Jonathan Wright : Citation Profile


Are you Jonathan Wright?

Johns Hopkins University

36

H index

54

i10 index

5898

Citations

RESEARCH PRODUCTION:

70

Articles

66

Papers

1

Books

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 210
   Journals where Jonathan Wright has often published
   Relations with other researchers
   Recent citing documents: 612.    Total self citations: 42 (0.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwr25
   Updated: 2021-10-16    RAS profile: 2021-09-10    
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Relations with other researchers


Works with:

Kısacıkoğlu, Burçin (4)

Gürkaynak, Refet (4)

Lucca, David (3)

Hanson, Samuel (2)

Rogers, John (2)

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

Is cited by:

Rossi, Barbara (69)

Clements, Michael (43)

Moreno Gutiérrez, José (40)

Gürkaynak, Refet (37)

Hubert, Paul (37)

Dufour, Jean-Marie (36)

Khalaf, Lynda (36)

Altavilla, Carlo (34)

Swanson, Eric (33)

Korobilis, Dimitris (29)

Clark, Todd (28)

Cites to:

Gürkaynak, Refet (40)

Watson, Mark (40)

Diebold, Francis (40)

Swanson, Eric (38)

Campbell, John (35)

Bollerslev, Tim (33)

Rudebusch, Glenn (25)

Stock, James (25)

Piazzesi, Monika (25)

Andersen, Torben (22)

Shiller, Robert (21)

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
Journal of International Economics3
Journal of Applied Econometrics3
American Economic Review3
The Review of Economics and Statistics3
Brookings Papers on Economic Activity3
Journal of Econometrics3
Oxford Bulletin of Economics and Statistics2
Econometric Theory2
Journal of Economic Literature2
Journal of the European Economic Association2
Journal of Business & Economic Statistics2
International Journal of Central Banking2
Econometric Reviews2

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
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)13
Liberty Street Economics / Federal Reserve Bank of New York2
Working Papers / Federal Reserve Bank of Philadelphia2

Recent works citing Jonathan Wright (2021 and 2020)


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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2020Revisiting empirical studies on the liquidity effect: An identication-robust approach. (2020). Masson, Virginie ; Doko Tchatoka, Firmin ; Slinger, Lauren. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-02.

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2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2021.

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2021.

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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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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2020Monetary policy and the top one percent: Evidence from a century of modern economic history. (2020). El Herradi, Mehdi ; Leroy, Aurelien. In: AMSE Working Papers. RePEc:aim:wpaimx:2047.

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2020Paying Them to Hate US: The Effect of U.S. Military Aid on Anti-American Terrorism, 1968-2014. (2020). Krieger, Tim ; Dimant, Eugen ; Meierrieks, Daniel. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:013.

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2020Supporting innovative entrepreneurship: an evaluation of the Italian Start-up Act. (2020). Santoleri, Pietro ; Menon, Carlo ; Manaresi, Francesco. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:163.

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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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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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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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2020Dynamic Effects of Persistent Shocks. (2020). Sanz, Carlos ; Alloza, Mario ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2006.14047.

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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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2020Predicting 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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2020Weak 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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2021A 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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2021Empirical 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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2021Semiparametric Functional Factor Models with Bayesian Rank Selection. (2021). Kowal, Daniel R. In: Papers. RePEc:arx:papers:2108.02151.

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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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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

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2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

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2020Forward Guidance and Expectation Formation: A Narrative Approach. (2020). Sutherland, Christopher. In: Staff Working Papers. RePEc:bca:bocawp:20-40.

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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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2020Forward Guidance Matters: disentangling monetary policy shocks. (2020). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:530.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2020Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_578_20.

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2020Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20.

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2020Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar-Argaez, Ana. In: Working Papers. RePEc:bdm:wpaper:2020-18.

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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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2020Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39.

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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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2020Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities. (2020). Serena Garralda, Jose Maria ; Mayordomo, Sergio ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:843.

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2020Inflation at risk in advanced and emerging economies. (2020). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan Niladri. In: BIS Working Papers. RePEc:bis:biswps:883.

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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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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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2020Approximation of bias and mean‐squared error in two‐sample Mendelian randomization analyses. (2020). Yu, Kai ; Song, Lei ; Zhang, Han ; Deng, LU. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:369-379.

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2020On Mendelian randomization analysis of case‐control study. (2020). Yu, Kai ; Gail, Mitchell H ; Deng, LU ; Albanes, Demetrius ; Berndt, Sonja I ; Qin, Jing ; Zhang, Han. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:380-391.

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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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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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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020Crowdfunding models: Keep‐It‐All vs. All‐Or‐Nothing. (2020). Schwienbacher, Armin ; Cumming, Douglas ; Leboeuf, Gael. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:331-360.

