Jonathan H. Wright

Johns Hopkins University - Department of Economics

3400 Charles Street

Baltimore, MD 21218-2685

United States

SCHOLARLY PAPERS

54

DOWNLOADS
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15,924

SSRN CITATIONS
Rank 298

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Top 298

in Total Papers Citations

968

CROSSREF CITATIONS

1,790

Scholarly Papers (54)

1.

The Yield Curve and Predicting Recessions

FEDs Working Paper No. 2006-7
Number of pages: 21 Posted: 03 May 2006
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 2,125 (8,024)
Citation 44

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Interest rates, forecasting, GDP growth, term premiums, probit

2.

Preventing Deflation: Lessons from Japan's Experience in the 1990s

Number of pages: 64 Posted: 21 Jul 2003
National University of Ireland, Galway (NUIG) - Department of Economics, Peterson Institute, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 1,695 (11,615)
Citation 30

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Monetary policy, Taylor rule, fiscal policy

3.

An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates

FEDS Working Paper No. 2005-33
Number of pages: 27 Posted: 05 Oct 2005
Don H. Kim and Jonathan H. Wright
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 1,006 (25,734)
Citation 169

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Forward rates, term-structure model, arbitrage-free pricing, term premiums

4.

The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk

Number of pages: 27 Posted: 02 Jul 2004
Sergey Chernenko, Krista Schwarz and Jonathan H. Wright
Purdue University - Department of Management, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 872 (31,575)
Citation 28

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forward contracts, futures, forecast evaluation, risk premia, random walk

5.

Forecasting U.S. Inflation by Bayesian Model Averaging

Number of pages: 33 Posted: 22 Nov 2003
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 782 (36,675)
Citation 22

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shrinkage, Phillips curve, model uncertainty, forecasting, inflation

6.

High Frequency Data, Frequency Domain Inference and Volatility Forecasting

IFDS Working Paper No. 649
Number of pages: 27 Posted: 10 Jul 2000
Tim Bollerslev and Jonathan H. Wright
Duke University - Finance and Johns Hopkins University - Department of Economics
Downloads 693 (43,241)
Citation 2

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Autoregression, spectrum, volatility forecasting,

7.

An Empirical Comparison of Bundesbank and ECB Monetary Policy Rules

Number of pages: 25 Posted: 22 Aug 2001
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 673 (44,969)
Citation 23

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Taylor Rule, monetary policy, European Central Bank, Bundesbank, inflation

8.

The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market

Number of pages: 42 Posted: 01 Dec 2004
Board of Governors of the Federal Reserve System, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 646 (47,495)
Citation 30

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Foreign exchange, trading volume, news announcements, high-frequency data, conditional mean, conditional volatility

9.

Long Memory in Emerging Market Stock Returns

Number of pages: 20 Posted: 17 Aug 2000
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 505 (64,929)
Citation 3

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Long memory, stock returns, frequency domain, emerging markets

10.

The U.S. Treasury Yield Curve: 1961 to the Present

FEDS Working Paper No. 2006-28
Number of pages: 42 Posted: 25 Jul 2006
Refet S. Gürkaynak, Brian P. Sack and Jonathan H. Wright
Bilkent University - Department of Economics, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Johns Hopkins University - Department of Economics
Downloads 466 (71,954)
Citation 356

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Yield curve, forward rates, on-the-run premium, treasury market

11.

Bayesian Model Averaging and Exchange Rate Forecasts

Number of pages: 32 Posted: 18 Nov 2003
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 465 (71,954)
Citation 28

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shrinkage, model uncertainty, forecasting, exchange rates, bootstrap

12.

