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 1 2 8 185
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates 1 2 13 924 12 26 102 2,140
An empirical comparison of Bundesbank and ECB monetary policy rules 0 0 1 575 1 5 10 1,402
Asymptotics for GMM Estimators with Weak Instruments 0 0 0 292 2 5 10 1,142
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 2 670 1 6 19 1,829
Bayesian Model Averaging and exchange rate forecasts 0 0 0 950 2 12 20 2,747
Bond risk premia and realized jump volatility 0 0 0 103 1 2 8 312
Breaks in the Phillips Curve: Evidence from Panel Data 0 0 2 3 3 3 9 19
Breaks in the Phillips Curve: Evidence from Panel Data 0 0 0 5 2 3 11 31
Breaks in the Phillips Curve: Evidence from Panel Data 0 0 1 54 4 5 23 80
Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset 0 0 0 168 1 8 20 509
Confidence intervals for long-horizon predictive regressions via reverse regressions 0 0 0 31 0 0 5 132
Cracking the Conundrum 0 0 0 39 2 4 12 355
Cracking the Conundrum 0 0 0 113 3 5 11 346
Cracking the conundrum 0 0 1 68 0 3 15 238
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 0 1 105 2 3 17 341
Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach 0 1 2 162 4 6 13 205
Detecting lack of identification in GMM 0 0 0 283 0 0 9 645
Efficient Prediction of Excess Returns 0 0 0 152 4 5 14 468
Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison 0 0 1 372 2 8 30 858
Evaluating real-time VAR forecasts with an informative democratic prior 0 0 0 43 1 2 8 96
Event-day Options 0 0 0 7 2 3 11 51
Exact confidence intervals for impulse responses in a Gaussian vector autoregression 0 0 0 159 0 1 6 671
Exchange rate forecasting: the errors we've really made 0 0 0 1,036 1 3 15 3,239
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 0 136 2 8 25 356
Forecasting Interest Rates with Shifting Endpoints 0 0 0 80 2 5 12 213
Forecasting U.S. inflation by Bayesian Model Averaging 0 0 0 775 1 6 13 1,960
Forecasting professional forecasters 0 0 1 203 1 4 15 486
Forward Guidance and Asset Prices 0 1 3 214 2 4 15 522
High frequency data, frequency domain inference and volatility forecasting 0 0 0 544 3 4 9 1,207
Identification and Inference Using Event Studies 0 0 3 230 3 5 18 464
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 0 176 3 5 20 512
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 225 4 8 20 620
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 134 3 5 13 475
Identifying vars based on high frequency futures data 0 0 0 238 0 1 9 755
Jumps in Bond Yields at Known Times 0 0 0 17 1 2 9 46
Jumps in Bond Yields at Known Times 1 1 1 38 1 2 8 100
Kalshi and the Rise of Macro Markets 3 41 55 55 24 103 140 140
Kalshi and the Rise of Macro Markets 0 6 6 6 1 3 3 3
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns 0 0 0 232 0 5 20 685
Long memory in emerging market stock returns 0 0 0 198 1 2 8 371
Macroeconomics and the Term Structure 0 0 1 228 5 8 25 611
Market Effects of Central Bank Credit Markets Support Programs in Europe 0 0 0 14 2 6 13 30
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 1 35 5 8 15 108
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 0 43 1 2 12 83
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 0 51 4 6 19 762
Monetary Policy in Uncertain Times 0 0 1 12 0 1 7 20
News and noise in G-7 GDP announcements 0 0 0 353 5 12 23 1,268
Nonlinear Phillips Curves 0 1 3 17 0 7 19 28
Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data 0 0 0 379 4 7 10 1,505
Predicting sharp depreciations in industrial country exchange rates 0 0 0 57 1 1 8 213
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates 0 0 0 73 3 3 14 212
Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19 0 1 2 48 2 4 7 49
Refining Set-Identification in VARs through Independence 0 0 0 4 1 2 11 32
Refining Set-Identification in VARs through Independence 0 0 0 30 3 6 29 54
Refining Set-Identification in VARs through Independence 0 0 0 15 1 4 7 31
