 | Norwegian University of Science and Technology, NTNU Verified email at bio.ntnu.no Cited by 3187 |
JH Stock, JH Wright… - Journal of business and economic statistics, 2002 - ASA
Page 1. A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
James H. Stock Harvard University and the National Bureau of Economic Research, Cambridge,
MA 02138 Jonathan H. Wright Federal Reserve Board, Washington, DC 20551 ...
JH Stock… - Econometrica, 2000 - Wiley Online Library
Page 1. Ž . Econometrica, Vol. 68, No. 5 September, 2000 , 10551096 GMM WITH WEAK
IDENTIFICATION BY JAMES H. STOCK AND JONATHAN H. WRIGHT 1 This paper
develops asymptotic distribution theory for GMM estimators ...
RS Gürkaynak, B Sack… - Journal of Monetary Economics, 2007 - Elsevier
J Wright… - Behavioral Ecology and Sociobiology, 1989 - Springer
In a species with biparental care two parents cooperate to provide the appropriate amount of
care for the young. Recent theoretical treatments consider the evolutionarily stable
investment strategy. Under most conditions, the parental investment of the two partners ...
A Ahearne, J Gagnon, J Haltmaier… - International Finance …, 2002 - vaamllc.com
Abstract: This paper examines Japan's experience in the first half of the 1990s to shed some
light on several issues that arise as inflation declines toward zero. Is it possible to recognize
when an economy is moving into a phase of sustained deflation? How quickly should ...
J Faust, JH Rogers… - Journal of Money, Credit and Banking, 2005 - JSTOR
Page 1. JON FAUST JOHN H. ROGERS JONATHAN H. WRIGHT News and Noise
in G-7 GDP Announcements Revisions to GDP announcements are known to be
quite large in all G-7 countries; quarterly growth rate revisions ...
JH Wright - Journal of Business & Economic Statistics, 2000 - JSTOR
Page 1. Alternative Variance-Ratio Tests Using Ranks and Signs Jonathan H. WRIGHT
Board of Governors of the Federal Reserve System, Washington, DC 20551
(jonathan.h.wright@frb.gov) This article proposes using variance ...
J Faust, JH Rogers, SYB Wang… - Journal of Monetary …, 2007 - Elsevier
J Faust, J Rogers… - 2001 - papers.ssrn.com
Abstract: We estimate a monetary policy reaction function for the Bundesbank and use it as a
benchmark to assess the monetary policy of the ECB since the launch of the euro in January
1999. We find that euro interest rates are low relative to this benchmark. We consider ...
D Kim… - FEDS Working Paper No. 2005-33, 2005 - papers.ssrn.com
Abstract: This paper reviews a simple three-factor arbitrage-free term structure model
estimated by Federal Reserve Board staff and reports results obtained from fitting this model
to US Treasury yields since 1990. The model ascribes a large portion of the decline in ...
J Faust,
ET Swanson… - Journal of Monetary Economics, 2004 - Elsevier
DW Berger, AP Chaboud, SV Chernenko… - Journal of International …, 2008 - Elsevier
AP Chaboud… - Journal of International Economics, 2005 - Elsevier
RS Gurkaynak, B Sack… - American Economic …, 2010 - ingentaconnect.com
Page 1. 70 American Economic Journal: Macroeconomics 2010, 2:1, 70–92
http://www.aeaweb.org/articles.php?doi=10.1257/mac.2.1.70 For over ten years,
the US Treasury has issued Treasury Inflation-Protected Securities ...
JC Wright - Zoologischer Anzeiger-A Journal of Comparative …, 2001 - Elsevier
S Markman, Y Yom-Tov… - Animal Behaviour, 1995 - Elsevier
Monogamy is thought to be prevalent in bird species because of the role of male parental
care. Evolutionarily stable strategies for biparental cooperation provide a behavioural
mechanism for the maintenance of monogamous relationships, under which any shortfall ...
J Wright - 2006 - papers.ssrn.com
Abstract: The slope of the Treasury yield curve has often been cited as a leading economic
indicator, with inversion of the curve being thought of as a harbinger of a recession. In this
paper, I consider a number of probit models using the yield curve to forecast recessions. ...