Bond Risk Premia and Realized Jump Risk

Journal of Banking and Finance, Forthcoming, FEDS Working Paper No. 2007-22, AFA 2009 San Francisco Meetings Paper
Number of pages: 33 Posted: 20 Mar 2008 Last Revised: 27 Jul 2009
Jonathan H. Wright and Hao Zhou
Johns Hopkins University - Department of Economics and Tsinghua University - PBC School of Finance
Downloads 463 (72,309)
Citation 2

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Unspanned Stochastic Volatility, Regime-Shift Term Structure, Bond Return Predictability, Expectations Hypothesis, Countercyclical Risk Premia, Realized Jump Risk

13.

Exchange Rate Forecasting: The Errors We've Really Made

Number of pages: 35 Posted: 04 Mar 2002
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 420 (81,232)
Citation 20

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monetary model, real time data, random walk

14.

The TIPS Yield Curve and Inflation Compensation

FEDS Working Paper No. 2008-05
Number of pages: 42 Posted: 15 Jan 2009
Refet S. Gürkaynak, Brian P. Sack and Jonathan H. Wright
Bilkent University - Department of Economics, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Johns Hopkins University - Department of Economics
Downloads 381 (90,905)
Citation 67

Abstract:

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Yield curve, treasury market, inflation compensation, risk premia

15.

Trading Activity and Exchange Rates in High-Frequency EBS Data

FRB International Finance Discussion Paper No. 903
Number of pages: 37 Posted: 27 Sep 2007
Alain Chaboud, Sergey Chernenko and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Purdue University - Department of Management and Johns Hopkins University - Department of Economics
Downloads 337 (104,588)
Citation 5

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Trading volume, foreign exchange, high-frequency data, news announcements

16.

Uncovered Interest Parity: It Works, But Not for Long

Number of pages: 24 Posted: 24 Apr 2003
Alain Chaboud and Jonathan H. Wright
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 334 (105,609)
Citation 17

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uncovered interest parity, high frequency data, exchange rates, risk premia

17.

The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements

Number of pages: 47 Posted: 05 Dec 2003
Jon Faust, John H. Rogers, Shing-Yi Wang and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Yale University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 327 (108,078)
Citation 81

Abstract:

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data releases, exchange rates, uncovered interest parity, overshooting

18.

Forecasting Interest Rates with Shifting Endpoints

Journal of Applied Econometrics, 29, p693-712, Tinbergen Institute Discussion Paper 12-076/4
Number of pages: 78 Posted: 27 Jul 2012 Last Revised: 05 Aug 2014
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, Vrije Universiteit Amsterdam - School of Business and Economics, Erasmus University Rotterdam and Johns Hopkins University - Department of Economics
Downloads 301 (118,299)
Citation 10

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Non-stationarity, survey forecasts, term structure of interest rates, forecasting, yield curve

19.

Forecasting Professional Forecasters

FEDS Working Paper No. 2006-10
Number of pages: 47 Posted: 23 Feb 2006
Jonathan H. Wright and Eric Ghysels
Johns Hopkins University - Department of Economics and University of North Carolina Kenan-Flagler Business School
Downloads 287 (124,344)
Citation 4

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Survey forecasts, mixed frequency data sampling, forecast evaluation, rational expectations, Kalman filter, Kalman smoother, news announcement

20.

Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data

FRB International Finance Discussion Paper No. 830
Number of pages: 35 Posted: 25 Apr 2005
U.S. Board of Governors of the Federal Reserve System - Division of International Finance, Board of Governors of the Federal Reserve System, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 280 (127,627)
Citation 32

Abstract:

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order flow, foreign exchange, high-frequency data, news announcements

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

Number of pages: 47 Posted: 17 Dec 2002
Jon Faust, John H. Rogers, Eric T. Swanson and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 228 (156,223)

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High frequency data, identification, vector autoregression, exchange rates, monetary policy

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

NBER Working Paper No. w9660
Number of pages: 47 Posted: 27 Apr 2003
Jon Faust, John H. Rogers, Eric T. Swanson and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 38 (510,318)
Citation 7

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22.

Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison

FRB International Finance Discussion Paper No. 1101
Number of pages: 72 Posted: 08 Apr 2014
John H. Rogers, Chiara Scotti and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 243 (147,377)
Citation 43

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Large scale asset purchases, quantitative easing, zero bound, term premium

23.

