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 0 168
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates 2 9 31 833 7 27 86 1,688
An empirical comparison of Bundesbank and ECB monetary policy rules 1 2 10 557 2 7 26 1,354
Anatomy of a Market 0 0 0 0 0 0 6 135
Asymptotics for GMM Estimators with Weak Instruments 0 0 0 291 1 2 5 1,117
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 3 668 2 4 15 1,796
Bayesian Model Averaging and exchange rate forecasts 3 5 11 933 9 18 47 2,669
Bond risk premia and realized jump volatility 0 0 2 101 0 0 9 295
Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset 0 0 0 161 0 2 12 453
Confidence intervals for long-horizon predictive regressions via reverse regressions 0 0 2 31 2 3 8 121
Cracking the Conundrum 0 0 0 110 0 1 6 317
Cracking the conundrum 0 0 2 65 0 1 6 213
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 0 2 102 1 2 18 304
Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach 0 0 2 158 1 2 8 170
Detecting lack of identification in GMM 0 0 1 281 1 4 11 620
Efficient Prediction of Excess Returns 0 0 1 149 1 2 9 431
Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison 7 13 64 322 24 56 180 637
Evaluating real-time VAR forecasts with an informative democratic prior 0 0 3 32 1 4 17 70
Exact confidence intervals for impulse responses in a Gaussian vector autoregression 0 0 1 157 0 0 4 653
Exchange rate forecasting: the errors we've really made 0 0 4 1,019 2 3 18 3,165
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 1 3 6 127 1 5 15 294
Forecasting U.S. inflation by Bayesian Model Averaging 0 0 5 769 0 0 18 1,919
Forecasting professional forecasters 2 2 2 188 2 4 11 431
High frequency data, frequency domain inference and volatility forecasting 0 0 1 543 2 4 12 1,185
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 1 169 0 0 6 475
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 1 224 0 1 4 584
Identifying vars based on high frequency futures data 0 0 0 230 0 1 11 719
Interest rate conundrums in the twenty-first century 0 0 7 61 1 2 40 151
Jumps in Bond Yields at Known Times 0 0 1 15 0 1 4 25
Jumps in Bond Yields at Known Times 1 1 1 35 1 1 2 83
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns 0 0 0 231 0 0 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 2 2 4 42 3 6 23 102
News and noise in G-7 GDP announcements 0 5 8 343 1 8 28 1,208
Nonbanks in the Payments System: Vertical Integration Issues 0 0 0 87 0 0 4 190
Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data 0 1 5 378 1 4 26 1,459
Predicting sharp depreciations in industrial country exchange rates 0 0 1 57 1 2 8 201
Rounding and the impact of news: a simple test of market rationality 0 0 0 49 0 2 23 215
Seasonal Adjustment of NIPA data 0 0 1 33 0 1 14 46
Term premiums and inflation uncertainty: empirical evidence from an international panel dataset 0 0 3 162 0 2 12 515
Testing the null of identification in GMM 0 0 0 62 1 1 6 184
The Economics of Options-Implied Inflation Probability Density Functions 0 0 1 28 1 1 7 117
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment 1 3 16 48 5 15 68 122
The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies 1 1 12 12 2 3 22 22
The TIPS yield curve and inflation compensation 0 1 3 588 1 4 23 2,036
The U.S. Treasury yield curve: 1961 to the present 1 5 17 1,589 4 16 49 6,378
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 2 3 20 927
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 0 1 154 0 1 8 401
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 0 1 4 538 3 9 29 1,553
The yield curve and predicting recessions 0 1 16 396 1 10 61 1,072
Trading activity and exchange rates in high-frequency EBS data 0 0 3 239 2 3 23 942
Unconventional Monetary Policy and International Risk Premia 0 1 14 147 4 9 39 228
Uncovered interest parity: it works, but not for long 0 2 12 542 5 11 38 1,603
Weather-adjusting employment data 0 0 1 10 0 2 8 36
What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? 3 9 34 455 6 16 76 1,031
Total Working Papers 25 67 323 15,105 104 286 1,234 43,841

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 5 6 57 2,077
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 1 16 1,080
Bayesian Model Averaging and exchange rate forecasts 3 5 14 228 5 12 34 598
Confidence Intervals for Univariate Impulse Responses with a Near Unit Root 0 0 0 0 1 1 4 196
Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests 0 0 0 0 0 0 2 151
Cracking the Conundrum 0 1 2 105 2 5 22 494
DETECTING LACK OF IDENTIFICATION IN GMM 0 0 2 64 0 5 9 143
Efficient forecast tests for conditional policy forecasts 1 2 5 78 1 3 16 227
Exchange rate forecasting: the errors we've really made 1 2 12 265 1 6 27 616
Forecasting US inflation by Bayesian model averaging 0 0 3 144 0 0 9 354
Frequency domain inference for univariate impulse responses 0 0 0 22 0 0 4 65
GMM with Weak Identification 0 0 0 0 0 4 17 789
HERMIN Ireland 0 0 0 154 0 0 7 485
High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting 0 0 1 188 0 3 8 608
Identifying VARS based on high frequency futures data 0 2 24 240 1 8 54 522
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 6 152 1 4 18 473
LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS 0 0 0 66 0 0 0 244
News and Noise in G-7 GDP Announcements 0 0 0 0 2 10 22 623
Order flow and exchange rate dynamics in electronic brokerage system data 0 1 2 104 1 6 16 416
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data 0 1 1 88 0 1 3 224
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 1 3 367
The CUSUM test based on least squares residuals in regressions with integrated variables 0 0 0 54 0 1 4 154
The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown 0 0 0 0 0 0 1 111
The U.S. Treasury yield curve: 1961 to the present 2 8 38 596 8 23 111 1,918
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 1 5 18 433 5 15 61 1,289
Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data 0 0 2 98 0 3 9 282
Uncovered interest parity: it works, but not for long 1 2 7 188 6 10 30 526
Total Journal Articles 9 29 139 3,476 39 128 569 15,281

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 2021-01-03