Jonathan Wright : Citation Profile

Are you Jonathan Wright?

Johns Hopkins University

40

H index

57

i10 index

7882

Citations

RESEARCH PRODUCTION:

67

Articles

71

Papers

1

Books

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 262
   Journals where Jonathan Wright has often published
   Relations with other researchers
   Recent citing documents: 526.    Total self citations: 45 (0.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwr25
   Updated: 2024-12-03    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Lucca, David (3)

Eberly, Janice (2)

Drautzburg, Thorsten (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 (68)

Rossi, Barbara (68)

Khalaf, Lynda (45)

Roventini, Andrea (43)

Clements, Michael (42)

Napoletano, Mauro (42)

Dufour, Jean-Marie (41)

Gürkaynak, Refet (37)

Clark, Todd (36)

Schrimpf, Andreas (35)

Swanson, Eric (33)

Cites to:

Swanson, Eric (56)

Gürkaynak, Refet (52)

Diebold, Francis (48)

Campbell, John (45)

Watson, Mark (44)

Bollerslev, Tim (37)

Rudebusch, Glenn (29)

Bernanke, Ben (28)

Stock, James (28)

Piazzesi, Monika (27)

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

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)23
NBER Working Papers / National Bureau of Economic Research, Inc16
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)14
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics2
Working Papers / Federal Reserve Bank of Philadelphia2
Liberty Street Economics / Federal Reserve Bank of New York2

Recent works citing Jonathan Wright (2024 and 2023)

YearTitle of citing document
2023A Sufficient Statistics Approach for Macro Policy. (2023). Mesters, Geert ; Barnichon, Regis. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:11:p:2809-45.

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2023Mobile Internet Use and Climate Adaptation: Empirical Evidence from Vietnamese Coffee Farmers. (2022). , Kahsay. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322849.

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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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2024Testing 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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2024Theory 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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2024Theory 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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2024Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2024Efficiently 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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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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2023On 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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2024Weak 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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2024Reservoir 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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2024Unbiased 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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2024Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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

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2024Weak Identification with Many Instruments. (2023). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535.

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2024Forecasting 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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2023Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2310.08173.

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2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2023Long-Term Volatility Shapes the Stock Market’s Sensitivity to News. (2023). Tushteva, Nikoleta ; Schoelkopf, Julius Theodor ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0739.

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2023Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns. (2023). Fernandez-Fuertes, Ruben ; Favero, Carlo A. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23210.

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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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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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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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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023Inflation Expectations Measurement and its Effect on Inflation Dynamics in Colombia. (2023). Sanchez-Jabba, Andres ; Romero-Torres, Bernardo ; Villabon-Hinestroz, Erick. In: Borradores de Economia. RePEc:bdr:borrec:1257.

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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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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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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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2024A state‐price volatility index for the U.S. government bond market. (2018). Pan, Zheyao. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:573-597.

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2023Arbitrage across different Bitcoin exchange venues: Perspectives from investor base and market related events. (2023). Cheng, Feiyang ; Shu, AO ; Pan, Zheyao ; Liang, Zini ; Han, Jianlei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5183-5210.

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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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2024Blue goes green: The impact of the chief executive officer and board of directors political ideology on corporate environmental performance. (2024). Kim, Yeongsu Anthony. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:134-148.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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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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2024Does informal governance matter to institutional investors? Evidence from social capital. (2024). Shang, Chenguang ; Huang, Kershen. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457.

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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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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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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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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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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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2024Long?run productivity trends: A global update with a global index. (2020). Kruger, Jens J. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:4:p:1393-1412.

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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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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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2023.

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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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2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

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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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2023Effects of Fiscal Policy on Inflation: Implications of Supply Disruptions and Economic Slack: Working Paper 2023-05. (2023). Wilson, Matthew ; Demirel, Ufuk. In: Working Papers. RePEc:cbo:wpaper:59056.

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2023Monitoring Banking System Connectedness with Big Data. (2023). Lopez, Jose ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt17h5v7rj.

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2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

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2023Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis. (2023). Piccillo, Giulia ; Poonpakdee, Poramapa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10646.

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2023Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656.

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2023The Effects of Exposure to Refugees on Crime: Evidence from the Greek Islands. (2023). Vasilakis, Chrysovalantis ; Megalokonomou, Rigissa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10706.

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2023Foreshadowing Mars: Religiosity and Pre-Enlightenment Warfare. (2023). Krieger, Tim ; Jetter, Michael ; Barber, Luke. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10806.

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2023Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises. (2023). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf555.

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2023Global monetary policy surprises and their transmission to emerging market economies: an external VAR analysis. (2023). Beltran, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:975.

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2023Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2036.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Levieuge, Gregory ; Garcia-Revelo, Jose. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13.

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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]		article274
2014Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply In: American Economic Review.
[Full Text][Citation analysis]		article20
2020Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises In: American Economic Review.
[Full Text][Citation analysis]		article35
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 nother version. Agregated cites: 35		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 nother version. Agregated cites: 35		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 nother version. Agregated cites: 35		paper
2010The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article174
2008The TIPS yield curve and inflation compensation.(2008) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 174		paper
2012Macroeconomics and the Term Structure In: Journal of Economic Literature.
[Full Text][Citation analysis]		article186
2010Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 186		paper
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling In: Journal of Economic Literature.
[Full Text][Citation analysis]		article203
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 203		paper
2000Alternative Variance-Ratio Tests Using Ranks and Signs. In: Journal of Business & Economic Statistics.
[Citation analysis]		article179
2000Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests. In: Journal of Business & Economic Statistics.
[Citation analysis]		article22
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]		article2141
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]		article224
2007Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 224		paper
2009Forecasting Professional Forecasters In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article95
2006Forecasting professional forecasters.(2006) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		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.
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This paper has nother version. Agregated cites: 74		paper
2007Cracking the Conundrum.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2007Cracking the Conundrum.(2007) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2013Unseasonal Seasonals? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article4
2015Weather-Adjusting Economic Data In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article13
In: .
[Full Text][Citation analysis]		article66
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]		article67
2013Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		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]		article94
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]		article47
2000Detecting lack of identification in GMM.(2000) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 47		paper
2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data In: Working Paper Series.
[Full Text][Citation analysis]		paper108
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 nother version. Agregated cites: 108		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 nother version. Agregated cites: 108		paper
2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data.(2003) In: Journal of the European Economic Association.
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