J Wright… - Animal Behaviour, 1990 - Elsevier
Abstract In species with biparental care, the evolutionarily stable strategy for investment in
the brood depends on the value of the brood to the parents and on each partner's
contribution. Any shortfall by one parent should be partially compensated for by the other ...
Initial acceptance 29 October 2008 Final acceptance 5 November 2008 Published online 12
December 2008 MS. number: 08-00599 Keywords: adaptive hypothesis ecological fallacy
hierarchical model hypothesis testing individual heterogeneity multilevel data random ...
J Faust, JH Rogers,
E Swanson… - 2003 - nber.org
... 2003 by Jon Faust, John H. Rogers, Eric Swanson, and Jonathan Wright. ... Page 2. Identifying the
Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data Jon Faust,
John H. Rogers, Eric Swanson, and Jonathan Wright NBER Working Paper No. ...
J Wright - The American Journal of the Medical Sciences, 1914 - journals.lww.com
Wolters Kluwer Health may email you for journal alerts and information, but is committed to maintaining
your privacy and will not share your personal information without your express consent. For more
information, please refer to our Privacy Policy. ... An abstract is unavailable. This article is ...
J Wright - Animal Behaviour, 1997 - Elsevier
Helping-at-the-nest in Arabian babblers, Turdoides squamicepshas been uniquely
explained as an altruistic 'signal'used to 'show-off'and gain 'social prestige'within the group.
Evidence from other cooperatively breeding bird species, however, instead suggests that ...
S Markman, Y Yom-Tov… - Animal Behaviour, 1996 - tau.ac.il
Abstract. The importance of male care and the nature of facultative adjustments in female
care were assessed by experimentally removing males in pairs of orange-tufted sunbirds,
Nectarinia osea, feeding broods of two or three chicks. The predation of all three-chick ...
BM Averaging… - 2003 - federalreserve.gov
Page 1. Board of Governors of the Federal Reserve System International Finance
Discussion Papers Number 779 September 2003 Bayesian Model Averaging and
Exchange Rate Forecasts Jonathan H. Wright NOTE: International ...
J Faust,
ET Swanson… - Contributions to …, 2004 - ericswanson.us
Page 1. Contributions to Macroeconomics Volume 4, Issue 1 2004 Article 10 Do
Federal Reserve Policy Surprises Reveal Superior Information about the Economy?
Jon Faust ∗ Eric T. Swanson † Jonathan H. Wright ‡ ∗Federal ...
J Wright - 2003 - papers.ssrn.com
Abstract: Recent empirical work has considered the prediction of inflation by combining the
information in a large number of time series. One such method that has been found to give
consistently good results consists of simple equal weighted averaging of the forecasts ...
T Bollerslev… - Review of Economics and Statistics, 2001 - MIT Press
Page 1. HIGH-FREQUENCY DATA, FREQUENCY DOMAIN INFERENCE, AND
VOLATILITY FORECASTING Tim Bollerslev and Jonathan H. Wright* Abstract—Although
it is clear that the volatility of asset returns is serially correlated ...
JH Wright - Econometric Theory, 2003 - Cambridge Univ Press
... for their helpful comments on earlier drafts of this manuscript+ I am also grateful to George
Tauchen for providing me with the code for generating artificial asset price data+ All errors are
my sole responsibility+ Address correspondence to: Jonathan Wright, Federal Reserve ...
J Wright… - Animal behaviour, 1994 - Elsevier
Abstract. In biparental mating systems males are predicted to adjust their parental care in
relation to their certainty of paternity. In this study, certainty of paternity in the European
starling, Sturnus vulgaris, was manipulated by temporarily placing fertile females in cages ...
A Chaboud, S Chernenko, E Howorka… - … Discussion Paper No …, 2004 - papers.ssrn.com
Abstract: We introduce a new high-frequency foreign exchange dataset from EBS (Electronic
Broking Service) that includes trading volume in the global interdealer spot market, data not
previously available to researchers. The data also gives live transactable quotes, rather ...
J Bradley, K Whelan… - Economic Modelling, 1995 - Elsevier
We describe the design, construction, estimation and testing of the Irish HERMIN model. The
specific selection of model features from the general HERMIN outline is related to the
structure of the Irish economy. The standard model tests indicate an economy that is very ...
