Jonathan Wright
Names
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Jonathan |
| middle: |
H. |
| last: |
Wright |
Identifer
Contact
Affiliations
-
Johns Hopkins University
/ Department of Economics
Research profile
author of:
- Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset (RePEc:aea:aecrev:v:101:y:2011:i:4:p:1514-34)
by Jonathan H. Wright - Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply (RePEc:aea:aecrev:v:104:y:2014:i:1:p:338-41)
by Jonathan H. Wright - Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises (RePEc:aea:aecrev:v:110:y:2020:i:12:p:3871-3912)
by Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright - The TIPS Yield Curve and Inflation Compensation (RePEc:aea:aejmac:v:2:y:2010:i:1:p:70-92)
by Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright - Macroeconomics and the Term Structure (RePEc:aea:jeclit:v:50:y:2012:i:2:p:331-67)
by Refet S. Gürkaynak & Jonathan H. Wright - Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling (RePEc:aea:jeclit:v:51:y:2013:i:4:p:1120-54)
by Serena Ng & Jonathan H. Wright - Forward-Looking Estimates of Interest-Rate Distributions (RePEc:anr:refeco:v:9:y:2017:p:333-351)
by Jonathan H. Wright - Journal of Business & Economic Statistics (RePEc:bes:jnlbes)
from American Statistical Association as editor - Alternative Variance-Ratio Tests Using Ranks and Signs (RePEc:bes:jnlbes:v:18:y:2000:i:1:p:1-9)
by Wright, Jonathan H - Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests (RePEc:bes:jnlbes:v:18:y:2000:i:2:p:211-22)
by Wright, Jonathan H - Confidence Intervals for Univariate Impulse Responses with a Near Unit Root (RePEc:bes:jnlbes:v:18:y:2000:i:3:p:368-73)
by Wright, Jonathan H - A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments (RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29)
by Stock, James H & Wright, Jonathan H & Yogo, Motohiro - Comment (RePEc:bes:jnlbes:v:27:i:3:y:2009:p:323-326)
by Wright, Jonathan H. - Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset (RePEc:bes:jnlbes:v:27:i:4:y:2009:p:468-479)
by Faust, Jon & Wright, Jonathan H. - Forecasting Professional Forecasters (RePEc:bes:jnlbes:v:27:i:4:y:2009:p:504-516)
by Ghysels, Eric & Wright, Jonathan H. - Editors’ Report 2009 (RePEc:bes:jnlbes:v:28:i:4:y:2010:p:574-574)
by Lewbel, Arthur & Ng, Serena & Hirano, Keisuke & Wright, Jonathan - Editors’ Report 2011 (RePEc:bes:jnlbes:v:29:i:4:y:2011:p:597-597)
by Hirano, Keisuke & Wright, Jonathan - Cracking the Conundrum (RePEc:bin:bpeajo:v:38:y:2007:i:2007-1:p:293-329)
by David K. Backus & Jonathan H. Wright - Unseasonal Seasonals? (RePEc:bin:bpeajo:v:44:y:2013:i:2013-02:p:65-126)
by Jonathan H. Wright - Weather-Adjusting Economic Data (RePEc:bin:bpeajo:v:46:y:2015:i:2015-02:p:227-278)
by Michael Boldin & Jonathan H. Wright - The Extent and Consequences of Federal Reserve Balance Sheet Shrinkage (RePEc:bin:bpeajo:v:53:y:2022:i:2022-02:p:259-275)
by Jonathan H. Wright - Unknown item RePEc:bla:ecpoli:v:29:y:2014:i:80:p:749-799 (article)
- The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under (RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085)
by David O. Lucca & Jonathan H. Wright - Stochastic Orders Of Magnitude Associated With Two‐Stage Estimators Of Fractional Arima Systems (RePEc:bla:jtsera:v:16:y:1995:i:1:p:119-125)
by J. H. Wright - Testing for a Structural Break at Unknown Date with Long‐memory Disturbances (RePEc:bla:jtsera:v:19:y:1998:i:3:p:369-376)
by Jonathan H. Wright - Identification and Inference Using Event Studies (RePEc:bla:manchs:v:81:y:2013:i::p:48-65)
by Refet S. Gürkaynak & Jonathan H. Wright - The Limiting Distribution of Post-sample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown (RePEc:bla:obuest:v:59:y:1997:i:2:p:299-303)
