Jonathan Wright : Citation Profile

Are you Jonathan Wright?

Johns Hopkins University

40

H index

59

i10 index

7926

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: 273
   Journals where Jonathan Wright has often published
   Relations with other researchers
   Recent citing documents: 599.    Total self citations: 45 (0.56 %)

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   Permalink: http://citec.repec.org/pwr25
   Updated: 2023-11-04    RAS profile: 2021-09-10    
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Relations with other researchers

Works with:

Kısacıkoğlu, Burçin (4)

Gürkaynak, Refet (4)

Lucca, David (3)

Drautzburg, Thorsten (2)

Eberly, Janice (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 (88)

Rossi, Barbara (76)

Creel, Jerome (48)

Clements, Michael (46)

Khalaf, Lynda (45)

Gürkaynak, Refet (43)

Roventini, Andrea (43)

Napoletano, Mauro (42)

Schrimpf, Andreas (41)

Dufour, Jean-Marie (41)

Labondance, Fabien (40)

Cites to:

Swanson, Eric (51)

Diebold, Francis (48)

Campbell, John (44)

Gürkaynak, Refet (44)

Watson, Mark (44)

Bollerslev, Tim (37)

Stock, James (28)

Bernanke, Ben (28)

Rudebusch, Glenn (28)

Piazzesi, Monika (27)

Andersen, Torben (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
Brookings Papers on Economic Activity3
The Review of Economics and Statistics3
Journal of Applied Econometrics3
Journal of International Economics3
Journal of Econometrics3
American Economic Review3
Journal of Business & Economic Statistics2
Econometric Reviews2
Journal of Economic Literature2
International Journal of Central Banking2
Journal of the European Economic Association2
Econometric Theory2
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
Working Papers / Federal Reserve Bank of Philadelphia2
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics2
Liberty Street Economics / Federal Reserve Bank of New York2

Recent works citing Jonathan Wright (2023 and 2022)

YearTitle of citing document
2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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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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2023Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244.

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2023Testing 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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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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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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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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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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2023Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2023Efficiently 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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2023Living 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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2023A 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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2023Reservoir 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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2023Forecasting the Turkish Lira Exchange Rates through Univariate Techniques: Can the Simple Models Outperform the Sophisticated Ones?. (2023). Sarkandiz, Mostafa R. In: Papers. RePEc:arx:papers:2302.08897.

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2023Identification-robust inference for the LATE with high-dimensional covariates. (2023). Ma, Yukun. In: Papers. RePEc:arx:papers:2302.09756.

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2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

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2023Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2305.12192.

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2023Large sample properties of GMM estimators under second-order identification. (2023). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2307.13475.

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2023Weak Identification with Many Instruments. (2023). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535.

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2023Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062.

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2023The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia. (2023). Vaaler, Paul M ; Hartwell, Christopher A. In: Papers. RePEc:arx:papers:2309.06885.

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2022.

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2022.

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2022Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2022). Zanetti, Francesco ; Mavroeidis, Sophocles ; Li, Shangshang ; Ikeda, Daisuke. In: BCAM Working Papers. RePEc:bbk:bbkcam:2205.

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2023What Can Earnings Calls Tell Us About the Output Gap and Inflation in Canada?. (2023). Taskin, Temel ; Gosselin, Marc-Andre. In: Discussion Papers. RePEc:bca:bocadp:23-13.

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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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2023Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint. (2023). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio ; Corneli, Flavia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_772_23.

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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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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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2023Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?. (2023). Pagliari, Maria Sole ; Sestieri, Giulia ; Rossi, Barbara ; Penalver, Adrian ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:912.

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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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2022Inflation risk and the labor market: beneath the surface of a flat Phillips curve. (2022). Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:1054.

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2023How much do firms need to satisfy employees? - Evidence from credit spreads and online employee reviews. (2023). Takaoka, Sumiko ; Takahashi, Koji. In: BIS Working Papers. RePEc:bis:biswps:1111.

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2023Keep calm and bank on: panic-driven bank runs and the role of public communication. (2023). Gorodnichenko, Yuriy ; Coibion, Olivier ; Grigoli, Francesco ; Sandri, Damiano. In: BIS Working Papers. RePEc:bis:biswps:1119.

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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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2023Corporate Innovation and Disclosure Strategy. (2023). You, Jiaxing ; Ying, Sammy Xiaoyan ; Wu, Huiying ; Zhang, Zheyuan. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:76-133.