Unconventional Monetary Policy and International Risk Premia

FRB International Finance Discussion Paper No. 1172
Number of pages: 33 Posted: 01 Jul 2016
John H. Rogers, Chiara Scotti and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 204 (174,122)
Citation 26

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24.

Log-Periodogram Estimation of Long Memory Volatility Dependencies with Conditionally Heavy Tailed Returns

Number of pages: 32 Posted: 08 Nov 2000
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 192 (183,974)
Citation 3

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Semiparametric Methods, Fractional Integration, Stochastic Volatility, Stock Returns, Heavy Tails.

25.
Downloads 182 (193,038)
Citation 32

Cracking the Conundrum

FEDS Working Paper No. 2007-46
Number of pages: 37 Posted: 29 Nov 2007
David K. Backus and Jonathan H. Wright
NYU Stern School of Business and Johns Hopkins University - Department of Economics
Downloads 97 (315,708)

Abstract:

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Yield curve, forward rates, volatility, term premium, affine models, monetary policy

Cracking the Conundrum

NBER Working Paper No. w13419
Number of pages: 36 Posted: 18 Sep 2007 Last Revised: 03 Mar 2021
David K. Backus and Jonathan H. Wright
NYU Stern School of Business and Johns Hopkins University - Department of Economics
Downloads 51 (451,917)
Citation 1

Abstract:

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Cracking the Conundrum

NYU Working Paper No. 2451/26052
Number of pages: 35 Posted: 13 Oct 2008
David K. Backus and Jonathan H. Wright
NYU Stern School of Business and Johns Hopkins University - Department of Economics
Downloads 34 (531,022)
Citation 2

Abstract:

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yield curve, forward rates, volatility, term premium, affine models, monetary policy

26.

News and Noise in G-7 GDP Announcements

Number of pages: 24 Posted: 05 Jan 2001
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 167 (208,015)
Citation 13

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Vintage Data, Preliminary Data, Final Data, Revision, GDP

27.

Detecting Lack of Identification in GMM

Number of pages: 34 Posted: 22 Nov 2000
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 166 (209,026)
Citation 3

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Generalized Method of Moments, Identification, Asset Pricing, Instrumental Variables

28.

Identifying Vars Based on High Frequency Futures Data

Number of pages: 44 Posted: 27 Apr 2002
Jon Faust, Eric T. Swanson and Jonathan H. Wright
Board of Governors of the Federal Reserve System, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 143 (236,506)
Citation 66

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partial identification, monetary policy, vector autoregressions

29.

A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

Journal of Business and Economic Statistics, Vol. 20, No. 4, 2002
Number of pages: 52 Posted: 09 Jan 2011
James H. Stock, Jonathan H. Wright and Motohiro Yogo
Harvard University - Department of Economics, Johns Hopkins University - Department of Economics and Princeton University - Department of Economics
Downloads 141 (239,230)
Citation 133

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Instrument relevance, Instrumental variables, Similar tests

30.

The Excess Sensitivity of Long-Term Rates: A Tale of Two Frequencies

FRB of NY Staff Report No. 810
Number of pages: 78 Posted: 31 Mar 2017
Samuel Gregory Hanson, David O. Lucca and Jonathan H. Wright
Harvard University - Business School (HBS), Federal Reserve Banks - Federal Reserve Bank of New York and Johns Hopkins University - Department of Economics
Downloads 121 (269,194)

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interest rates, conundrum, monetary policy transmission

31.

Exact Confidence Intervals for Impulse Responses in a Gaussian Vector Autoregression

Number of pages: 22 Posted: 22 Nov 2000
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 102 (303,390)
Citation 1

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Confidence Intervals, Vector Autoregressions, Impulse Responses, Bootstrap

32.