by Wright, Jonathan H - A New Test for Structural Stability Based on Recursive Residuals (RePEc:bla:obuest:v:61:y:1999:i:1:p:109-119)
by Jonathan H. Wright - Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? (RePEc:bpj:bejmac:v:contributions.4:y:2004:i:1:n:10)
by Faust Jon & Swanson Eric T & Wright Jonathan H - Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises (RePEc:ces:ceswps:_7229)
by Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright - Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises (RePEc:cpr:ceprdp:13153)
by Gürkaynak, Refet & Kısacıkoğlu, Burçin & Wright, Jonathan - Breaks in the Phillips Curve: Evidence from Panel Data (RePEc:cpr:ceprdp:18033)
by Smith, Simon & Timmermann, Allan & Wright, Jonathan - Macroeconomics and the Term Structure (RePEc:cpr:ceprdp:8018)
by Wright, Jonathan & Gürkaynak, Refet - Identification and Inference Using Event Studies (RePEc:cpr:ceprdp:9388)
by Wright, Jonathan & Gürkaynak, Refet - The Local Asymptotic Power Of Certain Tests For Fractional Integration (RePEc:cup:etheor:v:15:y:1999:i:05:p:704-709_15)
by Wright, Jonathan H. - Detecting Lack Of Identification In Gmm (RePEc:cup:etheor:v:19:y:2003:i:02:p:322-330_19)
by Wright, Jonathan H. - Identifying the effects of monetary policy shocks on exchange rates using high frequency data (RePEc:ecb:ecbwps:2002167)
by Faust, Jon & Rogers, John H. & Swanson, Eric & Wright, Jonathan H. - What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? (RePEc:ecj:econjl:v:122:y:2012:i:564:p:f447-f466)
by Jonathan H. Wright - GMM with Weak Identification (RePEc:ecm:emetrp:v:68:y:2000:i:5:p:1055-1096)
by James H. Stock & Jonathan Wright - Testing the adequacy of conventional asymptotics in GMM (RePEc:ect:emjrnl:v:13:y:2010:i:2:p:205-217)
by Jonathan H. Wright - HERMIN Ireland (RePEc:eee:ecmode:v:12:y:1995:i:3:p:249-274)
by Bradley, John & Whelan, Karl & Wright, Jonathan - Forecasting Inflation (RePEc:eee:ecofch:2-2)
by Faust, Jon & Wright, Jonathan H. - The CUSUM test based on least squares residuals in regressions with integrated variables (RePEc:eee:ecolet:v:41:y:1993:i:4:p:353-358)
by Wright, J. H. - Structural stability tests in the linear regression model when the regressors have roots local to unity (RePEc:eee:ecolet:v:52:y:1996:i:3:p:257-262)
by Wright, Jonathan H. - Frequency domain inference for univariate impulse responses (RePEc:eee:ecolet:v:63:y:1999:i:3:p:269-277)
by Wright, Jonathan H. - A new estimator of the fractionally integrated stochastic volatility model (RePEc:eee:ecolet:v:63:y:1999:i:3:p:295-303)
by Wright, Jonathan H. - Efficient forecast tests for conditional policy forecasts (RePEc:eee:econom:v:146:y:2008:i:2:p:293-303)
by Faust, Jon & Wright, Jonathan H. - Bayesian Model Averaging and exchange rate forecasts (RePEc:eee:econom:v:146:y:2008:i:2:p:329-341)
by Wright, Jonathan H. - Analyzing cross-validation for forecasting with structural instability (RePEc:eee:econom:v:226:y:2022:i:1:p:139-154)
by Hirano, Keisuke & Wright, Jonathan H. - Refining set-identification in VARs through independence (RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847)
by Drautzburg, Thorsten & Wright, Jonathan H. - Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (RePEc:eee:econom:v:98:y:2000:i:1:p:81-106)
by Bollerslev, Tim & Wright, Jonathan H. - Exchange rate forecasting: the errors we've really made (RePEc:eee:inecon:v:60:y:2003:i:1:p:35-59)
by Faust, Jon & Rogers, John H. & H. Wright, Jonathan - Uncovered interest parity: it works, but not for long (RePEc:eee:inecon:v:66:y:2005:i:2:p:349-362)
by Chaboud, Alain P. & Wright, Jonathan H. - Order flow and exchange rate dynamics in electronic brokerage system data (RePEc:eee:inecon:v:75:y:2008:i:1:p:93-109)
by Berger, David W. & Chaboud, Alain P. & Chernenko, Sergey V. & Howorka, Edward & Wright, Jonathan H. - Some observations on forecasting and policy (RePEc:eee:intfor:v:35:y:2019:i:3:p:1186-1192)
