Jonathan Wright : Citation Profile

Are you Jonathan Wright?

Johns Hopkins University

39

H index

59

i10 index

7569

Citations

RESEARCH PRODUCTION:

70

Articles

68

Papers

1

Books

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   29 years (1993 - 2022). See details.
   Cites by year: 261
   Journals where Jonathan Wright has often published
   Relations with other researchers
   Recent citing documents: 796.    Total self citations: 46 (0.6 %)

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   Permalink: http://citec.repec.org/pwr25
   Updated: 2023-03-25    RAS profile: 2021-09-10    
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Relations with other researchers

Works with:

Lucca, David (4)

Gürkaynak, Refet (4)

Kısacıkoğlu, Burçin (4)

Drautzburg, Thorsten (2)

Eberly, Janice (2)

Hanson, Samuel (2)

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

Is cited by:

Hubert, Paul (79)

Rossi, Barbara (76)

Clements, Michael (46)

Creel, Jerome (43)

Gürkaynak, Refet (42)

Dufour, Jean-Marie (41)

Schrimpf, Andreas (40)

Napoletano, Mauro (40)

Swanson, Eric (39)

Labondance, Fabien (39)

Khalaf, Lynda (38)

Cites to:

Swanson, Eric (51)

Diebold, Francis (47)

Gürkaynak, Refet (44)

Watson, Mark (44)

Campbell, John (43)

Bollerslev, Tim (37)

Rudebusch, Glenn (28)

Stock, James (28)

Piazzesi, Monika (27)

Andersen, Torben (26)

Bernanke, Ben (26)

Main data

Where Jonathan Wright has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics9
Journal of Monetary Economics5
Economics Letters4
American Economic Review3
The Review of Economics and Statistics3
Journal of International Economics3
Brookings Papers on Economic Activity3
Journal of Econometrics3
Journal of Applied Econometrics3
International Journal of Central Banking2
Econometric Theory2
Journal of the European Economic Association2
Econometric Reviews2
Journal of Economic Literature2
Journal of Business & Economic Statistics2
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.)22
NBER Working Papers / National Bureau of Economic Research, Inc15
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)13
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Liberty Street Economics / Federal Reserve Bank of New York2
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics2
Working Papers / Federal Reserve Bank of Philadelphia2

Recent works citing Jonathan Wright (2022 and 2021)

YearTitle of citing document
2021The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11.

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2021Oil, Equities, and the Zero Lower Bound. (2021). Vigfusson, Robert ; Kwon, Hannah ; Johannsen, Benjamin K ; Datta, Deepa D. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:2:p:214-53.

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2021.

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2021.

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2022Mobile Internet Use and Climate Adaptation: Empirical Evidence from Vietnamese Coffee Farmers. (2022). , Kahsay. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322849.

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2021Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area. (2021). MacLachlan, Matthew ; Skorbiansky, Sharon Raszap ; Boussios, David. In: Economic Research Report. RePEc:ags:uersrr:327201.

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2021Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area. (2021). MacLachlan, Matthew ; Skorbiansky, Sharon Raszap ; Boussios, David. In: USDA Miscellaneous. RePEc:ags:usdami:309616.

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2021Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area. (2021). MacLachlan, Matthew ; Skoriansky, Sharon Raszap ; Boussios, David. In: USDA Miscellaneous. RePEc:ags:usdami:309619.

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2022A Structural Measure of the Shadow Federal Funds Rate. (2022). Morley, James ; Kulish, Mariano ; Jones, Callum. In: Working Papers. RePEc:aoz:wpaper:170.

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2021Communication of Credit Rating Agencies and Financial Markets. (2021). Menna, Lorenzo ; Tobal, Martin. In: Working Papers. RePEc:aoz:wpaper:80.

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2021Decoupling 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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2021On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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2021A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2021Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

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2021Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression. (2020). Ridder, Geert ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2008.13042.

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2021Weak Identification in Discrete Choice Models. (2020). Renault, Eric ; Frazier, David T ; Zhao, Xueyan ; Zhang, Lina. In: Papers. RePEc:arx:papers:2011.06753.

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2022Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks. (2020). Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Papers. RePEc:arx:papers:2011.07920.

