40
H index
56
i10 index
7819
Citations
Johns Hopkins University | 40 H index 56 i10 index 7819 Citations RESEARCH PRODUCTION: 66 Articles 71 Papers 1 Books 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 30 years (1993 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwr25 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jonathan Wright. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | A 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 | |
2023 | Mobile 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 | |
2023 | Oil 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 | |
2024 | Testing 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 | |
2024 | Theory 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 | |
2024 | Theory 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 | |
2024 | Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774. Full description at Econpapers || Download paper | |
2024 | Efficiently 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 | |
2023 | Living 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 | |
2023 | On 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 | |
2023 | A 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 | |
2024 | Weak 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 | |
2024 | Reservoir 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 | |
2024 | Unbiased 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 | |
2023 | Asymptotic 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 | |
2023 | Forecasting 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 | |
2023 | Identification-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 | |
2024 | Estimating 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 | |
2023 | Explaining 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 | |
2023 | Large 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 | |
2024 | Weak Identification with Many Instruments. (2023). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535. Full description at Econpapers || Download paper | |
2024 | Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062. Full description at Econpapers || Download paper | |
2023 | The 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 | |
2023 | Structural 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 | |
2023 | Causal 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 | |
2023 | Long-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 | |
2023 | Modelling 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 | |
2023 | What 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 | |
2024 | U.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 | |
2023 | Macroeconomic 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 | |
2024 | Nowcasting 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 | |
2023 | The 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 | |
2023 | Inflation 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 | |
2023 | Euro 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 | |
2023 | How 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 | |
2023 | Keep 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 | |
2023 | Corporate 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 | |
2023 | Arbitrage 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 | |
2023 | Tax 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 | |
2024 | Approximation of bias and meanâ€squared error in twoâ€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 | |
2024 | Blue 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 | |
2024 | Predictive 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 | |
2023 | Consuming 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 | |
2023 | Uncertainty 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 | |
2024 | Does 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 | |
2023 | Risk 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 | |
2023 | Local 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 | |
2023 | The 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 | |
2023 | Weak Identification of Forwardâ€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 | |
2023 | Market 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 | |
2023 | Estimation 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 | |
2023 | Should 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 | |
2023 | Financial 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 | |
2023 | Do 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 | |
2023 | Director 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 | |
2023 | Yield 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 | |
2023 | The 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 | |
2023 | Green 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 | |
2023 | Intervening 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 | |
2023 | Effects 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 | |
2023 | Monitoring 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 | |
2023 | How 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 | |
2023 | Ambiguous 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 | |
2023 | Functional 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 | |
2023 | The 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 | |
2023 | Foreshadowing 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 | |
2023 | Macroeconomic 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 | |
2023 | Global 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 | |
2023 | Have 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 | |
2023 | The 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 | |
2024 | Revisiting 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 | |
2023 | Nowcasting 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 | |
2023 | Density 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... |
Journal | |
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Journal of Business & Economic Statistics |
Year | Title | Type | Cited |
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2011 | Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset In: American Economic Review. [Full Text][Citation analysis] | article | 272 |
2014 | Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply In: American Economic Review. [Full Text][Citation analysis] | article | 20 |
2020 | Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises In: American Economic Review. [Full Text][Citation analysis] | article | 35 |
2018 | Missing 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 | |
2018 | Missing 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 | |
2018 | Missing 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 | |
2010 | The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 174 |
2008 | The 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 | |
2012 | Macroeconomics and the Term Structure In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 186 |
2010 | Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 186 | paper | |
2013 | Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 203 |
2013 | Facts 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 | |
2000 | Alternative Variance-Ratio Tests Using Ranks and Signs. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 179 |
2000 | Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 22 |
2000 | Confidence Intervals for Univariate Impulse Responses with a Near Unit Root. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 17 |
2002 | A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2130 |
2009 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2009 | Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 222 |
2007 | Comparing 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 | |
2009 | Forecasting Professional Forecasters In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 94 |
2006 | Forecasting professional forecasters.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
2010 | Editors’ Report 2009 In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2011 | Editors’ Report 2011 In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2007 | Cracking the Conundrum In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 74 |
2007 | Cracking the conundrum.(2007) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2007 | Cracking the Conundrum.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2007 | Cracking the Conundrum.(2007) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2013 | Unseasonal Seasonals? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 4 |
2015 | Weather-Adjusting Economic Data In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 13 |
In: . [Full Text][Citation analysis] | article | 65 | |
2013 | Identification and Inference Using Event Studies In: Manchester School. [Full Text][Citation analysis] | article | 67 |
2013 | Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
1997 | The 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] | article | 5 |
1999 | A New Test for Structural Stability Based on Recursive Residuals In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2004 | Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 94 |
1999 | THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
2003 | DETECTING LACK OF IDENTIFICATION IN GMM In: Econometric Theory. [Full Text][Citation analysis] | article | 47 |
2000 | Detecting lack of identification in GMM.(2000) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2002 | Identifying the effects of monetary policy shocks on exchange rates using high frequency data In: Working Paper Series. [Full Text][Citation analysis] | paper | 106 |
2002 | Identifying 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 | |
2003 | Identifying 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 | |
2003 | Identifying 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 | |
2000 | GMM with Weak Identification In: Econometrica. [Citation analysis] | article | 381 |
