Stephen H. Wright

Birkbeck College, University of London

Malet St

London, WC1 E7HX

United Kingdom

SCHOLARLY PAPERS

14

DOWNLOADS
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3,950

SSRN CITATIONS
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SSRN RANKINGS

Top 13,521

in Total Papers Citations

41

CROSSREF CITATIONS

40

Scholarly Papers (14)

1.

The Good News and the Bad News About Long-Run Stock Market Returns

Number of pages: 44 Posted: 05 Nov 1998
Stephen H. Wright and Donald Robertson
Birkbeck College, University of London and Cambridge University - Department of Economics
Downloads 2,210 (7,154)

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2.

Stock Markets and Central Bankers: The Economic Consequences of Alan Greenspan

Number of pages: 24 Posted: 30 Jan 2002
Stephen H. Wright and Andrew R.W. Smithers
Birkbeck College, University of London and Smithers & Co.
Downloads 424 (77,305)
Citation 2

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Stock Markets, Tobin's q, Monetary Policy, Alan Greenspan

Measures of Stock Market Value and Returns for the Us Nonfinancial Corporate Sector, 1900-2000

Birkbeck College, Economics Working Paper
Number of pages: 49 Posted: 13 Feb 2002
Stephen H. Wright
Birkbeck College, University of London
Downloads 383 (86,296)
Citation 20

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Stock Markets, Tobin's q, Valuation Measures, Nonfinancial Corporate Sector

Measures of Stock Market Value and Returns for the Us Nonfinancial Corporate Sector, 1900-2000

World Economics
Posted: 22 Aug 2002
Stephen H. Wright
Birkbeck College, University of London

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Stock Markets, Tobin's q, Valuation Measures, Nonfinancial Corporate Sector

4.

Dividends, Total Cashflows to Shareholders and Predictive Return Regressions

Number of pages: 46 Posted: 25 Jul 2003
Donald Robertson and Stephen H. Wright
Cambridge University - Department of Economics and Birkbeck College, University of London
Downloads 295 (116,473)
Citation 21

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Monetary Policy, Nominal Interest Rates, and Long-Horizon Inflation Uncertainty

University of Cambridge DAE Working Paper No. 9820
Number of pages: 44 Posted: 27 Dec 1998
Stephen H. Wright
Birkbeck College, University of London
Downloads 226 (152,195)
Citation 1

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Monetary Policy, Nominal Interest Rates, and Long-Horizon Inflation Uncertainty

Number of pages: 30 Posted: 02 Dec 2002
Stephen H. Wright
Birkbeck College, University of London
Downloads 28 (548,269)
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6.

The Endogenous Kalman Filter

Number of pages: 39 Posted: 18 Apr 2007
Brad Baxter, Liam Graham and Stephen H. Wright
University of London - Economics, Mathematics and Statistics, University College London - Department of Economics and Birkbeck College, University of London
Downloads 139 (233,869)
Citation 1

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Dynamic general equilibrium; Kalman filter; Imperfect information; Signal extraction

7.

Stambaugh Correlations and Redundant Predictors

Number of pages: 48 Posted: 17 Mar 2010
Donald Robertson and Stephen H. Wright
Cambridge University - Department of Economics and Birkbeck College, University of London
Downloads 71 (365,700)

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predictive return regressions, Stambaugh bias, ARMA models, predictive systems

8.

Nominal Debt Dynamics and Monetary Policy

Number of pages: 30 Posted: 09 Oct 2004
Liam Graham and Stephen H. Wright
University College London - Department of Economics and Birkbeck College, University of London
Downloads 55 (416,161)

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Nominal debt; dynamic general equilibrium, monetary policy

9.

The 'V-Factor': Distribution, Timing and Correlates of the Great Indian Growth Turnaround

DIW Berlin Discussion Paper No. 783
Number of pages: 42 Posted: 06 May 2008
Chetan Ghate and Stephen H. Wright
Indian Statistical Institute - Planning Unit and Birkbeck College, University of London
Downloads 34 (502,089)
Citation 2

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Principal components, divergence, Indian States

10.

Monetary Stabilisation with Nominal Asymmetries

Number of pages: 27 Posted: 17 May 2004
Stephen H. Wright
Birkbeck College, University of London
Downloads 28 (533,513)
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11.

Measures of Stock Market Value and Returns for the U.S. Nonfinancial Corporate Sector, 1900-2002

Number of pages: 24 Posted: 16 Dec 2004
Stephen H. Wright
Birkbeck College, University of London
Downloads 26 (545,080)
Citation 1
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12.

An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth

Number of pages: 22 Posted: 27 Jan 2005
National Institute of Economic and Social Research (NIESR), University of Warwick - Department of Economics, National Institute of Economic and Social Research (NIESR), Birkbeck College, University of London and National Institute of Economic and Social Research (NIESR)
Downloads 18 (596,426)
Citation 4
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13.

'Sustainable and Affordable'? Actuarially Fair Contribution Rates for the USS Pension Scheme

Number of pages: 55 Posted: 30 Jan 2019
Kenjiro Hori and Stephen H. Wright
Birkbeck, University of London and Birkbeck College, University of London
Downloads 8 (666,510)

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defined benefit, pension contribution rate

14.

Miller and Modigliani, Predictive Return Regressions and Co-integration

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue 2, pp. 181-207, April 2008
Number of pages: 27 Posted: 27 Mar 2008
Piergiorgio Alessandri, Donald Robertson and Stephen H. Wright
Bank of England, Cambridge University - Department of Economics and Birkbeck College, University of London
Downloads 5 (688,571)
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