Jonathan Wright Professor of Economics Office: Mergenthaler Hall 457 Phone: (410) 516-5728 Fax: (410) 516-7600 E-mail: Office Hours: Wed: 1 - 3 pm Curriculum Vitae (PDF)

Jonathan Wright is a professor in the Economics department at Johns Hopkins University, working in econometrics, empirical macroeconomics and empirical finance. His work spans a wide range of topics including forecasting in a data-rich environment, the high-frequency effects of news announcements, term structure analysis and the econometrics of weak identification. Some recent working papers are provided below.

Working Papers:

Discussion of "Understanding Inflation-Indexed Bond Yields" (by Campbell, Shiller and Viceira), forthcoming in Brookings Papers on Economic Activity.

"Risk Premia in the 8:30 Economy" (with Jon Faust).

"MIDAS Instruments" (with Eric Ghysels).

"Confidence Intervals for Long-Horizon Predictive Regressions via Reverse Regressions" (with Min Wei).

"Efficient Split-Sample Anderson-Rubin Tests in IV and GMM Models".

"The TIPS Yield Curve and Inflation Compensation" (with Refet S. Gürkaynak and Brian Sack).

"Efficient forecast tests for conditional policy forecasts" (with Jon Faust).

"Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset" (with Jon Faust).

"Efficient Prediction of Excess Returns" (with Jon Faust).

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

"Testing the Adequacy of Conventional Asymptotics in GMM".

Research Interests:

Time Series Econometrics, Empirical Macroeconomics and Finance.

Class:

180.367 Investments and Portfolio Management

180.608 Macroeconometrics II (Ph.D.)

180.636 Statistical Inference (Ph.D.)