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Details about Jing Cynthia Wu

Homepage:https://sites.google.com/view/jingcynthiawu/
Workplace:National Bureau of Economic Research (NBER), (more information at EDIRC)
Department of Economics, University of Illinois at Urbana-Champaign, (more information at EDIRC)

Access statistics for papers by Jing Cynthia Wu.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pwu111


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Working Papers

2024

  1. A Macroeconomic Model of Central Bank Digital Currency
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
  2. Does Unconventional Monetary and Fiscal Policy Contribute to the COVID Inflation Surge in the US?
    Staff Working Papers, Bank of Canada Downloads
  3. Does Unconventional Monetary and Fiscal Policy Contribute to the COVID Inflation Surge?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  4. The Role of International Financial Integration in Monetary Policy Transmission
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Staff Working Papers, Bank of Canada (2024) Downloads

    See also Journal Article The Role of International Financial Integration in Monetary Policy Transmission, IMF Economic Review, Palgrave Macmillan (2024) Downloads (2024)

2023

  1. (Un)Conventional Monetary and Fiscal Policy
    Staff Working Papers, Bank of Canada Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) Downloads View citations (1)

    See also Journal Article Unconventional Monetary and Fiscal Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2025) Downloads (2025)

2022

  1. Average Inflation Targeting: Time Inconsistency And Intentional Ambiguity
    Working Papers, Federal Reserve Bank of Cleveland Downloads View citations (1)
  2. Average Inflation Targeting: Time Inconsistency and Ambiguous Communication
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article Average inflation targeting: Time inconsistency and ambiguous communication, Journal of Monetary Economics, Elsevier (2023) Downloads (2023)
  3. Unconventional Monetary Policy According to HANK
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

2020

  1. Reconstructing the Yield Curve
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article Reconstructing the yield curve, Journal of Financial Economics, Elsevier (2021) Downloads View citations (24) (2021)
  2. Wall Street vs. Main Street QE
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2019

  1. Evaluating Central Banks' Tool Kit: Past, Present, and Future
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    See also Journal Article Evaluating Central Banks’ tool kit: Past, present, and future, Journal of Monetary Economics, Elsevier (2021) Downloads View citations (25) (2021)
  2. Global Effective Lower Bound and Unconventional Monetary Policy
    2019 Meeting Papers, Society for Economic Dynamics Downloads View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (2)

    See also Journal Article Global effective lower bound and unconventional monetary policy, Journal of International Economics, Elsevier (2019) Downloads View citations (9) (2019)
    Chapter Global Effective Lower Bound and Unconventional Monetary Policy, NBER Chapters, National Bureau of Economic Research, Inc (2018) View citations (2) (2018)
  3. The Four Equation New Keynesian Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    See also Journal Article The Four-Equation New Keynesian Model, The Review of Economics and Statistics, MIT Press (2023) Downloads View citations (9) (2023)

2018

  1. Negative Interest Rate Policy and the Yield Curve
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    Also in BIS Working Papers, Bank for International Settlements (2018) Downloads View citations (18)

    See also Journal Article Negative interest rate policy and the yield curve, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) Downloads View citations (63) (2020)

2017

  1. A shadow rate New Keynesian model
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (27)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (6)

    See also Journal Article A shadow rate New Keynesian model, Journal of Economic Dynamics and Control, Elsevier (2019) Downloads View citations (54) (2019)

2016

  1. Bond Risk Premia in Consumption-based Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article Bond risk premia in consumption‐based models, Quantitative Economics, Econometric Society (2020) Downloads View citations (8) (2020)

2014

  1. Effects of Index-Fund Investing on Commodity Futures Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2015) Downloads View citations (34) (2015)
  2. Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article Estimation of affine term structure models with spanned or unspanned stochastic volatility, Journal of Econometrics, Elsevier (2015) Downloads View citations (34) (2015)
  3. Inflation Announcements and Social Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013)

