Jonathan Wright

Names

Identifer

Contact

Affiliations

• Johns Hopkins University / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset
  American Economic Review, American Economic Association (2011)
  by Jonathan H. Wright
  (ReDIF-article, aea:aecrev:v:101:y:2011:i:4:p:1514-34)
• Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply
  American Economic Review, American Economic Association (2014)
  by Jonathan H. Wright
  (ReDIF-article, aea:aecrev:v:104:y:2014:i:1:p:338-41)
• Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises
  American Economic Review, American Economic Association (2020)
  by Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright
  (ReDIF-article, aea:aecrev:v:110:y:2020:i:12:p:3871-3912)
• The TIPS Yield Curve and Inflation Compensation
  American Economic Journal: Macroeconomics, American Economic Association (2010)
  by Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright
  (ReDIF-article, aea:aejmac:v:2:y:2010:i:1:p:70-92)
• Macroeconomics and the Term Structure
  Journal of Economic Literature, American Economic Association (2012)
  by Refet S. Gürkaynak & Jonathan H. Wright
  (ReDIF-article, aea:jeclit:v:50:y:2012:i:2:p:331-67)
• Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
  Journal of Economic Literature, American Economic Association (2013)
  by Serena Ng & Jonathan H. Wright
  (ReDIF-article, aea:jeclit:v:51:y:2013:i:4:p:1120-54)
• Forward-Looking Estimates of Interest-Rate Distributions
  Annual Review of Financial Economics, Annual Reviews (2017)
  by Jonathan H. Wright
  (ReDIF-article, anr:refeco:v:9:y:2017:p:333-351)
• Journal of Business & Economic Statistics (RePEc:repec:bes:jnlbes)
  from American Statistical Association as editor
• Alternative Variance-Ratio Tests Using Ranks and Signs
  Journal of Business & Economic Statistics, American Statistical Association (2000)
  by Wright, Jonathan H
  (ReDIF-article, bes:jnlbes:v:18:y:2000:i:1:p:1-9)
• Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests
  Journal of Business & Economic Statistics, American Statistical Association (2000)
  by Wright, Jonathan H
  (ReDIF-article, bes:jnlbes:v:18:y:2000:i:2:p:211-22)
• Confidence Intervals for Univariate Impulse Responses with a Near Unit Root
  Journal of Business & Economic Statistics, American Statistical Association (2000)
  by Wright, Jonathan H
  (ReDIF-article, bes:jnlbes:v:18:y:2000:i:3:p:368-73)
• A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
  Journal of Business & Economic Statistics, American Statistical Association (2002)
  by Stock, James H & Wright, Jonathan H & Yogo, Motohiro
  (ReDIF-article, bes:jnlbes:v:20:y:2002:i:4:p:518-29)
• Comment
  Journal of Business & Economic Statistics, American Statistical Association (2009)
  by Wright, Jonathan H.
  (ReDIF-article, bes:jnlbes:v:27:i:3:y:2009:p:323-326)
• Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset
  Journal of Business & Economic Statistics, American Statistical Association (2009)
  by Faust, Jon & Wright, Jonathan H.
  (ReDIF-article, bes:jnlbes:v:27:i:4:y:2009:p:468-479)
• Forecasting Professional Forecasters
  Journal of Business & Economic Statistics, American Statistical Association (2009)
  by Ghysels, Eric & Wright, Jonathan H.
  (ReDIF-article, bes:jnlbes:v:27:i:4:y:2009:p:504-516)
• Editors’ Report 2009
  Journal of Business & Economic Statistics, American Statistical Association (2010)
  by Lewbel, Arthur & Ng, Serena & Hirano, Keisuke & Wright, Jonathan
  (ReDIF-article, bes:jnlbes:v:28:i:4:y:2010:p:574-574)
• Editors’ Report 2011
  Journal of Business & Economic Statistics, American Statistical Association (2011)
  by Hirano, Keisuke & Wright, Jonathan
  (ReDIF-article, bes:jnlbes:v:29:i:4:y:2011:p:597-597)
• Cracking the Conundrum
  Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2007)
  by David K. Backus & Jonathan H. Wright
  (ReDIF-article, bin:bpeajo:v:38:y:2007:i:2007-1:p:293-329)
• Unseasonal Seasonals?
  Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2013)
  by Jonathan H. Wright
  (ReDIF-article, bin:bpeajo:v:44:y:2013:i:2013-02:p:65-126)
• Weather-Adjusting Economic Data
  Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2015)
  by Michael Boldin & Jonathan H. Wright
  (ReDIF-article, bin:bpeajo:v:46:y:2015:i:2015-02:p:227-278)
• Evaluating asset-market effects of unconventional monetary policy: a multi-country review
  Economic Policy, CEPR;CES;MSH (2014)
  by John H. Rogers & Chiara Scotti & Jonathan H. Wright
  (ReDIF-article, bla:ecpoli:v:29:y:2014:i:80:p:749-799)
• Testing for a Structural Break at Unknown Date with Long‐memory Disturbances
  Journal of Time Series Analysis, Wiley Blackwell (1998)
  by Jonathan H. Wright
  (ReDIF-article, bla:jtsera:v:19:y:1998:i:3:p:369-376)
• Identification and Inference Using Event Studies
  Manchester School, University of Manchester (2013)
  by Refet S. Gürkaynak & Jonathan H. Wright
  (ReDIF-article, bla:manchs:v:81:y:2013:i::p:48-65)
• The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1997)
  by Wright, Jonathan H
  (ReDIF-article, bla:obuest:v:59:y:1997:i:2:p:299-303)
• A New Test for Structural Stability Based on Recursive Residuals
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1999)
  by Jonathan H. Wright
  (ReDIF-article, bla:obuest:v:61:y:1999:i:1:p:109-119)
• Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy?
  The B.E. Journal of Macroeconomics, De Gruyter (2004)
  by Faust Jon & Swanson Eric T & Wright Jonathan H
  (ReDIF-article, bpj:bejmac:v:contributions.4:y:2004:i:1:n:10)
• Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises
  CESifo Working Paper Series, CESifo (2018)
  by Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright
  (ReDIF-paper, ces:ceswps:_7229)
• Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
  by Gürkaynak, Refet & Kısacıkoğlu, Burçin & Wright, Jonathan
  (ReDIF-paper, cpr:ceprdp:13153)
• Macroeconomics and the Term Structure
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
  by Wright, Jonathan & Gürkaynak, Refet
  (ReDIF-paper, cpr:ceprdp:8018)
• Identification and Inference Using Event Studies
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
  by Wright, Jonathan & Gürkaynak, Refet
  (ReDIF-paper, cpr:ceprdp:9388)
• The Local Asymptotic Power Of Certain Tests For Fractional Integration
  Econometric Theory, Cambridge University Press (1999)
  by Wright, Jonathan H.
  (ReDIF-article, cup:etheor:v:15:y:1999:i:05:p:704-709_15)
• Detecting Lack Of Identification In Gmm
  Econometric Theory, Cambridge University Press (2003)
  by Wright, Jonathan H.
  (ReDIF-article, cup:etheor:v:19:y:2003:i:02:p:322-330_19)
• Identifying the effects of monetary policy shocks on exchange rates using high frequency data
  Working Paper Series, European Central Bank (2002)
  by Faust, Jon & Rogers, John H. & Swanson, Eric & Wright, Jonathan H.
  (ReDIF-paper, ecb:ecbwps:2002167)
• What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?
  Economic Journal, Royal Economic Society (2012)
  by Jonathan H. Wright
  (ReDIF-article, ecj:econjl:v:122:y:2012:i:564:p:f447-f466)
• GMM with Weak Identification
  Econometrica, Econometric Society (2000)
  by James H. Stock & Jonathan Wright
  (ReDIF-article, ecm:emetrp:v:68:y:2000:i:5:p:1055-1096)
• Testing the adequacy of conventional asymptotics in GMM
  Econometrics Journal, Royal Economic Society (2010)
  by Jonathan H. Wright
  (ReDIF-article, ect:emjrnl:v:13:y:2010:i:2:p:205-217)
• HERMIN Ireland
  Economic Modelling, Elsevier (1995)
  by Bradley, John & Whelan, Karl & Wright, Jonathan
  (ReDIF-article, eee:ecmode:v:12:y:1995:i:3:p:249-274)
• Forecasting Inflation
  Handbook of Economic Forecasting, Elsevier (2013)
  by Faust, Jon & Wright, Jonathan H.
