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 85 0 2 10 187
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates 2 2 10 927 14 21 98 2,166
An empirical comparison of Bundesbank and ECB monetary policy rules 0 0 1 575 2 2 14 1,406
Asymptotics for GMM Estimators with Weak Instruments 0 0 0 292 0 0 9 1,142
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 0 670 0 2 14 1,831
Bayesian Model Averaging and exchange rate forecasts 0 0 0 950 0 2 22 2,750
Bond risk premia and realized jump volatility 0 0 0 103 0 0 8 312
Breaks in the Phillips Curve: Evidence from Panel Data 0 0 0 54 1 1 23 83
Breaks in the Phillips Curve: Evidence from Panel Data 0 0 1 3 2 3 9 22
Breaks in the Phillips Curve: Evidence from Panel Data 0 0 0 5 0 0 10 31
Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset 0 0 0 168 2 5 24 514
Confidence intervals for long-horizon predictive regressions via reverse regressions 0 0 0 31 0 0 3 132
Cracking the Conundrum 0 0 0 39 0 1 13 356
Cracking the Conundrum 0 0 0 113 0 0 11 346
Cracking the conundrum 0 0 1 68 2 2 17 240
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 0 1 106 0 2 18 345
Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach 0 0 1 162 0 1 14 208
Detecting lack of identification in GMM 0 0 0 283 0 0 8 645
Efficient Prediction of Excess Returns 0 0 0 152 1 1 15 471
Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison 0 1 1 373 0 1 30 862
Evaluating real-time VAR forecasts with an informative democratic prior 0 0 0 43 1 2 10 98
Event-day Options 1 1 1 8 1 3 15 55
Exact confidence intervals for impulse responses in a Gaussian vector autoregression 0 0 0 159 0 0 6 671
Exchange rate forecasting: the errors we've really made 0 0 1 1,037 2 3 19 3,244
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 0 136 4 5 31 363
Forecasting Interest Rates with Shifting Endpoints 0 0 0 80 4 5 18 219
Forecasting U.S. inflation by Bayesian Model Averaging 0 2 2 777 3 7 19 1,967
Forecasting professional forecasters 0 1 2 204 1 3 19 490
Forward Guidance and Asset Prices 0 0 2 214 0 0 11 522
High frequency data, frequency domain inference and volatility forecasting 0 0 0 544 1 1 12 1,210
Identification and Inference Using Event Studies 0 0 2 230 0 0 17 464
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 0 176 0 0 21 513
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 134 0 0 10 475
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 225 2 4 24 624
Identifying vars based on high frequency futures data 0 0 0 238 0 1 11 757
Jumps in Bond Yields at Known Times 0 0 1 38 1 2 10 102
Jumps in Bond Yields at Known Times 0 0 0 17 0 0 7 46
Kalshi and the Rise of Macro Markets 0 1 56 56 5 15 161 161
Kalshi and the Rise of Macro Markets 0 1 8 8 7 24 35 35
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns 0 0 0 232 0 0 21 686
Long memory in emerging market stock returns 0 0 0 198 0 1 9 372
Macroeconomics and the Term Structure 0 1 1 229 2 5 25 616
Market Effects of Central Bank Credit Markets Support Programs in Europe 0 0 0 14 1 1 14 31
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 1 2 2 37 3 4 17 112
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 0 43 2 2 16 87
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 0 51 2 2 21 764
Monetary Policy in Uncertain Times 0 0 1 12 1 2 8 22
News and noise in G-7 GDP announcements 0 0 0 353 0 2 26 1,272
Nonlinear Phillips Curves 0 2 4 19 1 3 21 32
Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data 0 0 0 379 3 5 15 1,510
Predicting sharp depreciations in industrial country exchange rates 0 0 0 57 0 0 8 213
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates 0 0 0 73 1 2 16 216
Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19 0 0 2 48 0 1 9 51
Refining Set-Identification in VARs through Independence 0 0 0 30 3 5 32 59
Refining Set-Identification in VARs through Independence 0 0 0 15 3 3 10 34
Refining Set-Identification in VARs through Independence 0 0 0 4 0 0 10 33
Rounding and the impact of news: a simple test of market rationality 0 0 1 50 0 0 9 232
