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 1 84 0 1 3 175
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates 3 9 23 898 12 33 82 1,936
An empirical comparison of Bundesbank and ECB monetary policy rules 1 2 4 570 1 2 7 1,384
Asymptotics for GMM Estimators with Weak Instruments 0 0 0 291 0 0 2 1,131
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 0 668 0 1 1 1,808
Bayesian Model Averaging and exchange rate forecasts 0 0 2 949 0 2 8 2,720
Bond risk premia and realized jump volatility 0 0 0 102 0 1 1 301
Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset 0 1 2 166 0 5 10 481
Confidence intervals for long-horizon predictive regressions via reverse regressions 0 0 0 31 1 1 1 124
Cracking the Conundrum 0 0 0 39 0 0 0 342
Cracking the Conundrum 0 0 0 111 1 1 2 330
Cracking the conundrum 0 0 1 67 0 0 1 222
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 0 1 104 0 0 3 322
Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach 0 0 0 159 0 0 1 187
Detecting lack of identification in GMM 0 0 1 283 0 0 2 635
Efficient Prediction of Excess Returns 0 0 1 152 0 0 5 453
Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison 0 0 3 366 2 3 13 805
Evaluating real-time VAR forecasts with an informative democratic prior 0 1 4 43 0 1 5 87
Event-day Options 0 0 2 6 3 3 6 35
Exact confidence intervals for impulse responses in a Gaussian vector autoregression 0 0 0 159 0 1 4 664
Exchange rate forecasting: the errors we've really made 0 0 4 1,033 0 2 9 3,216
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 1 2 4 133 1 4 10 320
Forecasting Interest Rates with Shifting Endpoints 0 0 1 79 0 0 3 197
Forecasting U.S. inflation by Bayesian Model Averaging 0 0 2 774 0 2 7 1,944
Forecasting professional forecasters 0 0 2 200 0 0 5 463
Forward Guidance and Asset Prices 0 1 6 208 0 1 11 497
High frequency data, frequency domain inference and volatility forecasting 0 0 0 544 0 0 1 1,195
Identification and Inference Using Event Studies 1 2 5 222 1 5 15 431
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 1 1 2 174 1 3 7 488
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 134 0 0 1 459
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 224 0 0 3 594
Identifying vars based on high frequency futures data 0 1 5 238 0 3 9 743
Jumps in Bond Yields at Known Times 0 0 0 16 0 0 0 33
Jumps in Bond Yields at Known Times 0 0 0 37 0 1 2 92
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns 0 0 0 232 0 1 1 664
Long memory in emerging market stock returns 0 0 0 198 0 0 0 363
Macroeconomics and the Term Structure 1 3 13 218 3 5 19 569
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 0 31 0 0 2 83
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 0 43 1 1 5 67
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 3 51 21 79 183 307
News and noise in G-7 GDP announcements 0 0 2 349 0 0 5 1,239
Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data 0 0 0 379 0 2 8 1,491
Predicting sharp depreciations in industrial country exchange rates 0 0 0 57 0 0 0 204
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates 0 1 1 73 0 1 4 194
Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19 0 0 0 38 0 0 5 30
Refining Set-Identification in VARs through Independence 0 0 0 4 0 0 5 21
Refining Set-Identification in VARs through Independence 1 1 5 14 1 1 7 20
Rounding and the impact of news: a simple test of market rationality 0 0 0 49 1 1 5 221
Seasonal Adjustment of NIPA data 0 0 0 36 0 1 5 61
Term premiums and inflation uncertainty: empirical evidence from an international panel dataset 0 0 2 171 2 2 10 550
Testing the null of identification in GMM 0 0 0 63 0 1 1 192
The Economics of Options-Implied Inflation Probability Density Functions 0 0 0 29 0 1 6 133
The Economics of Options-Implied Inflation Probability Density Functions 0 0 1 22 0 0 4 89
The Economics of Options-Implied Inflation Probability Density Functions 0 1 1 73 1 4 6 223
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment 0 1 8 63 0 1 22 186
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under 0 0 4 10 0 0 16 36
The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies 0 0 4 26 1 3 12 68
The TIPS yield curve and inflation compensation 0 0 2 596 0 0 5 2,079
The U.S. Treasury yield curve: 1961 to the present 0 5 14 1,620 2 12 31 6,478
The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market 0 0 1 312 0 0 3 954
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 1 1 156 1 2 14 422
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 1 1 3 548 1 3 8 1,585
The yield curve and predicting recessions 0 0 1 410 2 4 17 1,154
Trading activity and exchange rates in high-frequency EBS data 0 1 1 241 1 6 14 975
Unconventional Monetary Policy and International Risk Premia 0 1 1 157 0 2 10 289
Uncovered interest parity: it works, but not for long 0 2 3 555 0 3 8 1,650
Weather-adjusting employment data 0 1 3 14 0 3 5 51
What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? 0 1 5 484 0 3 15 1,149
Total Working Papers 10 40 155 16,586 61 218 701 48,611


