Jonathan Wright : Citation Profile


Are you Jonathan Wright?

Johns Hopkins University

26

H index

33

i10 index

3347

Citations

RESEARCH PRODUCTION:

32

Articles

45

Papers

1

Books

RESEARCH ACTIVITY:

   26 years (1991 - 2017). See details.
   Cites by year: 128
   Journals where Jonathan Wright has often published
   Relations with other researchers
   Recent citing documents: 307.    Total self citations: 23 (0.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwr25
   Updated: 2018-06-23    RAS profile: 2009-03-23    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jonathan Wright.

Is cited by:

Dufour, Jean-Marie (37)

Khalaf, Lynda (36)

Rossi, Barbara (34)

Swanson, Eric (22)

Fratzscher, Marcel (20)

Roventini, Andrea (20)

Clements, Michael (18)

Rime, Dagfinn (18)

Kilian, Lutz (18)

Rogoff, Kenneth (18)

Rudebusch, Glenn (17)

Cites to:

Diebold, Francis (31)

Bollerslev, Tim (29)

Swanson, Eric (26)

Watson, Mark (21)

Stock, James (21)

Gürkaynak, Refet (21)

Andersen, Torben (18)

Piazzesi, Monika (17)

Kilian, Lutz (16)

Rudebusch, Glenn (13)

Campbell, John (13)

Main data


Where Jonathan Wright has published?


Journals with more than one article published# docs
Journal of Business & Economic Statistics4
Economics Letters4
Journal of Econometrics3
Econometric Theory3
Journal of International Economics3
Journal of Monetary Economics3
Journal of the European Economic Association2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)20
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)10

Recent works citing Jonathan Wright (2018 and 2017)


YearTitle of citing document
2017Decoupling the short- and long-term behavior of stochastic volatility. (2017). Bennedsen, Mikkel ; Pakkanen, Mikko S ; Lunde, Asger. In: CREATES Research Papers. RePEc:aah:create:2017-26.

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2017Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory. (2017). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-01.

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2017The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model. (2017). Mallick, Debdulal ; Chirinko, Bob. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:4:p:225-53.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2017Decoupling the short- and long-term behavior of stochastic volatility. (2017). Bennedsen, Mikkel ; Pakkanen, Mikko S ; Lunde, Asger. In: Papers. RePEc:arx:papers:1610.00332.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2017Identification of and correction for publication bias. (2017). Kasy, Maximilian ; Andrews, Isaiah . In: Papers. RePEc:arx:papers:1711.10527.

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2018Affine processes beyond stochastic continuity. (2018). Keller-Ressel, Martin ; Wardenga, Robert ; Schmidt, Thorsten. In: Papers. RePEc:arx:papers:1804.07556.

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2017Market Efficiency of ASEAN Stock Markets. (2017). Shaik, Muneer ; Maheswaran, S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:109-122.

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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: BCAM Working Papers. RePEc:bbk:bbkcam:1707.

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2018Climate change and Migration: Is Agriculture the Main Channel?. (2018). Galeotti, Marzio ; Falco, Chiara ; Olper, Alessandro. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp100.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017The Effect of Bank Credit and the Trade Patterns of Colombian Exporters. (2017). Molina, Danielken ; Danielken, Molina ; Monica, Roa. In: Working Papers. RePEc:bdm:wpaper:2017-19.

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2017Firms’ Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: Working Papers. RePEc:bge:wpaper:980.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017The real effects of household debt in the short and long run. (2017). SHIM, ILHYOCK ; Mohanty, Madhusudan ; Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:607.

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2017Oil, equities, and the zero lower bound. (2017). Vigfusson, Robert ; Kwon, Hannah ; Johannsen, Benjamin K ; Datta, Deepa . In: BIS Working Papers. RePEc:bis:biswps:617.

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2017Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Kearns, Jonathan ; Ferrari, Massimo. In: BIS Working Papers. RePEc:bis:biswps:626.

