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 84 0 1 2 177
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates 0 0 8 908 6 16 58 2,021
An empirical comparison of Bundesbank and ECB monetary policy rules 0 0 1 573 0 1 4 1,390
Asymptotics for GMM Estimators with Weak Instruments 0 0 1 292 0 0 1 1,132
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 0 668 0 0 2 1,810
Bayesian Model Averaging and exchange rate forecasts 0 0 0 950 1 2 4 2,726
Bond risk premia and realized jump volatility 0 0 1 103 0 0 2 303
Breaks in the Phillips Curve: Evidence from Panel Data 0 1 1 1 1 4 4 8
Breaks in the Phillips Curve: Evidence from Panel Data 0 0 2 5 0 0 7 20
Breaks in the Phillips Curve: Evidence from Panel Data 0 0 1 52 3 5 12 54
Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset 0 0 1 168 1 1 6 489
Confidence intervals for long-horizon predictive regressions via reverse regressions 0 0 0 31 0 0 1 126
Cracking the Conundrum 0 0 1 113 2 2 3 335
Cracking the Conundrum 0 0 0 39 0 1 1 343
Cracking the conundrum 0 0 0 67 1 1 1 223
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 0 0 104 1 1 2 324
Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach 0 0 1 160 2 2 5 192
Detecting lack of identification in GMM 0 0 0 283 0 0 0 635
Efficient Prediction of Excess Returns 0 0 0 152 0 0 1 454
Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison 0 1 5 371 1 4 17 823
Evaluating real-time VAR forecasts with an informative democratic prior 0 0 0 43 0 0 1 88
Event-day Options 0 1 1 7 0 2 5 40
Exact confidence intervals for impulse responses in a Gaussian vector autoregression 0 0 0 159 0 0 1 665
Exchange rate forecasting: the errors we've really made 0 0 1 1,036 1 2 3 3,224
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 0 3 136 1 1 9 330
Forecasting Interest Rates with Shifting Endpoints 0 0 1 80 1 2 3 201
Forecasting U.S. inflation by Bayesian Model Averaging 0 0 0 774 0 0 1 1,946
Forecasting professional forecasters 0 0 1 202 0 0 6 470
Forward Guidance and Asset Prices 0 0 3 211 0 1 9 506
High frequency data, frequency domain inference and volatility forecasting 0 0 0 544 0 0 1 1,197
Identification and Inference Using Event Studies 0 1 3 227 0 1 8 446
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 1 176 1 1 3 492
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 1 225 1 1 6 600
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 134 1 1 2 461
Identifying vars based on high frequency futures data 0 0 0 238 1 1 2 745
Jumps in Bond Yields at Known Times 0 0 0 37 0 0 0 92
Jumps in Bond Yields at Known Times 0 0 0 16 0 0 1 34
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns 0 0 0 232 1 1 1 665
Long memory in emerging market stock returns 0 0 0 198 0 0 0 363
Macroeconomics and the Term Structure 0 2 5 227 1 5 12 586
Market Effects of Central Bank Credit Markets Support Programs in Europe 1 1 1 14 1 1 1 17
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 0 51 1 1 323 742
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 0 0 43 2 3 3 71
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 0 1 3 34 0 3 7 91
Monetary Policy in Uncertain Times 1 1 11 11 1 3 11 11
News and noise in G-7 GDP announcements 1 1 3 353 2 3 5 1,245
Nonlinear Phillips Curves 0 2 14 14 0 2 9 9
Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data 0 0 0 379 1 1 3 1,494
Predicting sharp depreciations in industrial country exchange rates 0 0 0 57 0 0 0 205
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates 0 0 0 73 0 1 4 198
Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19 0 0 5 46 0 1 8 42
Refining Set-Identification in VARs through Independence 0 0 1 15 1 1 4 24
Refining Set-Identification in VARs through Independence 0 0 1 30 1 1 3 25
Refining Set-Identification in VARs through Independence 0 0 0 4 0 0 0 21
Rounding and the impact of news: a simple test of market rationality 0 0 0 49 1 2 2 223
