NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jonathan H. Wright

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

November 2014Jumps in Bond Yields at Known Times
with Don H. Kim: w20711
September 2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
with Serena Ng: w19469

Published: Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-54, December. citation courtesy of

June 2012The Economics of Options-Implied Inflation Probability Density Functions
with Yuriy Kitsul: w18195
June 2011What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?
w17154

Published: \What does Monetary Policy do to Long-term Interest Rates at the Zero Lower Bound?", Economic Journal , vol. 122 (2012), pp.F447-F466.

January 2011Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
with Jon Faust, Simon Gilchrist, Egon Zakrajsek: w16725

Published: Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek, 2013. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1501-1519, December. citation courtesy of

July 2008Efficient Prediction of Excess Returns
with Jon Faust: w14169

Published: May 2011, Vol. 93, No. 2, Pages 647-659 Posted Online April 26, 2011. (doi:10.1162/REST_a_00092) © 2011 The President and Fellows of Harvard College and the Massachusetts Institute of Technology Efficient Prediction of Excess Returns Jon Faust Johns Hopkins University Jonathan H. Wright Johns Hopkins University

September 2007Cracking the Conundrum
with David K. Backus: w13419

Published: David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(2007-1), pages 293-329. citation courtesy of

Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
with Jon Faust: w13397
April 2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
with Jon Faust, John H. Rogers, Eric Swanson: w9660

Published: Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1031-1057, 09. citation courtesy of

July 1996Asymptotics for GMM Estimators with Weak Instruments
with James H. Stock: t0198

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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