Details about Stephen Hurst Wright
Access statistics for papers by Stephen Hurst Wright.
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Short-id: pwr22
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Working Papers
2019
- Information, VARs and DSGE Models
School of Economics Discussion Papers, School of Economics, University of Surrey
- “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
- 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)
- 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
- Nimbyism, Pigovian Equilibrium, Spatial Correlation or all three? Modelling the Distribution of Residential Land and its Impact in 27 EU Countries
EcoMod2016, EcoMod
- What univariate models tell us about multivariate macroeconomic models
EMF Research Papers, Economic Modelling and Forecasting Group
2013
- 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
- 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)
- Why was the Participation of Indian States in the Growth Turnaround so Patchy? Some Evidence Based on Robustness Analysis
Working Papers, eSocialSciences
2011
- 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
- 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
- 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)
- 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
- Information, heterogeneity and market incompleteness in the stochastic growth model
CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis View citations (1)
- The Endogenous Kalman Filter
Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics
2006
- Inspecting the noisy mechanism: the stochastic growth model with partial information
Computing in Economics and Finance 2006, Society for Computational Economics
2005
- 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
- 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
- Optimal Monetary Policy with Sticky Nominal Debt Contracts
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
1998
- 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)
- 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
- Forecasting the Bond Market
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)
1993
- Measures of Real Effective Exchange Rates
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (3)
Journal Articles
2019
- 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
- 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
- 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
- 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
- Duality-based algorithms for total-variation-regularized image restoration
Computational Optimization and Applications, 2010, 47, (3), 377-400 View citations (2)
- Information, heterogeneity and market incompleteness
Journal of Monetary Economics, 2010, 57, (2), 164-174 View citations (17)
See also Working Paper (2009)
2008
- Miller and Modigliani, Predictive Return Regressions and Cointegration*
Oxford Bulletin of Economics and Statistics, 2008, 70, (2), 181-207 View citations (1)
2007
- Nominal Debt Dynamics, Credit Constraints and Monetary Policy
The B.E. Journal of Macroeconomics, 2007, 7, (1), 1-50 View citations (23)
2006
- Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions
The Review of Economics and Statistics, 2006, 88, (1), 91-99 View citations (15)
- 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
- An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
Economic Journal, 2005, 115, (501), F108-F129 View citations (62)
- Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72]
Economics Letters, 2005, 89, (2), 240-240
- 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
- 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)
- Monetary Stabilisation with Nominal Asymmetries
Economic Journal, 2004, 114, (492), 196-222 View citations (7)
2002
- 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)
- Stock Markets and Central Bankers
World Economics, 2002, 3, (1), 101-124 View citations (1)
2001
- The effects of uncertainty on optimal consumption
Journal of Economic Dynamics and Control, 2001, 25, (1-2), 185-212 View citations (3)
1997
- A Monthly Indicator of GDP
National Institute Economic Review, 1997, 161, (1), 84-89 View citations (11)
1996
- 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
- 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
- Equilibrium Real Exchange Rates
The Manchester School of Economic & Social Studies, 1992, 60, 63-84 View citations (2)
Edited books
2020
- The UK Economy in the Long Expansion and its Aftermath
Cambridge Books, Cambridge University Press
2016
- The UK Economy in the Long Expansion and its Aftermath
Cambridge Books, Cambridge University Press View citations (2)
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