Jing Cynthia Wu

Testable Implications of Affine Term Structure Models

Year: 2011
Journal: Journal of Econometrics
Authors: James D. Hamilton; Jing Cynthia Wu

The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment

Year: 2011
Journal: Journal of Money, Credit and Banking
Authors: James D. Hamilton; Jing Cynthia Wu

Identification and Estimation of Gaussian Affine Term Structure Models

Year: 2012
Journal: Journal of Econometrics
Authors: James D. Hamilton; Jing Cynthia Wu

Risk Premia in Crude Oil Futures Prices

Year: 2013
Journal: Journal of International Money and Finance
Authors: James D. Hamilton; Jing Cynthia Wu

Effects of Index Fund Investing on Commodity Futures Prices

Year: 2014
Journal: International Economic Review
Authors: James D. Hamilton; Jing Cynthia Wu

Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility

Year: 2014
Journal: Journal of Econometrics
Authors: Drew D. Creal; Jing Cynthia Wu

Inflation Announcements and Social Dynamics

Year: 2014
Journal: Journal of Money, Credit and Banking
Authors: Kinda Hachem; Jing Cynthia Wu

Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound

Year: 2014
Journal: Journal of Money, Credit and Banking
Authors: Jing Cynthia Wu; Fan Dora Xia

Monetary Policy Uncertainty and Economic Fluctuations

Year: 2014
Journal: International Economic Review
Authors: Drew D. Creal; Jing Cynthia Wu

A Shadow Rate New Keynesian Model

Year: 2016
Journal: Journal of Economic Dynamics and Control
Authors: Jing Cynthia Wu; Ji Zhang

Bond Risk Premia in Consumption-Based Models

Year: 2016
Journal: Quantitative Economics
Authors: Drew D. Creal; Jing Cynthia Wu

Global Effective Lower Bound and Unconventional Monetary Policy

Year: 2018
Journal: Journal of International Economics
Authors: Jing Cynthia Wu; Ji Zhang

Negative Interest Rate Policy and the Yield Curve

Year: 2018
Journal: Journal of Applied Econometrics
Authors: Jing Cynthia Wu; Fan Dora Xia

The Four Equation New Keynesian Model

Year: 2019
Journal: Review of Economics and Statistics
Authors: Eric R. Sims; Jing Cynthia Wu

Evaluating Central Banks’ Toolkit: Past, Present, and Future

Year: 2019
Journal: Journal of Monetary Economics
Authors: Eric R. Sims; Jing Cynthia Wu

Reconstructing the Yield Curve

Year: 2020
Journal: Journal of Financial Economics
Authors: Yan Liu; Jing Cynthia Wu

Wall Street vs Main Street QE

Year: 2020
Journal: No Journal Matched
Authors: Eric R. Sims; Jing Cynthia Wu

Unconventional Monetary Policy

Year: 2022
Journal: Quantitative Finance
Authors: Eric R. Sims; Jing Cynthia Wu; Ji Zhang

Average Inflation Targeting: Time Inconsistency and Ambiguous Communication

Year: 2022
Journal: Journal of Monetary Economics
Authors: Chengcheng Jia; Jing Cynthia Wu

Unconventional Monetary and Fiscal Policy

Year: 2022
Journal: No Journal Matched
Authors: Jing Cynthia Wu; Yinxi Xie