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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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2023Tax morale, fiscal capacity, and war. (2023). Ticchi, Davide ; Teobaldelli, Désirée ; Belmonte, Alessandro. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:2:p:445-474.

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2023Australian Government COVID?19 Business Supports. (2023). Buckingham, Paul ; Watson, Timothy. In: Australian Economic Review. RePEc:bla:ausecr:v:56:y:2023:i:1:p:124-140.

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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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2022Weak?instrument robust tests in two?sample summary?data Mendelian randomization. (2022). Kang, Hyunseung ; Wang, Sheng. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:4:p:1699-1713.

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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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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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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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2022Bringing Credibility Back to Macroeconomic Policy Frameworks. (2022). Yahyaei, Hamid ; ANTHONY, STEPHEN . In: Economic Papers. RePEc:bla:econpa:v:41:y:2022:i:3:p:276-295.

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2023Consuming Contests: The Effect of Outcome Uncertainty on Spectator Attendance in the Australian Football League. (2023). Lakhani, Karim R ; Ferguson, Patrick J. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:326:p:410-435.

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2023Uncertainty and corporate investments in response to the Feds dual shocks. (2023). Menassa, Elie ; Adra, Samer. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:463-484.

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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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2023Non?standard monetary policy measures in non?normal times. (2023). Pisani, Massimiliano ; Notarpietro, Alessandro ; Bartocci, Anna. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:19-35.

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2023Risk and return in the foreign exchange market: Measurement without VARs. (2023). Luo, Shaowen. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:64-81.

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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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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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2023Local CEOs, career concerns and voluntary disclosure. (2023). Hu, Yaqin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:565-597.

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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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2022Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy. (2022). di Giovanni, Julian ; Hale, Galina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3373-3421.

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2022The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market. (2022). Farka, Mira. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:633-693.

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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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2023The impact of crime on firm entry. (2023). Rizzo, Ugo ; Barbieri, Nicolo. In: Journal of Regional Science. RePEc:bla:jregsc:v:63:y:2023:i:2:p:446-469.

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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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2022Monetary Policy and Corporate Debt Structure. (2022). Szczerbowicz, Urszula ; Lhuissier, Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:497-515.

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2022Econometric Analysis of Switching Expectations in UK Inflation. (2022). Madeira, Joao ; Corneamadeira, Adriana. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:651-673.

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2022Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932.

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2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

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2023Estimation of Panel Data Models with Mixed Sampling Frequencies. (2023). Li, Haoran ; Jia, Fei ; Yang, Yimin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:514-544.

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2022On the causality and plausibility of treatment effects in operations management research. (2022). de Oliveira, Alysson ; Lin, Yatang ; Chen, Yanzhen ; Mithas, Sunil. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:12:p:4558-4571.

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2023Should a firm bring a supplier into the boardroom?. (2023). Ramaswami, Sridhar ; Bommaraju, Raghu ; Arunachalam, S ; Ambulkar, Saurabh. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:1:p:28-44.

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2022Daily appraisal of commercial real estate a new mixed frequency approach. (2022). van De, Alex ; Francke, Marc. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:5:p:1257-1281.

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2022Agriculture exports, child labor and youth education: Evidence from 68 developing countries. (2022). Lin, Faqin. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:490-513.

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2023Financial globalization and monetary transmission. (2023). Auer, Simone. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:721-760.

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2022On the aggregate effects of global uncertainty: Evidence from an emerging economy. (2022). Ahiadorme, Johnson. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:390-407.

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2023Do employees views matter in corporate governance? The relationship between employee approval and CEO dismissal. (2023). Waldman, David ; Shen, Wei ; Avolio, Bruce J ; Zhu, QI ; Wang, Danni. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:5:p:1328-1354.

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2023Director departure following political ideology (in)congruence with an incoming CEO. (2023). Chin, M K ; Bundy, Jonathan ; Busenbark, John R. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:7:p:1698-1732.

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2022Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961.

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2022An interpretable machine learning workflow with an application to economic forecasting. (2022). Joseph, Andreas ; Buckmann, Marcus. In: Bank of England working papers. RePEc:boe:boeewp:0984.

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2023Yield curve sensitivity to investor positioning around economic shocks. (2023). Stoja, Evarist ; Saha, Shreyosi ; Kinston, Rafael ; Boneva, Leva ; Altmeyer, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:1029.

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2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

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2022A global monetary policy factor in sovereign bond yields. (2022). Migiakis, Petros ; Malliaropulos, Dimitris. In: Working Papers. RePEc:bog:wpaper:301.