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2021Long-term prediction intervals with many covariates. (2020). Chudy, Marek ; Karmakar, Sayar ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2012.08223.

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2022Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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2021Short Rate Dynamics: A Fed Funds and SOFR perspective. (2021). Schlogl, Erik ; Gellert, Karol. In: Papers. RePEc:arx:papers:2101.04308.

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2021Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2021Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2022A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity. (2021). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2103.11371.

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2021Phase transition of the monotonicity assumption in learning local average treatment effects. (2021). Zhu, Yinchu. In: Papers. RePEc:arx:papers:2103.13369.

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2021Weak Instrumental Variables: Limitations of Traditional 2SLS and Exploring Alternative Instrumental Variable Estimators. (2021). Huang, Aiwei ; Malkhasyan, Laura ; Chandra, Madhurima. In: Papers. RePEc:arx:papers:2104.12370.

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2021Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345.

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2021Optimal Claiming of Social Security Benefits. (2021). Greenberg, David ; Boyd, Stephen ; Diamond, Steven ; Ang, Andrew ; Kochenderfer, Mykel. In: Papers. RePEc:arx:papers:2106.00125.

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2022Empirical evidence on the Euler equation for investment in the US. (2021). Haque, Qazi ; Mavroeidis, Sophocles ; Magnusson, Leandro M ; Ascari, Guido. In: Papers. RePEc:arx:papers:2107.08713.

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2022Semiparametric Functional Factor Models with Bayesian Rank Selection. (2021). Kowal, Daniel R. In: Papers. RePEc:arx:papers:2108.02151.

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2021Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2022Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2022Living and perceiving a crisis: how the pandemic influenced Americans preferences and beliefs. (2022). Briscese, Guglielmo ; Stapleton, Stephen ; Grignani, Maddalena. In: Papers. RePEc:arx:papers:2202.12339.

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2022Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model. (2022). Fen, Cameron ; Undavia, Samir. In: Papers. RePEc:arx:papers:2203.06540.

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2022On the instrumental variable estimation with many weak and invalid instruments. (2022). Fan, Qingliang ; Song, Xinyuan ; Windmeijer, Frank ; Lin, Yiqi. In: Papers. RePEc:arx:papers:2207.03035.

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2022A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137.

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2022A Generalized Argmax Theorem with Applications. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2209.08793.

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2022Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

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2022Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables. (2023). Zhu, Xiaofeng ; Lorincz-Comi, Noah ; Yang, Yihe. In: Papers. RePEc:arx:papers:2301.05130.

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2023Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits. (2023). Porter, Jack R ; Hirano, Keisuke. In: Papers. RePEc:arx:papers:2302.03117.

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2022.

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2021The ECB and the Cost of Independence. Unearthing a New Doom-Loop in the European Monetary Union. (2021). Marozzi, Armando. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20152.

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2021Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria. (2021). Makarieva, Martina. In: Economic Thought journal. RePEc:bas:econth:y:2021:i:2:p:61-83,84-104.

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2021Occasionally Binding Constraints in Large Models: A Review of Solution Methods. (). Swarbrick, Jonathan. In: Discussion Papers. RePEc:bca:bocadp:21-5.

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2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

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2021A New Measure of Monetary Policy Shocks. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-29.

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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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2021What Can Stockouts Tell Us About Inflation? Evidence from Online Micro Data. (2021). Kryvtsov, Oleksiy ; Cavallo, Alberto. In: Staff Working Papers. RePEc:bca:bocawp:21-52.

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2021Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-54.

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2022International Transmission of Quantitative Easing Policies: Evidence from Canada. (2022). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:22-30.

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2022House Price Responses to Monetary Policy Surprises: Evidence from the U.S. Listings Data. (2022). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: Staff Working Papers. RePEc:bca:bocawp:22-39.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021The power of text-based indicators in forecasting the Italian economic activity. (2021). Monteforte, Libero ; Marcucci, Juri ; aprigliano, valentina ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1321_21.

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2022An analysis of objective inflation expectations and inflation risk premia. (2022). Pericoli, Marcello ; Grasso, Adriana ; Cecchetti, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1380_22.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

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2022The Currency Channel of the Global Bank Leverage Cycle. (2022). Pedrono, Justine. In: Working papers. RePEc:bfr:banfra:870.