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2020The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2465-2502.

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2020A Transaction Cost Perspective of Alliance Portfolio Diversity. (2020). Combs, James G ; Penney, Christopher R. In: Journal of Management Studies. RePEc:bla:jomstd:v:57:y:2020:i:6:p:1073-1105.

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2020Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284.

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2020Real‐Time Fiscal Forecasting Using Mixed‐Frequency Data. (2020). Paredes, Joan ; Asimakopoulos, Stylianos ; Warmedinger, Thomas. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:369-390.

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2020Explaining fiscal decentralization and the role of ethnic Diversity. (2020). Pickard, Harry. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:67:y:2020:i:5:p:469-485.

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2020CEO cognitive flexibility, information search, and organizational ambidexterity. (2020). Libaers, Dirk ; Kiss, Andreea N ; Zachary, Miles A ; Wang, Tang ; Barr, Pamela S. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:12:p:2200-2233.

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2020Chief sustainability officers and corporate social (Ir)responsibility. (2020). Chen, Guoli ; Tang, YI ; Fu, Ruchunyi. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:4:p:656-680.

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2020The nature of trade, global production fragmentation and inflationary dynamics: Cross‐country evidence. (2020). Saygili, Hulya. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:2007-2031.

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2020Price-setting in the foreign exchange swap market: Evidence from order flow. (2020). Viswanath-Natraj, Ganesh ; Syrstad, Olav. In: Working Paper. RePEc:bno:worpap:2020_16.

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2020kinkyreg: Instrument-free inference for linear regression models with endogenous regressors. (2020). Kripfganz, Sebastian ; Kiviet, Jan. In: London Stata Conference 2020. RePEc:boc:usug20:15.

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2020A shadow rate without a lower bound constraint. (2020). Ristiniemi, Annukka ; De Rezende, Rafael. In: Bank of England working papers. RePEc:boe:boeewp:0864.

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2020The central bank balance sheet as a policy tool: past, present and future. (2020). Harrison, Richard ; Bailey, Andrew ; Mankodi, Aakash ; Jones, Josh ; Bridges, Jonathan. In: Bank of England working papers. RePEc:boe:boeewp:0899.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

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2020The effect of the China Connect. (2020). Zhou, Sili ; Rogers, John ; Ma, Chang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_001.

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2020Bonds, Currencies and Expectational Errors. (2020). Sihvonen, Markus ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_007.

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2020Are monetary surprises effective? The view of professional forecasters in Israel. (2020). Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2020.09.

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2020Robust learning in the foreign exchange market. (2020). Nguimkeu, Pierre ; Pierre, Nguimkeu ; Edouard, Djeutem. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:14:n:9.

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2020Demand and Supply in the Cocaine Market: An Empirical Study. (2020). Humberto, Bernal. In: Journal of Globalization and Development. RePEc:bpj:globdv:v:11:y:2020:i:1:p:34:n:1.

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2020Level-Based Estimation of Dynamic Panel Models. (2020). Zincenko, Federico ; Montes-Rojas, Gabriel ; Walter, Sosa-Escudero ; Gabriel, Montes-Rojas ; Federico, Zincenko. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:9:y:2020:i:1:p:23:n:5.

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2020A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market. (2020). Corsetti, Giancarlo ; Marin, E A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2020.

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2020Rational Learning and the Term Structures of Value and Growth Risk Premia. (2020). Marfè, Roberto ; Khapko, Mariana ; Hasler, Michael. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:622.

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2020Inferring informal risk-sharing regimes: Evidence from rural Tanzania. (2020). Ligon, Ethan. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt50f6t3fh.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Different No More: Country Spreads in Advanced and Emerging Economies. (2020). Müller, Gernot ; Born, Benjamin ; Muller, Gernot J ; Wellmann, Susanne ; Pfeifer, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8083.

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2020Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms Forecasts. (2020). Sakellaris, Plutarchos ; Görtz, Christoph ; Botsis, Alexandros ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8148.

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2020Oil Wealth and Property Rights. (2020). Meierrieks, Daniel ; Krieger, Tim ; de Soysa, Indra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8319.

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2020Paying Them to Hate US: The Effect of U.S. Military Aid on Anti-American Terrorism, 1968-2014. (2020). Meierrieks, Daniel ; Krieger, Tim ; Dimant, Eugen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8411.

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2020Monetary Policy Surprises and Exchange Rate Behavior. (2020). Gürkaynak, Refet ; Kisacikoglu, Burcin ; Kara, Hakan A ; Gurkaynak, Refet S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8557.

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2021Covid-19 Vaccination: The Role of Crisis Experience. (2021). Potrafke, Niklas ; Hackenberger, Armin ; Grundler, Klaus ; Harter, Anina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9096.