by Wright, Jonathan H. - Bond risk premia and realized jump risk (RePEc:eee:jbfina:v:33:y:2009:i:12:p:2333-2345)
by Wright, Jonathan H. & Zhou, Hao - The economics of options-implied inflation probability density functions (RePEc:eee:jfinec:v:110:y:2013:i:3:p:696-711)
by Kitsul, Yuriy & Wright, Jonathan H. - Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto (RePEc:eee:moneco:v:108:y:2019:i:c:p:180-184)
by Wright, Jonathan H. - Comment on “The long and variable lags of monetary policy: Evidence from disaggregated price indices” by S. Borağan Aruoba and Thomas Drechsel (RePEc:eee:moneco:v:148:y:2024:i:s:s0304393224001065)
by Wright, Jonathan H. - Identifying VARS based on high frequency futures data (RePEc:eee:moneco:v:51:y:2004:i:6:p:1107-1131)
by Faust, Jon & Swanson, Eric T. & Wright, Jonathan H. - The high-frequency response of exchange rates and interest rates to macroeconomic announcements (RePEc:eee:moneco:v:54:y:2007:i:4:p:1051-1068)
by Faust, Jon & Rogers, John H. & Wang, Shing-Yi B. & Wright, Jonathan H. - The U.S. Treasury yield curve: 1961 to the present (RePEc:eee:moneco:v:54:y:2007:i:8:p:2291-2304)
by Gurkaynak, Refet S. & Sack, Brian & Wright, Jonathan H. - The high-frequency impact of news on long-term yields and forward rates: Is it real? (RePEc:eee:moneco:v:56:y:2009:i:4:p:535-544)
by Beechey, Meredith J. & Wright, Jonathan H. - Research Handbook of Financial Markets (RePEc:elg:eebook:20173)
by None - Futures and options (RePEc:elg:eechap:20173_22)
by Refet S. Gürkaynak & Jonathan H. Wright - Banks (RePEc:elg:eechap:20173_6)
by Refet S. Gürkaynak & Jonathan H. Wright & Egon Zakraj_ek - Growth and Development in the Two Economies of Ireland: An Overview (Proceedings of NIERC/ESRI Conference) (RePEc:esr:resser:bmi81)
by Bradley, John & Wright, Jonathan - An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates (RePEc:fip:fedgfe:2005-33)
by Don H. Kim & Jonathan H. Wright - The yield curve and predicting recessions (RePEc:fip:fedgfe:2006-07)
by Jonathan H. Wright - Forecasting professional forecasters (RePEc:fip:fedgfe:2006-10)
by Eric Ghysels & Jonathan H. Wright - The U.S. Treasury yield curve: 1961 to the present (RePEc:fip:fedgfe:2006-28)
by Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright - Rounding and the impact of news: a simple test of market rationality (RePEc:fip:fedgfe:2007-05)
by Meredith J. Beechey & Jonathan H. Wright - Bond risk premia and realized jump volatility (RePEc:fip:fedgfe:2007-22)
by Jonathan H. Wright & Hao Zhou - Cracking the conundrum (RePEc:fip:fedgfe:2007-46)
by David K. Backus & Jonathan H. Wright - The TIPS yield curve and inflation compensation (RePEc:fip:fedgfe:2008-05)
by Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright - Term premiums and inflation uncertainty: empirical evidence from an international panel dataset (RePEc:fip:fedgfe:2008-25)
by Jonathan H. Wright - The high-frequency impact of news on long-term yields and forward rates: Is it real? (RePEc:fip:fedgfe:2008-39)
by Meredith J. Beechey & Jonathan H. Wright - Confidence intervals for long-horizon predictive regressions via reverse regressions (RePEc:fip:fedgfe:2009-27)
by Min Wei & Jonathan H. Wright - Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach (RePEc:fip:fedgfe:2012-77)
by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšek - Jumps in Bond Yields at Known Times (RePEc:fip:fedgfe:2014-100)
by Don H. Kim & Jonathan H. Wright - Breaks in the Phillips Curve: Evidence from Panel Data (RePEc:fip:fedgfe:2023-15)
by Jonathan H. Wright - Monetary Policy in Uncertain Times (RePEc:fip:fedgfn:2024-08-30-1)
by Simon C. Smith & Allan Timmermann & Jonathan H. Wright - Nonlinear Phillips Curves (RePEc:fip:fedgfn:2024-09-04-1)
