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Publications by Jonathan H. Wright

Evaluating Real-Time Var Forecasts With an Informative Democratic Prior

Journal of Applied Econometrics

Social Sciences

English

Weather Adjusting Employment Data

Working paper (Federal Reserve Bank of Philadelphia)

English

The U.S. Treasury Yield Curve: 1961 to the Present

Journal of Monetary Economics

English

Bayesian Model Averaging and Exchange Rate Forecasts

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

An Empirical Comparison of Bundesbank and ECB Monetary Policy Rules

SSRN Electronic Journal

English

Trading Activity and Exchange Rates in High-Frequency EBS Data

SSRN Electronic Journal

English

High Frequency Data, Frequency Domain Inference and Volatility Forecasting

SSRN Electronic Journal

English

Rounding and the Impact of News : A Simple Test of Market Rationality

Finance and Economics Discussion Series

English