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2017Effect of TV and radio family planning messages on the probability of modern contraception utilization in post-Soviet Central Asia. (2017). Habibov, Nazim ; Zainiddinov, Hakim. In: International Journal of Health Planning and Management. RePEc:bla:ijhplm:v:32:y:2017:i:1:p:e17-e38.

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2017AN INVESTIGATION OF MARKET CONCENTRATION AND FINANCIAL STABILITY IN PROPERTY–LIABILITY INSURANCE INDUSTRY. (2017). Shim, Jeungbo . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:2:p:567-597.

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2017Bargaining and Wage Rigidity in a Matching Model for the US. (2017). Malcomson, James ; Mavroeidis, Sophocles . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:997-1017.

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2017Earnings Growth and Movements in Self-Reported Health. (2017). Addison, Tony ; Halliday, Timothy J ; Tarp, Finn ; Pirttila, Yukka. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:4:p:760-776.

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2017Labour Demand, Offshoring and Inshoring: Evidence from Swedish Firm-level Data. (2017). Karpaty, Patrik ; Savsin, Selen ; Andersson, Linda . In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:2:p:240-274.

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2017Does Brain Drain Lead to Institutional Gain?. (2017). McHale, John ; Zhou, Xuan ; Li, Xiaoyang. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:7:p:1454-1472.

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2017Which Monetary Shocks Matter in Small Open Economies? Evidence from SVARs. (2017). Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1702.

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2017Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7.

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2017The Euler equation around the world. (2017). Stracca, Livio ; Livio, Stracca . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:2:p:9:n:1.

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2018One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Mann, S ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816.

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2017Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data. (2017). Voia, Marcel ; Chu, Ba ; Bernard, Jean-Thomas ; Khalaf, Lynda. In: Carleton Economic Papers. RePEc:car:carecp:17-05.

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2017The Impact of College Education on Old-Age Mortality: A Study of Marginal Treatment Effects. (2017). Taylor, Evan . In: Working Papers. RePEc:cen:wpaper:17-30.

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2017Minimum Wages and the Labor Market Effects of Immigration. (2017). Rapoport, Hillel ; Edo, Anthony. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6547.

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2017Firms Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6574.

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2017The Impact of Immigration on Wage Dynamics: Evidence from the Algerian Independence War. (2017). Edo, Anthony. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6595.

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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6785.

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2017Mediated Terrorism: US News and Al-Qaeda Attacks. (2017). Jetter, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6804.

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2018Immigration and Electoral Support for the Far-Left and the Far-Right. (2018). Poutvaara, Panu ; Oztunc, Jonathan ; Giesing, Yvonne ; Edo, Anthony. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6918.

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2017The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Gambetti, Luca. In: Discussion Papers. RePEc:cfm:wpaper:1730.

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2018One Money, Many Markets. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel . In: Discussion Papers. RePEc:cfm:wpaper:1805.

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2017Minimum Wages and the Labor Market Effects of Immigration. (2017). Rapoport, Hillel ; Edo, Anthony. In: Working Papers. RePEc:cii:cepidt:2017-12.

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2017The Impact of Immigration on Wage Dynamics: Evidence from the Algerian Independence War. (2017). Edo, Anthony. In: Working Papers. RePEc:cii:cepidt:2017-13.

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2017Immigration and Electoral Support for the Far Left and the Far Right. (2017). Poutvaara, Panu ; Oztunc, Jonathan ; Giesing, Yvonne ; Edo, Anthony. In: Working Papers. RePEc:cii:cepidt:2017-20.

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2017Are Labor Supply Decisions Consistent with Neoclassical Preferences? Evidence from Indian Boat Owners. (2017). Martinez-Bravo, Monica ; Gine, Xavier ; Vidal-Fernandez, Marian. In: Working Papers. RePEc:cmf:wpaper:wp2016_1604.

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2017The effects of quasi-random monetary experiments. (2017). Jorda, Oscar ; Schularick, Moritz ; Taylor, Alan M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11801.

