Jonathan Wright : Citation Profile

Johns Hopkins University

42

H index

62

i10 index

8781

Citations

RESEARCH PRODUCTION:

77

Articles

75

Papers

1

Books

4

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 283
   Journals where Jonathan Wright has often published
   Relations with other researchers
   Recent citing documents: 556.    Total self citations: 49 (0.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwr25
   Updated: 2025-12-27    RAS profile: 2024-12-10    
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Relations with other researchers

Works with:

Drautzburg, Thorsten (4)

Lucca, David (3)

Smith, Simon (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 (90)

Rossi, Barbara (87)

Creel, Jerome (50)

Khalaf, Lynda (45)

Schrimpf, Andreas (45)

Clements, Michael (45)

Roventini, Andrea (43)

Gürkaynak, Refet (43)

Swanson, Eric (43)

Napoletano, Mauro (42)

Dufour, Jean-Marie (41)

Cites to:

Swanson, Eric (59)

Gürkaynak, Refet (56)

Diebold, Francis (48)

Watson, Mark (46)

Campbell, John (45)

Bollerslev, Tim (37)

Stock, James (31)

Rudebusch, Glenn (30)

Bernanke, Ben (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 Economics6
Journal of Econometrics5
Journal of Applied Econometrics4
Brookings Papers on Economic Activity4
Economics Letters4
American Economic Review3
The Review of Economics and Statistics3
Journal of International Economics3
International Journal of Central Banking2
Journal of Economic Literature2
Econometric Reviews2
Journal of Time Series Analysis2
Econometric Theory2
Journal of Business & Economic Statistics2
Oxford Bulletin of Economics and Statistics2
Journal of the European Economic Association2

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
Working Papers / Federal Reserve Bank of Philadelphia3
Liberty Street Economics / Federal Reserve Bank of New York2
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics2
Staff Reports / Federal Reserve Bank of New York2

Recent works citing Jonathan Wright (2025 and 2024)

YearTitle of citing document
2024Water Quality and the Conservation Reserve Program: Empirical Evidence from the Mississippi River Basin. (2024). Hrozencik, Robert A ; Karwowski, Nicole ; Skidmore, Marin ; Rosenberg, Andrew B. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343739.

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2024Water Quality and the Conservation Reserve Program: Empirical Evidence from the Mississippi River Basin. (2024). Hrozencik, Robert ; Karwowski, Nicole ; Skidmore, Marin ; Rosenberg, Andrew B. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343739.

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2024Determinants of crop abandonment by smallholder maize farmers in Zambia. (2024). Chekenya, Nixon S ; Yenibehit, Nanii ; Dzingirai, Canicio. In: Agrekon. RePEc:ags:agreko:348234.

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:343506.

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2025Forecasting the Inflation for Budget Forecasters: An Analysis of ANN Model Performance in Türkiye. (2025). Kara, Berat ; Engler, Hasan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:1:p:58-91.

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2024Learning from diversity: ``jati fractionalization, social expectations and improved sanitation practices in India. (2024). Das, Upasak ; Gupta, Tanu ; Ashraf, Sania ; Bicchieri, Cristina ; Shpenev, Alex. In: Discussion Papers. RePEc:alo:isipdp:24-01.

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2025Global Financial Spillovers of ChineseMacroeconomic Surprises. (2025). Turen, Javier ; Gutierrez, Camila ; Vicondoa, Alejandro. In: Working Papers. RePEc:aoz:wpaper:366.

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2024Modelos FAVAR con factores estáticos y dinámicos para pronosticar la inflación en Costa Rica. (2024). Segura-Rodriguez, Carlos. In: Documentos de Trabajo. RePEc:apk:doctra:2403.