Seasonal Adjustment of NIPA data 0 0 0 38 1 2 9 78
Term premiums and inflation uncertainty: empirical evidence from an international panel dataset 0 0 2 181 1 4 20 586
Testing the null of identification in GMM 0 0 0 63 1 1 13 207
The Economics of Options-Implied Inflation Probability Density Functions 0 0 0 73 1 2 26 258
The Economics of Options-Implied Inflation Probability Density Functions 0 0 0 23 2 3 14 110
The Economics of Options-Implied Inflation Probability Density Functions 0 0 0 29 2 2 26 161
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment 0 0 0 65 45 46 73 269
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under 0 0 0 14 2 2 23 51
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under 0 0 0 12 1 1 17 71
The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies 0 0 0 28 1 2 15 94
The TIPS yield curve and inflation compensation 0 0 3 601 0 2 26 2,121
The U.S. Treasury yield curve: 1961 to the present 0 1 3 1,639 3 7 30 6,559
The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market 0 0 5 320 2 7 24 983
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 0 0 158 2 3 15 442
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 0 0 0 552 1 4 13 1,617
The yield curve and predicting recessions 1 1 6 423 1 4 41 1,228
Trading activity and exchange rates in high-frequency EBS data 0 0 0 243 1 4 20 1,008
Unconventional Monetary Policy and International Risk Premia 0 0 2 163 0 1 14 315
Uncovered interest parity: it works, but not for long 1 2 3 561 2 4 26 1,702
Weather-adjusting employment data 0 0 0 16 0 0 8 70
What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? 0 0 2 493 4 9 33 1,207
Total Working Papers 6 18 129 17,022 151 269 1,599 51,544

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 1 6 14
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 2 6 148 2,376
A new estimator of the fractionally integrated stochastic volatility model 0 0 0 27 0 1 6 85
Alternative Variance-Ratio Tests Using Ranks and Signs 0 0 0 0 2 3 17 1,195
Analyzing cross-validation for forecasting with structural instability 0 1 2 6 2 5 20 32
Bayesian Model Averaging and exchange rate forecasts 0 0 1 259 0 0 15 695
Bond risk premia and realized jump risk 0 0 1 62 0 0 11 209
Comment 0 0 0 0 0 0 5 26
Comment 0 0 0 0 0 1 3 30
Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto 0 0 0 30 2 3 19 143
Comment on “The long and variable lags of monetary policy: Evidence from disaggregated price indices” by S. Borağan Aruoba and Thomas Drechsel 0 1 1 4 3 10 20 26
Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset 0 0 1 81 3 6 25 358
Confidence Intervals for Univariate Impulse Responses with a Near Unit Root 0 0 0 0 0 1 8 211
Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests 0 0 0 0 0 1 15 176
Cracking the Conundrum 0 0 0 112 4 5 25 568
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 1 1 4 126 5 10 44 452
DETECTING LACK OF IDENTIFICATION IN GMM 0 0 1 66 0 0 6 160
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 1 1 2 135 3 5 29 588
EVALUATING REAL‐TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR 0 0 1 14 1 1 20 73
Editors' Report 2011 0 0 0 0 0 0 6 15
Editors’ Report 2009 0 0 0 6 1 1 12 65
Editors’ Report 2011 0 0 0 19 0 0 4 95
Efficient Prediction of Excess Returns 0 0 0 12 0 0 10 77
Efficient forecast tests for conditional policy forecasts 0 0 0 89 0 1 15 273
Evaluating asset-market effects of unconventional monetary policy: a multi-country review 0 1 2 224 1 3 18 582
Exchange rate forecasting: the errors we've really made 0 0 2 292 3 4 27 720
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 0 269 2 4 31 867
Forecasting Professional Forecasters 0 0 1 97 0 0 19 235
Forecasting US inflation by Bayesian model averaging 0 1 1 148 1 3 14 390
Forecasting With Model Uncertainty: Representations and Risk Reduction 0 0 2 11 0 0 11 81
Forecasting interest rates with shifting endpoints 0 0 0 27 3 3 15 118
Forward-Looking Estimates of Interest-Rate Distributions 0 0 1 9 0 1 7 43
