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Editors' Report 2011

Hirano, Keisuke; Wright, Jonathan - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 597-598

Persistent link: https://www.econbiz.de/10009796518

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

Asymptotics for GMM estomators with weak instruments

Stock, James H. - 1996

Persistent link: https://www.econbiz.de/10013453509

Analyzing cross-validation for forecasting with structural instability

Hirano, Keisuke; Wright, Jonathan H. - In: Journal of econometrics 226 (2022) 1, pp. 139-154

Persistent link: https://www.econbiz.de/10013440526

Banks

Gürkaynak, Refet S.; Wright, Jonathan H.; Zakrajšek, Egon - In: Research handbook of financial markets, (pp. 126-146). 2023

Persistent link: https://www.econbiz.de/10014331046

Futures and options

Gürkaynak, Refet S.; Wright, Jonathan H. - In: Research handbook of financial markets, (pp. 490-508). 2023

Persistent link: https://www.econbiz.de/10014331092

Breaks in the Phillips curve : evidence from panel data

Smith, Simon C.; Timmermann, Allan; Wright, Jonathan H. - 2023 - Draft: March 25, 2023

Persistent link: https://www.econbiz.de/10014284088

The extent and consequences of federal reserve balance sheet shrinkage

Wright, Jonathan H. - In: Brookings papers on economic activity : BPEA (2022), pp. 259-275

Persistent link: https://www.econbiz.de/10014324944

Refining set-identification in VARs through independence

Drautzburg, Thorsten; Wright, Jonathan H. - In: Journal of econometrics 235 (2023) 2, pp. 1827-1847

Persistent link: https://www.econbiz.de/10014471432

Market effects of central bank credit markets support programs in Europe

Kitsul, Yuriy; Sokolinskiy, Oleg V.; Wright, Jonathan H. - 2022

Persistent link: https://www.econbiz.de/10013375450