Jonathan H. Wright

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

Year: 2003
Journal: Journal of the European Economic Association
Authors: Jon Faust; John H. Rogers; Eric Swanson; Jonathan H. Wright

Cracking the Conundrum

Year: 2007
Journal: Brookings Papers on Economic Activity
Authors: David K. Backus; Jonathan H. Wright

Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset

Year: 2007
Journal: Journal of Business and Economic Statistics
Authors: Jon Faust; Jonathan H. Wright

Efficient Prediction of Excess Returns

Year: 2008
Journal: Review of Economics and Statistics
Authors: Jon Faust; Jonathan H. Wright

Macroeconomics and the Term Structure

Year: 2010
Journal: Journal of Economic Literature
Authors: Refet S. Grkaynak; Jonathan H. Wright

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

Year: 2011
Journal: Economic Journal
Authors: Jonathan H. Wright

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

Year: 2011
Journal: Review of Economics and Statistics
Authors: Jon Faust; Simon Gilchrist; Jonathan H. Wright; Egon Zakrajsek

The Economics of Options-Implied Inflation Probability Density Functions

Year: 2012
Journal: Journal of Financial Economics
Authors: Yuriy Kitsul; Jonathan H. Wright

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

Year: 2013
Journal: Journal of Economic Literature
Authors: Serena Ng; Jonathan H. Wright

Identification and Inference Using Event Studies

Year: 2013
Journal: No Journal Matched
Authors: Refet S. Grkaynak; Jonathan H. Wright

Jumps in Bond Yields at Known Times

Year: 2014
Journal: No Journal Matched
Authors: Don H. Kim; Jonathan H. Wright

Seasonal Adjustment of NIPA Data

Year: 2018
Journal: No Journal Matched
Authors: Jonathan H. Wright

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

Year: 2018
Journal: American Economic Review
Authors: Refet S. Gurkaynak; Burcin Ksackoglu; Jonathan H. Wright

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

Year: 2018
Journal: American Economic Review
Authors: Refet S. Gürkaynak; Bünyamin Kısacıkoglu; Jonathan H. Wright

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

Year: 2019
Journal: International Journal of Central Banking
Authors: Janice C. Eberly; James H. Stock; Jonathan H. Wright

Event-Day Options

Year: 2020
Journal: No Journal Matched
Authors: Jonathan H. Wright

Refining Set Identification in VARs through Independence

Year: 2021
Journal: Journal of Econometrics
Authors: Thorsten Drautzburg; Jonathan H. Wright

The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under

Year: 2022
Journal: Journal of Finance
Authors: David Lucca; Jonathan H. Wright

Breaks in the Phillips Curve: Evidence from Panel Data

Year: 2023
Journal: No Journal Matched
Authors: Simon Smith; Allan Timmermann; Jonathan H. Wright