by Simon C. Smith & Allan Timmermann & Jonathan H. Wright - Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison (RePEc:fip:fedgif:1101)
by John H. Rogers & Chiara Scotti & Jonathan H. Wright - Unconventional Monetary Policy and International Risk Premia (RePEc:fip:fedgif:1172)
by John H. Rogers & Chiara Scotti & Jonathan H. Wright - Market Effects of Central Bank Credit Markets Support Programs in Europe (RePEc:fip:fedgif:1357)
by Yuriy Kitsul & Oleg Sokolinskiy & Jonathan H. Wright - High frequency data, frequency domain inference and volatility forecasting (RePEc:fip:fedgif:649)
by Tim Bollerslev & Jonathan H. Wright - Long memory in emerging market stock returns (RePEc:fip:fedgif:650)
by Jonathan H. Wright - A simple approach to robust inference in a cointegrating system (RePEc:fip:fedgif:654)
by Jonathan H. Wright - Detecting lack of identification in GMM (RePEc:fip:fedgif:674)
by Jonathan H. Wright - Exact confidence intervals for impulse responses in a Gaussian vector autoregression (RePEc:fip:fedgif:682)
by Jonathan H. Wright - Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns (RePEc:fip:fedgif:685)
by Jonathan H. Wright - News and noise in G-7 GDP announcements (RePEc:fip:fedgif:690)
by Jon Faust & John H. Rogers & Jonathan H. Wright - An empirical comparison of Bundesbank and ECB monetary policy rules (RePEc:fip:fedgif:705)
by Jon Faust & John H. Rogers & Jonathan H. Wright - Exchange rate forecasting: the errors we've really made (RePEc:fip:fedgif:714)
by Jon Faust & John H. Rogers & Jonathan H. Wright - Identifying vars based on high frequency futures data (RePEc:fip:fedgif:720)
by Jon Faust & Eric T. Swanson & Jonathan H. Wright - Testing the null of identification in GMM (RePEc:fip:fedgif:732)
by Jonathan H. Wright - Identifying the effects of monetary policy shocks on exchange rates using high frequency data (RePEc:fip:fedgif:739)
by Jon Faust & John H. Rogers & Eric T. Swanson & Jonathan H. Wright - Uncovered interest parity: it works, but not for long (RePEc:fip:fedgif:752)
by Alain P. Chaboud & Jonathan H. Wright - Bayesian Model Averaging and exchange rate forecasts (RePEc:fip:fedgif:779)
by Jonathan H. Wright - Forecasting U.S. inflation by Bayesian Model Averaging (RePEc:fip:fedgif:780)
by Jonathan H. Wright - The high-frequency response of exchange rates and interest rates to macroeconomic announcements (RePEc:fip:fedgif:784)
by Jon Faust & John H. Rogers & Shing-Yi Wang & Jonathan H. Wright - The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market (RePEc:fip:fedgif:823)
by Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Raj S. Krishnasami Iyer & David Liu & Jonathan H. Wright - Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data (RePEc:fip:fedgif:830)
by David W. Berger & Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Jonathan H. Wright - Predicting sharp depreciations in industrial country exchange rates (RePEc:fip:fedgif:881)
by Joseph E. Gagnon & Jonathan H. Wright - Trading activity and exchange rates in high-frequency EBS data (RePEc:fip:fedgif:903)
by Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright - The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies (RePEc:fip:fednls:87317)
by Samuel Hanson & David O. Lucca & Jonathan H. Wright - Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19 (RePEc:fip:fednls:90401)
by David O. Lucca & Jonathan H. Wright - Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates (RePEc:fip:fednsr:810)
by Samuel Hanson & David O. Lucca & Jonathan H. Wright - The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under (RePEc:fip:fednsr:94081)
by David O. Lucca & Jonathan H. Wright - Evaluating real-time VAR forecasts with an informative democratic prior (RePEc:fip:fedpwp:10-19)