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2021Class Warfare: Political Exclusion of the Poor and the Roots of Social-Revolutionary Terrorism, 1860-1950. (2021). Meierrieks, Daniel ; Krieger, Tim ; Klotzbucher, Valentin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9118.

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2021Interest Rate Skewness and Biased Beliefs. (2021). Chernov, Mikhail ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9150.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Equilibrium Yield Curves and the Interest Rate Lower Bound. (2020). Tanaka, Hiroatsu ; Nakata, Taisuke. In: CARF F-Series. RePEc:cfi:fseres:cf482.

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2020Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve’s Current Policy Toolkit. (2020). Gagnon, Etienne ; Trevino, James ; Schlusche, Bernd ; Paustian, Matthias ; Nakata, Taisuke ; Chung, Hess ; Zheng, Wei ; Viln, Diego. In: CARF F-Series. RePEc:cfi:fseres:cf483.

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2020High-frequency Identification of Unconventional Monetary Policy Shocks in Japan. (2020). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf502.

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2021Covid-19 and Output in Japan. (2021). Nakata, Taisuke ; Fujii, Daisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505.

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2020State Capacity, Schooling, and Fascist Education: Evidence from the Reclamation of the Pontine Marshes. (2020). Belmonte, Alessandro. In: CAGE Online Working Paper Series. RePEc:cge:wacage:528.

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2021Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners. (2021). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:900.

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2021Gender, Selection into Employment, and the Wage Impact of Immigration. (2021). , Anthonyedo ; Edo, Anthony ; Borjas, George J. In: Working Papers. RePEc:cii:cepidt:2021-05.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001.