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2025Monetary Policy and the Credit Channel, 2008-2019. (2025). Barquero-Romero, Jose Pablo ; Loaiza-Marn, Kerry. In: Documentos de Trabajo. RePEc:apk:doctra:2504.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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

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2025Weak Identification with Bounds in a Class of Minimum Distance Models. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). 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. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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

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2024Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; 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. (2024). Yang, Yihe ; Zhu, Xiaofeng ; Lorincz-Comi, Noah. In: Papers. RePEc:arx:papers:2301.05130.

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2025Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits. (2025). Hirano, Keisuke ; Porter, Jack R. In: Papers. RePEc:arx:papers:2302.03117.

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2025Identification-robust inference for the LATE with high-dimensional covariates. (2023). Ma, Yukun. In: Papers. RePEc:arx:papers:2302.09756.

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2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2025Large 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. (2024). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535.

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

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2024Beveridgean Phillips Curve. (2024). Michaillat, Pascal ; Saez, Emmanuel. In: Papers. RePEc:arx:papers:2401.12475.

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2025Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.10907.

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2024Essays on Responsible and Sustainable Finance. (2024). Malakar, Baridhi. In: Papers. RePEc:arx:papers:2406.12995.

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2025Identification and Estimation of Causal Effects in High-Frequency Event Studies. (2024). McCloskey, Adam ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2406.15667.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Methodological Foundations of Modern Causal Inference in Social Science Research. (2024). Pan, Guanghui. In: Papers. RePEc:arx:papers:2408.00032.

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2024Credit Spreads Term Structure: Stochastic Modeling with CIR++ Intensity. (2024). ben Alaya, Mohamed ; Sarr, Djibril ; Kebaier, Ahmed. In: Papers. RePEc:arx:papers:2409.09179.

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2025Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2024Distributionally Robust Instrumental Variables Estimation. (2024). Kwon, Yongchan ; Qu, Zhaonan. In: Papers. RePEc:arx:papers:2410.15634.

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2025A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Wang, Wenjie ; Zhang, Yichong ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

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2025A primer on optimal transport for causal inference with observational data. (2025). Gunsilius, Florian F. In: Papers. RePEc:arx:papers:2503.07811.

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2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

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2025Locally- but not Globally-identified SVARs. (2025). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2504.01441.

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2025Export proceeds repatriation policies: A shield against exchange rate volatility in emerging markets?. (2025). Uli, Sondang Marsinta ; Djuranovik, Leslie ; Gitaharie, Beta Yulianita ; Ekananda, Mahjus. In: Papers. RePEc:arx:papers:2506.09168.

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2025An Empirical Comparison of Weak-IV-Robust Procedures in Just-Identified Models. (2025). Li, Wenze. In: Papers. RePEc:arx:papers:2506.18001.

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2025Plausible GMM: A Quasi-Bayesian Approach. (2025). Hansen, Christian B ; Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei. In: Papers. RePEc:arx:papers:2507.00555.

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2025A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408.

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2025Federal Reserve Communication and the COVID-19 Pandemic. (2025). Saadon, Yossi ; Benchimol, Jonathan ; Kazinnik, Sophia. In: Papers. RePEc:arx:papers:2508.04830.

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2025Uniform Quasi ML based inference for the panel AR(1) model. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20855.

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2025DETERring more than Deforestation: Environmental Enforcement Reduces Violence in the Amazon. (2025). Possebom, Vitor ; Araujo, Rafael ; Setti, Gabriela. In: Papers. RePEc:arx:papers:2509.06076.

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2025Plausible GMM: a quasi-bayesian approach. (2025). Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei ; Hansen, Christian. In: CeMMAP working papers. RePEc:azt:cemmap:14/25.

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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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2025On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19.

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2025When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes. (2025). Gaglianone, Wagner ; Moura, Jaqueline Terra ; Machado, Jos Valentim. In: Working Papers Series. RePEc:bcb:wpaper:630.

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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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2025Global risk aversion and the term premium gap in emerging market economies. (2025). Villa, Stefania ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1493_25.

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2024Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14.