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2022The Conditional Path of Central Bank Asset Purchases. (2022). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Working papers. RePEc:bfr:banfra:885.

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2022Non-Independent Components Analysis. (2022). Zwiernik, Piotr ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1358.

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2022Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367.

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2022Forward guidance and expectation formation: A narrative approach. (2022). Sutherland, Christopher S. In: BIS Working Papers. RePEc:bis:biswps:1024.

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2022Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004.

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2021The effect of stock liquidity on investment efficiency under financing constraints and asymmetric information: Evidence from the United States. (2021). Naidu, Dharmendra ; Haman, Janto ; Quah, Heidi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2109-2150.

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2021Internal governance and innovation. (2021). Liu, Yunguo ; Chen, Yujiang ; Xie, Sujuan. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2507-2538.

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2022COVID?19 impact, sustainability performance and firm value: international evidence. (2022). Mihret, Dessalegn ; Ali, Muhammad Jahangir ; Shams, Syed ; Bose, Sudipta. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:597-643.

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2021Efficiency of Tanzanias foreign exchange market. (2021). Kazungu, Khatibu ; Epaphra, Manamba. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:368-381.

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2021Impacts of COVID?19 and Price Transmission in U.S. Meat Markets. (2021). Ramsey, Austin ; Hahn, William ; Holt, Matthew T ; Goodwin, Barry K. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:3:p:441-458.

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2022Two robust tools for inference about causal effects with invalid instruments. (2022). Small, Dylan S ; Cai, Tony T ; Lee, Youjin ; Kang, Hyunseung. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:1:p:24-34.

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2022Should prevailing wages prevail? Re?examining the effect of prevailing wage laws on affordable housing construction costs. (2022). Hinkel, Matthew ; Belman, Dale. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:60:y:2022:i:4:p:761-783.

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2021Board gender diversity and carbon emissions: European evidence on curvilinear relationships and critical mass. (2021). Velte, Patrick ; Nuber, Claudio. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1958-1992.

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2022Does environmental sustainability attract foreign investment? Evidence from developing countries. (2022). Kufuor, Nana Kwabena ; Osei, Eric Evans ; Acheampong, Alex O ; Dzator, Janet. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:7:p:3542-3573.

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2021Reassessing the inflation uncertainty?inflation relationship in the tails. (2021). Panagiotidis, Theodore ; Konstantinou, Panagiotis ; Bampinas, Georgios. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:508-534.

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2021DOES INITIAL ACCESS TO BANK LOANS PREDICT START?UPS FUTURE DEFAULT PROBABILITY? EVIDENCE FROM ITALY. (2021). Barile, Berardino ; De Luca, Giuliana ; Castaldo, Angelo. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:1:p:83-106.

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2022Estimating the effects of sports and physical exercise on bullying. (2022). Crispin, Laura M ; Nikolaou, Dimitrios. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:40:y:2022:i:2:p:283-303.

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2021The relation between municipal and government bond yields in an era of unconventional monetary policy. (2021). Österholm, Pär ; Nordstrom, Martin ; Knezevic, David ; Osterholm, Par. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12176.

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2021Recovering the market risk premium from higher?order moment risks. (2021). Rompolis, Leonidas ; Chalamandaris, George. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:147-186.

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2021Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben Z ; Piccotti, Louis R ; Biswas, Rita . In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:139-167.

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2021Investor awareness or information asymmetry? Wikipedia and IPO underpricing. (2021). Shohfi, Thomas ; Francis, Bill B ; Boulton, Thomas ; Xin, Daqi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:3:p:535-561.

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2022Doubly heterogeneous monetary spillovers. (2022). Shah, Nihar. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:126-150.

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2021The effect of social media on corporate violations: Evidence from Weibo posts in China. (2021). Lan, Wei ; Ye, Silin ; Zhou, Jing ; Jiang, Yunwen. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:966-988.

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2022The media and CEO dominance. (2022). , Eric ; Roberts, Helen ; Huang, Jiexiang. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:5-35.

