NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jing Cynthia Wu

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

October 2014Interest Rate Uncertainty and Economic Fluctuations
with Drew D. Creal, Jing Cynthia Wu: w20594
May 2014Inflation Announcements and Social Dynamics
with Kinda Hachem, Jing Cynthia Wu: w20161
Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility
with Drew D. Creal, Jing Cynthia Wu: w20115
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
with Jing Cynthia Wu, Fan Dora Xia: w20117
February 2014Effects of Index-Fund Investing on Commodity Futures Prices
with James D. Hamilton, Jing Cynthia Wu: w19892
May 2013Risk Premia in Crude Oil Futures Prices
with James D. Hamilton, Jing Cynthia Wu: w19056

Published: Hamilton, James D. & Wu, Jing Cynthia, 2014. "Risk premia in crude oil futures prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 9-37. citation courtesy of

January 2012Identification and Estimation of Gaussian Affine Term Structure Models
with James D. Hamilton, Jing Cynthia Wu: w17772

Published: Hamilton, James D. & Wu, Jing Cynthia, 2012. "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, vol. 168(2), pages 315-331. citation courtesy of

April 2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
with James D. Hamilton, Jing Cynthia Wu: w16956

Published: James D. Hamilton & Jing Cynthia Wu, 2012. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 3-46, 02. citation courtesy of

Testable Implications of Affine Term Structure Models
with James D. Hamilton, Jing Cynthia Wu: w16931

Published: Hamilton, James D. & Wu, Jing Cynthia, 2014. "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, vol. 178(P2), pages 231-242. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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