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2017Electricity prices forecasting by averaging dynamic factor models. (2017). Alonso, Andres Modesto ; Garcia-Martos, Carolina ; Bastos, Guadalupe . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24028.

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2017The Credibility of a Soft Pegged Exchange Rate in Emerging Market Economies: Evidence from a Panel Data Study. (2017). Cuestas, Juan ; Abu Asab, Nora. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:asab.

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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2017The Use of Financial Market Variables in Forecasting. (2017). Gebauer, Stefan. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:115en.

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2018Estimating a Latent Risk Premium in Exchange Rate Futures. (2018). Bernoth, Kerstin ; de Vries, Casper G ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1733.

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2018Media Perception of Fed Chairs Overconfidence and Market Expectations. (2018). Bennani, Hamza. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-29.

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2018Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting. (2018). Caruso, Alberto. In: Working Papers ECARES. RePEc:eca:wpaper:2013/268597.

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2017Unconventional monetary policy and the anchoring of inflation expectations. (2017). Ciccarelli, Matteo ; Montes-Galdon, Carlos ; Garcia, Juan Angel . In: Working Paper Series. RePEc:ecb:ecbwps:20171995.

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2017Dissecting long-term Bund yields in the run-up to the ECBs Public Sector Purchase Programme. (2017). Lemke, Wolfgang ; Werner, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20172106.

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2017Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction. (2017). Tianqiong, Wang ; Saddique, Shamila ; Yang, Shu . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-83.

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2017Do authoritarian regimes receive more Chinese development finance than democratic ones? Empirical evidence for Africa. (2017). Broich, Tobias . In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:180-207.

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2017Inorganic growth strategies and the evolution of the private equity business model. (2017). Hammer, Benjamin ; Schwetzler, Bernhard ; Pflucke, Magnus ; Knauer, Alexander . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:31-63.

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2018Capital structure decisions and the optimal design of corporate market debt prograams. (2018). Martellini, Lionel ; Tarelli, Andrea ; Milhau, Vincent . In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:141-167.

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2017Market failures and misallocation. (2017). Shenoy, Ajay. In: Journal of Development Economics. RePEc:eee:deveco:v:128:y:2017:i:c:p:65-80.

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2017Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence. (2017). Franta, Michal. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:136-157.

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2017Great recession, slow recovery and muted fiscal policies in the US. (2017). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:140-161.

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2018A hybrid spline-based parametric model for the yield curve. (2018). Faria, Adriano ; Almeida, Caio . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:72-94.

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2017Efficient estimation of macroeconomic equations with unobservable states. (2017). Morrisy, Stephen D. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:408-423.

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2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

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2017Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy. (2017). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:334-348.

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2017The impact of education on political ideology: Evidence from European compulsory education reforms. (2017). Meyer, Andrew. In: Economics of Education Review. RePEc:eee:ecoedu:v:56:y:2017:i:c:p:9-23.

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2017The (de-)anchoring of inflation expectations: New evidence from the euro area. (2017). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:103-115.

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2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

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2018The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:80-91.

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2017Green Returns to Education: Does Schooling Contribute to Pro-Environmental Behaviours? Evidence from Thailand. (2017). Chankrajang, Thanyaporn ; Muttarak, Raya. In: Ecological Economics. RePEc:eee:ecolec:v:131:y:2017:i:c:p:434-448.

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2018The dynamic impact of macroeconomic news on long-term inflation expectations. (2018). Nautz, Dieter ; Hachula, Michael . In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:39-43.

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2017Impulse response matching estimators for DSGE models. (2017). Kilian, Lutz ; Guerron, Pablo ; Inoue, Atsushi ; Guerron-Quintana, Pablo. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:144-155.

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2017Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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2017Least squares estimation of large dimensional threshold factor models. (2017). Massacci, Daniele . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:101-129.

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2017A unifying theory of tests of rank. (2017). Al-Sadoon, Majid. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:49-62.

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2017Identification in a generalization of bivariate probit models with dummy endogenous regressors. (2017). Han, Sukjin ; Vytlacil, Edward J. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:63-73.

