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 1 1 84 0 2 2 174
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates 2 7 20 885 5 17 60 1,885
An empirical comparison of Bundesbank and ECB monetary policy rules 0 2 3 568 1 4 5 1,381
Asymptotics for GMM Estimators with Weak Instruments 0 0 0 291 1 2 2 1,131
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 0 668 0 0 1 1,807
Bayesian Model Averaging and exchange rate forecasts 0 0 2 949 0 0 4 2,715
Bond risk premia and realized jump volatility 0 0 0 102 0 0 0 300
Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset 0 0 0 164 0 0 4 473
Confidence intervals for long-horizon predictive regressions via reverse regressions 0 0 0 31 0 0 0 123
Cracking the Conundrum 0 0 1 111 0 1 2 329
Cracking the Conundrum 0 0 0 39 0 0 0 342
Cracking the conundrum 1 1 1 67 1 1 2 222
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 0 1 104 1 1 4 322
Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach 0 0 0 159 0 0 2 186
Detecting lack of identification in GMM 0 0 1 283 0 0 2 634
Efficient Prediction of Excess Returns 0 0 0 151 0 0 6 452
Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison 0 0 8 363 1 3 29 796
Evaluating real-time VAR forecasts with an informative democratic prior 0 0 2 40 0 0 4 83
Event-day Options 0 0 3 6 0 0 7 32
Exact confidence intervals for impulse responses in a Gaussian vector autoregression 0 0 1 159 1 2 6 663
Exchange rate forecasting: the errors we've really made 0 1 7 1,033 0 3 16 3,214
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 1 1 130 0 3 6 313
Forecasting Interest Rates with Shifting Endpoints 0 1 3 79 0 1 8 196
Forecasting U.S. inflation by Bayesian Model Averaging 0 0 0 772 1 1 4 1,939
Forecasting professional forecasters 0 1 6 200 0 1 9 460
Forward Guidance and Asset Prices 1 1 5 204 2 3 20 491
High frequency data, frequency domain inference and volatility forecasting 0 0 0 544 1 1 2 1,195
Identification and Inference Using Event Studies 0 0 5 218 1 3 14 421
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 1 1 2 173 1 3 5 484
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 134 1 1 3 459
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 224 1 1 1 592
Identifying vars based on high frequency futures data 0 4 4 237 1 5 7 739
Jumps in Bond Yields at Known Times 0 0 0 37 0 0 3 91
Jumps in Bond Yields at Known Times 0 0 0 16 0 0 0 33
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns 0 0 1 232 0 0 1 663
Long memory in emerging market stock returns 0 0 2 198 0 0 5 363
Macroeconomics and the Term Structure 2 5 9 212 2 5 16 558
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 0 43 2 2 4 65
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 5 51 4 5 17 135
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 0 31 0 1 5 82
News and noise in G-7 GDP announcements 0 0 3 349 1 2 9 1,239
Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data 0 0 0 379 1 2 6 1,485
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 0 3 72 2 2 9 193
Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19 0 0 3 38 0 1 8 27
Refining Set-Identification in VARs through Independence 0 0 1 4 0 3 8 20
Refining Set-Identification in VARs through Independence 0 1 5 13 0 1 11 19
Rounding and the impact of news: a simple test of market rationality 0 0 0 49 0 0 0 216
Seasonal Adjustment of NIPA data 0 0 0 36 1 2 4 59
Term premiums and inflation uncertainty: empirical evidence from an international panel dataset 0 1 4 171 1 3 13 545
Testing the null of identification in GMM 0 0 0 63 0 0 1 191
The Economics of Options-Implied Inflation Probability Density Functions 0 0 3 72 1 1 7 219
The Economics of Options-Implied Inflation Probability Density Functions 1 1 3 22 2 2 5 87
The Economics of Options-Implied Inflation Probability Density Functions 0 0 0 29 0 1 4 128
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment 2 6 6 61 5 18 21 182
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under 0 2 9 9 0 6 26 29
The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies 0 0 1 23 0 1 9 60
The TIPS yield curve and inflation compensation 0 0 1 595 0 1 9 2,077
The U.S. Treasury yield curve: 1961 to the present 1 2 6 1,609 2 5 24 6,456
The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market 0 1 1 312 0 2 6 954
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 0 0 155 0 2 7 412
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 0 0 2 546 1 1 5 1,579
The yield curve and predicting recessions 0 1 8 410 3 9 29 1,147
Trading activity and exchange rates in high-frequency EBS data 0 0 0 240 0 4 8 967
Unconventional Monetary Policy and International Risk Premia 0 0 3 156 2 3 15 286
Uncovered interest parity: it works, but not for long 0 1 2 553 0 2 5 1,644
Weather-adjusting employment data 0 0 1 12 0 0 2 47
What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? 0 0 10 480 1 5 29 1,141
Total Working Papers 11 42 169 16,507 51 151 568 48,156