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2022Financial crises, banking regulations, and corporate financing patterns around the world. (2022). Oztekin, Ozde ; Gungoraydinoglu, Ali. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:506-539.

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2021Age, gender, and risk?taking: Evidence from the S&P 1500 executives and market?based measures of firm risk. (2021). Vähämaa, Sami ; Sihvonen, Jukka ; Peltomaki, Jarkko ; Swidler, Steve. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:1988-2014.

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2022Ownership concentration, ownership identity and seasoned equity offerings probabilities: Evidence from Germany. (2022). Zechser, Florian ; Rojahn, Joachim. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:274-296.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2021Foreign Safe Asset Demand and the Dollar Exchange Rate. (2021). KRISHNAMURTHY, ARVIND ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1049-1089.

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2022Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2331-2374.

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2022Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect. (2022). Lee, Sang Seok ; Gürkaynak, Refet ; Karasoycan, Hatce Goke. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2375-2421.

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2021The Information Role of the Media in Earnings News. (2021). Guest, Nicholas M. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:3:p:1021-1076.

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2021Non?Answers During Conference Calls. (2021). Zakolyukina, Anastasia A ; Larcker, David F ; Gow, Ian D. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:4:p:1349-1384.

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2022Delays in Banks’ Loan Loss Provisioning and Economic Downturns: Evidence from the U.S. Housing Market. (2022). Kim, Sehwa. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:3:p:711-754.

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2021Stakeholder Agency Relationships: CEO Stock Options and Corporate Tax Avoidance. (2021). Martin, Geoffrey P ; Osullivan, Don ; Zolotoy, Leon ; Wiseman, Robert M. In: Journal of Management Studies. RePEc:bla:jomstd:v:58:y:2021:i:3:p:782-814.

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2021Health aid, governance and infant mortality. (2021). Mallick, Debdulal ; Doucouliagos, Chris ; Hennessy, Jack. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:761-783.

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2021The effect of local taxes on firm performance: Evidence from geo?referenced data. (2021). Santoni, Gianluca ; Di Porto, Edoardo ; Belotti, Federico. In: Journal of Regional Science. RePEc:bla:jregsc:v:61:y:2021:i:2:p:492-510.

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2022Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609.

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2022Estimation and inference in adaptive learning models with slowly decreasing gains. (2022). Mayer, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:720-749.

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2021Cryptocurrency shocks. (2021). Serletis, Apostolos ; Rahman, Sajjadur ; Liu, Jinan. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:2:p:190-202.

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2021A Trendy Approach to UK Inflation Dynamics. (2021). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:s1:p:23-75.

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2021Do Fed Forecast Errors Matter?. (2021). Sinclair, Tara ; Gamber, Edward N ; Tien, Paolin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:686-712.

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2021Regulation and Corruption: Evidence from the United States. (2021). Choudhury, Sanchari. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:897-934.

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

Jonathan Wright is editor of

Journal
Journal of Business & Economic Statistics

Works by Jonathan Wright:

YearTitleTypeCited
2011Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset In: American Economic Review.
[Full Text][Citation analysis]		article254
2014Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply In: American Economic Review.
[Full Text][Citation analysis]		article17
2020Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises In: American Economic Review.
[Full Text][Citation analysis]		article25
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2010The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article151
2008The TIPS yield curve and inflation compensation.(2008) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151		paper
2012Macroeconomics and the Term Structure In: Journal of Economic Literature.
[Full Text][Citation analysis]		article177
2010Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177		paper
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling In: Journal of Economic Literature.
[Full Text][Citation analysis]		article184
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 184		paper
2000Alternative Variance-Ratio Tests Using Ranks and Signs. In: Journal of Business & Economic Statistics.
[Citation analysis]		article170
2000Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests. In: Journal of Business & Economic Statistics.
[Citation analysis]		article20
2000Confidence Intervals for Univariate Impulse Responses with a Near Unit Root. In: Journal of Business & Economic Statistics.
[Citation analysis]		article17
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1937
2009Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2009Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article210
2007Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 210		paper
2009Forecasting Professional Forecasters In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article88
2006Forecasting professional forecasters.(2006) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 88		paper
2010Editors’ Report 2009 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2011Editors’ Report 2011 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2007Cracking the Conundrum In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article73
2007Cracking the conundrum.(2007) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2007Cracking the Conundrum.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2007Cracking the Conundrum.(2007) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 73		paper
2013Unseasonal Seasonals? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article3
2015Weather-Adjusting Economic Data In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article12
In: .
[Full Text][Citation analysis]		article43
1998Testing for a Structural Break at Unknown Date with Long?memory Disturbances In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article22
2013Identification and Inference Using Event Studies In: Manchester School.
[Full Text][Citation analysis]		article56
2013Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		paper
1997The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article5
1999A New Test for Structural Stability Based on Recursive Residuals In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2004Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article88
1999THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article3
2003DETECTING LACK OF IDENTIFICATION IN GMM In: Econometric Theory.
[Full Text][Citation analysis]		article44
2000Detecting lack of identification in GMM.(2000) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		paper
2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data In: Working Paper Series.
[Full Text][Citation analysis]		paper98
2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data.(2002) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data.(2003) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		article
2012What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? In: Economic Journal.
[Full Text][Citation analysis]		article426
2011What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 426		paper
2000GMM with Weak Identification In: Econometrica.
[Citation analysis]		article355
2010Testing the adequacy of conventional asymptotics in GMM In: Econometrics Journal.
[Full Text][Citation analysis]		article0
1995HERMIN Ireland In: Economic Modelling.
[Full Text][Citation analysis]		article16
2013Forecasting Inflation In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter66
1993The CUSUM test based on least squares residuals in regressions with integrated variables In: Economics Letters.
[Full Text][Citation analysis]		article4
1996Structural stability tests in the linear regression model when the regressors have roots local to unity In: Economics Letters.
[Full Text][Citation analysis]		article2
1999Frequency domain inference for univariate impulse responses In: Economics Letters.
[Full Text][Citation analysis]		article1
1999A new estimator of the fractionally integrated stochastic volatility model In: Economics Letters.
[Full Text][Citation analysis]		article9
2008Efficient forecast tests for conditional policy forecasts In: Journal of Econometrics.
[Full Text][Citation analysis]		article34
2008Bayesian Model Averaging and exchange rate forecasts In: Journal of Econometrics.
[Full Text][Citation analysis]		article158
2003Bayesian Model Averaging and exchange rate forecasts.(2003) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 158		paper
2000Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data In: Journal of Econometrics.
[Full Text][Citation analysis]		article76
2003Exchange rate forecasting: the errors weve really made In: Journal of International Economics.
[Full Text][Citation analysis]		article156
2001Exchange rate forecasting: the errors weve really made.(2001) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156		paper
2005Uncovered interest parity: it works, but not for long In: Journal of International Economics.
[Full Text][Citation analysis]		article102
2003Uncovered interest parity: it works, but not for long.(2003) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102		paper
2008Order flow and exchange rate dynamics in electronic brokerage system data In: Journal of International Economics.
[Full Text][Citation analysis]		article120
2006Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data.(2006) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		paper
2019Some observations on forecasting and policy In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
2009Bond risk premia and realized jump risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article58
2013The economics of options-implied inflation probability density functions In: Journal of Financial Economics.
[Full Text][Citation analysis]		article46
2012The Economics of Options-Implied Inflation Probability Density Functions.(2012) In: Economics Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		paper
2012The Economics of Options-Implied Inflation Probability Density Functions.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		paper
2012The Economics of Options-Implied Inflation Probability Density Functions.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		paper
2019Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article6
2004Identifying VARS based on high frequency futures data In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article207
2002Identifying vars based on high frequency futures data.(2002) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 207		paper
2007The high-frequency response of exchange rates and interest rates to macroeconomic announcements In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article283
2003The high-frequency response of exchange rates and interest rates to macroeconomic announcements.(2003) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 283		paper
2007The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article247
2006The U.S. Treasury yield curve: 1961 to the present.(2006) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 247		paper
2009The high-frequency impact of news on long-term yields and forward rates: Is it real? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article85