J Wright - Behavioral Ecology and Sociobiology, 1998 - Springer
Abstract Despite the success of kin selection in explaining helping-at-the-nest among
communally breeding birds, we know almost nothing about how helpers regulate their chick-
feeding effort. This is especially interesting given how much we now know about parental ...
J Wright… - Animal behaviour, 1999 - Elsevier
Biparental investment in birds is implemented through parents making adaptive
compensatory adjustments according to the work rate of their collaborator. Predictions for
such evolutionarily stable cooperation in parental nestling feeding, and the behavioural ...
JH Stock, J Wright… - Journal of Business and …, 2002 - faculty.washington.edu
ABSTRACT Weak instruments arise when the instruments in linear IV regression are weakly
correlated with the included endogenous variables. In nonlinear GMM, weak instruments
correspond to weak identification of some or all of the unknown parameters. Weak ...
JRC Wright - 1974 - getcited.org
An academic directory and search engine.
E Ghysels… - Journal of Business and Economic Statistics, 2009 - ASA
Page 1. Forecasting Professional Forecasters Eric GHYSELS Department of Finance,
Kenan–Flagler School of Business and Department of Economics, University of North Carolina,
Gardner Hall CB 3305, Chapel Hill, NC 27599-3305 (eghysels@unc.edu) ...
JH Wright… - Journal of Banking & Finance, 2009 - Elsevier
SV Chernenko, KB Schwarz, JH Wright… - 2004 - papers.ssrn.com
Page 1. Board of Governors of the Federal Reserve System International Finance
Discussion Papers Number 808 June 2004 The Information Content of Forward
and Futures Prices: Market Expectations and the Price of Risk ...
JH Wright - Journal of Econometrics, 2008 - Elsevier
J Wright, E Berg, SR De Kort, V Khazin… - Animal behaviour, 2001 - Elsevier
Cooperative sentinel behaviour in Arabian babblers, Turdoides squamiceps, appears
generally consistent with state-dependent models of individually selfish antipredator
behaviour. We examined further detailed aspects of this cooperative behaviour, including ...
JH Wright - Econometric Reviews, 2002 - Taylor & Francis
JH Wright - The American Economic Review, 2011 - ingentaconnect.com
Page 1. American Economic Review 101 (June 2011): 1514–1534 http://www.aeaweb.
org/articles.php?doi=10.1257/aer.101.4.1514 1514 Nominal yield curves nearly
always slope up, implying that investors typically demand ...
AE Budden… - Behavioral Ecology and Sociobiology, 2001 - Springer
Nestling begging is widely accepted as a form of communication through which an offspring
can indicate to its parent its requirement for food. The honesty of this information is thought
to be maintained by the cost of the signal, yet the success of the interaction is dependent ...
Recent theoretical and experimental studies appear to provide a comprehensive
explanation for the evolutionary, and short-term, stability of biparental care in birds.
However, much of the intraspecific variation in the absolute and relative contribution by ...
JH Wright - Journal of Forecasting, 2009 - Wiley Online Library
... 28, 131–144 (2009) Published online 24 September 2008 in Wiley InterScience
(www.interscience.wiley.com) DOI: 10.1002/for.1088 * Correspondence to: Jonathan Wright,
Department of Economics, Johns Hopkins University, 3400N. Charles St, Baltimore, MD 21218, ...
K Whelan, J Bradley… - 1993 - irserver.ucd.ie
Abstract: This book focuses on the stabilization and growth problems of Ireland, an
archetypal peripheral member of the EC. In part I, a supply-side neo-Keynesian macro-
econometric model is developed, which captures the stylised features of the economy: ...
J Wright - 2000 - papers.ssrn.com
Abstract: Many authors have investigated the possibility of long memory in asset returns.
Generally, very little evidence has been found for long memory in either stock returns or
exchange rate returns. This paper applies the log-periodogram regression to a wide range ...
JH Wright - Economics Letters, 1999 - Elsevier
ET Swanson, L REICHLIN… - Brookings Papers on Economic …, 2011 - JSTOR
Page 1. ERIC T. SWANSON Federal Reserve Bank of San Francisco leť s Twist Again:
A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for
QE2 ABSTRACT This paper undertakes a modern event ...
