Jonathan Wright
Names
first: 
Jonathan 
middle: 
H. 
last: 
Wright 
Contact
Affiliations

Johns Hopkins University
→ Department of Economics
 website
 location: Baltimore, Maryland (United States)
Research profile
author of:

Growth and Development in the Two Economies of Ireland: An Overview (Proceedings of NIERC/ESRI Conference)
by Bradley, John & Wright, Jonathan

Asymptotics for GMM Estimators with Weak Instruments
by James H. Stock & Jonathan Wright

LOGPERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS
by Jonathan Wright

LocaltoSpurious Regression
by Wright, Jonathan

GMM with Weak Identification
by James H. Stock & Jonathan Wright

HERMIN Ireland
by Bradley, John & Whelan, Karl & Wright, Jonathan

Anatomy of a Market.
by Forsythe, R. & Nelson, F. & Neumann, G. R. & Wright, J.

Bond risk premia and realized jump volatility
by Jonathan H. Wright & Hao Zhou

Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices.
by C. S. Forbes & G. M. Martin & J. Wright

Testing for a Unit Root in the Volatility of Asset Returns.
by Wright, Jonathan H.

A new estimator of the fractionally integrated stochastic volatility model
by Wright, Jonathan H.

Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests.
by Wright, Jonathan H.

Exchange rate forecasting: the errors we've really made
by Faust, Jon & Rogers, John H. & H. Wright, Jonathan

Trading activity and exchange rates in highfrequency EBS data
by Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright

Exchange rate forecasting: the errors we've really made
by Jon Faust & John H. Rogers & Jonathan H. Wright

News and noise in G7 GDP announcements
by Jon Faust & John H. Rogers & Jonathan H. Wright

The highfrequency response of exchange rates and interest rates to macroeconomic announcements
by Faust, Jon & Rogers, John H. & Wang, ShingYi B. & Wright, Jonathan H.

Forecasting U.S. inflation by Bayesian Model Averaging
by Jonathan H. Wright

Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data
by Berger, David W. & Chaboud, Alain P. & Chernenko, Sergey V. & Howorka, Edward & Wright, Jonathan H.

Identifying VARS based on high frequency futures data
by Faust, Jon & Swanson, Eric T. & Wright, Jonathan H.

A New Test for Structural Stability Based on Recursive Residual.
by Wright, Jonathan H.

Alternative VarianceRatio Tests Using Ranks and Signs.
by Wright, Jonathan H.

High frequency data, frequency domain inference and volatility forecasting
by Jonathan H. Wright & Tim Bollerslev

Predicting sharp depreciations in industrial country exchange rates
by Jonathan H. Wright & Joseph E. Gagnon

Term premiums and inflation uncertainty: empirical evidence from an international panel dataset
by Jonathan H. Wright

The Limiting Distribution of Postsample Stability Tests for GMM Estimation When the Potential Break Date Is Unknown.
by Wright, Jonathan H.

Order flow and exchange rate dynamics in electronic brokerage system data
by Berger, David W. & Chaboud, Alain P. & Chernenko, Sergey V. & Howorka, Edward & Wright, Jonathan H.

Nonbanks in the Payments System: Vertical Integration Issues
by Nicholas Economides

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
by Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright

Uncovered interest parity: it works, but not for long
by Alain P. Chaboud & Jonathan H. Wright

The highfrequency impact of news on longterm yields and forward rates: Is it real?
by Meredith J. Beechey & Jonathan H. Wright

Testing the null of identification in GMM
by Jonathan H. Wright

Identifying the effects of monetary policy shocks on exchange rates using high frequency data
by Jon Faust & John H. Rogers & Eric T. Swanson & Jonathan H. Wright

An arbitragefree threefactor term structure model and the recent behavior of longterm yields and distanthorizon forward rates
by Don H. Kim & Jonathan H. Wright

Semiparametric estimation of longmemory volatility dependencies: The role of highfrequency data
by Bollerslev, Tim & Wright, Jonathan H.