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2022The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach. (2022). Norimasa, Yoshihiko ; Makabe, Yoshibumi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e04.

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2022A Preferred Habitat View of Yield Curve Control. (2022). Koeda, Junko ; Ueno, Yoichi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e07.

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2022Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171.

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2022Causal effects of the Feds large-scale asset purchases on firms capital structure. (2022). Pesaran, M H ; Nocera, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2224.

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2022Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259.

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2023Green Transmission: Monetary Policy in the Age of ESG. (2023). Patozi, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2311.

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2023Intervening against the Fed. (2023). Yago, N ; Timmer, Y ; Rodnyansky, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2357.

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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]		article263
2014Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply In: American Economic Review.
[Full Text][Citation analysis]		article19
2020Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises In: American Economic Review.
[Full Text][Citation analysis]		article27
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: 27		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: 27		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: 27		paper
2010The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article160
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: 160		paper
2012Macroeconomics and the Term Structure In: Journal of Economic Literature.
[Full Text][Citation analysis]		article180
2010Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 180		paper
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling In: Journal of Economic Literature.
[Full Text][Citation analysis]		article195
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: 195		paper
2000Alternative Variance-Ratio Tests Using Ranks and Signs. In: Journal of Business & Economic Statistics.
[Citation analysis]		article174
2000Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests. In: Journal of Business & Economic Statistics.
[Citation analysis]		article21
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]		article2037
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]		article216
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: 216		paper
2009Forecasting Professional Forecasters In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article90
2006Forecasting professional forecasters.(2006) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90		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]		article74
2007Cracking the conundrum.(2007) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74		paper
2007Cracking the Conundrum.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74		paper
2007Cracking the Conundrum.(2007) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 74		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]		article52
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]		article60
2013Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		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]		article91
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]		paper100
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: 100		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: 100		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: 100		article
2012What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? In: Economic Journal.
[Full Text][Citation analysis]		article448
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: 448		paper
2000GMM with Weak Identification In: Econometrica.
[Citation analysis]		article366
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]		chapter69
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]		article36
2008Bayesian Model Averaging and exchange rate forecasts In: Journal of Econometrics.
[Full Text][Citation analysis]		article163
2003Bayesian Model Averaging and exchange rate forecasts.(2003) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 163		paper
2000Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data In: Journal of Econometrics.
[Full Text][Citation analysis]		article80
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]		article104
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: 104		paper
2008Order flow and exchange rate dynamics in electronic brokerage system data In: Journal of International Economics.
[Full Text][Citation analysis]		article121
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: 121		paper
2019Some observations on forecasting and policy In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2009Bond risk premia and realized jump risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article64
2013The economics of options-implied inflation probability density functions In: Journal of Financial Economics.
[Full Text][Citation analysis]		article49
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: 49		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: 49		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: 49		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]		article215
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: 215		paper
2007The high-frequency response of exchange rates and interest rates to macroeconomic announcements In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article298
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: 298		paper
2007The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article261
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: 261		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]		article96
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: 96		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]		paper115
2006The yield curve and predicting recessions In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper59
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]		paper131
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: 131		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: 131		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.
[Full Text][Citation analysis]
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]		paper176
2016Unconventional Monetary Policy and International Risk Premia In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper73
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: 73		article
1999High frequency data, frequency domain inference and volatility forecasting In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper64
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: 64		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]		paper19
2002LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS.(2002) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2000News and noise in G-7 GDP announcements In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper173
2005News and Noise in G-7 GDP Announcements..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 173		article
2001An empirical comparison of Bundesbank and ECB monetary policy rules In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper60
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: 78		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.
[Full Text][Citation analysis]		paper37
2013EVALUATING REAL?TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR.(2013) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 37		article
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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This paper has another version. Agregated cites: 43		paper
2015Forward Guidance and Asset Prices In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper12
1999Testing for a Unit Root in the Volatility of Asset Returns. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article10
2021Refining Set-Identification in VARs through Independence In: Economics Working Paper Archive.
[Full Text][Citation analysis]		paper8
2021Refining Set-Identification in VARs through Independence.(2021) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8		paper
2002Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices. In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper4
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.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		article21
2017Forecasting With Model Uncertainty: Representations and Risk Reduction In: Econometrica.
[Full Text][Citation analysis]		article15
2013REVERSE REGRESSIONS AND LONG?HORIZON FORECASTING In: Journal of Applied Econometrics.
[Citation analysis]		article17
2018Risk Premia in the 8:30 Economy In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article4

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