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2025Monetary Policy, Property Prices and Rents: Evidence from Local Housing Markets. (2025). Syrichas, Nicolas ; Groiss, Martin. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0058.

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2025ACHIEVING SDG 3 IN AFRICA: THE ROLE OF INSTITUTIONS, THE ENVIRONMENT, AND SOCIOECONOMIC FACTORS. (2025). Bolarinwa, Fatimah Ololade ; Oyeku, Bonuola Victoria ; Alimi, Olorunfemi Yasiru. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:246:p:97-139.

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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2025). Levieuge, Grgory ; Sahuc, Jean-Guillaume ; Revelo, Jos Garca. In: Working papers. RePEc:bfr:banfra:1018.

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2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

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2025The heterogeneous impact of monetary policy announcements on firms financial outcomes. (2025). Of, Central Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:157-21.

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2024House price responses to monetary policy surprises: evidence from US listings data. (2024). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: BIS Working Papers. RePEc:bis:biswps:1212.

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2025Estimation and Forecasting of Russian Money Market Yield Curves. (2025). Magzhanov, Timur ; Fedorov, Dmitry ; Kartaev, Philipp. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:2:p:36-64.

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2025Financial Literacy and Pension Strategies: Evidence from Russia. (2025). Abduramanov, Artem. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:115-136.

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2024Information or Noise? Examining the Effect of Discretionary Disclosure of Accounting Estimates on Financial Analyst Forecasts. (2024). Yin, Jennifer ; Sun, Xueyun ; Boone, Jeff P. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:4:p:852-891.

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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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2024Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370.

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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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2024Debt, deficits and interest rates. (2024). Cotton, Christopher. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:911-943.

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2024Impacts of Monetary Policy Shocks on Inflation and Output in New Zealand. (2024). Kirkby, Robert ; Vu, Huong Ngoc. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:160-187.

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

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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024Half Banked: The Economic Impact of Cash Management in the Marijuana Industry. (2024). Seegert, Nathan ; Berger, Elizabeth A. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2759-2796.

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2024Institutional Divide, Political Ties, and Contested Corporate Governance Reform in Taiwan. (2024). Zheng, Weiting ; Luo, Xiaowei Rose ; Chung, Chinien. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:4:p:1327-1363.

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2024The effect of weather index insurance on social capital: Evidence from rural Ethiopia. (2024). Nillesen, Eleonora ; Mohnen, Pierre ; Nigus, Halefom Yigzaw. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:1:p:121-159.

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2024Inference in Coarsened Time Series via Generalized Method of Moments. (2024). Chan, Kin Wai ; Ip, Man Fai. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:823-846.

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2024Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated. (2024). Spanos, Aris ; Do, Hoangphuong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:761-793.

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2024Inclusive growth in the face of increasing urbanization: What experience for African countries?. (2024). Domguia, Edmond Noubissi ; Ongo, Bruno Emmanuel ; Oumbe, Honor Tekam ; Ngounou, Borice Augustin. In: Review of Development Economics. RePEc:bla:rdevec:v:28:y:2024:i:1:p:34-70.

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2024Durable goods and consumer behavior with liquidity constraints. (2024). Molina, José Alberto ; Gary, K K ; Kim, Youn H. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:126:y:2024:i:1:p:155-193.

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2024The influence of media scrutiny on firms strategic eschewal of lobbying. (2024). Lee, Seunghyun ; Welbourne, Miranda J ; Kim, Jinsil. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:11:p:2340-2367.

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2024Has the Phillips curve flattened?. (2024). Rossi, Barbara ; Inoue, Atsushi ; Wang, Yiru. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:22.

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2024Where to live? English proficiency and residential location of UK migrants. (2024). Aoki, Yu ; Santiago, Lualhati. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:27.

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2024Japans Unconventional Monetary Policy and the Exchange Rate Dynamics. (2024). Sakura, Kenichi ; Kawamoto, Takuji ; Ikkatai, Kota. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e23.

