Jonathan Wright : Citation Profile


Are you Jonathan Wright?

Johns Hopkins University

40

H index

56

i10 index

7819

Citations

RESEARCH PRODUCTION:

66

Articles

71

Papers

1

Books

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 260
   Journals where Jonathan Wright has often published
   Relations with other researchers
   Recent citing documents: 486.    Total self citations: 45 (0.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwr25
   Updated: 2024-11-04    RAS profile: 2023-03-10    
   Missing citations? Add them    Incorrect content? Let us know

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)

Napoletano, Mauro (42)

Clements, Michael (42)

Dufour, Jean-Marie (41)

Gürkaynak, Refet (37)

Clark, Todd (35)

Schrimpf, Andreas (35)

Marcellino, Massimiliano (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)

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137.

Full description at Econpapers || Download paper

2024Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Approximation 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Weak Identification of Forward‐looking Models in Monetary Economics. (2004). Mavroeidis, Sophocles. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:66:y:2004:i:s1:p:609-635.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

Full description at Econpapers || Download paper

2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

Full description at Econpapers || Download paper

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]
article272
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]
article2130
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]
article222
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: 222
paper
2009Forecasting Professional Forecasters In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article94
2006Forecasting professional forecasters.(2006) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94
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 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]
article65
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.
[Full Text][Citation analysis]
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]
paper106
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: 106
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: 106
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 nother version. Agregated cites: 106
article
2000GMM with Weak Identification In: Econometrica.
[Citation analysis]
article381
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]
chapter73
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]
article171
2003Bayesian Model Averaging and exchange rate forecasts.(2003) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171
paper
2000Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data In: Journal of Econometrics.
[Full Text][Citation analysis]
article82
2003Exchange rate forecasting: the errors weve really made In: Journal of International Economics.
[Full Text][Citation analysis]
article159
2001Exchange rate forecasting: the errors weve really made.(2001) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 159
paper
2005Uncovered interest parity: it works, but not for long In: Journal of International Economics.
[Full Text][Citation analysis]
article106
2003Uncovered interest parity: it works, but not for long.(2003) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106
paper
2008Order flow and exchange rate dynamics in electronic brokerage system data In: Journal of International Economics.
[Full Text][Citation analysis]
article122
2006Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data.(2006) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122
paper
2019Some observations on forecasting and policy In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2009Bond risk premia and realized jump risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article65
2013The economics of options-implied inflation probability density functions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article50
2012The Economics of Options-Implied Inflation Probability Density Functions.(2012) In: Economics Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
2012The Economics of Options-Implied Inflation Probability Density Functions.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
2012The Economics of Options-Implied Inflation Probability Density Functions.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
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]
article7
2004Identifying VARS based on high frequency futures data In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article222
2002Identifying vars based on high frequency futures data.(2002) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 222
paper
2007The high-frequency response of exchange rates and interest rates to macroeconomic announcements In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article307
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 nother version. Agregated cites: 307
paper
2007The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article278
2006The U.S. Treasury yield curve: 1961 to the present.(2006) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 278
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]
article99
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 nother version. Agregated cites: 99
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]
paper125
2006The yield curve and predicting recessions In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper62
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]
paper136
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 nother version. Agregated cites: 136
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 nother version. Agregated cites: 136
article
2014Jumps in Bond Yields at Known Times In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper12
2014Jumps in Bond Yields at Known Times.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2023Breaks in the Phillips Curve: Evidence from Panel Data In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper3
2023Breaks in the Phillips Curve: Evidence from Panel Data.(2023) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2014Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper180
2016Unconventional Monetary Policy and International Risk Premia In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper90
2018Unconventional Monetary Policy and International Risk Premia.(2018) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90
article
2022Market Effects of Central Bank Credit Markets Support Programs in Europe In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper0
1999High frequency data, frequency domain inference and volatility forecasting In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper67
2001High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting.(2001) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67
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 nother version. Agregated cites: 19
article
2000News and noise in G-7 GDP announcements In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper175
2005News and Noise in G-7 GDP Announcements..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 175
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.
[Full Text][Citation analysis]
paper2
2003Forecasting U.S. inflation by Bayesian Model Averaging In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper82
2009Forecasting US inflation by Bayesian model averaging.(2009) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82
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.
[Full Text][Citation analysis]
paper28
2006Predicting sharp depreciations in industrial country exchange rates In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper4
2007Trading activity and exchange rates in high-frequency EBS data In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper4
2019The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2021Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19 In: Liberty Street Economics.
[Full Text][Citation analysis]
paper1
2017Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates In: Staff Reports.
[Full Text][Citation analysis]
paper9
2021Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates*.(2021) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2010Evaluating real-time VAR forecasts with an informative democratic prior In: Working Papers.
[Full Text][Citation analysis]
paper2
2015Weather-adjusting employment data In: Working Papers.
[Full Text][Citation analysis]
paper6
2016Options-Implied Probability Density Functions for Real Interest Rates In: International Journal of Central Banking.
[Full Text][Citation analysis]
article3
2020The Federal Reserves Current Framework for Monetary Policy: A Review and Assessment In: International Journal of Central Banking.
[Full Text][Citation analysis]
article49
2019The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49
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]
article9
2021Refining Set-Identification in VARs through Independence In: Economics Working Paper Archive.
[Full Text][Citation analysis]
paper13
2021Refining Set-Identification in VARs through Independence.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
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.
[Full Text][Citation analysis]
paper2
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2011What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? In: NBER Working Papers.
[Full Text][Citation analysis]
paper63
2018Seasonal Adjustment of NIPA data In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2020Event-day Options In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2022The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2014Evaluating asset-market effects of unconventional monetary policy: a multi-country review In: Economic Policy.
[Full Text][Citation analysis]
article192
2013State Space Models and MIDAS Regressions In: Econometric Reviews.
[Full Text][Citation analysis]
article69
2011Editors Report 2011 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2015Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2012Forecasting Interest Rates with Shifting Endpoints In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper32
2014Forecasting interest rates with shifting endpoints.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
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]
article16
2018Risk Premia in the 8:30 Economy In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]
article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team