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Wright, Jonathan H.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
9,816 |
Total
Citations
1,042 |
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1.
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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.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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889
(11,271)
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39
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Monetary policy, Taylor rule, fiscal policy
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2.
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Chernenko, Sergey
Ohio State University (OSU) - Department of Finance Schwarz, Krista
University of Pennsylvania - Finance Department Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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673
(17,137)
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9
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forward contracts, futures, forecast evaluation, risk premia, random walk
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3.
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Bollerslev, Tim
Duke University - Finance Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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663
(17,473)
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10
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Autoregression, spectrum, volatility forecasting,
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4.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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642
(18,304)
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25
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shrinkage, Phillips curve, model uncertainty, forecasting, inflation
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5.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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518
(24,700)
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22
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Interest rates, forecasting, GDP growth, term premiums, probit
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6.
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Kim, Don H.
Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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504
(25,503)
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61
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Forward rates, term-structure model, arbitrage-free pricing, term premiums
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7.
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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.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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458
(28,918)
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13
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Foreign exchange, trading volume, news announcements, high-frequency data, conditional mean, conditional volatility
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8.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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428
(31,700)
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2
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Long memory, stock returns, frequency domain, emerging markets
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9.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section Zhou, Hao
PBC School of Finance, Tsinghua University
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20 Mar 08
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Last Revised:
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27 Jul 09
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413
(33,089)
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17
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Unspanned Stochastic Volatility, Regime-Shift Term Structure, Bond Return Predictability, Expectations Hypothesis, Countercyclical Risk Premia, Realized Jump Risk
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10.
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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.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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389
(35,637)
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118
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Yield curve, forward rates, on-the-run premium, treasury market
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11.
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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.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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367
(38,259)
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37
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monetary model, real time data, random walk
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12.
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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.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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364
(38,642)
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24
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Taylor Rule, monetary policy, European Central Bank, Bundesbank, inflation
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13.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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335
(42,773)
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31
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shrinkage, model uncertainty, forecasting, exchange rates, bootstrap
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14.
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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.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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287
(51,282)
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32
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Yield curve, treasury market, inflation compensation, risk premia
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15.
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Chaboud, Alain
Federal Reserve Board - Division of International Finance Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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286
(51,493)
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20
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uncovered interest parity, high frequency data, exchange rates, risk premia
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16.
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Chaboud, Alain
Federal Reserve Board - Division of International Finance Chernenko, Sergey
Ohio State University (OSU) - Department of Finance Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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254
(58,822)
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2
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Trading volume, foreign exchange, high-frequency data, news announcements
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17.
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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.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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240
(62,536)
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30
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order flow, foreign exchange, high-frequency data, news announcements
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18.
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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.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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233
(64,554)
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64
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data releases, exchange rates, uncovered interest parity, overshooting
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19.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section Ghysels, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
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228
(66,037)
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8
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Survey forecasts, mixed frequency data sampling, forecast evaluation, rational expectations, Kalman filter, Kalman smoother, news announcement
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20.
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Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
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Versions (2)
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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.
Federal Reserve Bank of San Francisco Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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Posted:
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17 Dec 02
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Last Revised:
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03 Aug 05
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228
(66,037)
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23
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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.
Federal Reserve Bank of San Francisco Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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25
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23
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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.
Federal Reserve Bank of San Francisco Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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203
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23
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High frequency data, identification, vector autoregression, exchange rates, monetary policy
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21.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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177
(85,004)
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7
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Semiparametric Methods, Fractional Integration, Stochastic Volatility, Stock Returns, Heavy Tails.
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22.
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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.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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150
(98,929)
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37
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Vintage Data, Preliminary Data, Final Data, Revision, GDP
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23.
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Cracking the Conundrum
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Versions (3)
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Backus, David K.
NYU Stern School of Business Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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Posted:
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18 Sep 07
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Last Revised:
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02 Sep 10
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149
(99,550)
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16
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Backus, David K.
NYU Stern School of Business Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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28
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16
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yield curve, forward rates, volatility, term premium, affine models, monetary policy
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Backus, David K.
NYU Stern School of Business Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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83
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16
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Yield curve, forward rates, volatility, term premium, affine models, monetary policy
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Backus, David K.
NYU Stern School of Business Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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38
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16
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24.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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144
(102,483)
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10
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Generalized Method of Moments, Identification, Asset Pricing, Instrumental Variables
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25.
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Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance Swanson, Eric T.
Federal Reserve Bank of San Francisco Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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122
(117,699)
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40
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partial identification, monetary policy, vector autoregressions
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26.
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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.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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| Posted: |
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27 Jul 12
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Last Revised:
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17 Apr 13
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103
(133,736)
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Non-stationarity, survey forecasts, term structure of interest rates, forecasting, yield curve
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27.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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91
(145,450)
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Confidence Intervals, Vector Autoregressions, Impulse Responses, Bootstrap
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28.
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Beechey, Meredith J.
Monetary Policy Division, Sveriges Riksbank Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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89
(147,682)
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News Announcements, Rounding, Market Efficiency, Rational Inattention
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29.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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77
(161,652)
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1
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Cointegration, Local to Unit Roots, Robustness, Instrumental Variables
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30.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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74
(165,523)
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1
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Identification, Robust Confidence Sets, Weak Instruments, Generalized Method of Moments
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31.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section Gagnon, Joseph
Peterson Institute
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48
(206,135)
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4
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current account, forecasting
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32.
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Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
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Show Abstracts |
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Versions (2)
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hide multiple versions |
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Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance Gilchrist, Simon
Boston University - Department of Economics Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section Zakrajsek, Egon
Federal Reserve Board - Division of Monetary Affairs
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Posted:
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31 Jan 11
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Last Revised:
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08 Jan 13
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36
(230,756)
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5
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Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance Gilchrist, Simon
Boston University - Department of Economics Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section Zakrajsek, Egon
Federal Reserve Board - Division of Monetary Affairs
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23
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5
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Forecasting, real-time data, Bayesian Model Averaging, credit spreads
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Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance Gilchrist, Simon
Boston University - Department of Economics Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section Zakrajsek, Egon
Federal Reserve Board - Division of Monetary Affairs
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13
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5
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33.
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Stock, James H.
Harvard University - Department of Economics Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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27
(254,247)
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3
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34.
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Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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24
(263,953)
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2
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35.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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23
(267,318)
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4
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36.
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Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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21
(274,189)
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25
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37.
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What Does Monetary Policy Do to Long-Term Interest Rates at the Zero Lower Bound?
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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Posted:
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20 Jun 11
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Last Revised:
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30 Oct 12
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19
(281,343)
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6
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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0
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6
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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19
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6
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38.
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Stock, James H.
Harvard University - Department of Economics Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section Yogo, Motohiro
Federal Reserve Bank of Minneapolis
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18
(284,874)
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281
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Instrument relevance, Instrumental variables, Similar tests
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39.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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14
(299,271)
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11
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affine models, expectations hypothesis, financial crisis, inflation, interest rates, segmented markets, Term structure
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40.
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Kitsul, Yuriy
Federal Reserve Board Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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6
(325,408)
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2
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41.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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3
(334,125)
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Bond Markets, Event Study, High-Frequency Data, Identification, TAF
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42.
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Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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2
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