    See also Journal Article Inflation Announcements and Social Dynamics, Journal of Money, Credit and Banking, Blackwell Publishing (2017) Downloads View citations (7) (2017)
  4. Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (109)
    See also Journal Article Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound, Journal of Money, Credit and Banking, Blackwell Publishing (2016) Downloads View citations (1255) (2016)
  5. Monetary Policy Uncertainty and Economic Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2017) Downloads View citations (78) (2017)

2013

  1. Risk Premia in Crude Oil Futures Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Journal Article Risk premia in crude oil futures prices, Journal of International Money and Finance, Elsevier (2014) Downloads View citations (182) (2014)

2012

  1. Identification and Estimation of Gaussian Affine Term Structure Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (117)
    See also Journal Article Identification and estimation of Gaussian affine term structure models, Journal of Econometrics, Elsevier (2012) Downloads View citations (126) (2012)

2011

  1. Testable Implications of Affine Term Structure Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article Testable implications of affine term structure models, Journal of Econometrics, Elsevier (2014) Downloads View citations (26) (2014)
  2. The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (74)
    See also Journal Article The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment, Journal of Money, Credit and Banking, Blackwell Publishing (2012) Downloads View citations (463) (2012)
  3. Unbiased estimate of dynamic term structure models
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (6)

Journal Articles

2025

  1. Unconventional Monetary and Fiscal Policy
    Review of Economic Dynamics, 2025, 56 Downloads
    See also Working Paper (Un)Conventional Monetary and Fiscal Policy, Staff Working Papers (2023) Downloads (2023)
    Software Item Code and data files for "Unconventional Monetary and Fiscal Policy", Computer Codes (2024) Downloads (2024)

2024

  1. The Role of International Financial Integration in Monetary Policy Transmission
    IMF Economic Review, 2024, 72, (3), 944-990 Downloads
    See also Working Paper The Role of International Financial Integration in Monetary Policy Transmission, NBER Working Papers (2024) Downloads (2024)

2023

  1. Average inflation targeting: Time inconsistency and ambiguous communication
    Journal of Monetary Economics, 2023, 138, (C), 69-86 Downloads
    See also Working Paper Average Inflation Targeting: Time Inconsistency and Ambiguous Communication, NBER Working Papers (2022) Downloads View citations (1) (2022)
  2. The Four-Equation New Keynesian Model
    The Review of Economics and Statistics, 2023, 105, (4), 931-947 Downloads View citations (9)
    See also Working Paper The Four Equation New Keynesian Model, NBER Working Papers (2019) Downloads View citations (24) (2019)
  3. Wall Street QE vs. Main Street Lending
    European Economic Review, 2023, 156, (C) Downloads View citations (3)

2021

  1. Evaluating Central Banks’ tool kit: Past, present, and future
    Journal of Monetary Economics, 2021, 118, (C), 135-160 Downloads View citations (25)
    See also Working Paper Evaluating Central Banks' Tool Kit: Past, Present, and Future, NBER Working Papers (2019) Downloads View citations (13) (2019)
  2. Reconstructing the yield curve
    Journal of Financial Economics, 2021, 142, (3), 1395-1425 Downloads View citations (24)
    See also Working Paper Reconstructing the Yield Curve, NBER Working Papers (2020) Downloads View citations (4) (2020)

2020

  1. Bond risk premia in consumption‐based models
    Quantitative Economics, 2020, 11, (4), 1461-1484 Downloads View citations (8)
    See also Working Paper Bond Risk Premia in Consumption-based Models, NBER Working Papers (2016) Downloads View citations (11) (2016)
  2. Negative interest rate policy and the yield curve
    Journal of Applied Econometrics, 2020, 35, (6), 653-672 Downloads View citations (63)
    See also Working Paper Negative Interest Rate Policy and the Yield Curve, NBER Working Papers (2018) Downloads View citations (18) (2018)

