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Details about Jason Wu

E-mail: This e-mail address is bad, please ask Jason Wu to update the entry in the RePEc Author Service or the correct address.
Homepage:http://www.federalreserve.gov/research/staff/wujasonj.htm
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Jason Wu.

Last updated 2013-11-07. Update your information in the RePEc Author Service.

Short-id: pwu64


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Working Papers

2013

  1. International Trade Price Stickiness and Exchange Rate Pass-through in Micro Data: A Case Study on US-China Trade
    Working Papers, U.S. Bureau of Labor Statistics Downloads View citations (3)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) Downloads View citations (6)
  2. International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (1)

2011

  1. Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads
  2. Dynamic factor value-at-risk for large, heteroskedastic portfolios
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2013)

2009

  1. Can long-horizon forecasts beat the random walk under the Engel-West explanation?
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (5)
  2. The Taylor rule and forecast intervals for exchange rates
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2008) Downloads View citations (6)

    See also Journal Article in Journal of Money, Credit and Banking (2012)

2008

  1. Can Long Horizon Data Beat Random Walk under Engel-West Explanation?
    2008 Meeting Papers, Society for Economic Dynamics

Journal Articles

2013

  1. A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis
    Journal of Time Series Econometrics, 2013, 5, (2), 163-192 Downloads View citations (2)
  2. Dynamic factor Value-at-Risk for large heteroskedastic portfolios
    Journal of Banking & Finance, 2013, 37, (11), 4299-4309 Downloads View citations (6)
    See also Working Paper (2011)
  3. The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending
    Journal of Money, Credit and Banking, 2013, 45, 59-91 Downloads View citations (8)

2012

  1. Semiparametric forecast intervals
    Journal of Forecasting, 2012, 31, (3), 189-228 View citations (3)
  2. The Taylor Rule and Forecast Intervals for Exchange Rates
    Journal of Money, Credit and Banking, 2012, 44, (1), 103-144 Downloads View citations (30)
    See also Working Paper (2009)
 
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