2010 | Testing the adequacy of conventional asymptotics in GMM In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
1995 | HERMIN Ireland In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
2013 | Forecasting Inflation In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 73 |
1993 | The CUSUM test based on least squares residuals in regressions with integrated variables In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
1996 | Structural stability tests in the linear regression model when the regressors have roots local to unity In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
1999 | Frequency domain inference for univariate impulse responses In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
1999 | A new estimator of the fractionally integrated stochastic volatility model In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
2008 | Efficient forecast tests for conditional policy forecasts In: Journal of Econometrics. [Full Text][Citation analysis] | article | 36 |
2008 | Bayesian Model Averaging and exchange rate forecasts In: Journal of Econometrics. [Full Text][Citation analysis] | article | 171 |
2003 | Bayesian 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 | |
2000 | Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 82 |
2003 | Exchange rate forecasting: the errors weve really made In: Journal of International Economics. [Full Text][Citation analysis] | article | 159 |
2001 | Exchange 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 | |
2005 | Uncovered interest parity: it works, but not for long In: Journal of International Economics. [Full Text][Citation analysis] | article | 106 |
2003 | Uncovered 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 | |
2008 | Order flow and exchange rate dynamics in electronic brokerage system data In: Journal of International Economics. [Full Text][Citation analysis] | article | 122 |
2006 | Order 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 | |
2019 | Some observations on forecasting and policy In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2009 | Bond risk premia and realized jump risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 65 |
2013 | The economics of options-implied inflation probability density functions In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 50 |
2012 | The 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 | |
2012 | The 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 | |
2012 | The 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 | |
2019 | Comment 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] | article | 7 |
2004 | Identifying VARS based on high frequency futures data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 222 |
2002 | Identifying 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 | |
2007 | The high-frequency response of exchange rates and interest rates to macroeconomic announcements In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 307 |
2003 | The 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 | |
2007 | The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 278 |
2006 | The 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 | |
2009 | The high-frequency impact of news on long-term yields and forward rates: Is it real? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 99 |
2008 | The 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 | |
1993 | Growth and Development in the Two Economies of Ireland: An Overview (Proceedings of NIERC/ESRI Conference) In: Research Series. [Citation analysis] | book | 0 |
2005 | An 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] | paper | 125 |
2006 | The yield curve and predicting recessions In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 62 |
2007 | Rounding and the impact of news: a simple test of market rationality In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Bond risk premia and realized jump volatility In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
2008 | Term premiums and inflation uncertainty: empirical evidence from an international panel dataset In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 5 |
2009 | Confidence intervals for long-horizon predictive regressions via reverse regressions In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
2012 | Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 136 |
2011 | Credit 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 | |
2013 | Credit 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 | |
2014 | Jumps in Bond Yields at Known Times In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 12 |
2014 | Jumps in Bond Yields at Known Times.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2023 | Breaks in the Phillips Curve: Evidence from Panel Data In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
2023 | Breaks 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 | |
2014 | Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 180 |
2016 | Unconventional Monetary Policy and International Risk Premia In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 90 |
2018 | Unconventional 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 | |
2022 | Market Effects of Central Bank Credit Markets Support Programs in Europe In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | High frequency data, frequency domain inference and volatility forecasting In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 67 |
2001 | High-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 | |
1999 | Long memory in emerging market stock returns In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | A simple approach to robust inference in a cointegrating system In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Exact confidence intervals for impulse responses in a Gaussian vector autoregression In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2000 | Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2002 | LOG-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 | |
2000 | News and noise in G-7 GDP announcements In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 175 |
2005 | News 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 | |
2001 | An empirical comparison of Bundesbank and ECB monetary policy rules In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 60 |
2002 | Testing the null of identification in GMM In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2003 | Forecasting U.S. inflation by Bayesian Model Averaging In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 82 |
2009 | Forecasting US inflation by Bayesian model averaging.(2009) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | article | |
2004 | The 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] | paper | 28 |
2006 | Predicting sharp depreciations in industrial country exchange rates In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2007 | Trading activity and exchange rates in high-frequency EBS data In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19 In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2017 | Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates In: Staff Reports. [Full Text][Citation analysis] | paper | 9 |
2021 | Rate-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 | |
2010 | Evaluating real-time VAR forecasts with an informative democratic prior In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Weather-adjusting employment data In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2016 | Options-Implied Probability Density Functions for Real Interest Rates In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 3 |
2020 | The Federal Reserves Current Framework for Monetary Policy: A Review and Assessment In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 49 |
2019 | The 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 | |
2015 | Forward Guidance and Asset Prices In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 12 |
1999 | Testing for a Unit Root in the Volatility of Asset Returns. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
2021 | Refining Set-Identification in VARs through Independence In: Economics Working Paper Archive. [Full Text][Citation analysis] | paper | 13 |
2021 | Refining Set-Identification in VARs through Independence.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2002 | Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices. In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
1996 | Asymptotics for GMM Estimators with Weak Instruments In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Efficient Prediction of Excess Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2011 | Efficient 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 | |
2011 | What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 63 |
2018 | Seasonal Adjustment of NIPA data In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Event-day Options In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | Evaluating asset-market effects of unconventional monetary policy: a multi-country review In: Economic Policy. [Full Text][Citation analysis] | article | 192 |
2013 | State Space Models and MIDAS Regressions In: Econometric Reviews. [Full Text][Citation analysis] | article | 69 |
2011 | Editors Report 2011 In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2015 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2012 | Forecasting Interest Rates with Shifting Endpoints In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
2014 | Forecasting interest rates with shifting endpoints.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
2008 | Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 21 |
2017 | Forecasting With Model Uncertainty: Representations and Risk Reduction In: Econometrica. [Full Text][Citation analysis] | article | 16 |
2018 | Risk Premia in the 8:30 Economy In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 4 |
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