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2017Missing data, imputation, and endogeneity. (2017). Millimet, Daniel ; McDonough, Ian. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:141-155.

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2017Consistent estimation of linear panel data models with measurement error. (2017). Meijer, Erik ; Wansbeek, Tom ; Spierdijk, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:169-180.

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2017Bootstrapping the GMM overidentification test under first-order underidentification. (2017). Gonalves, Silvia ; Dovonon, Prosper . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:43-71.

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2017Scenario generation for long run interest rate risk assessment. (2017). Roussellet, Guillaume ; Engle, Robert ; Siriwardane, Emil. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:333-347.

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2018Resolution of policy uncertainty and sudden declines in volatility. (2018). Amengual, Dante ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:297-315.

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2018Efficient estimation with time-varying information and the New Keynesian Phillips Curve. (2018). Antoine, Bertille ; Boldea, Otilia. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:268-300.

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2017Federal Reserve credibility and the term structure of interest rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:364-389.

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2017Malaria ecology, child mortality & fertility. (2017). McCord, Gordon C ; Sachs, Jeffrey D ; Conley, Dalton. In: Economics & Human Biology. RePEc:eee:ehbiol:v:24:y:2017:i:c:p:1-17.

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2017Forecasting the term structure of government bond yields in unstable environments. (2017). Korobilis, Dimitris ; Byrne, Joseph ; Cao, Shuo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:209-225.

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2017Generating options-implied probability densities to understand oil market events. (2017). Datta, Deepa Dhume ; Ross, Landon J ; Londono, Juan M. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:440-457.

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2017Setting the standard? A framework for evaluating the cost-effectiveness of building energy standards. (2017). Papineau, Maya. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:63-76.

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2017Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. (2017). Tunaru, Diana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:119-129.

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2017Exchange rate volatility response to macroeconomic news during the global financial crisis. (2017). Savaser, Tanseli ; Savaer, Tanseli ; ben Omrane, Walid . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:130-143.

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2017Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium. (2017). Chung, Tsz-Kin ; Li, Ka-Fai ; Hui, Cho-Hoi. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:100-106.

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2017Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:42-74.

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2017The concentration–stability controversy in banking: New evidence from the EU-25. (2017). Ijtsma, Pieter ; Shaffer, Sherrill ; Spierdijk, Laura. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:273-284.

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2017.

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2017To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models. (2017). Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:107:y:2017:i:c:p:1-18.

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2017Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing. (2017). Ito, Takatoshi ; Yamada, Masahiro . In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:214-234.

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2017The impact of remittances on school attendance: The evidence from the Republic of Moldova. (2017). Pilaova, Tereza ; Kandakov, Alexander . In: International Journal of Educational Development. RePEc:eee:injoed:v:55:y:2017:i:c:p:11-16.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:100-112.

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2017Broader use of saving products among people can make deposit funding of the banking system more resilient. (2017). Melecký, Martin ; Melecky, Martin ; Han, Rui . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:89-102.

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2017Model Confidence Sets and forecast combination. (2017). Samuels, Jon D ; Sekkel, Rodrigo M. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:48-60.

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2017Does realized volatility help bond yield density prediction?. (2017). Shin, Minchul ; Zhong, Molin. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:373-389.

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2017When does the yield curve contain predictive power? Evidence from a data-rich environment. (2017). Hannikainen, Jari. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.

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2017Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.

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More than 100 citations found, this list is not complete...

Works by Jonathan Wright:


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2007Bond risk premia and realized jump volatility In: Finance and Economics Discussion Series.
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2008The TIPS yield curve and inflation compensation In: Finance and Economics Discussion Series.
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1999Long memory in emerging market stock returns In: International Finance Discussion Papers.
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2000Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns In: International Finance Discussion Papers.
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2006Predicting sharp depreciations in industrial country exchange rates In: International Finance Discussion Papers.
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2007Trading activity and exchange rates in high-frequency EBS data In: International Finance Discussion Papers.
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