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Wright, Jonathan H.


 SSRN Author Rank: 1,867 by Downloads
 

Johns Hopkins University - Department of Economics


 3400 Charles Street
 Baltimore, MD 21218-2685
 United States
 email address

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. Wright, Jonathan H.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,712
Total
Citations
1,157
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Preventing Deflation: Lessons from Japan's Experience in the 1990s | Show Abstract | Download |
FRB International Finance Discussion Paper No. 729
Working Paper Series
Ahearne, Alan G.
National University of Ireland, Galway (NUIG) - Department of Economics
Gagnon, Joseph
Peterson Institute
Haltmaier, Jane
Board of Governors of the Federal Reserve System
Kamin, Steven B.
U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP)
Erceg, Christopher J.
Federal Reserve Board - Trade and Quantitative Studies
Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance
Guerrieri, Luca
Federal Reserve Board - Trade and Financial Studies
Roush, Jennifer E.
Federal Reserve Board - Division of Monetary Affairs
Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Sheets, Nathan
Federal Reserve Board
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
21 Jul 03
1,007
(11,578)
41

2.  
Chernenko, Sergey
Ohio State University (OSU) - Department of Finance
Schwarz, Krista
University of Pennsylvania - Finance Department
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
02 Jul 04
687
(20,422)
9

3.  
Bollerslev, Tim
Duke University - Finance
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
10 Jul 00
667
(21,357)
10

4.  
Forecasting U.S. Inflation by Bayesian Model Averaging | Show Abstract | Download |
FRB International Finance Discussion Paper No. 780
Working Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
22 Nov 03
666
(21,396)
25

5.  
The Yield Curve and Predicting Recessions | Show Abstract | Download |
FEDs Working Paper No. 2006-7
Working Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
03 May 06
602
(24,592)
23

6.  
Kim, Don H.
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
05 Oct 05
589
(25,365)
68

7.  
Chaboud, Alain
Federal Reserve Board - Division of International Finance
Chernenko, Sergey
Ohio State University (OSU) - Department of Finance
Howorka, Edward
EBS Group Limited
Iyer, Raj S.K.
EBS Group Limited
Liu, David
EBS
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
01 Dec 04
492
(32,328)
13

8.  
Long Memory in Emerging Market Stock Returns | Show Abstract | Download |
FRB International Finance Discussion Paper No. 650
Working Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
17 Aug 00
444
(36,860)
3

9.  
Bond Risk Premia and Realized Jump Risk | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming, FEDS Working Paper No. 2007-22, AFA 2009 San Francisco Meetings Paper
Accepted Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Zhou, Hao
Tsinghua University
Posted:
20 Mar 08
Last Revised:
27 Jul 09
428
(38,638)
19

10.  
An Empirical Comparison of Bundesbank and ECB Monetary Policy Rules | Show Abstract | Download |
FRB International Finance Discussion Paper No. 705
Working Paper Series
Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance
Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
22 Aug 01
426
(38,819)
24

11.  
The U.S. Treasury Yield Curve: 1961 to the Present | Show Abstract | Download |
FEDS Working Paper No. 2006-28
Working Paper Series
Gurkaynak, Refet S.
Bilkent University - Department of Economics
Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
25 Jul 06
398
(42,287)
127

12.  
Exchange Rate Forecasting: The Errors We've Really Made | Show Abstract | Download |
FRB International Finance Discussion Paper No. 714
Working Paper Series
Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance
Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
04 Mar 02
385
(44,032)
42

13.  
Bayesian Model Averaging and Exchange Rate Forecasts | Show Abstract | Download |
FRB International Finance Discussion Paper No. 779
Working Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
18 Nov 03
362
(47,374)
34

14.  
The TIPS Yield Curve and Inflation Compensation | Show Abstract | Download |
FEDS Working Paper No. 2008-05
Working Paper Series
Gurkaynak, Refet S.
Bilkent University - Department of Economics
Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
15 Jan 09
299
(59,509)
35

15.  
Uncovered Interest Parity: It Works, But Not for Long | Show Abstract | Download |
FRB International Finance Discussion Paper No. 752
Working Paper Series
Chaboud, Alain
Federal Reserve Board - Division of International Finance
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
24 Apr 03
294
(60,655)
21

16.  
Trading Activity and Exchange Rates in High-Frequency EBS Data | Show Abstract | Download |
FRB International Finance Discussion Paper No. 903
Working Paper Series
Chaboud, Alain
Federal Reserve Board - Division of International Finance
Chernenko, Sergey
Ohio State University (OSU) - Department of Finance
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
27 Sep 07
279
(64,348)
3

17.  
Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data | Show Abstract | Download |
FRB International Finance Discussion Paper No. 830
Working Paper Series
Berger, David W.
U.S. Board of Governors of the Federal Reserve System - Division of International Finance
Chaboud, Alain
Federal Reserve Board - Division of International Finance
Chernenko, Sergey
Ohio State University (OSU) - Department of Finance
Howorka, Edward
EBS Group Limited
Iyer, Raj S.K.
EBS Group Limited
Liu, David
EBS
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
25 Apr 05
249
(72,715)
33

18.  
Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance
Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Wang, Shing-Yi
Yale University - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
05 Dec 03
243
(74,631)
68

19.  
Forecasting Professional Forecasters | Show Abstract | Download |
FEDS Working Paper No. 2006-10
Working Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
23 Feb 06
238
(76,285)
8

20.   Incl. Electronic Paper
Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance
Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Swanson, Eric T.
Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
17 Dec 02
Last Revised:
03 Aug 05
230
(79,127)
23

21.  
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
08 Nov 00
179
(101,276)
7