  (ReDIF-chapter, eee:ecofch:2-2)
• The CUSUM test based on least squares residuals in regressions with integrated variables
  Economics Letters, Elsevier (1993)
  by Wright, J. H.
  (ReDIF-article, eee:ecolet:v:41:y:1993:i:4:p:353-358)
• Structural stability tests in the linear regression model when the regressors have roots local to unity
  Economics Letters, Elsevier (1996)
  by Wright, Jonathan H.
  (ReDIF-article, eee:ecolet:v:52:y:1996:i:3:p:257-262)
• Frequency domain inference for univariate impulse responses
  Economics Letters, Elsevier (1999)
  by Wright, Jonathan H.
  (ReDIF-article, eee:ecolet:v:63:y:1999:i:3:p:269-277)
• A new estimator of the fractionally integrated stochastic volatility model
  Economics Letters, Elsevier (1999)
  by Wright, Jonathan H.
  (ReDIF-article, eee:ecolet:v:63:y:1999:i:3:p:295-303)
• Efficient forecast tests for conditional policy forecasts
  Journal of Econometrics, Elsevier (2008)
  by Faust, Jon & Wright, Jonathan H.
  (ReDIF-article, eee:econom:v:146:y:2008:i:2:p:293-303)
• Bayesian Model Averaging and exchange rate forecasts
  Journal of Econometrics, Elsevier (2008)
  by Wright, Jonathan H.
  (ReDIF-article, eee:econom:v:146:y:2008:i:2:p:329-341)
• Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
  Journal of Econometrics, Elsevier (2000)
  by Bollerslev, Tim & Wright, Jonathan H.
  (ReDIF-article, eee:econom:v:98:y:2000:i:1:p:81-106)
• Exchange rate forecasting: the errors we've really made
  Journal of International Economics, Elsevier (2003)
  by Faust, Jon & Rogers, John H. & H. Wright, Jonathan
  (ReDIF-article, eee:inecon:v:60:y:2003:i:1:p:35-59)
• Uncovered interest parity: it works, but not for long
  Journal of International Economics, Elsevier (2005)
  by Chaboud, Alain P. & Wright, Jonathan H.
  (ReDIF-article, eee:inecon:v:66:y:2005:i:2:p:349-362)
• Order flow and exchange rate dynamics in electronic brokerage system data
  Journal of International Economics, Elsevier (2008)
  by Berger, David W. & Chaboud, Alain P. & Chernenko, Sergey V. & Howorka, Edward & Wright, Jonathan H.
  (ReDIF-article, eee:inecon:v:75:y:2008:i:1:p:93-109)
• Some observations on forecasting and policy
  International Journal of Forecasting, Elsevier (2019)
  by Wright, Jonathan H.
  (ReDIF-article, eee:intfor:v:35:y:2019:i:3:p:1186-1192)
• Bond risk premia and realized jump risk
  Journal of Banking & Finance, Elsevier (2009)
  by Wright, Jonathan H. & Zhou, Hao
  (ReDIF-article, eee:jbfina:v:33:y:2009:i:12:p:2333-2345)
• The economics of options-implied inflation probability density functions
  Journal of Financial Economics, Elsevier (2013)
  by Kitsul, Yuriy & Wright, Jonathan H.
  (ReDIF-article, eee:jfinec:v:110:y:2013:i:3:p:696-711)
• Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto
  Journal of Monetary Economics, Elsevier (2019)
  by Wright, Jonathan H.
  (ReDIF-article, eee:moneco:v:108:y:2019:i:c:p:180-184)
• Identifying VARS based on high frequency futures data
  Journal of Monetary Economics, Elsevier (2004)
  by Faust, Jon & Swanson, Eric T. & Wright, Jonathan H.
  (ReDIF-article, eee:moneco:v:51:y:2004:i:6:p:1107-1131)
• The high-frequency response of exchange rates and interest rates to macroeconomic announcements
  Journal of Monetary Economics, Elsevier (2007)
  by Faust, Jon & Rogers, John H. & Wang, Shing-Yi B. & Wright, Jonathan H.
  (ReDIF-article, eee:moneco:v:54:y:2007:i:4:p:1051-1068)
• The U.S. Treasury yield curve: 1961 to the present
  Journal of Monetary Economics, Elsevier (2007)
  by Gurkaynak, Refet S. & Sack, Brian & Wright, Jonathan H.