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Test for Structural Stability Based on Recursive Residuals 0 0 0 0 0 0 1 5
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 2 5 26 2,172
A new estimator of the fractionally integrated stochastic volatility model 0 0 0 27 0 0 0 76
Alternative Variance-Ratio Tests Using Ranks and Signs 0 0 0 0 1 3 11 1,156
Bayesian Model Averaging and exchange rate forecasts 0 0 4 247 0 0 12 653
Bond risk premia and realized jump risk 0 1 2 59 0 1 4 192
Comment 0 0 0 0 0 0 0 27
Comment 0 0 0 0 0 1 2 19
Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto 0 0 3 25 0 2 12 108
Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset 0 1 2 76 0 2 5 320
Confidence Intervals for Univariate Impulse Responses with a Near Unit Root 0 0 0 0 0 0 0 200
Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests 0 0 0 0 0 0 3 159
Cracking the Conundrum 0 0 1 112 0 9 19 533
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 1 6 111 2 4 14 380
DETECTING LACK OF IDENTIFICATION IN GMM 0 0 1 65 0 0 3 153
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 0 1 3 124 0 4 8 538
EVALUATING REAL‐TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR 0 0 0 12 0 0 1 49
Editors' Report 2011 0 0 0 0 0 0 0 9
Editors’ Report 2009 0 0 0 6 0 0 0 52
Editors’ Report 2011 0 0 0 19 0 0 0 91
Efficient Prediction of Excess Returns 0 0 0 12 0 0 0 64
Efficient forecast tests for conditional policy forecasts 0 1 2 88 2 5 8 249
Evaluating asset-market effects of unconventional monetary policy: a multi-country review 0 0 6 209 0 0 8 530
Exchange rate forecasting: the errors we've really made 0 1 5 284 0 3 10 665
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 1 9 261 1 3 14 811
Forecasting Professional Forecasters 1 2 3 91 1 3 9 198
Forecasting US inflation by Bayesian model averaging 0 0 0 146 0 1 4 372
Forecasting With Model Uncertainty: Representations and Risk Reduction 0 0 0 9 1 1 3 66
Forecasting interest rates with shifting endpoints 0 1 3 26 0 2 4 97
Forward-Looking Estimates of Interest-Rate Distributions 0 1 1 7 0 1 2 33
Frequency domain inference for univariate impulse responses 0 0 0 22 0 0 0 65
GMM with Weak Identification 0 0 0 0 0 3 9 828
HERMIN Ireland 0 0 0 154 0 0 0 491
High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting 0 0 0 190 0 1 3 619
Identification and Inference Using Event Studies 0 3 7 285 1 8 21 609
Identifying VARS based on high frequency futures data 1 3 6 265 2 9 27 606
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 0 155 0 2 4 493
LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS 0 0 0 66 0 1 1 246
Macroeconomics and the Term Structure 0 0 8 414 0 3 23 1,075
Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises 0 0 6 34 0 1 24 158
News and Noise in G-7 GDP Announcements 0 0 0 0 3 3 6 644
Options-Implied Probability Density Functions for Real Interest Rates 0 0 3 14 0 1 9 68
Order flow and exchange rate dynamics in electronic brokerage system data 1 1 1 114 1 3 8 452
REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING 0 0 0 0 0 1 4 73
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates* 1 2 9 19 3 8 30 91
Risk Premia in the 8:30 Economy 1 1 4 33 2 3 10 102
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data 0 0 1 89 0 0 2 233
Some observations on forecasting and policy 0 0 2 13 0 1 6 40
State Space Models and MIDAS Regressions 3 9 38 409 8 26 123 1,264
Structural stability tests in the linear regression model when the regressors have roots local to unity 0 0 0 28 0 0 0 135
THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION 0 0 0 7 0 0 0 42
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset 1 3 8 159 4 9 20 456
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply 0 1 2 75 0 2 9 272
Testing for a Structural Break at Unknown Date with Long‐memory Disturbances 0 0 1 4 0 0 3 13
Testing for a Unit Root in the Volatility of Asset Returns 0 0 0 148 0 0 0 372
Testing the adequacy of conventional asymptotics in GMM 0 0 0 18 0 0 0 149
The CUSUM test based on least squares residuals in regressions with integrated variables 0 0 0 54 0 0 1 155
The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment 1 1 12 44 4 9 54 181
The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown 0 0 0 0 0 0 0 113
The TIPS Yield Curve and Inflation Compensation 0 0 1 330 2 5 16 1,384
The U.S. Treasury yield curve: 1961 to the present 5 26 62 720 22 64 186 2,316
The economics of options-implied inflation probability density functions 0 1 3 156 2 4 15 587
The high-frequency impact of news on long-term yields and forward rates: Is it real? 1 2 5 153 1 4 17 469
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 3 5 10 461 5 13 29 1,393
Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data 0 0 1 101 0 0 2 290
Unconventional Monetary Policy and International Risk Premia 0 3 3 33 1 6 12 106
Uncovered interest parity: it works, but not for long 1 2 4 205 2 4 11 573
Unseasonal Seasonals? 0 0 3 11 0 1 5 59
Weather-Adjusting Economic Data 0 0 1 11 0 1 4 49
What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? 0 0 3 74 1 1 11 253
Total Journal Articles 20 74 255 7,084 74 247 888 27,501


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 90
Total Books 0 0 0 0 0 0 1 90


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Inflation 10 29 139 1,282 17 64 293 2,628
Total Chapters 10 29 139 1,282 17 64 293 2,628


Statistics updated 2023-12-04