Jing Cynthia Wu

发表

Risk Premia in Crude Oil Futures Prices

James D. Hamilton, Jing Cynthia Wu, 2013 .

The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment

James D. Hamilton, Jing Cynthia Wu, 2011 .

NBER WORKING PAPER SERIES BOND RISK PREMIA IN CONSUMPTION-BASED MODELS

Drew D. Creal, Jing Cynthia Wu, 2016 .

Effects of Index-Fund Investing on Commodity Futures Prices

James D. Hamilton, Jing Cynthia Wu, 2013 .

The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment

James D. Hamilton, Jing Cynthia Wu, 2011 .

Monetary Policy Uncertainty and Economic Fluctuations

Drew D. Creal, Jing Cynthia Wu, 2017 .

Risk Premia in Crude Oil Futures Prices *

James D. Hamilton, Jing Cynthia Wu, James D Hamilton, 2011 .

Unconventional Monetary Policy According to HANK

Jing Cynthia Wu, Eric R. Sims, Ji Zhang, 2022, SSRN Electronic Journal.

Inflation Announcements and Social Dynamics

Jing Cynthia Wu, K. Hachem, Kinda Hachem, 2014 .

Wall Street vs. Main Street QE

Jing Cynthia Wu, Eric R. Sims, 2020, SSRN Electronic Journal.

Are QE and Conventional Monetary Policy Substitutable?

Jing Cynthia Wu, Eric R. Sims, 2019, SSRN Electronic Journal.

The Four-Equation New Keynesian Model

Jing Cynthia Wu, Eric R. Sims, Ji Zhang, 2019, Review of Economics and Statistics.

Global Effective Lower Bound and Unconventional Monetary Policy

Jing Cynthia Wu, Ji Zhang, 2018, Journal of International Economics.

A Shadow Rate New Keynesian Model

Jing Cynthia Wu, Ji Zhang, 2016, Journal of Economic Dynamics and Control.

Monetary Policy Uncertainty and Economic Fluctuations ∗

Drew D. Creal, Jing Cynthia Wu, 2014 .

Interest Rate Uncertainty and Economic Fluctuations

Drew D. Creal, Jing Cynthia Wu, 2014 .

Correcting Estimation Bias in Dynamic Term Structure Models

Glenn D. Rudebusch, Jing Cynthia Wu, M. Bauer, 2011 .

WORKING PAPER SERIES FEDERAL RESERVE BANK of ATLANTA Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound

Jing Cynthia Wu, Jing Cynthia Wu, Fan Dora Xia, 2014 .

Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns

D. Thomakos, Tao Wang, Jing Cynthia Wu, 2008 .

Macroeconomic Announcements, Real-Time Covariance Structure and Asymmetry in the Interest Rate Futures Returns

D. Thomakos, Tao Wang, Jing Cynthia Wu, 2007 .

Identification and Estimation of Gaussian Affine Term Structure Models

James D. Hamilton, Jing Cynthia Wu, Jing Cynthia Wu, 2012 .

Effects of Index‐Fund Investing on Commodity Futures Prices

James D. Hamilton, Jing Cynthia Wu, James D. Hamilton, 2015 .

Central Bank Communications and Equity Etfs

Tao Wang, Jian Yang, Jing Cynthia Wu, 2006 .

Evaluating Central Banks’ tool kit: Past, present, and future

Jing Cynthia Wu, Eric R. Sims, 2020 .

Federal Reserve Policy in a World of Low Interest Rates

Jing Cynthia Wu, Eric R. Sims, 2019, SSRN Electronic Journal.

Evaluating Central Banks&Apos; Tool Kit: Past, Present, and Future

Jing Cynthia Wu, Eric R. Sims, 2019, SSRN Electronic Journal.

Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment

Glenn D. Rudebusch, Jing Cynthia Wu, M. Bauer, 2014 .

Realized Volatility and Correlation in Energy Futures Markets

Tao Wang, Jian Yang, Jing Cynthia Wu, 2008 .

Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility

Drew D. Creal, Jing Cynthia Wu, 2014 .

Negative Interest Rate Policy and the Yield Curve

Jing Cynthia Wu, F. Xia, 2018, Journal of Applied Econometrics.

NBER WORKING PAPER SERIES MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS

Drew D. Creal, Jing Cynthia Wu, Jing Cynthia Wu, 2016 .

Time-Varying Lower Bound of Interest Rates in Europe

Jing Cynthia Wu, F. Xia, 2017 .

Average Inflation Targeting: Time Inconsistency and Intentional Ambiguity

Jing Cynthia Wu, Chengcheng Jia, 2021, Working paper (Federal Reserve Bank of Cleveland).

Appendix : The Four Equation New Keynesian Model *

Jing Cynthia Wu, Ji Zhang, Eric N. Sims, 2021 .

Three Bayesian econometric studies on forecast evaluation

Jing Cynthia Wu, 2009 .

Negative Interest Rate Policy and the Yield Curve

Jing Cynthia Wu, F. Xia, 2018, Journal of Applied Econometrics.

Comment on 'Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset'

Glenn D. Rudebusch, Jing Cynthia Wu, M. Bauer, 2013 .

Average Inflation Targeting: Time Inconsistency and Ambiguous Communication

Jing Cynthia Wu, Chengcheng Jia, 2023, Journal of Monetary Economics.

Unbiased estimate of dynamic term structure models

Glenn D. Rudebusch, Jing Cynthia Wu, M. Bauer, 2011 .

Identification and Estimation of Gaussian Affine Term Structure Models

James D. Hamilton, Jing Cynthia Wu, 2012 .

Testable Implications of Affine Term Structure Models

James D. Hamilton, Jing Cynthia Wu, 2011 .

Term Structure of Interest Rate Volatility and Macroeconomic Uncertainty

Drew D. Creal, Jing Cynthia Wu, 2014 .

Interest Rate Uncertainty and Economic Fluctuations

Drew D. Creal, Jing Cynthia Wu, 2014 .

Estimation of non-Gaussian Ane Term Structure Models

Drew D. Creal, Jing Cynthia Wu, 2013 .

Testable Implications of Ane Term Structure Models

James D. Hamilton, Jing Cynthia Wu, 2013 .

NBER WORKING PAPER SERIES BOND RISK PREMIA IN CONSUMPTION-BASED MODELS

Drew D. Creal, Jing Cynthia Wu, 2016 .

The Role of International Financial Integration in Monetary Policy Transmission

Jing Cynthia Wu, Yinxi Xie, Ji Zhang, 2024, SSRN Electronic Journal.