Frequency domain inference for univariate impulse responses 0 0 0 22 0 1 8 75
GMM with Weak Identification 0 0 0 0 1 3 20 856
HERMIN Ireland 0 0 0 154 1 1 11 503
High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting 0 0 0 190 0 2 16 641
Identification and Inference Using Event Studies 0 0 2 297 2 4 37 662
Identifying VARS based on high frequency futures data 0 0 1 276 0 0 39 665
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 1 158 1 2 21 526
LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS 0 0 0 66 2 4 16 265
Macroeconomics and the Term Structure 2 2 9 442 5 6 29 1,154
Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises 0 0 2 49 2 3 28 221
News and Noise in G-7 GDP Announcements 0 0 0 0 0 2 33 682
Options-Implied Probability Density Functions for Real Interest Rates 0 0 0 19 0 1 11 99
Order flow and exchange rate dynamics in electronic brokerage system data 0 0 2 121 2 5 27 491
REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING 0 0 0 0 1 1 13 97
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates* 2 4 7 41 3 5 34 183
Refining set-identification in VARs through independence 0 0 1 7 2 3 13 29
Risk Premia in the 8:30 Economy 0 1 2 37 0 1 10 118
STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO‐STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS 0 0 0 0 0 3 12 12
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data 0 0 0 90 0 0 12 248
Some observations on forecasting and policy 0 0 2 18 0 0 15 66
State Space Models and MIDAS Regressions 1 1 10 470 7 12 62 1,464
Structural stability tests in the linear regression model when the regressors have roots local to unity 0 0 0 28 0 1 9 149
THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION 0 0 0 7 0 0 7 51
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset 3 5 10 177 6 9 29 514
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply 0 0 0 78 2 2 19 302
Testing for a Structural Break at Unknown Date with Long‐memory Disturbances 0 0 0 4 0 0 10 26
Testing for a Unit Root in the Volatility of Asset Returns 0 0 0 149 2 2 11 385
Testing for a unit root in the volatility of asset returns 0 0 0 0 1 1 9 15
Testing the adequacy of conventional asymptotics in GMM 0 0 0 18 0 0 7 159
The CUSUM test based on least squares residuals in regressions with integrated variables 0 0 1 55 0 0 9 166
The Extent and Consequences of Federal Reserve Balance Sheet Shrinkage 0 0 1 3 2 5 25 37
The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment 0 1 3 62 2 5 44 288
The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown 0 0 0 0 0 2 9 125
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under 0 0 1 8 2 2 15 34
The TIPS Yield Curve and Inflation Compensation 0 0 5 338 5 8 37 1,451
The U.S. Treasury yield curve: 1961 to the present 3 3 19 805 16 29 144 2,713
The economics of options-implied inflation probability density functions 1 1 1 167 3 5 21 640
The high-frequency impact of news on long-term yields and forward rates: Is it real? 1 1 3 165 1 5 19 520
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 0 0 5 496 2 7 61 1,550
Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data 1 1 1 103 1 2 9 304
Unconventional Monetary Policy and International Risk Premia 0 0 5 49 0 2 29 172
Uncovered interest parity: it works, but not for long 0 1 3 213 0 1 21 613
Unseasonal Seasonals? 0 0 0 14 1 2 14 84
Weather-Adjusting Economic Data 0 0 0 13 0 3 14 74
What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? 0 0 3 84 1 1 25 306
Total Journal Articles 16 27 123 7,618 114 232 1,695 30,713

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 7 100
Total Books 0 0 0 0 0 0 7 100

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Banks 0 0 0 7 0 0 8 21
Comment on "The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices" 0 0 0 0 0 0 7 10
Forecasting Inflation 18 39 130 1,604 44 102 302 3,356
Futures and options 0 1 5 25 0 1 9 48
Total Chapters 18 40 135 1,636 44 103 326 3,435

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Statistics updated 2026-09-10