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2025The Size and Uncertainty of Government Spending Multipliers in Italian Regions. (2025). Fanelli, Luca ; Mazzali, Marco ; Cavaliere, Giuseppe. In: Working Papers. RePEc:bol:bodewp:wp1216.

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2024Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, Michał ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001.

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2025A Survey-Based Shifting-Endpoint Dynamic Term Structure Model of Interest Rates: Working Paper 2025-03. (2025). McGrane, Michael. In: Working Papers. RePEc:cbo:wpaper:60888.

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2024What’s so Inconvenient About TIPS?. (2024). Lee, Sukjoon ; Herrenbrueck, Lucas ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364.

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2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

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2024Beveridgean Phillips Curve. (2024). Michaillat, Pascal ; Saez, Emmanuel. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt5zt7g6hk.

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2025U.S. Banks’ Artificial Intelligence and Small Business Lending: Evidence from the Census Bureau’s Annual Business Survey. (2025). Weng, Diana L ; Wang, Philip K ; Piao, Jeffery. In: Working Papers. RePEc:cen:wpaper:25-07.

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2024Categorical Thinking About Interest Rates. (2024). Wang, Chen ; Townsend, Richard ; Shue, Kelly. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11558.

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2024Is the Information Channel of Monetary Policy Alive in Emerging Markets?. (2024). Garcia-Schmidt, Mariana. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1017.

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2025Changes in Inflation Expectations and Firm Performance during Recent Global Economic Shocks. (2025). Selmi, Refk. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:selmi.

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01.

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2024Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084.

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2024Friend, Not Foe - Energy Prices and European Monetary Policy. (2024). Kriwoluzky, Alexander ; Ider, Gokhan ; Kurcz, Frederik ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2089.

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2024Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2095.

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2025Measuring Long-Run Expectations that Correlate with Investment Decisions. (2025). Sun, Chen ; Weinhardt, Felix ; Haan, Peter ; Weizscker, Georg. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2130.

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2024Pension Liquidity Risk. (2024). Ranaldo, Angelo ; Duijm, Patty ; Klingler, Sven ; Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:801.

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2025Measuring the Spillovers of US Unconventional Surprises across Monetary Conditions with Local Projections. (2025). Chantaraboontha, Arisa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1276.

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2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Garcia-Revelo, Jose ; Levieuge, Gregory. 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

Jonathan Wright has edited the books:

YearTitleTypeCited

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]		article290
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]		article48
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: 48		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: 48		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: 48		paper
2010The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article187
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: 187		paper
2012Macroeconomics and the Term Structure In: Journal of Economic Literature.
[Full Text][Citation analysis]		article198
2010Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 198		paper
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling In: Journal of Economic Literature.
[Full Text][Citation analysis]		article209
2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 209		paper
2000Alternative Variance-Ratio Tests Using Ranks and Signs. In: Journal of Business & Economic Statistics.
[Citation analysis]		article184
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]		article16
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2256
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]		article237
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: 237		paper
2009Forecasting Professional Forecasters In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article96
2006Forecasting professional forecasters.(2006) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		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]		article75
2007Cracking the conundrum.(2007) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2007Cracking the Conundrum.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2007Cracking the Conundrum.(2007) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 75		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]		article17
2022The Extent and Consequences of Federal Reserve Balance Sheet Shrinkage In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article2
In: .
[Full Text][Citation analysis]		article74
2024The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under In: Journal of Finance.
[Full Text][Citation analysis]		article8
2022The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under.(2022) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2022The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
1995STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO‐STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
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]		article70
2013Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		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]		article97
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]		article50
2000Detecting lack of identification in GMM.(2000) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data In: Working Paper Series.
[Full Text][Citation analysis]		paper112
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: 112		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: 112		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: 112		article
2012What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? In: Economic Journal.
[Full Text][Citation analysis]		article469
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 nother version. Agregated cites: 469		paper
2000GMM with Weak Identification In: Econometrica.
[Citation analysis]		article404
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]		chapter84
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]		article39
2008Bayesian Model Averaging and exchange rate forecasts In: Journal of Econometrics.
[Full Text][Citation analysis]		article176
2003Bayesian Model Averaging and exchange rate forecasts.(2003) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 176		paper
2022Analyzing cross-validation for forecasting with structural instability In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2023Refining set-identification in VARs through independence In: Journal of Econometrics.
[Full Text][Citation analysis]		article18
2021Refining Set-Identification in VARs through Independence.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2021Refining Set-Identification in VARs through Independence.(2021) In: Economics Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2021Refining Set-Identification in VARs through Independence.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		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]		article160
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: 160		paper
2005Uncovered interest parity: it works, but not for long In: Journal of International Economics.
[Full Text][Citation analysis]		article108
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: 108		paper
2008Order flow and exchange rate dynamics in electronic brokerage system data In: Journal of International Economics.
[Full Text][Citation analysis]		article127
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: 127		paper
2019Some observations on forecasting and policy In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2009Bond risk premia and realized jump risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article67
2013The economics of options-implied inflation probability density functions In: Journal of Financial Economics.
[Full Text][Citation analysis]		article53
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: 53		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: 53		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: 53		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]		article11
2024Comment on “The long and variable lags of monetary policy: Evidence from disaggregated price indices” by S. Borağan Aruoba and Thomas Drechsel In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2004Identifying VARS based on high frequency futures data In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article239
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: 239		paper
2007The high-frequency response of exchange rates and interest rates to macroeconomic announcements In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article324
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: 324		paper
2007The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article306
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: 306		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]		article102
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: 102		paper
2023Futures and options In: Chapters.
[Full Text][Citation analysis]		chapter0
2023Banks In: Chapters.
[Full Text][Citation analysis]		chapter0
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]		paper137
2006The yield curve and predicting recessions In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper63
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]		paper141
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: 141		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: 141		article
2014Jumps in Bond Yields at Known Times In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper13
2014Jumps in Bond Yields at Known Times.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2023Breaks in the Phillips Curve: Evidence from Panel Data In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper11
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: 11		paper
2024Monetary Policy in Uncertain Times In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2024Nonlinear Phillips Curves In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2014Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper183
2016Unconventional Monetary Policy and International Risk Premia In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper107
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: 107		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]		paper69
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: 69		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]		paper2
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]		paper176
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: 176		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]		paper84
2009Forecasting US inflation by Bayesian model averaging.(2009) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		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]		paper27
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]		paper1
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]		paper13
2021Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates*.(2021) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 13		article
2010Evaluating real-time VAR forecasts with an informative democratic prior In: Working Papers.
[Full Text][Citation analysis]		paper43
2013EVALUATING REAL‐TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR.(2013) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 43		article
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]		article54
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: 54		paper
2015Forward Guidance and Asset Prices In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper13
1999Testing for a Unit Root in the Volatility of Asset Returns. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article9
1999Testing for a unit root in the volatility of asset returns.(1999) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
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
2024Comment on The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices In: NBER Chapters.
[Citation analysis]		chapter0
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]		paper11
2011Efficient Prediction of Excess Returns.(2011) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
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
2014Evaluating asset-market effects of unconventional monetary policy: a multi-country review In: Economic Policy.
[Full Text][Citation analysis]		article205
2013State Space Models and MIDAS Regressions In: Econometric Reviews.
[Full Text][Citation analysis]		article76
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]		paper38
2014Forecasting interest rates with shifting endpoints.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2008Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article23
2017Forecasting With Model Uncertainty: Representations and Risk Reduction In: Econometrica.
[Full Text][Citation analysis]		article18
2013REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING In: Journal of Applied Econometrics.
[Citation analysis]		article22
2018Risk Premia in the 8:30 Economy In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article4

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