Details about Jing Cynthia Wu

Access statistics for papers by Jing Cynthia Wu.

Last updated 2022-03-19. Update your information in the RePEc Author Service.

Short-id: pwu111

Working Papers

2022

1. Average Inflation Targeting: Time Inconsistency And Intentional Ambiguity
   Working Papers, Federal Reserve Bank of Cleveland
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022)

2020

2. Reconstructing the Yield Curve
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
3. Wall Street vs. Main Street QE
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2019

4. Evaluating Central Banks' Tool Kit: Past, Present, and Future
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
   See also Journal Article in Journal of Monetary Economics (2021)
5. Global Effective Lower Bound and Unconventional Monetary Policy
   2019 Meeting Papers, Society for Economic Dynamics View citations (3)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (2)
   See also Journal Article in Journal of International Economics (2019)
   Chapter (2018)
6. The Four Equation New Keynesian Model
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)

2018

7. Negative Interest Rate Policy and the Yield Curve
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
   Also in BIS Working Papers, Bank for International Settlements (2018) View citations (14)
   See also Journal Article in Journal of Applied Econometrics (2020)

2017

8. A shadow rate New Keynesian model
   2017 Meeting Papers, Society for Economic Dynamics View citations (25)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (5)
   See also Journal Article in Journal of Economic Dynamics and Control (2019)

2016

9. Bond Risk Premia in Consumption-based Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
   See also Journal Article in Quantitative Economics (2020)

2014

10. Effects of Index-Fund Investing on Commodity Futures Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
    See also Journal Article in International Economic Review (2015)
11. Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article in Journal of Econometrics (2015)
12. Inflation Announcements and Social Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc 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)
13. Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (92)
    See also Journal Article in Journal of Money, Credit and Banking (2016)
14. Monetary Policy Uncertainty and Economic Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    See also Journal Article in International Economic Review (2017)

2013

15. Risk Premia in Crude Oil Futures Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    See also Journal Article in Journal of International Money and Finance (2014)

2012

16. Identification and Estimation of Gaussian Affine Term Structure Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (97)
    See also Journal Article in Journal of Econometrics (2012)

2011

17. Testable Implications of Affine Term Structure Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    See also Journal Article in Journal of Econometrics (2014)
18. The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (64)
    See also Journal Article in Journal of Money, Credit and Banking (2012)
19. Unbiased estimate of dynamic term structure models
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (6)

Journal Articles

2021

1. Evaluating Central Banks’ tool kit: Past, present, and future
   Journal of Monetary Economics, 2021, 118, (C), 135-160 View citations (2)
   See also Working Paper (2019)

2020

2. Bond risk premia in consumption‐based models
   Quantitative Economics, 2020, 11, (4), 1461-1484 View citations (1)
   See also Working Paper (2016)
3. Negative interest rate policy and the yield curve
   Journal of Applied Econometrics, 2020, 35, (6), 653-672 View citations (14)
   See also Working Paper (2018)

2019

4. A shadow rate New Keynesian model
   Journal of Economic Dynamics and Control, 2019, 107, (C), - View citations (20)
   See also Working Paper (2017)
5. Global effective lower bound and unconventional monetary policy
   Journal of International Economics, 2019, 118, (C), 200-216 View citations (3)
   See also Chapter (2018)
   Working Paper (2019)

2017

6. Inflation Announcements and Social Dynamics
   Journal of Money, Credit and Banking, 2017, 49, (8), 1673-1713 View citations (1)
   See also Working Paper (2014)
7. MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS
   International Economic Review, 2017, 58, (4), 1317-1354 View citations (52)
   See also Working Paper (2014)

2016

8. Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
   Journal of Money, Credit and Banking, 2016, 48, (2-3), 253-291 View citations (800)
   See also Working Paper (2014)

2015

9. EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES
   International Economic Review, 2015, 56, (1), 187-205 View citations (10)
   See also Working Paper (2014)
10. Estimation of affine term structure models with spanned or unspanned stochastic volatility
    Journal of Econometrics, 2015, 185, (1), 60-81 View citations (23)
    See also Working Paper (2014)

2014

11. Risk premia in crude oil futures prices
    Journal of International Money and Finance, 2014, 42, (C), 9-37 View citations (150)
    See also Working Paper (2013)
12. Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment
    American Economic Review, 2014, 104, (1), 323-37 View citations (64)
13. Testable implications of affine term structure models
    Journal of Econometrics, 2014, 178, (P2), 231-242 View citations (24)
    See also Working Paper (2011)

2012

14. Correcting Estimation Bias in Dynamic Term Structure Models
    Journal of Business & Economic Statistics, 2012, 30, (3), 454-467 View citations (143)
15. Identification and estimation of Gaussian affine term structure models
    Journal of Econometrics, 2012, 168, (2), 315-331 View citations (102)
    See also Working Paper (2012)
16. The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
    Journal of Money, Credit and Banking, 2012, 44, 3-46 View citations (418)
    Also in Journal of Money, Credit and Banking, 2012, 44, (s1), 3-46 (2012) View citations (43)
    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 View citations (2)
   See also Journal Article in Journal of International Economics (2019)
   Working Paper (2019)