Rounding and the impact of news: a simple test of market rationality 0 1 1 50 2 3 9 232
Seasonal Adjustment of NIPA data 0 0 0 38 2 2 7 75
Term premiums and inflation uncertainty: empirical evidence from an international panel dataset 0 0 6 181 2 2 21 582
Testing the null of identification in GMM 0 0 0 63 3 4 10 204
The Economics of Options-Implied Inflation Probability Density Functions 0 0 0 73 2 12 27 255
The Economics of Options-Implied Inflation Probability Density Functions 0 0 0 29 9 15 25 158
The Economics of Options-Implied Inflation Probability Density Functions 0 0 1 23 1 2 12 107
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment 0 0 0 65 4 10 28 221
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under 0 0 0 14 6 10 19 45
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under 0 0 0 12 5 7 19 69
The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies 0 0 0 28 2 3 12 91
The TIPS yield curve and inflation compensation 1 2 3 601 5 8 23 2,118
The U.S. Treasury yield curve: 1961 to the present 1 1 5 1,638 3 7 26 6,550
The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market 1 3 7 320 2 8 19 976
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 0 1 158 1 1 12 438
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 0 0 0 552 2 4 9 1,612
The yield curve and predicting recessions 1 1 6 422 3 11 36 1,222
Trading activity and exchange rates in high-frequency EBS data 0 0 0 243 2 4 17 1,003
Unconventional Monetary Policy and International Risk Premia 0 1 2 163 1 4 13 313
Uncovered interest parity: it works, but not for long 0 1 2 559 3 7 31 1,697
Weather-adjusting employment data 0 0 0 16 5 5 13 70
What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? 0 0 3 493 4 10 31 1,198
Total Working Papers 9 64 139 17,000 209 508 1,401 51,198

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 1 2 5 13
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 18 25 153 2,367
A new estimator of the fractionally integrated stochastic volatility model 0 0 0 27 1 1 7 84
Alternative Variance-Ratio Tests Using Ranks and Signs 0 0 0 0 1 5 20 1,191
Analyzing cross-validation for forecasting with structural instability 0 0 1 5 4 5 16 27
Bayesian Model Averaging and exchange rate forecasts 0 1 2 259 1 5 19 695
Bond risk premia and realized jump risk 0 0 1 62 1 3 11 209
Comment 0 0 0 0 1 1 5 26
Comment 0 0 0 0 0 0 2 29
Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto 0 0 1 30 3 4 20 139
Comment on “The long and variable lags of monetary policy: Evidence from disaggregated price indices” by S. Borağan Aruoba and Thomas Drechsel 0 0 2 3 0 2 11 15
Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset 0 0 2 81 2 7 23 352
Confidence Intervals for Univariate Impulse Responses with a Near Unit Root 0 0 0 0 0 1 9 210
Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests 0 0 0 0 1 4 14 175
Cracking the Conundrum 0 0 0 112 5 10 18 561
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 2 3 124 6 12 35 437
DETECTING LACK OF IDENTIFICATION IN GMM 0 0 1 66 0 1 5 159
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 0 0 3 134 2 7 29 583
EVALUATING REAL‐TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR 0 0 1 14 3 3 19 71
Editors' Report 2011 0 0 0 0 2 2 6 15
Editors’ Report 2009 0 0 0 6 3 5 11 64
Editors’ Report 2011 0 0 0 19 2 3 4 95
Efficient Prediction of Excess Returns 0 0 0 12 0 1 12 77
Efficient forecast tests for conditional policy forecasts 0 0 1 89 4 9 16 272
Evaluating asset-market effects of unconventional monetary policy: a multi-country review 0 1 3 223 0 4 18 578
Exchange rate forecasting: the errors we've really made 2 2 2 292 9 12 27 716
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 0 269 4 14 31 862
Forecasting Professional Forecasters 0 0 3 97 2 6 25 235
Forecasting US inflation by Bayesian model averaging 0 0 0 147 1 1 14 387
Forecasting With Model Uncertainty: Representations and Risk Reduction 1 1 2 11 2 4 13 80
Forecasting interest rates with shifting endpoints 0 0 0 27 2 2 16 114
