European University Institute Library
Wright, Jonathan H
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Wright, Jonathan H
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Wright, Jonathan H
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Contributor of
4
An empirical comparison of Bundesbank and EBC monetray policy rules
Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Exchange rate forecasting, the errors we've really made
Identifying vars based on high frequency futures data
Creator of
7
High frequency data, frequency domain inference and volatility forecasting
Testing the null of identification in GMM
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Long memory in emerging market stock returns
Detecting lack of identification in GMM
Exact confidence intervals for impulse responses in a Gaussian vector autoregression
A simple approach to robust inference in a cointegrating system
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