230 1 3 14 719
Interest rate conundrums in the twenty-first century 0 0 9 61 1 11 46 150
Jumps in Bond Yields at Known Times 0 0 0 34 0 0 2 82
Jumps in Bond Yields at Known Times 0 0 1 15 0 0 3 24
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns 0 0 0 231 0 1 2 659
Long memory in emerging market stock returns 0 0 1 195 0 0 3 352
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 3 40 1 4 21 97
News and noise in G-7 GDP announcements 0 0 3 338 1 6 23 1,201
Nonbanks in the Payments System: Vertical Integration Issues 0 0 0 87 0 0 5 190
Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data 1 2 6 378 1 4 24 1,456
Predicting sharp depreciations in industrial country exchange rates 0 0 1 57 0 1 7 199
Rounding and the impact of news: a simple test of market rationality 0 0 0 49 2 2 24 215
Seasonal Adjustment of NIPA data 0 0 2 33 1 5 17 46
Term premiums and inflation uncertainty: empirical evidence from an international panel dataset 0 3 3 162 2 9 13 515
Testing the null of identification in GMM 0 0 2 62 0 1 8 183
The Economics of Options-Implied Inflation Probability Density Functions 0 0 1 28 0 0 6 116
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment 1 2 17 46 4 17 63 111
The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies 0 1 11 11 1 3 20 20
The TIPS yield curve and inflation compensation 0 0 2 587 1 2 25 2,033
The U.S. Treasury yield curve: 1961 to the present 3 4 17 1,587 7 12 50 6,369
The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market 0 0 2 306 0 1 20 924
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 0 1 154 1 3 8 401
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 0 0 3 537 4 7 32 1,548
The yield curve and predicting recessions 0 1 18 395 2 5 66 1,064
Trading activity and exchange rates in high-frequency EBS data 0 1 4 239 0 4 26 939
Unconventional Monetary Policy and International Risk Premia 0 2 14 146 0 5 37 219
Uncovered interest parity: it works, but not for long 1 2 13 541 2 6 32 1,594
Weather-adjusting employment data 0 0 1 10 1 2 7 35
What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? 4 7 35 450 4 17 78 1,019
Total Working Papers 16 57 329 15,054 77 253 1,238 43,632

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 0 10 62 2,071
A new estimator of the fractionally integrated stochastic volatility model 0 0 0 27 0 0 2 75
Alternative Variance-Ratio Tests Using Ranks and Signs 0 0 0 0 0 2 22 1,079
Bayesian Model Averaging and exchange rate forecasts 1 2 12 224 6 10 38 592
Confidence Intervals for Univariate Impulse Responses with a Near Unit Root 0 0 0 0 0 0 4 195
Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests 0 0 0 0 0 0 2 151
Cracking the Conundrum 0 1 2 104 2 8 31 491
DETECTING LACK OF IDENTIFICATION IN GMM 0 0 2 64 2 2 7 140
Efficient forecast tests for conditional policy forecasts 0 0 3 76 0 2 16 224
Exchange rate forecasting: the errors we've really made 0 2 13 263 0 2 30 610
Forecasting US inflation by Bayesian model averaging 0 1 4 144 0 3 13 354
Frequency domain inference for univariate impulse responses 0 0 0 22 0 1 4 65
GMM with Weak Identification 0 0 0 0 2 5 20 787
HERMIN Ireland 0 0 0 154 0 0 9 485
High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting 0 1 1 188 0 1 7 605
Identifying VARS based on high frequency futures data 0 1 23 238 1 5 51 515
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 1 6 152 2 4 17 471
LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS 0 0 0 66 0 0 3 244
News and Noise in G-7 GDP Announcements 0 0 0 0 0 1 15 613
Order flow and exchange rate dynamics in electronic brokerage system data 0 0 1 103 1 2 14 411
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data 1 1 1 88 1 1 4 224
Structural stability tests in the linear regression model when the regressors have roots local to unity 0 0 1 27 0 0 3 133
THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION 0 0 0 7 0 0 0 41
Testing for a Unit Root in the Volatility of Asset Returns 0 0 1 148 0 0 3 366
The CUSUM test based on least squares residuals in regressions with integrated variables 0 0 0 54 1 1 5 154
The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown 0 0 0 0 0 0 2 111
The U.S. Treasury yield curve: 1961 to the present 3 7 45 591 7 20 124 1,902
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 2 4 21 430 5 13 71 1,279
Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data 0 1 2 98 2 5 9 281
Uncovered interest parity: it works, but not for long 0 0 5 186 1 1 24 517
Total Journal Articles 7 22 143 3,454 33 99 612 15,186
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Growth and Development in the Two Economies of Ireland: An Overview (Proceedings of NIERC/ESRI Conference) 0 0 0 0 0 0 1 87
Total Books 0 0 0 0 0 0 1 87

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Statistics updated 2020-11-03