NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Jing Cynthia Wu

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

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

January 2012Identification and Estimation of Gaussian Affine Term Structure Models
with James D. Hamilton: 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.

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

Testable Implications of Affine Term Structure Models
with James D. Hamilton: 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.

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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