Seasonal Adjustment of NIPA data 1 1 1 37 2 3 5 66
Term premiums and inflation uncertainty: empirical evidence from an international panel dataset 0 0 4 175 0 1 10 561
Testing the null of identification in GMM 0 0 0 63 0 0 2 194
The Economics of Options-Implied Inflation Probability Density Functions 0 0 0 22 2 4 6 95
The Economics of Options-Implied Inflation Probability Density Functions 0 0 0 73 1 1 4 228
The Economics of Options-Implied Inflation Probability Density Functions 0 0 0 29 0 0 0 133
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment 0 0 2 65 0 1 6 193
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under 0 1 1 12 1 3 9 46
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under 0 1 1 14 1 2 5 26
The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies 0 0 2 28 0 1 9 78
The TIPS yield curve and inflation compensation 0 2 2 598 3 6 10 2,094
The U.S. Treasury yield curve: 1961 to the present 3 7 13 1,633 5 10 35 6,522
The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market 0 0 0 313 0 0 1 956
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 1 1 157 0 1 3 426
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 0 0 3 552 2 3 12 1,600
The yield curve and predicting recessions 0 0 6 416 3 5 21 1,177
Trading activity and exchange rates in high-frequency EBS data 0 0 2 243 1 2 10 986
Unconventional Monetary Policy and International Risk Premia 0 1 3 161 1 3 8 300
Uncovered interest parity: it works, but not for long 0 0 1 556 2 3 6 1,661
Weather-adjusting employment data 0 0 1 16 2 2 4 57
What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? 0 1 5 490 1 2 16 1,167
Total Working Papers 7 27 130 16,852 66 136 772 49,720

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 2 3 3 8
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 3 9 33 2,208
A new estimator of the fractionally integrated stochastic volatility model 0 0 0 27 1 1 1 77
Alternative Variance-Ratio Tests Using Ranks and Signs 0 0 0 0 1 4 11 1,170
Analyzing cross-validation for forecasting with structural instability 0 0 0 4 0 0 4 11
Bayesian Model Averaging and exchange rate forecasts 0 1 7 255 1 2 13 673
Bond risk premia and realized jump risk 0 1 2 61 1 3 6 198
Comment 0 0 0 0 0 0 0 27
Comment 0 0 0 0 0 0 2 21
Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto 0 0 3 29 1 1 6 118
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 1 2 3 3 3
Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset 0 1 3 79 0 1 8 329
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 1 2 161
Cracking the Conundrum 0 0 0 112 1 2 9 543
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 1 7 120 1 3 15 398
DETECTING LACK OF IDENTIFICATION IN GMM 0 0 0 65 0 0 0 154
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 0 1 4 129 1 3 10 550
EVALUATING REAL‐TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR 0 1 1 13 0 1 3 52
Editors' Report 2011 0 0 0 0 0 0 0 9
Editors’ Report 2009 0 0 0 6 0 1 1 53
Editors’ Report 2011 0 0 0 19 0 0 0 91
Efficient Prediction of Excess Returns 0 0 0 12 1 1 1 65
Efficient forecast tests for conditional policy forecasts 0 0 0 88 0 1 6 255
Evaluating asset-market effects of unconventional monetary policy: a multi-country review 0 0 6 215 0 1 24 554
Exchange rate forecasting: the errors we've really made 0 2 4 288 1 4 11 681
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 0 1 4 267 1 4 15 828
Forecasting Professional Forecasters 1 1 2 94 2 2 9 210
Forecasting US inflation by Bayesian model averaging 0 0 1 147 0 0 1 373
Forecasting With Model Uncertainty: Representations and Risk Reduction 0 0 0 9 0 0 0 67
Forecasting interest rates with shifting endpoints 0 0 1 27 0 0 1 98
Forward-Looking Estimates of Interest-Rate Distributions 0 0 1 8 0 0 2 35
Frequency domain inference for univariate impulse responses 0 0 0 22 0 0 0 65
GMM with Weak Identification 0 0 0 0 0 1 3 833
HERMIN Ireland 0 0 0 154 0 0 0 491