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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.
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article161
2014Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply In: American Economic Review.
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article13
2020Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises In: American Economic Review.
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article13
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 13
paper
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 13
paper
2010The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics.
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article125
2008The TIPS yield curve and inflation compensation.(2008) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 125
paper
2012Macroeconomics and the Term Structure In: Journal of Economic Literature.
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article144
2010Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 144
paper
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling In: Journal of Economic Literature.
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article128
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 128
paper
2000Alternative Variance-Ratio Tests Using Ranks and Signs. In: Journal of Business & Economic Statistics.
[Citation analysis]
article154
2000Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests. In: Journal of Business & Economic Statistics.
[Citation analysis]
article18
2000Confidence Intervals for Univariate Impulse Responses with a Near Unit Root. In: Journal of Business & Economic Statistics.
[Citation analysis]
article12
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1577
2009Comment In: Journal of Business & Economic Statistics.
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article0
2009Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset In: Journal of Business & Economic Statistics.
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article166
2007Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 166
paper
2009Forecasting Professional Forecasters In: Journal of Business & Economic Statistics.
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article73
2006Forecasting professional forecasters.(2006) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 73
paper
2010Editors’ Report 2009 In: Journal of Business & Economic Statistics.
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article0
2011Editors’ Report 2011 In: Journal of Business & Economic Statistics.
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article0
2007Cracking the Conundrum In: Brookings Papers on Economic Activity.
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article34
2007Cracking the conundrum.(2007) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 34
paper
2007Cracking the Conundrum.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 34
paper
2007Cracking the Conundrum.(2007) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 34
paper
2013Unseasonal Seasonals? In: Brookings Papers on Economic Activity.
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article3
2015Weather-Adjusting Economic Data In: Brookings Papers on Economic Activity.
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article1
In: .
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article4
1998Testing for a Structural Break at Unknown Date with Long?memory Disturbances In: Journal of Time Series Analysis.
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article3
2013Identification and Inference Using Event Studies In: Manchester School.
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article45
2013Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45
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]
article1
1999A New Test for Structural Stability Based on Recursive Residuals In: Oxford Bulletin of Economics and Statistics.
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article0
2004Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]
article65
1999THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION In: Econometric Theory.
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article3
2003DETECTING LACK OF IDENTIFICATION IN GMM In: Econometric Theory.
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article36
2000Detecting lack of identification in GMM.(2000) In: International Finance Discussion Papers.
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paper
2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data In: Working Paper Series.
[Full Text][Citation analysis]
paper78
2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data.(2002) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 78
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: 78
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: 78
article
2012What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? In: Economic Journal.
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article282
2011What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 282
paper
2000GMM with Weak Identification In: Econometrica.
[Citation analysis]
article305
2010Testing the adequacy of conventional asymptotics in GMM In: Econometrics Journal.
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article0
1995HERMIN Ireland In: Economic Modelling.
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article16
2013Forecasting Inflation In: Handbook of Economic Forecasting.
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chapter58
1993The CUSUM test based on least squares residuals in regressions with integrated variables In: Economics Letters.
[Full Text][Citation analysis]
article3
1996Structural stability tests in the linear regression model when the regressors have roots local to unity In: Economics Letters.
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article2
1999Frequency domain inference for univariate impulse responses In: Economics Letters.
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article1
1999A new estimator of the fractionally integrated stochastic volatility model In: Economics Letters.
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article8
2008Efficient forecast tests for conditional policy forecasts In: Journal of Econometrics.
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article28
2008Bayesian Model Averaging and exchange rate forecasts In: Journal of Econometrics.
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article145
2003Bayesian Model Averaging and exchange rate forecasts.(2003) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 145
paper
2000Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data In: Journal of Econometrics.
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article65
2003Exchange rate forecasting: the errors weve really made In: Journal of International Economics.
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article152
2001Exchange rate forecasting: the errors weve really made.(2001) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 152
paper
2005Uncovered interest parity: it works, but not for long In: Journal of International Economics.
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article86
2003Uncovered interest parity: it works, but not for long.(2003) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 86
paper
2008Order flow and exchange rate dynamics in electronic brokerage system data In: Journal of International Economics.
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article108
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: 108
paper
2019Some observations on forecasting and policy In: International Journal of Forecasting.
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article0
2009Bond risk premia and realized jump risk In: Journal of Banking & Finance.
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article49
2013The economics of options-implied inflation probability density functions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article36
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: 36
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: 36
paper
2012The Economics of Options-Implied Inflation Probability Density Functions.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 36
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.
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article2
2004Identifying VARS based on high frequency futures data In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article171
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: 171
paper
2007The high-frequency response of exchange rates and interest rates to macroeconomic announcements In: Journal of Monetary Economics.
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article248
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: 248
paper
2007The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics.
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article164
2006The U.S. Treasury yield curve: 1961 to the present.(2006) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 164
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]
article63
2008The high-frequency impact of news on long-term yields and forward rates: Is it real?.(2008) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 63
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.
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paper99
2006The yield curve and predicting recessions In: Finance and Economics Discussion Series.
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paper53
2007Rounding and the impact of news: a simple test of market rationality In: Finance and Economics Discussion Series.
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paper0
2007Bond risk premia and realized jump volatility In: Finance and Economics Discussion Series.
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paper3
2008Term premiums and inflation uncertainty: empirical evidence from an international panel dataset In: Finance and Economics Discussion Series.
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paper4
2009Confidence intervals for long-horizon predictive regressions via reverse regressions In: Finance and Economics Discussion Series.
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paper3
2012Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach In: Finance and Economics Discussion Series.
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paper88
2011Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 88
paper
2013Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach.(2013) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 88
article
2014Jumps in Bond Yields at Known Times In: Finance and Economics Discussion Series.
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paper5
2014Jumps in Bond Yields at Known Times.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
2014Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison In: International Finance Discussion Papers.
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paper149
2016Unconventional Monetary Policy and International Risk Premia In: International Finance Discussion Papers.
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paper44
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: 44
article
1999High frequency data, frequency domain inference and volatility forecasting In: International Finance Discussion Papers.
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paper44
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: 44
article
1999Long memory in emerging market stock returns In: International Finance Discussion Papers.
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paper2
1999A simple approach to robust inference in a cointegrating system In: International Finance Discussion Papers.
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paper1
2000Exact confidence intervals for impulse responses in a Gaussian vector autoregression In: International Finance Discussion Papers.
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paper3
2000Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns In: International Finance Discussion Papers.
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paper14
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: 14
article
2000News and noise in G-7 GDP announcements In: International Finance Discussion Papers.
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paper154
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: 154
article
2001An empirical comparison of Bundesbank and ECB monetary policy rules In: International Finance Discussion Papers.
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paper57
2002Testing the null of identification in GMM In: International Finance Discussion Papers.
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paper2
2003Forecasting U.S. inflation by Bayesian Model Averaging In: International Finance Discussion Papers.
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paper63
2009Forecasting US inflation by Bayesian model averaging.(2009) In: Journal of Forecasting.
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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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paper28
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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2002Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices. In: Monash Econometrics and Business Statistics Working Papers.
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paper4
1996Asymptotics for GMM Estimators with Weak Instruments In: NBER Technical Working Papers.
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paper2
2008Efficient Prediction of Excess Returns In: NBER Working Papers.
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paper9
2011Efficient Prediction of Excess Returns.(2011) In: The Review of Economics and Statistics.
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2018Seasonal Adjustment of NIPA data In: NBER Working Papers.
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paper1
2020Event-day Options In: NBER Working Papers.
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paper0
2021Refining Set-Identification in VARs through Independence 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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article16
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.
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2018Risk Premia in the 8:30 Economy In: Quarterly Journal of Finance (QJF).
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