2019

  1. A shadow rate New Keynesian model
    Journal of Economic Dynamics and Control, 2019, 107, (C), - Downloads View citations (54)
    See also Working Paper A shadow rate New Keynesian model, 2017 Meeting Papers (2017) Downloads View citations (27) (2017)
  2. Global effective lower bound and unconventional monetary policy
    Journal of International Economics, 2019, 118, (C), 200-216 Downloads View citations (9)
    See also Working Paper Global Effective Lower Bound and Unconventional Monetary Policy, 2019 Meeting Papers (2019) Downloads View citations (9) (2019)
    Chapter Global Effective Lower Bound and Unconventional Monetary Policy, NBER Chapters, 2018, 200-216 (2018) View citations (2) (2018)

2017

  1. Inflation Announcements and Social Dynamics
    Journal of Money, Credit and Banking, 2017, 49, (8), 1673-1713 Downloads View citations (7)
    See also Working Paper Inflation Announcements and Social Dynamics, NBER Working Papers (2014) Downloads View citations (1) (2014)
  2. MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS
    International Economic Review, 2017, 58, (4), 1317-1354 Downloads View citations (78)
    See also Working Paper Monetary Policy Uncertainty and Economic Fluctuations, NBER Working Papers (2014) Downloads View citations (4) (2014)

2016

  1. Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
    Journal of Money, Credit and Banking, 2016, 48, (2-3), 253-291 Downloads View citations (1255)
    See also Working Paper Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound, NBER Working Papers (2014) Downloads View citations (109) (2014)

2015

  1. EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES
    International Economic Review, 2015, 56, (1), 187-205 Downloads View citations (34)
    See also Working Paper Effects of Index-Fund Investing on Commodity Futures Prices, NBER Working Papers (2014) Downloads View citations (11) (2014)
  2. Estimation of affine term structure models with spanned or unspanned stochastic volatility
    Journal of Econometrics, 2015, 185, (1), 60-81 Downloads View citations (34)
    See also Working Paper Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility, NBER Working Papers (2014) Downloads View citations (1) (2014)

2014

  1. Risk premia in crude oil futures prices
    Journal of International Money and Finance, 2014, 42, (C), 9-37 Downloads View citations (182)
    See also Working Paper Risk Premia in Crude Oil Futures Prices, NBER Working Papers (2013) Downloads View citations (12) (2013)
  2. Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment
    American Economic Review, 2014, 104, (1), 323-37 Downloads View citations (74)
  3. Testable implications of affine term structure models
    Journal of Econometrics, 2014, 178, (P2), 231-242 Downloads View citations (26)
    See also Working Paper Testable Implications of Affine Term Structure Models, NBER Working Papers (2011) Downloads View citations (9) (2011)

2012

  1. Correcting Estimation Bias in Dynamic Term Structure Models
    Journal of Business & Economic Statistics, 2012, 30, (3), 454-467 Downloads View citations (166)
  2. Identification and estimation of Gaussian affine term structure models
    Journal of Econometrics, 2012, 168, (2), 315-331 Downloads View citations (126)
    See also Working Paper Identification and Estimation of Gaussian Affine Term Structure Models, NBER Working Papers (2012) Downloads View citations (117) (2012)
  3. The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
    Journal of Money, Credit and Banking, 2012, 44, 3-46 Downloads View citations (463)
    Also in Journal of Money, Credit and Banking, 2012, 44, (s1), 3-46 (2012) Downloads View citations (91)

    See also Working Paper The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment, NBER Working Papers (2011) Downloads View citations (74) (2011)

Chapters

2018

  1. Global Effective Lower Bound and Unconventional Monetary Policy
    A chapter in NBER International Seminar on Macroeconomics 2018, 2018, pp 200-216 View citations (2)
    See also Journal Article Global effective lower bound and unconventional monetary policy, Elsevier (2019) Downloads View citations (9) (2019)
    Working Paper Global Effective Lower Bound and Unconventional Monetary Policy, Society for Economic Dynamics (2019) Downloads View citations (9) (2019)

Software Items

2024

  1. Code and data files for "Unconventional Monetary and Fiscal Policy"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Unconventional Monetary and Fiscal Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2025) Downloads (2025)
 
Page updated 2025-03-31