  (ReDIF-article, eee:moneco:v:54:y:2007:i:8:p:2291-2304)
• The high-frequency impact of news on long-term yields and forward rates: Is it real?
  Journal of Monetary Economics, Elsevier (2009)
  by Beechey, Meredith J. & Wright, Jonathan H.
  (ReDIF-article, eee:moneco:v:56:y:2009:i:4:p:535-544)
• Growth and Development in the Two Economies of Ireland: An Overview (Proceedings of NIERC/ESRI Conference)
  Research Series, Economic and Social Research Institute (ESRI) (1993)
  by Bradley, John & Wright, Jonathan
  (ReDIF-book, esr:resser:bmi81)
• An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by Don H. Kim & Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2005-33)
• The yield curve and predicting recessions
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2006)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2006-07)
• Forecasting professional forecasters
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2006)
  by Eric Ghysels & Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2006-10)
• The U.S. Treasury yield curve: 1961 to the present
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2006)
  by Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2006-28)
• Rounding and the impact of news: a simple test of market rationality
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2007)
  by Meredith J. Beechey & Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2007-05)
• Bond risk premia and realized jump volatility
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2007)
  by Jonathan H. Wright & Hao Zhou
  (ReDIF-paper, fip:fedgfe:2007-22)
• Cracking the conundrum
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2007)
  by David K. Backus & Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2007-46)
• The TIPS yield curve and inflation compensation
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2008)
  by Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2008-05)
• Term premiums and inflation uncertainty: empirical evidence from an international panel dataset
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2008)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2008-25)
• The high-frequency impact of news on long-term yields and forward rates: Is it real?
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2008)
  by Meredith J. Beechey & Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2008-39)
• Confidence intervals for long-horizon predictive regressions via reverse regressions
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2009)
  by Min Wei & Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2009-27)
• Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012)
  by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšek
  (ReDIF-paper, fip:fedgfe:2012-77)
• Jumps in Bond Yields at Known Times
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014)
  by Don H. Kim & Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2014-100)
• Breaks in the Phillips Curve: Evidence from Panel Data
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2023)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedgfe:2023-15)
• Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014)
  by John H. Rogers & Chiara Scotti & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:1101)
• Unconventional Monetary Policy and International Risk Premia
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by John H. Rogers & Chiara Scotti & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:1172)
• Market Effects of Central Bank Credit Markets Support Programs in Europe
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2022)
  by Yuriy Kitsul & Oleg Sokolinskiy & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:1357)
• High frequency data, frequency domain inference and volatility forecasting
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999)
  by Tim Bollerslev & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:649)
• Long memory in emerging market stock returns
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:650)
• A simple approach to robust inference in a cointegrating system
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:654)
• Detecting lack of identification in GMM
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:674)
• Exact confidence intervals for impulse responses in a Gaussian vector autoregression
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:682)
• Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:685)
• News and noise in G-7 GDP announcements
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000)
  by Jon Faust & John H. Rogers & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:690)
• An empirical comparison of Bundesbank and ECB monetary policy rules
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2001)
  by Jon Faust & John H. Rogers & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:705)
• Exchange rate forecasting: the errors we've really made
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2001)
  by Jon Faust & John H. Rogers & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:714)
• Identifying vars based on high frequency futures data
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002)
  by Jon Faust & Eric T. Swanson & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:720)
• Testing the null of identification in GMM
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:732)
• Identifying the effects of monetary policy shocks on exchange rates using high frequency data
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002)
  by Jon Faust & John H. Rogers & Eric T. Swanson & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:739)
• Uncovered interest parity: it works, but not for long
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003)
  by Alain P. Chaboud & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:752)
• Bayesian Model Averaging and exchange rate forecasts
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:779)
• Forecasting U.S. inflation by Bayesian Model Averaging
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:780)
• The high-frequency response of exchange rates and interest rates to macroeconomic announcements
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003)
  by Jon Faust & John H. Rogers & Shing-Yi Wang & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:784)