Abstract This introduction to the themed issue on Evolutionary and ecological approaches to
the study of personality provides an overview of conceptual, theoretical and methodological
progress in research on animal personalities over the last decade, and places the ...
NJ Dingemanse, N Dochtermann… - Animal Behaviour, 2010 - Elsevier
Research on behavioural syndromes (consistent individual differences in suites of
correlated behaviours) requires formal statistical methods to describe and compare
syndrome structures. We detail the shortcomings of current methods aimed at describing ...
MJ Beechey… - Journal of Monetary Economics, 2009 - Elsevier
JH Wright - Journal of Applied Econometrics, 1999 - cass.city.ac.uk
... Revised 22 June 1998 JOURNAL OF APPLIED ECONOMETRICS J. Appl. Econ. 14:
309±318 (1999) * Correspondence to: Jonathan Wright, Dept of Economics, University of
Virginia, Charlottesville, VA 22903, USA. E-mail: jw7x@virginia.edu Page 2. ...
J Faust… - Journal of Econometrics, 2008 - Elsevier
N Leader,
J Wright… - Behaviour, 2000 - JSTOR
In a study of male song in the orange-tufted sunbird (Nectarinia osea) in an urban
neighborhood in Ramat-Aviv, Israel, we discovered the occurrence of song variation on a
microgeographic scale in the form of two distinct dialects with a sharp boundary between ...
JH Wright - Journal of Business & Economic Statistics, 2000 - JSTOR
Page 1. Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests
Jonathan H. WRIGHT International Finance Division, Board of Governors of the Federal
Reserve System, Washington DC 20551 (jonathan.h. wright@frb.gov) ...
JH Wright - Journal of Business & Economic Statistics, 2000 - JSTOR
Page 1. Confidence Intervals for Univariate Impulse Responses With a Near Unit Root
Jonathan H. WRIGHT International Finance Division, Board of Governors of the Federal
Reserve System, Washington, DC 20551 (jonathan.h. wright@frb.gov) ...
J Wright - Behavioural processes, 2007 - ncbi.nlm.nih.gov
... Cooperation theory meets cooperative breeding: exposing some ugly truths about social prestige,
reciprocity and group augmentation. Wright J. Institute of Biology, NTNU, Trondheim N-7914,
Norway. jonathan.wright@bio.ntnu.no. Comment on Behav Processes. ...
[CITATION] God's soldiers: adventure, politics, intrigue, and power: a history of the Jesuits
J Wright - 2004 - Doubleday Books
[CITATION] A co-integration based analysis of Irish purchasing power parity relationships using the Johansen procedure
JH Wright - Economic and Social Review, 1994 - ECONOMIC & SOCIAL STUDIES
JH Stock… - 1996 - nber.org
This paper develops asymptotic distribution theory for generalized method of moments
(GMM) estimators and test statistics when some of the parameters are well identified, but
others are poorly identified because of weak instruments. The asymptotic theory entails ...
[CITATION] Maximize Your Vitality & Potency: For Men Over 40
JV Wright… - 1999 - Smart Publications
AP Chaboud, SV Chernenko… - Journal of the European …, 2008 - Wiley Online Library
Page 1. TRADING ACTIVITY AND MACROECONOMIC ANNOUNCEMENTS IN
HIGH-FREQUENCY EXCHANGE RATE DATA Alain P. Chaboud Federal Reserve
Board, Washington Sergey V. Chernenko Harvard University ...
J Wright - The Sixteenth century journal, 1999 - JSTOR
This article explores the ways in which conscience was anatomized during the early modern
period and how the central role afforded to it in moral decision making meant that
conscience was constantly invoked in the polemical war between the faiths over the issue ...
J Wright - Contemporary European History, 1995 - Cambridge Univ Press
The significance of the Locarno treaties remains one of the central issues of the interwar
period. Did they mark, as Austen Chamberlain claimed,'the real dividing line between the
years of war and the years of peace'or were they, at best, a truce masking the ...
