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Details about Jing Cynthia Wu

E-mail:
Homepage:https://sites.google.com/view/jingcynthiawu/
Workplace:Department of Economics, University of Notre Dame, (more information at EDIRC)

Access statistics for papers by Jing Cynthia Wu.

Last updated 2019-10-13. Update your information in the RePEc Author Service.

Short-id: pwu111


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Working Papers

2019

  1. Evaluating Central Banks' Tool Kit: Past, Present, and Future
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Global Effective Lower Bound and Unconventional Monetary Policy
    2019 Meeting Papers, Society for Economic Dynamics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads

    See also Journal Article in Journal of International Economics (2019)
    Chapter (2018)
  3. The Four Equation New Keynesian Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2018

  1. Negative Interest Rate Policy and the Yield Curve
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in BIS Working Papers, Bank for International Settlements (2018) Downloads View citations (3)

2017

  1. A shadow rate New Keynesian model
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (1)

    See also Journal Article in Journal of Economic Dynamics and Control (2019)

2016

  1. Bond Risk Premia in Consumption-based Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2014

  1. Effects of Index-Fund Investing on Commodity Futures Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in International Economic Review (2015)
  2. Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Econometrics (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 in Journal of Money, Credit and Banking (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 (65)
    See also Journal Article in Journal of Money, Credit and Banking (2016)
  5. Monetary Policy Uncertainty and Economic Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in International Economic Review (2017)

2013

  1. Risk Premia in Crude Oil Futures Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Journal of International Money and Finance (2014)

2012

  1. Identification and Estimation of Gaussian Affine Term Structure Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (63)
    See also Journal Article in Journal of Econometrics (2012)

2011

  1. Testable Implications of Affine Term Structure Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (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 (27)
    See also Journal Article in Journal of Money, Credit and Banking (2012)
  3. Unbiased estimate of dynamic term structure models
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (6)

Journal Articles

2019

  1. A shadow rate New Keynesian model
    Journal of Economic Dynamics and Control, 2019, 107, (C), - Downloads
    See also Working Paper (2017)
  2. Global effective lower bound and unconventional monetary policy
    Journal of International Economics, 2019, 118, (C), 200-216 Downloads
    See also Chapter (2018)
    Working Paper (2019)

2017

  1. Inflation Announcements and Social Dynamics
    Journal of Money, Credit and Banking, 2017, 49, (8), 1673-1713 Downloads
    See also Working Paper (2014)
  2. MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS
    International Economic Review, 2017, 58, (4), 1317-1354 Downloads View citations (11)
    See also Working Paper (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 (313)
    See also Working Paper (2014)

2015

  1. EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES
    International Economic Review, 2015, 56, 187-205 Downloads View citations (40)
    See also Working Paper (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 (10)
    See also Working Paper (2014)

2014

  1. Risk premia in crude oil futures prices
    Journal of International Money and Finance, 2014, 42, (C), 9-37 Downloads View citations (76)
    See also Working Paper (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 (30)
  3. Testable implications of affine term structure models
    Journal of Econometrics, 2014, 178, (P2), 231-242 Downloads View citations (15)
    See also Working Paper (2011)

2012

  1. Correcting Estimation Bias in Dynamic Term Structure Models
    Journal of Business & Economic Statistics, 2012, 30, (3), 454-467 Downloads View citations (94)
  2. Identification and estimation of Gaussian affine term structure models
    Journal of Econometrics, 2012, 168, (2), 315-331 Downloads View citations (67)
    See also Working Paper (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 (251)
    See also Working Paper (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
    See also Working Paper (2019)
    Journal Article in Journal of International Economics (2019)
 
Page updated 2019-10-16