Details about Stephen Hurst Wright

Access statistics for papers by Stephen Hurst Wright.

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Short-id: pwr22

Working Papers

2019

1. Information, VARs and DSGE Models
   School of Economics Discussion Papers, School of Economics, University of Surrey
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

2018

3. 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 View citations (3)
   See also Journal Article in Journal of Business & Economic Statistics (2019)
4. 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

2016

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

2013

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

2012

8. 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 View citations (3)
9. Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis
   Working Papers, eSocialSciences

2011

10. 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 View citations (1)

2010

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

2009

12. Information, heterogeneity and market incompleteness
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) View citations (1)
    See also Journal Article in Journal of Monetary Economics (2010)
13. The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround
    Jena Economic Research Papers, Friedrich-Schiller-University Jena View citations (7)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2008) View citations (2)
    Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers, Indian Statistical Institute, New Delhi, India (2008) View citations (2)
    See also Journal Article in Journal of Development Economics (2012)

2007

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

2006

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

2005

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

2004

18. 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 View citations (1)

2000

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

1998

20. 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)
21. 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

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

1993

23. 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 View citations (2)
   See also Working Paper (2018)

2013

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

2012

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

2011

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

2010

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

2008

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

2007

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

2006

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

2005

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

2004

14. 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 View citations (17)
15. Monetary Stabilisation with Nominal Asymmetries
    Economic Journal, 2004, 114, (492), 196-222 View citations (7)

2002

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

2001

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

1997

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

1996

20. 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

1995

21. 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

22. 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

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