Abstract Indirect fitness benefits from kin selection can explain why non-breeding individuals
help raise the young of relatives. However, the evolution of helping by non-relatives requires
direct fitness benefits, for example via group augmentation. Here, we examine nest visit ...
R Gurkaynak… - 2010 - papers.ssrn.com
Abstract: This paper provides an overview of the analysis of the term structure of interest
rates with a special emphasis on recent developments at the intersection of
macroeconomics and finance. The topic is important to investors and also to policymakers, ...
JH Wright - Economics Letters, 1999 - Elsevier
N Leader,
J Wright… - Ethology, 2002 - Wiley Online Library
Male orange-tufted sunbirds (Nectarinia osea) exhibit distinct song dialects throughout
Israel. Recently, two distinct local dialects with a sharp boundary were discovered in a small
(1.5 km 2) urban neighborhood densely inhabited by 63 territorial sunbird pairs. We ...
J Wright - 2002 - papers.ssrn.com
Abstract: This paper proposes a new test of the null hypothesis that a generalized method of
moments model is identified. The test can detect local or global underidentification, and
underidentification in some or all directions. The idea of the test is to compare the volume ...
PG MDonald, AJN Kazem… - Animal Behaviour, 2009 - Elsevier
Cooperative provisioning dynamics between members of a pair in biparental systems has
received a lot of attention, both empirically and theoretically. The dynamics of provisioning in
cooperatively breeding groups, however, remains poorly understood. Such groups often ...
PG MDonald, L te Marvelde, AJN Kazem… - Animal Behaviour, 2008 - Elsevier
Research on cooperative breeding has begun to focus on direct fitness benefits gained by
helpers, particularly when individuals are unrelated to those they assist. There has been
considerable interest in helping possibly operating as a signal, either to show off ...
JH Wright, H Zhou… - 2007 - c.federalreserve.gov
... 2007-22 Screen Reader version ♣. Bond Risk Premia and Realized Jump Volatility*.
Jonathan Wright* and Hao Zhou*. First Draft: November 2006 This Draft: March 2007.
Keywords: Unspanned Stochastic Volatility, Expected ...
AP Chaboud, SV Chernenko, JH Wright… - 2007 - eea-esem.com
Page 1. Trading Activity and Exchange Rates in High-Frequency EBS Data Alain P. Chaboud,
Sergey V. Chernenko and Jonathan H. Wright * August 2007 The absence of data has, until now,
precluded virtually all research on trading volume in the foreign exchange market. ...
[CITATION] The Jesuits: Missions, myths and histories
J Wright - 2004 - HarperCollins
JH Wright, JE Gagnon… - 2006 - c.federalreserve.gov
ifdp881.
JH Wright - Econometric Theory, 1999 - Cambridge Univ Press
... I am grateful to Jim Stock, a co-editor, and two anonymous referees for helpful comments on earlier
versions of this manuscript+ All errors are the sole responsibility of the author+ Address
correspondence to: Jonathan Wright, Inter- national Finance Division, Board of Governors ...
J Wright - German Politics, 1996 - Taylor & Francis
Anglo‐German relations since 1949 have been a curious mixture of harmony and tension.
This paper looks at the reasons both for cooperation and conflict and some of the ways in
which German perceptions of Britain have changed since 1949. Attitudes to security, ...
JH Wright - Economics Letters, 1993 - Elsevier
JH Wright - 2011 - nber.org
Page 1. NBER WORKING PAPER SERIES WHAT DOES MONETARY POLICY DO
TO LONG-TERM INTEREST RATES AT THE ZERO LOWER BOUND? Jonathan H.
Wright Working Paper 17154 http://www.nber.org/papers/w17154 ...
[CITATION] Hitler, Britain and the Hossbach Memorandum
JRC Wright… - 1987 - no publisher
J Faust… - manuscript, Johns Hopkins University, 2011 - econ2.jhu.edu
Long $ term nominal commitments such as labor contracts, mortgages and other debt, and
price stickiness are overwhelming features of modern economies. In such a world,
forecasting how the general price level will evolve over the life of a commitment is an ...
