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Details about Stephen Hurst Wright

E-mail:
Homepage:http://www.bbk.ac.uk/ems/faculty/wright
Workplace:Department of Economics, Mathematics and Statistics, Birkbeck College, (more information at EDIRC)

Access statistics for papers by Stephen Hurst Wright.

Last updated 2020-11-06. Update your information in the RePEc Author Service.

Short-id: pwr22


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Working Papers

2019

  1. Information, VARs and DSGE Models
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads
  2. “Sustainable and Affordable”? Actuarially Fair Contribution Rates for the USS Pension Scheme
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads

2018

  1. R2 bounds for predictive models: what univariate properties tell us about multivariate predictability
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (3)
    See also Journal Article in Journal of Business & Economic Statistics (2019)
  2. The True Size of the ECB: New Insights from National Central Bank Balance Sheets
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads

2016

  1. Nimbyism, Pigovian Equilibrium, Spatial Correlation or all three? Modelling the Distribution of Residential Land and its Impact in 27 EU Countries
    EcoMod2016, EcoMod Downloads
  2. What univariate models tell us about multivariate macroeconomic models
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads

2013

  1. Labour's Record on Financial Regulation
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads
    See also Journal Article in Oxford Review of Economic Policy (2013)

2012

  1. The Predictive Space, or, If x predicts y, what does y tell us about x?
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (3)
  2. Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis
    Working Papers, eSocialSciences Downloads

2011

  1. Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (1)

2010

  1. Invertible and non-invertible information sets in linear rational expectations models
    Post-Print, HAL Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2009

  1. Information, heterogeneity and market incompleteness
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
    See also Journal Article in Journal of Monetary Economics (2010)
  2. The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround
    Jena Economic Research Papers, Friedrich-Schiller-University Jena Downloads View citations (7)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2008) Downloads View citations (2)
    Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers, Indian Statistical Institute, New Delhi, India (2008) Downloads View citations (2)

    See also Journal Article in Journal of Development Economics (2012)

2007

  1. Information, heterogeneity and market incompleteness in the stochastic growth model
    CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis Downloads View citations (1)
  2. The Endogenous Kalman Filter
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads

2006

  1. Inspecting the noisy mechanism: the stochastic growth model with partial information
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads

2005

  1. Permanent vs Transitory Components and Economic Fundamentals
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads
    See also Journal Article in Journal of Applied Econometrics (2006)

2004

  1. Inside the black box: permanent vs transitory components and economic fundamentals
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads View citations (1)

2000

  1. Optimal Monetary Policy with Sticky Nominal Debt Contracts
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

1998

  1. Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (3)
    See also Journal Article in Scottish Journal of Political Economy (2002)
  2. The Good News and the Bad News about Long-run Stock Market Returns
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)

1995

  1. Forecasting the Bond Market
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)

1993

  1. Measures of Real Effective Exchange Rates
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (3)

Journal Articles

2019

  1. R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability
    Journal of Business & Economic Statistics, 2019, 37, (4), 681-695 Downloads View citations (2)
    See also Working Paper (2018)

2013

  1. Labour’s record on financial regulation
    Oxford Review of Economic Policy, 2013, 29, (1), 71-94 Downloads View citations (1)
    See also Working Paper (2013)

2012

  1. The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround
    Journal of Development Economics, 2012, 99, (1), 58-67 Downloads View citations (9)
    See also Working Paper (2009)

2011

  1. Invertible and non-invertible information sets in linear rational expectations models
    Journal of Economic Dynamics and Control, 2011, 35, (3), 295-311 Downloads View citations (17)
    See also Working Paper (2010)

2010

  1. Duality-based algorithms for total-variation-regularized image restoration
    Computational Optimization and Applications, 2010, 47, (3), 377-400 Downloads View citations (2)
  2. Information, heterogeneity and market incompleteness
    Journal of Monetary Economics, 2010, 57, (2), 164-174 Downloads View citations (17)
    See also Working Paper (2009)

2008

  1. Miller and Modigliani, Predictive Return Regressions and Cointegration*
    Oxford Bulletin of Economics and Statistics, 2008, 70, (2), 181-207 Downloads View citations (1)

2007

  1. Nominal Debt Dynamics, Credit Constraints and Monetary Policy
    The B.E. Journal of Macroeconomics, 2007, 7, (1), 1-50 Downloads View citations (23)

2006

  1. Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions
    The Review of Economics and Statistics, 2006, 88, (1), 91-99 Downloads View citations (15)
  2. Permanent vs transitory components and economic fundamentals
    Journal of Applied Econometrics, 2006, 21, (4), 521-542 Downloads View citations (38)
    See also Working Paper (2005)

2005

  1. An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
    Economic Journal, 2005, 115, (501), F108-F129 Downloads View citations (62)
  2. Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72]
    Economics Letters, 2005, 89, (2), 240-240 Downloads
  3. Modelling nominal debt contracts and fixed rate debt
    Economics Letters, 2005, 89, (2), 241-246 Downloads
    Also in Economics Letters, 2005, 88, (1), 67-72 (2005) Downloads

2004

  1. MEASURES OF STOCK MARKET VALUE AND RETURNS FOR THE U.S. NONFINANCIAL CORPORATE SECTOR, 1900–2002
    Review of Income and Wealth, 2004, 50, (4), 561-584 Downloads View citations (17)
  2. Monetary Stabilisation with Nominal Asymmetries
    Economic Journal, 2004, 114, (492), 196-222 Downloads View citations (7)

2002

  1. Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty
    Scottish Journal of Political Economy, 2002, 49, (1), 61-90 Downloads View citations (5)
    See also Working Paper (1998)
  2. Stock Markets and Central Bankers
    World Economics, 2002, 3, (1), 101-124 Downloads View citations (1)

2001

  1. The effects of uncertainty on optimal consumption
    Journal of Economic Dynamics and Control, 2001, 25, (1-2), 185-212 Downloads View citations (3)

1997

  1. A Monthly Indicator of GDP
    National Institute Economic Review, 1997, 161, (1), 84-89 Downloads View citations (11)

1996

  1. FINANCIAL INTERMEDIATION SERVICES INDIRECTLY MEASURED: ESTIMATES FOR FRANCE AND THE U.K. BASED ON THE APPROACH ADOPTED IN THE 1993 SNA
    Review of Income and Wealth, 1996, 42, (4), 453-472 Downloads

1995

  1. How To Make Money in the Bond Market: International Evidence of Inefficiency and What It Suggests about the Way Markets View Monetary Policy
    The Manchester School of Economic & Social Studies, 1995, 63, 22-39

1992

  1. Equilibrium Real Exchange Rates
    The Manchester School of Economic & Social Studies, 1992, 60, 63-84 View citations (2)

Edited books

2020

  1. The UK Economy in the Long Expansion and its Aftermath
    Cambridge Books, Cambridge University Press

2016

  1. The UK Economy in the Long Expansion and its Aftermath
    Cambridge Books, Cambridge University Press View citations (2)
 
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