High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting 0 0 0 190 1 2 3 624
Identification and Inference Using Event Studies 0 1 4 290 1 3 10 620
Identifying VARS based on high frequency futures data 0 0 5 273 0 0 9 620
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 2 157 2 7 11 504
LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS 0 0 0 66 0 0 0 248
Macroeconomics and the Term Structure 3 4 13 429 7 9 32 1,112
Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises 1 3 10 46 3 6 23 186
News and Noise in G-7 GDP Announcements 0 0 0 0 0 0 4 648
Options-Implied Probability Density Functions for Real Interest Rates 0 0 4 18 0 1 10 84
Order flow and exchange rate dynamics in electronic brokerage system data 1 1 2 116 2 2 3 456
REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING 0 0 0 0 1 1 8 83
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates* 0 0 9 30 0 3 31 129
Refining set-identification in VARs through independence 1 1 3 4 2 3 10 11
Risk Premia in the 8:30 Economy 0 0 0 34 0 0 3 107
STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO‐STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS 0 0 0 0 0 0 0 0
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data 0 0 1 90 0 0 3 236
Some observations on forecasting and policy 0 1 1 14 0 3 5 46
State Space Models and MIDAS Regressions 2 3 27 450 2 10 79 1,371
Structural stability tests in the linear regression model when the regressors have roots local to unity 0 0 0 28 0 1 1 136
THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION 0 0 0 7 1 1 1 43
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset 0 1 4 164 0 3 12 473
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply 0 0 3 78 1 2 7 279
Testing for a Structural Break at Unknown Date with Long‐memory Disturbances 0 0 0 4 1 1 2 16
Testing for a Unit Root in the Volatility of Asset Returns 0 0 1 149 0 0 1 373
Testing for a unit root in the volatility of asset returns 0 0 0 0 0 0 0 5
Testing the adequacy of conventional asymptotics in GMM 0 0 0 18 0 0 2 151
The CUSUM test based on least squares residuals in regressions with integrated variables 0 0 0 54 1 1 2 157
The Extent and Consequences of Federal Reserve Balance Sheet Shrinkage 0 0 0 1 2 2 4 9
The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment 0 0 5 50 1 9 35 223
The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown 0 0 0 0 1 2 2 115
The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under 0 2 7 7 4 6 15 15
The TIPS Yield Curve and Inflation Compensation 0 1 3 333 3 7 23 1,409
The U.S. Treasury yield curve: 1961 to the present 2 9 44 774 9 30 157 2,519
The economics of options-implied inflation probability density functions 2 3 8 166 3 6 23 613
The high-frequency impact of news on long-term yields and forward rates: Is it real? 0 1 4 158 1 3 15 487
The high-frequency response of exchange rates and interest rates to macroeconomic announcements 1 2 19 484 7 18 57 1,458
Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data 0 0 0 102 0 1 4 295
Unconventional Monetary Policy and International Risk Premia 1 1 7 41 4 6 23 134
Uncovered interest parity: it works, but not for long 0 0 3 208 1 2 9 583
Unseasonal Seasonals? 0 1 2 13 1 2 6 66
Weather-Adjusting Economic Data 1 1 1 12 3 3 6 56
What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? 0 0 4 79 2 3 15 271
Total Journal Articles 16 47 243 7,388 87 211 869 28,580

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 91
Total Books 0 0 0 0 0 0 1 91

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Banks 0 0 4 7 0 0 7 13
Comment on "The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices" 0 0 0 0 0 2 2 2
Forecasting Inflation 5 15 104 1,427 13 46 245 2,942
Futures and options 0 0 3 19 2 3 9 38
Total Chapters 5 15 111 1,453 15 51 263 2,995

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Statistics updated 2025-03-03