JH Wright… - 2010 - papers.ssrn.com
Page 1. WORKING PAPER NO. 10-19 EVALUATING REAL-TIME VAR FORECASTS WITH AN
INFORMATIVE DEMOCRATIC PRIOR Jonathan H. Wright Johns Hopkins University and Visiting
Scholar, Federal Reserve Bank of Philadelphia May 19, 2010 Page 2. ...
J Wright - The Journal of Ecclesiastical History, 2001 - Cambridge Univ Press
With particular attention paid to the experience of the Marian exiles, this paper analyses the
sixteenth-century Protestant debate about the rectitude of flight from persecution. It suggests
that, although this debate must be located in a centuries-old Christian discussion about ...
J Bradley… - 1993 - tara.tcd.ie
The two regional economies of Ireland are located in a world of increasing economic
interdependence. Market completion within the European Community is at an advanced
stage, January 1st, 1993 being the symbolic start to open borders. The newly ...
[CITATION] Does the fed possess inside information about the economy
J Faust,
E Swanson… - Manuscript, Board of Governors of the Federal …, 2002
[CITATION] The US Treasury yield curve
RS Gürkaynak, B Sack… - Washington: Board of Governors of the Federal …, 2005
M Wei… - Journal of Applied Econometrics, 2010 - Wiley Online Library
Page 1. REVERSE REGRESSIONS AND LONG-HORIZON FORECASTING MIN WEIa AND
JONATHAN H. WRIGHTb* a Division of Monetary Affairs, Federal Reserve Board, Washington,
DC, USA b Department of Economics, Johns Hopkins University, Baltimore, MD, USA ...
J Faust, S Gilchrist, JH Wright… - 2011 - nber.org
Page 1. NBER WORKING PAPER SERIES CREDIT SPREADS AS PREDICTORS OF
REAL-TIME ECONOMIC ACTIVITY: A BAYESIAN MODEL-AVERAGING APPROACH
Jon Faust Simon Gilchrist Jonathan H. Wright Egon Zakrajsek ...
F Lee… - Emotional and behavioural difficulties, 2001 - Taylor & Francis
Abstract Emotional awareness programmes and initiatives in education have a high profile.
Training courses in emotional literacy and emotional literacy projects are being promoted
nationwide. However, whilst many successful projects and programmes have taken place ...
S Strassel, D Adams, H Goldberg, J Herr… - Proceedings of …, 2010 - hnk.ffzg.hr
Abstract The goal of DARPA's Machine Reading (MR) program is nothing less than making
the world's natural language corpora available for formal processing. Most text processing
research has focused on locating mission-relevant text (information retrieval) and on ...
JH Wright - Journal of Business and Economic Statistics, 2009 - ASA
Page 1. Wright: Comment 323 Kleibergen and Mavroeidis make the inferences robust
to weak instruments by suggesting a procedure that is point-wise asymptotically
correct and in which asymptotics is uniform along this one ...
[CITATION] Quantifying the non-stationarity in Irish real exchange rates
JH Wright - Economic and Social Review, 1993 - ECONOMIC & SOCIAL STUDIES
JH Wright - Economics Letters, 1996 - Elsevier
JJ Wright, G Sadlo… - Journal of Occupational Science, 2007 - Taylor & Francis
Page 1. Further Explorations into the Conundrum of Flow Process Jonathan J. Wright,
Gaynor Sadlo & Graham Stew Abstract This study builds on previous research that
has aimed to clarify uncertainties regarding what happens ...
J Wright - 2005 - books.google.com
The First Amendment is categorical and concise on religion and the state: Congress shall
make no law respecting an establishment of religion, or prohibiting the free exercise thereof.
Nevertheless, these few words have caused much confusion and controversy for ...
[CITATION] Past the Tipping Point-Record Oil Prices Require New Supply Chain Strategies To Enable Future High Performance
R Gosier, D Simchi-Levi, J Wright… - Accenture/ILOG, 2008
M Wei… - 2009 - federalreserve.gov
Abstract: Long-horizon predictive regressions in finance pose formidable econometric
problems when estimated using the sample sizes that are typically available. A remedy that
has been proposed by Hodrick (1992) is to run a reverse regression in which short- ...
[CITATION] An Empirical Likelihood Ratio Test for a Unit Root
J Wright - Econometric Theory, 1999 - JSTOR
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