by Jonathan H. Wright - Weather-adjusting employment data (RePEc:fip:fedpwp:15-5)
by Michael D. Boldin & Jonathan H. Wright - Refining Set-Identification in VARs through Independence (RePEc:fip:fedpwp:93062)
by Thorsten Drautzburg & Jonathan H. Wright - Options-Implied Probability Density Functions for Real Interest Rates (RePEc:ijc:ijcjou:y:2016:q:3:a:3)
by Jonathan H. Wright - The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment (RePEc:ijc:ijcjou:y:2020:q:0:a:1)
by Janice C. Eberly & James H. Stock & Jonathan H. Wright - Forward Guidance and Asset Prices (RePEc:ime:imedps:15-e-06)
by Yıldız Akkaya & Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright - Testing for a Unit Root in the Volatility of Asset Returns (RePEc:jae:japmet:v:14:y:1999:i:3:p:309-18)
by Wright, Jonathan H - The Economics of Options-Implied Inflation Probability Density Functions (RePEc:jhu:papers:600)
by Yuriy Kitsul & Jonathan H. Wright - Refining Set-Identification in VARs through Independence (RePEc:jhu:papers:64575)
by Drautzburg, Thorsten & Wright, Jonathan H - Forecasting US inflation by Bayesian model averaging (RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144)
by Jonathan H. Wright - News and Noise in G-7 GDP Announcements (RePEc:mcb:jmoncb:v:37:y:2005:i:3:p:403-19)
by Faust, Jon & Rogers, John H & Wright, Jonathan H - Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices (RePEc:msh:ebswps:2002-2)
by C.S. Forbes & G.M. Martin & J. Wright - Comment on "The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices" (RePEc:nbr:nberch:15084)
by Jonathan H. Wright - Asymptotics for GMM Estimators with Weak Instruments (RePEc:nbr:nberte:0198)
by James H. Stock & Jonathan Wright - Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset (RePEc:nbr:nberwo:13397)
by Jon Faust & Jonathan H. Wright - Cracking the Conundrum (RePEc:nbr:nberwo:13419)
by David K. Backus & Jonathan H. Wright - Efficient Prediction of Excess Returns (RePEc:nbr:nberwo:14169)
by Jon Faust & Jonathan H. Wright - Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach (RePEc:nbr:nberwo:16725)
by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek - What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? (RePEc:nbr:nberwo:17154)
by Jonathan H. Wright - The Economics of Options-Implied Inflation Probability Density Functions (RePEc:nbr:nberwo:18195)
by Yuriy Kitsul & Jonathan H. Wright - Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling (RePEc:nbr:nberwo:19469)
by Serena Ng & Jonathan H. Wright - Jumps in Bond Yields at Known Times (RePEc:nbr:nberwo:20711)
by Don H. Kim & Jonathan H. Wright - Seasonal Adjustment of NIPA data (RePEc:nbr:nberwo:24895)
by Jonathan H. Wright - Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises (RePEc:nbr:nberwo:25016)
by Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright - The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment (RePEc:nbr:nberwo:26002)
by Janice C. Eberly & James H. Stock & Jonathan H. Wright - Event-day Options (RePEc:nbr:nberwo:28306)
by Jonathan H. Wright - Refining Set-Identification in VARs through Independence (RePEc:nbr:nberwo:29316)
by Thorsten Drautzburg & Jonathan H. Wright - The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under (RePEc:nbr:nberwo:29971)
by David Lucca & Jonathan H. Wright - Breaks in the Phillips Curve: Evidence from Panel Data (RePEc:nbr:nberwo:31153)
by Simon Smith & Allan Timmermann & Jonathan H. Wright - Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data (RePEc:nbr:nberwo:9660)
by Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright - Evaluating asset-market effects of unconventional monetary policy: a multi-country review
[Uncertainty of interest rate path as a monetary policy instrument] (RePEc:oup:ecpoli:v:29:y:2014:i:80:p:749-799.)