• The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004)
  by Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Raj S. Krishnasami Iyer & David Liu & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:823)
• Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006)
  by David W. Berger & Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:830)
• Predicting sharp depreciations in industrial country exchange rates
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006)
  by Joseph E. Gagnon & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:881)
• Trading activity and exchange rates in high-frequency EBS data
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007)
  by Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright
  (ReDIF-paper, fip:fedgif:903)
• The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies
  Liberty Street Economics, Federal Reserve Bank of New York (2019)
  by Samuel Hanson & David O. Lucca & Jonathan H. Wright
  (ReDIF-paper, fip:fednls:87317)
• Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19
  Liberty Street Economics, Federal Reserve Bank of New York (2021)
  by David O. Lucca & Jonathan H. Wright
  (ReDIF-paper, fip:fednls:90401)
• Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates
  Staff Reports, Federal Reserve Bank of New York (2017)
  by Samuel Hanson & David O. Lucca & Jonathan H. Wright
  (ReDIF-paper, fip:fednsr:810)
• Evaluating real-time VAR forecasts with an informative democratic prior
  Working Papers, Federal Reserve Bank of Philadelphia (2010)
  by Jonathan H. Wright
  (ReDIF-paper, fip:fedpwp:10-19)
• Weather-adjusting employment data
  Working Papers, Federal Reserve Bank of Philadelphia (2015)
  by Michael D. Boldin & Jonathan H. Wright
  (ReDIF-paper, fip:fedpwp:15-5)
• Options-Implied Probability Density Functions for Real Interest Rates
  International Journal of Central Banking, International Journal of Central Banking (2016)
  by Jonathan H. Wright
  (ReDIF-article, ijc:ijcjou:y:2016:q:3:a:3)
• The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment
  International Journal of Central Banking, International Journal of Central Banking (2020)
  by Janice C. Eberly & James H. Stock & Jonathan H. Wright
  (ReDIF-article, ijc:ijcjou:y:2020:q:0:a:1)
• Forward Guidance and Asset Prices
  IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2015)
  by Yıldız Akkaya & Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright
  (ReDIF-paper, ime:imedps:15-e-06)
• Testing for a Unit Root in the Volatility of Asset Returns
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1999)
  by Wright, Jonathan H
  (ReDIF-article, jae:japmet:v:14:y:1999:i:3:p:309-18)
• The Economics of Options-Implied Inflation Probability Density Functions
  Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2012)
  by Yuriy Kitsul & Jonathan H. Wright
  (ReDIF-paper, jhu:papers:600)
• Refining Set-Identification in VARs through Independence
  Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2021)
  by Drautzburg, Thorsten & Wright, Jonathan H
  (ReDIF-paper, jhu:papers:64575)
• Forecasting US inflation by Bayesian model averaging
  Journal of Forecasting, John Wiley & Sons, Ltd. (2009)
  by Jonathan H. Wright
  (ReDIF-article, jof:jforec:v:28:y:2009:i:2:p:131-144)
• News and Noise in G-7 GDP Announcements
  Journal of Money, Credit and Banking, Blackwell Publishing (2005)
  by Faust, Jon & Rogers, John H & Wright, Jonathan H
  (ReDIF-article, mcb:jmoncb:v:37:y:2005:i:3:p:403-19)
• Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices
  Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2002)
  by C.S. Forbes & G.M. Martin & J. Wright
  (ReDIF-paper, msh:ebswps:2002-2)
• Asymptotics for GMM Estimators with Weak Instruments
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996)
  by James H. Stock & Jonathan Wright
  (ReDIF-paper, nbr:nberte:0198)
• Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Jon Faust & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:13397)
• Cracking the Conundrum
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by David K. Backus & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:13419)
• Efficient Prediction of Excess Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by Jon Faust & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:14169)
• Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek
  (ReDIF-paper, nbr:nberwo:16725)
• What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:17154)
• The Economics of Options-Implied Inflation Probability Density Functions
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Yuriy Kitsul & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:18195)
• Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Serena Ng & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:19469)
• Jumps in Bond Yields at Known Times
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Don H. Kim & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:20711)
• Seasonal Adjustment of NIPA data
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:24895)
• Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:25016)
• The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Janice C. Eberly & James H. Stock & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:26002)
• Event-day Options
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:28306)
• Refining Set-Identification in VARs through Independence
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Thorsten Drautzburg & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:29316)
• The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by David Lucca & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:29971)
• Breaks in the Phillips Curve: Evidence from Panel Data
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Simon Smith & Allan Timmermann & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:31153)
• Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:9660)
• Evaluating asset-market effects of unconventional monetary policy: a multi-country review
  [Uncertainty of interest rate path as a monetary policy instrument]
  Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH (2014)
  by John H. Rogers & Chiara Scotti & Jonathan H. Wright
  (ReDIF-article, oup:ecpoli:v:29:y:2014:i:80:p:749-799.)
• Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates
  The Quarterly Journal of Economics, President and Fellows of Harvard College (2021)
  by Samuel G Hanson & David O Lucca & Jonathan H Wright
  (ReDIF-article, oup:qjecon:v:136:y:2021:i:3:p:1719-1781.)
• The Economics of Options-Implied Inflation Probability Density Functions
  2012 Meeting Papers, Society for Economic Dynamics (2012)
  by Jonathan Wright & Yuriy Kitsul
  (ReDIF-paper, red:sed012:174)
• Cracking the Conundrum
  Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2007)
  by David K. Backus & Jonathan H. Wright
  (ReDIF-paper, ste:nystbu:07-21)
• Log-Periodogram Estimation Of Long Memory Volatility Dependencies With Conditionally Heavy Tailed Returns
  Econometric Reviews, Taylor & Francis Journals (2002)
  by Jonathan Wright
  (ReDIF-article, taf:emetrv:v:21:y:2002:i:4:p:397-417)
• State Space Models and MIDAS Regressions
  Econometric Reviews, Taylor & Francis Journals (2013)
  by Jennie Bai & Eric Ghysels & Jonathan H. Wright
  (ReDIF-article, taf:emetrv:v:32:y:2013:i:7:p:779-813)
• Editors' Report 2011
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2011)
  by Keisuke Hirano & Jonathan Wright
  (ReDIF-article, taf:jnlbes:v:29:y:2011:i:4:p:597-597)
• Comment
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2015)
  by Jonathan H. Wright
  (ReDIF-article, taf:jnlbes:v:33:y:2015:i:1:p:12-13)
• Forecasting Interest Rates with Shifting Endpoints
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2012)
  by Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright
  (ReDIF-paper, tin:wpaper:20120076)
• Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
  Journal of the European Economic Association, MIT Press (2003)
  by Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright
  (ReDIF-article, tpr:jeurec:v:1:y:2003:i:5:p:1031-1057)
• Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data
  Journal of the European Economic Association, MIT Press (2008)
  by Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright
  (ReDIF-article, tpr:jeurec:v:6:y:2008:i:2-3:p:589-596)
• High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting
  The Review of Economics and Statistics, MIT Press (2001)
  by Tim Bollerslev & Jonathan H. Wright
  (ReDIF-article, tpr:restat:v:83:y:2001:i:4:p:596-602)
• Efficient Prediction of Excess Returns
  The Review of Economics and Statistics, MIT Press (2011)
  by Jon Faust & Jonathan H. Wright
  (ReDIF-article, tpr:restat:v:93:y:2011:i:2:p:647-659)
• Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
  The Review of Economics and Statistics, MIT Press (2013)
  by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek
  (ReDIF-article, tpr:restat:v:95:y:2013:i:5:p:1501-1519)
• Forecasting With Model Uncertainty: Representations and Risk Reduction
  Econometrica, Econometric Society (2017)
  by Keisuke Hirano & Jonathan H. Wright
  (ReDIF-article, wly:emetrp:v:85:y:2017:i::p:617-643)
• Reverse Regressions And Long‐Horizon Forecasting
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013)
  by Min Wei & Jonathan H. Wright
  (ReDIF-article, wly:japmet:v:28:y:2013:i:3:p:353-371)
• Evaluating Real‐Time Var Forecasts With An Informative Democratic Prior
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013)
  by Jonathan H. Wright
  (ReDIF-article, wly:japmet:v:28:y:2013:i:5:p:762-776)
• Forecasting interest rates with shifting endpoints
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014)
  by Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright
  (ReDIF-article, wly:japmet:v:29:y:2014:i:5:p:693-712)
• Unconventional Monetary Policy and International Risk Premia
  Journal of Money, Credit and Banking, Blackwell Publishing (2018)
  by John H. Rogers & Chiara Scotti & Jonathan H. Wright
  (ReDIF-article, wly:jmoncb:v:50:y:2018:i:8:p:1827-1850)
• Risk Premia in the 8:30 Economy
  Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2018)
  by Jon Faust & Jonathan H. Wright
  (ReDIF-article, wsi:qjfxxx:v:08:y:2018:i:03:n:s2010139218500106)