NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Jonathan H. Wright

Department of Economics
Johns Hopkins University
3400 N. Charles Street
Baltimore, MD 21218
Tel: 410/516-5728
Fax: 410/516-7600

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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NBER Program Affiliations: ME
NBER Affiliation: Research Associate

NBER Working Papers and Publications

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

Published: "The Economics of Options-Implied Inflation Probability Density Functions," Journal of Financial Economics, vol. 110, no. 3, pp. 696-711.

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: Jon Faust & Jonathan H. Wright, 2011. "Efficient Prediction of Excess Returns," Review of Economics and Statistics, vol 93(2), pages 647-659.

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

Published: Jon Faust & Jonathan H. Wright, 2009. "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, vol 27(4), pages 468-479.

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
 
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