22.  
Forecasting Interest Rates with Shifting Endpoints | Show Abstract | Download |
Journal of Applied Econometrics, 29, p693-712, Tinbergen Institute Discussion Paper 12-076/4
Accepted Paper Series
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Koopman, Siem Jan
VU University Amsterdam
van der Wel, Michel
Erasmus University Rotterdam
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
27 Jul 12
Last Revised:
05 Aug 14
165
(109,200)
 

23.  
Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Scotti, Chiara
Board of Governors of the Federal Reserve System
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
08 Apr 14
157
(114,198)
1

24.   Incl. Electronic Paper
Backus, David K.
NYU Stern School of Business
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
18 Sep 07
Last Revised:
02 Sep 10
157
(114,198)
18

25.  
News and Noise in G-7 GDP Announcements | Show Abstract | Download |
FRB International Finance Discussion Paper No. 690
Working Paper Series
Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance
Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
05 Jan 01
151
(118,109)
41

26.  
Detecting Lack of Identification in GMM | Show Abstract | Download |
FRB International Finance Discussion Paper No. 674
Working Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
22 Nov 00
150
(118,806)
10

27.  
Identifying VARs Based on High Frequency Futures Data | Show Abstract | Download |
FRB International Finance Discussion Paper No. 720
Working Paper Series
Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance
Swanson, Eric T.
Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
27 Apr 02
123
(139,849)
43

28.  
Exact Confidence Intervals for Impulse Responses in a Gaussian Vector Autoregression | Show Abstract | Download |
FRB International Finance Discussion Paper No. 682
Working Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
22 Nov 00
93
(170,922)
 

29.  
Beechey, Meredith J.
Monetary Policy Division, Sveriges Riksbank
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
21 Mar 07
91
(173,452)
 

30.  
A Simple Approach to Robust Inference in a Cointegrating System | Show Abstract | Download |
FRB International Finance Discussion Paper No. 654
Working Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
07 Dec 00
78
(190,946)
1

31.  
Testing the Null of Identification in GMM | Show Abstract | Download |
FRB International Finance Discussion Paper No. 732
Working Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
04 Oct 02
75
(195,357)
1

32.  
Predicting Sharp Depreciations in Industrial Country Exchange Rates | Show Abstract | Download |
FRB International Finance Discussion Paper No. 881
Working Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Gagnon, Joseph
Peterson Institute
Posted:
26 Feb 07
48
(244,917)
4

33.   Incl. Electronic Paper
Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance
Gilchrist, Simon
Boston University - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Zakrajsek, Egon
Federal Reserve Board - Division of Monetary Affairs
Posted:
31 Jan 11
Last Revised:
08 Jan 13
42
(258,643)
5

34.  
Evaluating Real-Time VAR Forecasts with an Informative Democratic Prior | Show Abstract | Download |
FRB of Philadelphia Working Paper No. 10-19
Working Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
10 Jun 10
29
(294,989)
4

35.  
Asymptotics for GMM Estimators with Weak Instruments | Show Abstract | Download |
NBER Working Paper No. t0198
Working Paper Series
Stock, James H.
Harvard University - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
16 Jul 00
27
(301,949)
3

36.  
Ng, Serena
Columbia University
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
02 Oct 13
26
(305,593)
2

37.  
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments | Show Abstract | Download |
Journal of Business and Economic Statistics, Vol. 20, No. 4, 2002
Accepted Paper Series
Stock, James H.
Harvard University - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Yogo, Motohiro
Federal Reserve Bank of Minneapolis
Posted:
09 Jan 11
26
(305,593)
314

38.   Incl. Electronic Paper
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
20 Jun 11
Last Revised:
30 Oct 12
24
(313,399)
23

39.  
Efficient Prediction of Excess Returns | Show Abstract | Download |
NBER Working Paper No. w14169
Working Paper Series
Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
16 Jul 08
24
(313,399)
2

40.  
Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
14 Sep 07
22
(321,525)
27

41.   Incl. Electronic Paper
Kim, Don H.
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
01 Dec 14
Last Revised:
09 Dec 14
14
(360,230)
 

42.  
Macroeconomics and the Term Structure | Show Abstract | Download |
CEPR Discussion Paper No. DP8018
Working Paper Series
Gurkaynak, Refet S.
Bilkent University - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
14 Nov 10
14
(355,785)
15

43.  
Kitsul, Yuriy
Board of Governors of the Federal Reserve System (FRB)
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
29 Jun 12
6
(389,980)
6

44.  
Identification and Inference Using Event Studies | Show Abstract | Download |
CEPR Discussion Paper No. DP9388
Working Paper Series
Gurkaynak, Refet S.
Bilkent University - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
19 Mar 13
4
(398,268)
 

45.  
Testing the Adequacy of Conventional Asymptotics in GMM | Show Abstract | Download |
Econometrics Journal, Vol. 13, Issue 2, pp. 205-217, July 2010
Accepted Paper Series
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
10 May 10
2
(408,636)
 

46.  
Evaluating Asset‐Market Effects of Unconventional Monetary Policy: A Multi‐Country Review | Show Abstract | Download |
Economic Policy, Vol. 29, Issue 80, pp. 749-799, 2014
Accepted Paper Series
Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Scotti, Chiara
Board of Governors of the Federal Reserve System
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
20 Oct 14
0
(427,379)
 

47.  
Identification and Inference Using Event Studies | Show Abstract | Download |
The Manchester School, Vol. 81, pp. 48-65, 2013
Accepted Paper Series
Gürkaynak, Refet S.
Bilkent University
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
14 Aug 13
0
(427,379)
 


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