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 1 5
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 2 9 29 2,161
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 4 32 1,151
Bayesian Model Averaging and exchange rate forecasts 0 1 6 246 1 3 14 649
Bond risk premia and realized jump risk 0 0 0 57 0 0 5 189
Comment 0 0 0 0 0 1 2 18
Comment 0 0 0 0 0 0 0 27
Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto 0 2 7 25 1 4 17 104
Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset 0 0 1 74 0 0 4 315
Confidence Intervals for Univariate Impulse Responses with a Near Unit Root 0 0 0 0 0 0 1 200
Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests 0 0 0 0 1 3 3 159
Cracking the Conundrum 0 0 3 112 2 3 7 518
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 0 6 108 1 3 16 372
DETECTING LACK OF IDENTIFICATION IN GMM 0 0 0 64 0 0 2 152
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 0 0 1 122 0 1 3 533
EVALUATING REAL‐TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR 0 0 0 12 0 0 1 48
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 2 64
Efficient forecast tests for conditional policy forecasts 0 0 2 87 0 0 4 243
Evaluating asset-market effects of unconventional monetary policy: a multi-country review 3 5 6 208 3 7 17 529
Exchange rate forecasting: the errors we've really made 1 1 8 281 1 2 14 659
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 3 11 260 0 5 13 807
Forecasting Professional Forecasters 0 1 2 89 0 2 9 192
Forecasting US inflation by Bayesian model averaging 0 0 0 146 0 2 6 371
Forecasting With Model Uncertainty: Representations and Risk Reduction 0 0 1 9 0 0 5 65
Forecasting interest rates with shifting endpoints 0 0 2 25 0 0 3 95
Forward-Looking Estimates of Interest-Rate Distributions 0 0 0 6 0 0 3 32
Frequency domain inference for univariate impulse responses 0 0 0 22 0 0 0 65
GMM with Weak Identification 0 0 0 0 1 2 11 823
HERMIN Ireland 0 0 0 154 0 0 2 491
High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting 0 0 1 190 0 1 4 617
Identification and Inference Using Event Studies 0 0 6 280 1 3 18 597
Identifying VARS based on high frequency futures data 0 0 9 260 4 10 35 592
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 1 155 1 1 6 490
LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS 0 0 0 66 0 0 0 245
Macroeconomics and the Term Structure 1 4 13 411 3 9 22 1,063
Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises 1 3 9 33 5 12 37 152
News and Noise in G-7 GDP Announcements 0 0 0 0 0 1 8 641
Options-Implied Probability Density Functions for Real Interest Rates 0 1 3 13 0 2 8 62
Order flow and exchange rate dynamics in electronic brokerage system data 0 0 1 113 3 4 9 448
REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING 0 0 0 0 0 0 2 69
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates* 0 2 8 15 1 4 39 77
Risk Premia in the 8:30 Economy 0 1 2 30 0 3 9 95
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data 0 1 1 89 0 1 4 233
Some observations on forecasting and policy 0 2 4 13 2 4 6 38
State Space Models and MIDAS Regressions 5 10 41 387 8 24 112 1,188
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 0 2 4 153 0 5 12 441
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply 0 1 3 74 2 5 12 269
Testing for a Structural Break at Unknown Date with Long‐memory Disturbances 0 0 0 3 0 0 3 11
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 1 149
The CUSUM test based on least squares residuals in regressions with integrated variables 0 0 0 54 0 0 0 154
The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment 0 6 9 39 6 23 44 155
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 1 6 330 1 4 24 1,376
The U.S. Treasury yield curve: 1961 to the present 4 13 43 680 13 38 122 2,186
The economics of options-implied inflation probability density functions 1 2 8 155 3 5 23 578
The high-frequency impact of news on long-term yields and forward rates: Is it real? 2 3 5 151 4 7 19 461
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 0 0 6 454 1 4 20 1,372
Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data 0 1 3 101 0 1 4 289
Unconventional Monetary Policy and International Risk Premia 0 0 4 30 0 3 11 97
Uncovered interest parity: it works, but not for long 0 0 5 202 0 1 12 566
Unseasonal Seasonals? 0 2 3 10 1 3 4 57
Weather-Adjusting Economic Data 0 0 3 10 1 2 6 47
What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? 1 2 3 73 1 4 17 248
Total Journal Articles 19 70 260 6,946 75 236 879 26,990


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 33 170 1,209 25 75 358 2,465
Total Chapters 10 33 170 1,209 25 75 358 2,465


Statistics updated 2023-05-07