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Wright, Jonathan H.
47
Faust, Jon
33
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14
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11
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9
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6
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IDENTIFYING THE EFFECTS OF MONETARY POLICY SHOCKS ON EXCHANGE RATES USING HIGH FREQUENCY DATA
Faust, Jon
;
Rogers, John H.
;
Swanson, Eric
;
Wright, …
-
2003
Persistent link: https://www.econbiz.de/10006969041
Saved in:
2
News and Noise in G-7 GDP Announcements
Faust, Jon
;
Rogers, John Harold
;
Wright, Jonathan H.
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 403-420
Persistent link: https://www.econbiz.de/10006643727
Saved in:
3
Exchange rate forecasting: the errors we've really made
Faust, Jon
;
Rogers, John H.
;
Wright, Jonathan H.
- In:
Journal of international economics
60
(
2003
)
1
,
pp. 35-60
Persistent link: https://www.econbiz.de/10007657468
Saved in:
4
COMPARING GREENBOOK AND REDUCED FORM FORECASTS USING A LARGE REAL TIME DATASET
Faust, Jon
;
Wright, Jonathan H.
-
2007
Persistent link: https://www.econbiz.de/10007861209
Saved in:
5
The high-frequency response of exchange rates and interest rates to macroeconomic announcements
Faust, Jon
;
Rogers, John H.
;
Wang, Shing-Yi B.
;
Wright, …
- In:
Journal of monetary economics
54
(
2007
)
4
,
pp. 1051-1068
Persistent link: https://www.econbiz.de/10007732146
Saved in:
6
Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 468-479
Persistent link: https://www.econbiz.de/10008328089
Saved in:
7
EFFICIENT PREDICTION OF EXCESS RETURNS
Faust, Jon
;
Wright, Jonathan H.
-
2008
Persistent link: https://www.econbiz.de/10008084743
Saved in:
8
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-304
Persistent link: https://www.econbiz.de/10008898218
Saved in:
9
Efficient Prediction of Excess Returns
Faust, Jon
;
Wright, Jonathan H.
- In:
The review of economics and statistics
93
(
2011
)
2
,
pp. 647-660
Persistent link: https://www.econbiz.de/10008996670
Saved in:
10
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10008135098
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