by John H. Rogers & Chiara Scotti & Jonathan H. Wright - Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates (RePEc:oup:qjecon:v:136:y:2021:i:3:p:1719-1781.)
by Samuel G Hanson & David O Lucca & Jonathan H Wright - The Economics of Options-Implied Inflation Probability Density Functions (RePEc:red:sed012:174)
by Jonathan Wright & Yuriy Kitsul - Cracking the Conundrum (RePEc:ste:nystbu:07-21)
by David K. Backus & Jonathan H. Wright - Log-Periodogram Estimation Of Long Memory Volatility Dependencies With Conditionally Heavy Tailed Returns (RePEc:taf:emetrv:v:21:y:2002:i:4:p:397-417)
by Jonathan Wright - State Space Models and MIDAS Regressions (RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813)
by Jennie Bai & Eric Ghysels & Jonathan H. Wright - Editors' Report 2011 (RePEc:taf:jnlbes:v:29:y:2011:i:4:p:597-597)
by Keisuke Hirano & Jonathan Wright - Comment (RePEc:taf:jnlbes:v:33:y:2015:i:1:p:12-13)
by Jonathan H. Wright - Forecasting Interest Rates with Shifting Endpoints (RePEc:tin:wpaper:20120076)
by Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright - Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data (RePEc:tpr:jeurec:v:1:y:2003:i:5:p:1031-1057)
by Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright - Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data (RePEc:tpr:jeurec:v:6:y:2008:i:2-3:p:589-596)
by Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright - High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting (RePEc:tpr:restat:v:83:y:2001:i:4:p:596-602)
by Tim Bollerslev & Jonathan H. Wright - Efficient Prediction of Excess Returns (RePEc:tpr:restat:v:93:y:2011:i:2:p:647-659)
by Jon Faust & Jonathan H. Wright - Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach (RePEc:tpr:restat:v:95:y:2013:i:5:p:1501-1519)
by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek - Forecasting With Model Uncertainty: Representations and Risk Reduction (RePEc:wly:emetrp:v:85:y:2017:i::p:617-643)
by Keisuke Hirano & Jonathan H. Wright - Testing for a unit root in the volatility of asset returns (RePEc:wly:japmet:v:14:y:1999:i:3:p:309-318)
by Jonathan H. Wright - Reverse Regressions And Long‐Horizon Forecasting (RePEc:wly:japmet:v:28:y:2013:i:3:p:353-371)
by Min Wei & Jonathan H. Wright - Evaluating Real‐Time Var Forecasts With An Informative Democratic Prior (RePEc:wly:japmet:v:28:y:2013:i:5:p:762-776)
by Jonathan H. Wright - Forecasting interest rates with shifting endpoints (RePEc:wly:japmet:v:29:y:2014:i:5:p:693-712)
by Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright - Unconventional Monetary Policy and International Risk Premia (RePEc:wly:jmoncb:v:50:y:2018:i:8:p:1827-1850)
by John H. Rogers & Chiara Scotti & Jonathan H. Wright - Risk Premia in the 8:30 Economy (RePEc:wsi:qjfxxx:v:08:y:2018:i:03:n:s2010139218500106)
by Jon Faust & Jonathan H. Wright