Rounding and the Impact of News: A Simple Test of Market Rationality

FEDS Working Paper No. 2007-5
Number of pages: 16 Posted: 21 Mar 2007
Meredith J. Beechey and Jonathan H. Wright
Monetary Policy Division, Sveriges Riksbank and Johns Hopkins University - Department of Economics
Downloads 100 (307,376)

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News Announcements, Rounding, Market Efficiency, Rational Inattention

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

FEDS Working Paper No. 2012-77
Number of pages: 52 Posted: 08 Jan 2013
Jon Faust, Simon Gilchrist, Jonathan H. Wright and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Boston University - Department of Economics, Johns Hopkins University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 61 (414,631)
Citation 7

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Forecasting, real-time data, Bayesian Model Averaging, credit spreads

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

NBER Working Paper No. w16725
Number of pages: 41 Posted: 31 Jan 2011 Last Revised: 04 Feb 2011
Jon Faust, Simon Gilchrist, Jonathan H. Wright and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Boston University - Department of Economics, Johns Hopkins University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 33 (536,613)
Citation 11

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34.

Testing the Null of Identification in GMM

Number of pages: 43 Posted: 04 Oct 2002
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 94 (319,862)

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Identification, Robust Confidence Sets, Weak Instruments, Generalized Method of Moments

35.

A Simple Approach to Robust Inference in a Cointegrating System

Number of pages: 25 Posted: 07 Dec 2000
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 93 (322,102)

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Cointegration, Local to Unit Roots, Robustness, Instrumental Variables

Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises

CESifo Working Paper No. 7229
Number of pages: 52 Posted: 31 Oct 2018
Bilkent University - Department of Economics, Bilkent University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 57 (429,127)

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event study, bondmarkets, high-frequency data, identification

Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises

NBER Working Paper No. w25016
Number of pages: 43 Posted: 17 Sep 2018
Bilkent University - Department of Economics, Bilkent University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 11 (691,333)

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Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises

CEPR Discussion Paper No. DP13153
Number of pages: 63 Posted: 17 Sep 2018 Last Revised: 04 Oct 2019
Bilkent University - Department of Economics, Bilkent University - Department of Economics and Johns Hopkins University - Department of Economics
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Citation 3
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Bond Markets, event study, high-frequency data, identification

37.
Downloads 58 (419,233)

Jumps in Bond Yields at Known Times

FEDS Working Paper No. 2014-100r1
Number of pages: 48 Posted: 09 Dec 2014
Don H. Kim and Jonathan H. Wright
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 46 (472,836)

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Term structure models, bond yields, jumps, news announcements, bond risk premia

Jumps in Bond Yields at Known Times

NBER Working Paper No. w20711
Number of pages: 35 Posted: 01 Dec 2014 Last Revised: 03 Feb 2021
Don H. Kim and Jonathan H. Wright
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 12 (683,366)

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38.

Predicting Sharp Depreciations in Industrial Country Exchange Rates

FRB International Finance Discussion Paper No. 881
Number of pages: 33 Posted: 26 Feb 2007
Jonathan H. Wright and Joseph Gagnon
Johns Hopkins University - Department of Economics and Peterson Institute
Downloads 57 (422,734)
Citation 2

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current account, forecasting

What Does Monetary Policy Do to Long-Term Interest Rates at the Zero Lower Bound?

NBER Working Paper No. w17154
Number of pages: 37 Posted: 20 Jun 2011
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 52 (448,058)

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What Does Monetary Policy Do to Long‐Term Interest Rates at the Zero Lower Bound?

The Economic Journal, Vol. 122, Issue 564, pp. F447-F466, 2012
Number of pages: 20 Posted: 30 Oct 2012
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 1 (781,319)
Citation 35
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40.

Efficient Prediction of Excess Returns

NBER Working Paper No. w14169
Number of pages: 50 Posted: 16 Jul 2008 Last Revised: 20 Sep 2010
Jon Faust and Jonathan H. Wright
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 50 (448,197)

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41.

Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling

NBER Working Paper No. w19469
Number of pages: 45 Posted: 02 Oct 2013
Serena Ng and Jonathan H. Wright
Columbia Business School - Economics Department and Johns Hopkins University - Department of Economics
Downloads 49 (452,103)
Citation 4

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42.

Evaluating Real-Time VAR Forecasts with an Informative Democratic Prior

FRB of Philadelphia Working Paper No. 10-19
Number of pages: 33 Posted: 10 Jun 2010
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 42 (481,265)
Citation 14

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43.

Weather-Adjusting Employment Data

FRB of Philadelphia Working Paper No. 15-5
Number of pages: 26 Posted: 19 Aug 2015
Michael D. Boldin and Jonathan H. Wright
Wharton Research Data Services and Johns Hopkins University - Department of Economics
Downloads 37 (503,986)
Citation 5

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Weather, employment data, seasonal adjustment, MIDAS

44.

Asymptotics for GMM Estimators with Weak Instruments

NBER Working Paper No. t0198
Number of pages: 43 Posted: 16 Jul 2000 Last Revised: 19 Jul 2010
James H. Stock and Jonathan H. Wright
Harvard University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 36 (508,702)

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45.

The Economics of Options-Implied Inflation Probability Density Functions

NBER Working Paper No. w18195
Number of pages: 43 Posted: 29 Jun 2012
Yuriy Kitsul and Jonathan H. Wright
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 33 (523,668)
Citation 2

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46.

Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset

NBER Working Paper No. w13397
Number of pages: 51 Posted: 14 Sep 2007 Last Revised: 08 Feb 2021
Jon Faust and Jonathan H. Wright
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 29 (544,970)
Citation 17

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47.

The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment

NBER Working Paper No. w26002
Number of pages: 69 Posted: 26 Jun 2019
Janice Eberly, James H. Stock and Jonathan H. Wright
Northwestern University, Harvard University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 20 (601,614)
Citation 6
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48.

Macroeconomics and the Term Structure

CEPR Discussion Paper No. DP8018
Number of pages: 68 Posted: 14 Nov 2010
Refet S. Gürkaynak and Jonathan H. Wright
Bilkent University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 14 (642,983)
Citation 15
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affine models, expectations hypothesis, financial crisis, inflation, interest rates, segmented markets, Term structure

49.

Seasonal Adjustment of NIPA Data

NBER Working Paper No. w24895
Number of pages: 23 Posted: 22 Aug 2018 Last Revised: 24 Aug 2018
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 4 (716,036)

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50.

Identification and Inference Using Event Studies

CEPR Discussion Paper No. DP9388
Number of pages: 31 Posted: 19 Mar 2013
Refet S. Gürkaynak and Jonathan H. Wright
Bilkent University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 4 (716,036)
Citation 10
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Bond Markets, Event Study, High-Frequency Data, Identification, TAF

51.

Event-Day Options

NBER Working Paper No. w28306
Number of pages: 29 Last Revised: 04 Jan 2021
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 4 (716,036)
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52.

Forward-Looking Estimates of Interest-Rate Distributions

Annual Review of Financial Economics, Vol. 9, pp. 333-351, 2017
Posted: 03 Jan 2018
Jonathan H. Wright
Johns Hopkins University - Department of Economics

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53.

Evaluating Asset‐Market Effects of Unconventional Monetary Policy: A Multi‐Country Review

Economic Policy, Vol. 29, Issue 80, pp. 749-799, 2014
Number of pages: 51 Posted: 20 Oct 2014
John H. Rogers, Chiara Scotti and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 0 (763,935)
Citation 31
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54.

Identification and Inference Using Event Studies

The Manchester School, Vol. 81, pp. 48-65, 2013
Number of pages: 18 Posted: 14 Aug 2013
Refet S. Gürkaynak and Jonathan H. Wright
Bilkent University and Johns Hopkins University - Department of Economics
Downloads 0 (763,935)
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