2008The high-frequency impact of news on long-term yields and forward rates: Is it real?.(2008) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85		paper
1993Growth and Development in the Two Economies of Ireland: An Overview (Proceedings of NIERC/ESRI Conference) In: Research Series.
[Citation analysis]		book0
2005An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper110
2006The yield curve and predicting recessions In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper56
2007Rounding and the impact of news: a simple test of market rationality In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2007Bond risk premia and realized jump volatility In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2008Term premiums and inflation uncertainty: empirical evidence from an international panel dataset In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper5
2009Confidence intervals for long-horizon predictive regressions via reverse regressions In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2012Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper125
2011Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 125		paper
2013Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach.(2013) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 125		article
2014Jumps in Bond Yields at Known Times In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper10
2014Jumps in Bond Yields at Known Times.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10		paper
2014Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper168
2016Unconventional Monetary Policy and International Risk Premia In: International Finance Discussion Papers.
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2018Unconventional Monetary Policy and International Risk Premia.(2018) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 61		article
1999High frequency data, frequency domain inference and volatility forecasting In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper63
2001High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting.(2001) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 63		article
1999Long memory in emerging market stock returns In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper2
1999A simple approach to robust inference in a cointegrating system In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1
2000Exact confidence intervals for impulse responses in a Gaussian vector autoregression In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper3
2000Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper18
2002LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS.(2002) In: Econometric Reviews.
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This paper has another version. Agregated cites: 18		article
2000News and noise in G-7 GDP announcements In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper172
2005News and Noise in G-7 GDP Announcements..(2005) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 172		article
2001An empirical comparison of Bundesbank and ECB monetary policy rules In: International Finance Discussion Papers.
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2002Testing the null of identification in GMM In: International Finance Discussion Papers.
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2003Forecasting U.S. inflation by Bayesian Model Averaging In: International Finance Discussion Papers.
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2009Forecasting US inflation by Bayesian model averaging.(2009) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 76		article
2004The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market 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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2019The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies In: Liberty Street Economics.
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2021Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19 In: Liberty Street Economics.
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2017Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates In: Staff Reports.
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2021Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates*.(2021) In: The Quarterly Journal of Economics.
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2010Evaluating real-time VAR forecasts with an informative democratic prior In: Working Papers.
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2013EVALUATING REAL?TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR.(2013) In: Journal of Applied Econometrics.
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2015Weather-adjusting employment data In: Working Papers.
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2016Options-Implied Probability Density Functions for Real Interest Rates In: International Journal of Central Banking.
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2020The Federal Reserves Current Framework for Monetary Policy: A Review and Assessment In: International Journal of Central Banking.
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2019The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment.(2019) In: NBER Working Papers.
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2015Forward Guidance and Asset Prices In: IMES Discussion Paper Series.
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1999Testing for a Unit Root in the Volatility of Asset Returns. In: Journal of Applied Econometrics.
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2021Refining Set-Identification in VARs through Independence In: Economics Working Paper Archive.
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2021Refining Set-Identification in VARs through Independence.(2021) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3		paper
2002Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices. In: Monash Econometrics and Business Statistics Working Papers.
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1996Asymptotics for GMM Estimators with Weak Instruments In: NBER Technical Working Papers.
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2008Efficient Prediction of Excess Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2011Efficient Prediction of Excess Returns.(2011) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 10		article
2018Seasonal Adjustment of NIPA data In: NBER Working Papers.
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2020Event-day Options In: NBER Working Papers.
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2022The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under In: NBER Working Papers.
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2014Evaluating asset-market effects of unconventional monetary policy: a multi-country review In: Economic Policy.
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2013State Space Models and MIDAS Regressions In: Econometric Reviews.
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2011Editors Report 2011 In: Journal of Business & Economic Statistics.
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2015Comment In: Journal of Business & Economic Statistics.
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2012Forecasting Interest Rates with Shifting Endpoints In: Tinbergen Institute Discussion Papers.
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2014Forecasting interest rates with shifting endpoints.(2014) In: Journal of Applied Econometrics.
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2008Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data In: Journal of the European Economic Association.
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2017Forecasting With Model Uncertainty: Representations and Risk Reduction In: Econometrica.
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2013REVERSE REGRESSIONS AND LONG?HORIZON FORECASTING In: Journal of Applied Econometrics.
[Citation analysis]		article14
2018Risk Premia in the 8:30 Economy In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article4

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