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Jonathan H. Wright

SSRN Author Rank: 2,108 by Downloads and 394 by Citations

 

Johns Hopkins University - Department of Economics


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

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. Jonathan H. Wright's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,807
Total
Citations
1,113
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 This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 729
Number of Pages in PDF File: 64
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
1,140
(10,449)
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
713
(23,343)
9

3.  
Forecasting U.S. Inflation by Bayesian Model Averaging | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 780
Number of Pages in PDF File: 33
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
22 Nov 03
681
(25,585)
24

4.  
Bollerslev, Tim
Duke University - Finance
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
10 Jul 00
671
(26,561)
10

5.  
The Yield Curve and Predicting Recessions | Show Abstract | Download This Paper | Open PDF in Browser |
FEDs Working Paper No. 2006-7
Number of Pages in PDF File: 21
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
03 May 06
665
(22,852)
20

6.  
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
05 Oct 05
633
(25,849)
61

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
520
(35,137)
13

8.  
An Empirical Comparison of Bundesbank and ECB Monetary Policy Rules | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 705
Number of Pages in PDF File: 25
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
454
(39,523)
24

9.  
Long Memory in Emerging Market Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 650
Number of Pages in PDF File: 20
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
17 Aug 00
446
(45,037)
3

10.  
Bond Risk Premia and Realized Jump Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Forthcoming, FEDS Working Paper No. 2007-22, AFA 2009 San Francisco Meetings Paper
Number of Pages in PDF File: 33
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
20 Mar 08
Last Revised:
27 Jul 09
432
(47,845)
17

11.  
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
408
(50,801)
117

12.  
Exchange Rate Forecasting: The Errors We've Really Made | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 714
Number of Pages in PDF File: 35
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
390
(53,669)
44

13.  
Bayesian Model Averaging and Exchange Rate Forecasts | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 779
Number of Pages in PDF File: 32
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
18 Nov 03
368
(56,554)
34

14.  
The TIPS Yield Curve and Inflation Compensation | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Working Paper No. 2008-05
Number of Pages in PDF File: 42
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
308
(69,712)
33

15.  
Uncovered Interest Parity: It Works, But Not for Long | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 752
Number of Pages in PDF File: 24
Chaboud, Alain
Federal Reserve Board - Division of International Finance
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
24 Apr 03
298
(72,010)
20

16.  
Trading Activity and Exchange Rates in High-Frequency EBS Data | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 903
Number of Pages in PDF File: 37
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
289
(73,893)
3

17.  
Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 830
Number of Pages in PDF File: 35
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
251
(87,426)
29

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
250
(85,967)
67

19.  
Forecasting Professional Forecasters | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Working Paper No. 2006-10
Number of Pages in PDF File: 47
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
23 Feb 06
239
(91,630)
10

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.
University of California, Irvine - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
17 Dec 02
Last Revised:
03 Aug 05
233
(96,101)
23

21.  
Forecasting Interest Rates with Shifting Endpoints | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Applied Econometrics, 29, p693-712, Tinbergen Institute Discussion Paper 12-076/4
Number of Pages in PDF File: 78
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
202
(91,226)
 

22.  
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
194
(112,325)
1

23.  
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
08 Nov 00
183
(121,391)
6

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
160
(137,040)
18

25.  
News and Noise in G-7 GDP Announcements | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 690
Number of Pages in PDF File: 24
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
154
(139,220)
42

26.  
Detecting Lack of Identification in GMM | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 674
Number of Pages in PDF File: 34
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
22 Nov 00
151
(141,577)
10

27.  
Identifying VARs Based on High Frequency Futures Data | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 720
Number of Pages in PDF File: 44
Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance
Swanson, Eric T.
University of California, Irvine - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
27 Apr 02
123
(167,754)
43

28.  
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
22 Nov 00
94
(205,675)
 

29.  
Beechey, Meredith J.
Monetary Policy Division, Sveriges Riksbank
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
21 Mar 07
91
(205,675)
 

30.  
A Simple Approach to Robust Inference in a Cointegrating System | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 654
Number of Pages in PDF File: 25
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
07 Dec 00
78
(229,191)
1

31.  
Testing the Null of Identification in GMM | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 732
Number of Pages in PDF File: 43
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
04 Oct 02
75
(227,470)
1

32.   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
50
(290,247)
4

33.  
Predicting Sharp Depreciations in Industrial Country Exchange Rates | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 881
Number of Pages in PDF File: 33
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Gagnon, Joseph
Peterson Institute
Posted:
26 Feb 07
48
(295,412)
4

34.   Incl. Electronic Paper
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
01 Dec 14
Last Revised:
23 Jun 16
37
(327,151)
 

35.  
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Business and Economic Statistics, Vol. 20, No. 4, 2002
Number of Pages in PDF File: 52
Stock, James H.
Harvard University - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Yogo, Motohiro
Princeton University - Department of Economics
Posted:
09 Jan 11
30
(333,600)
308

36.   Incl. Electronic Paper
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
20 Jun 11
Last Revised:
30 Oct 12
29
(354,989)
20

37.  
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
10 Jun 10
29
(354,989)
4

38.  
Ng, Serena
Columbia Business School - Economics Department
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
02 Oct 13
27
(358,949)
2

39.  
Stock, James H.
Harvard University - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
16 Jul 00
27
(362,886)
3

40.  
Efficient Prediction of Excess Returns | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w14169
Number of Pages in PDF File: 50
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
26
(340,241)
2

41.  
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
(376,239)
26

42.  
Macroeconomics and the Term Structure | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP8018
Number of Pages in PDF File: 68
Gurkaynak, Refet S.
Bilkent University - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
14 Nov 10
14
(424,403)
13

43.  
Kitsul, Yuriy
Board of Governors of the Federal Reserve System
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
29 Jun 12
11
(434,482)
2

44.  
Weather-Adjusting Employment Data | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of Philadelphia Working Paper No. 15-5
Number of Pages in PDF File: 26
Boldin, Michael D.
Wharton Research Data Services
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
19 Aug 15
6
(424,403)
 

45.  
Identification and Inference Using Event Studies | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP9388
Number of Pages in PDF File: 31
Gurkaynak, Refet S.
Bilkent University - Department of Economics
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
19 Mar 13
4
(472,621)
 

46.  
Testing the Adequacy of Conventional Asymptotics in GMM | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 13, Issue 2, pp. 205-217, July 2010
Number of Pages in PDF File: 13
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
10 May 10
2
(484,418)
 

47.  
Unconventional Monetary Policy and International Risk Premia | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 1172
Number of Pages in PDF File: 33
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:
01 Jul 16
0
(424,403)
 

48.  
Evaluating Asset‐Market Effects of Unconventional Monetary Policy: A Multi‐Country Review | Show Abstract | Add to Cart |
Economic Policy, Vol. 29, Issue 80, pp. 749-799, 2014
Number of Pages in PDF File: 51
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
(505,163)
 

49.  
Identification and Inference Using Event Studies | Show Abstract | Add to Cart |
The Manchester School, Vol. 81, pp. 48-65, 2013
Number of Pages in PDF File: 18
Gürkaynak, Refet S.
Bilkent University
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
14 Aug 13
0
(505,163)
 


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