Forward-Looking Estimates of Interest-Rate Distributions 0 0 1 9 2 3 7 42
Frequency domain inference for univariate impulse responses 0 0 0 22 3 3 9 74
GMM with Weak Identification 0 0 0 0 7 8 16 851
HERMIN Ireland 0 0 0 154 1 2 10 501
High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting 0 0 0 190 1 5 14 639
Identification and Inference Using Event Studies 1 1 5 297 3 9 34 656
Identifying VARS based on high frequency futures data 0 1 2 276 2 8 39 663
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 1 1 158 1 7 17 522
LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS 0 0 0 66 0 3 13 261
Macroeconomics and the Term Structure 0 1 9 440 3 5 27 1,146
Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises 0 1 2 49 2 4 27 216
News and Noise in G-7 GDP Announcements 0 0 0 0 3 10 30 679
Options-Implied Probability Density Functions for Real Interest Rates 0 0 0 19 2 6 10 97
Order flow and exchange rate dynamics in electronic brokerage system data 1 1 5 121 3 6 29 485
REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING 0 0 0 0 1 2 13 96
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates* 0 0 5 35 5 9 40 176
Refining set-identification in VARs through independence 0 0 3 7 1 2 15 26
Risk Premia in the 8:30 Economy 0 1 2 36 2 4 8 115
STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO‐STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS 0 0 0 0 3 5 8 8
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data 0 0 0 90 3 4 11 247
Some observations on forecasting and policy 1 1 4 18 4 5 20 66
State Space Models and MIDAS Regressions 0 1 16 467 4 13 70 1,447
Structural stability tests in the linear regression model when the regressors have roots local to unity 0 0 0 28 4 5 10 147
THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION 0 0 0 7 3 4 8 51
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset 1 1 7 172 2 4 28 504
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply 0 0 0 78 4 6 20 299
Testing for a Structural Break at Unknown Date with Long‐memory Disturbances 0 0 0 4 0 0 9 25
Testing for a Unit Root in the Volatility of Asset Returns 0 0 0 149 0 0 10 383
Testing for a unit root in the volatility of asset returns 0 0 0 0 2 3 9 14
Testing the adequacy of conventional asymptotics in GMM 0 0 0 18 0 3 8 159
The CUSUM test based on least squares residuals in regressions with integrated variables 0 1 1 55 3 5 9 166
The Extent and Consequences of Federal Reserve Balance Sheet Shrinkage 0 0 2 3 3 9 19 29
The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment 0 0 7 60 3 13 49 281
The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown 0 0 0 0 1 2 7 123
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under 0 0 1 8 3 4 16 31
The TIPS Yield Curve and Inflation Compensation 1 1 4 337 1 5 27 1,438
The U.S. Treasury yield curve: 1961 to the present 3 9 23 800 18 44 142 2,675
The economics of options-implied inflation probability density functions 0 0 0 166 2 6 18 633
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 0 5 164 0 1 24 514
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 0 0 7 495 7 21 69 1,540
Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data 0 0 0 102 2 3 7 302
Unconventional Monetary Policy and International Risk Premia 0 1 6 49 6 13 32 169
Uncovered interest parity: it works, but not for long 1 2 4 212 5 7 27 610
Unseasonal Seasonals? 0 0 1 14 0 1 13 80
Weather-Adjusting Economic Data 0 0 0 13 3 4 14 71
What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? 0 1 5 84 3 12 29 305
Total Journal Articles 12 32 156 7,581 212 459 1,685 30,400

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 2 2 7 99
Total Books 0 0 0 0 2 2 7 99

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Banks 0 0 0 7 1 4 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 19 36 112 1,549 38 77 249 3,217
Futures and options 0 0 3 22 1 2 6 44
Total Chapters 19 36 115 1,578 40 83 270 3,292

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Statistics updated 2026-05-06