The highfrequency response of exchange rates and interest rates to macroeconomic announcements
by Jon Faust & John H. Rogers & ShingYi Wang & Jonathan H. Wright

Exact confidence intervals for impulse responses in a Gaussian vector autoregression
by Jonathan H. Wright

The U.S. Treasury yield curve: 1961 to the present
by Gurkaynak, Refet S. & Sack, Brian & Wright, Jonathan H.

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
by Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright

Long memory in emerging market stock returns
by Jonathan H. Wright

Efficient forecast tests for conditional policy forecasts
by Faust, Jon & Wright, Jonathan H.

HighFrequency Data, Frequency Domain Inference, And Volatility Forecasting
by Tim Bollerslev & Jonathan H. Wright

Bayesian Model Averaging and exchange rate forecasts
by Wright, Jonathan H.

Cracking the conundrum
by David K. Backus & Jonathan H. Wright

DETECTING LACK OF IDENTIFICATION IN GMM
by Wright, Jonathan H.

An empirical comparison of Bundesbank and ECB monetary policy rules
by Jon Faust & John H. Rogers & Jonathan H. Wright

The TIPS yield curve and inflation compensation
by Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright

Logperiodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
by Jonathan H. Wright

The highfrequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market
by Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Raj S. Krishnasami Iyer & David Liu & Jonathan H. Wright

The CUSUM test based on least squares residuals in regressions with integrated variables
by Wright, J. H.

Rounding and the impact of news: a simple test of market rationality
by Meredith J. Beechey & Jonathan H. Wright

The U.S. Treasury yield curve: 1961 to the present
by Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright

A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments.
by Stock, James H. & Wright, Jonathan H. & Yogo, Motohiro

Forecasting professional forecasters
by Eric Ghysels & Jonathan H. Wright

Confidence Intervals for Univariate Impulse Responses with a Near Unit Root.
by Wright, Jonathan H.

Uncovered interest parity: it works, but not for long
by Chaboud, Alain P. & Wright, Jonathan H.

Cracking the Conundrum
by David K. Backus & Jonathan H. Wright

Bayesian Model Averaging and exchange rate forecasts
by Jonathan H. Wright

Efficient Prediction of Excess Returns
by Jon Faust & Jonathan H. Wright

THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION
by Wright, Jonathan H.

A simple approach to robust inference in a cointegrating system
by Jonathan H. Wright

Cracking the Conundrum
by David K. Backus & Jonathan H. Wright

Forecasting US inflation by Bayesian model averaging
by Jonathan H. Wright

Structural stability tests in the linear regression model when the regressors have roots local to unity
by Wright, Jonathan H.

Trading Activity and Macroeconomic Announcements in HighFrequency Exchange Rate Data
by Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright

Frequency domain inference for univariate impulse responses
by Wright, Jonathan H.

Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
by Jon Faust & Jonathan H. Wright

Identifying vars based on high frequency futures data
by Jon Faust & Eric T. Swanson & Jonathan H. Wright

The yield curve and predicting recessions
by Jonathan H. Wright

News and Noise in G7 GDP Announcements.
by Faust, Jon & Rogers, John H. & Wright, Jonathan H.

Detecting lack of identification in GMM
by Jonathan H. Wright

Credit Spreads as Predictors of RealTime Economic Activity: A Bayesian ModelAveraging Approach
by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek

What does Monetary Policy do to LongTerm Interest Rates at the Zero Lower Bound?
by Jonathan H. Wright

The Economics of OptionsImplied Inflation Probability Density Functions
by Yuriy Kitsul & Jonathan H. Wright

Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
by Serena Ng & Jonathan H. Wright

Jumps in Bond Yields at Known Times
by Don H. Kim & Jonathan H. Wright

Interest rate conundrums in the twentyfirst century
by Hanson, Samuel & Lucca, David O. & Wright, Jonathan H.

Seasonal Adjustment of NIPA data
by Jonathan H. Wright

Missing Events in Event Studies: Identifying the Effects of PartiallyMeasured News Surprises
by Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright

The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment
by Janice C. Eberly & James H. Stock & Jonathan H. Wright