Similar Search Results

Macroeconomics and the term structure

Gürkaynak, Refet S.; Wright, Jonathan H. - 2010

Persistent link: https://www.econbiz.de/10008667418

Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach

Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2011

Persistent link: https://www.econbiz.de/10008839764

What does monetary policy do to long-term interest rates at the zero lower bound?

Wright, Jonathan H. - 2011

Persistent link: https://www.econbiz.de/10009160435

Identification and inference using event studies

Gürkaynak, Refet S.; Wright, Jonathan H. - 2013

Persistent link: https://www.econbiz.de/10009734152

Do Federal Reserve policy surprises reveal superior information about economy?

Faust, Jon (contributor); Swanson, Eric T. (contributor); … - In: Contributions to macroeconomics 4 (2004) 1

Persistent link: https://www.econbiz.de/10002388587

Missing events in event studies : identifying the effects of partially-measured news surprises

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, … - 2018

Persistent link: https://www.econbiz.de/10011981002

Forward-looking estimates of interest-rate distributions

Wright, Jonathan H. - In: Annual review of financial economics 9 (2017), pp. 333-351

Persistent link: https://www.econbiz.de/10011910883

Missing events in event studies : identifying the effects of partially measured news surprises

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, … - In: The American economic review 110 (2020) 12, pp. 3871-3912

Persistent link: https://www.econbiz.de/10012431236

Breaks in the Phillips Curve : Evidence from Panel Data

Smith, Simon C.; Timmermann, Allan; Wright, Jonathan H. - National Bureau of Economic Research - 2023

We revisit time-variation in the Phillips curve, applying new Bayesian panel methods with breakpoints to US and European Union disaggregate data. Our approach allows us to accurately estimate both the number and timing of breaks in the Phillips curve. It further allows us to determine the...

Persistent link: https://www.econbiz.de/10014250170