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Jing Cynthia Wu
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Cited by
Year
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
JC Wu, FD Xia
Journal of Money, Credit, and Banking 48 (2-3), 253-291, 2016
18122016
The effectiveness of alternative monetary policy tools in a zero lower bound environment
JD Hamilton, JC Wu
Journal of Money, Credit and Banking 44 (s1), 3-46, 2012
8522012
Effects of index‐fund investing on commodity futures prices
JD Hamilton, JC Wu
International economic review 56 (1), 187-205, 2015
3662015
Risk premia in crude oil futures prices
JD Hamilton, JC Wu
Journal of International Money and Finance 42, 9-37, 2014
3662014
Identification and estimation of gaussian affine term structure models
JD Hamilton, JC Wu
Journal of Econometrics 168 (2), 315-331, 2012
2632012
Correcting estimation bias in dynamic term structure models
MD Bauer, GD Rudebusch, JC Wu
Journal of Business & Economic Statistics 30 (3), 454-467, 2012
2162012
Negative interest rate policy and the yield curve
JC Wu, FD Xia
Journal of Applied Econometrics 35 (6), 653-672, 2020
167*2020
Monetary policy uncertainty and economic fluctuations
DD Creal, JC Wu
International Economic Review, 2017
157*2017
Term premia and inflation uncertainty: empirical evidence from an international panel dataset: comment
MD Bauer, GD Rudebusch, JC Wu
The American Economic Review 104 (1), 323-337, 2014
1212014
Evaluating central banks’ tool kit: Past, present, and future
E Sims, JC Wu
Journal of Monetary Economics, 2020
1152020
A shadow rate New Keynesian model
JC Wu, J Zhang
Journal of Economic Dynamics and Control 107, 103728, 2019
1082019
Testable implications of affine term structure models
JD Hamilton, JC Wu
Journal of Econometrics 178, 231-242, 2014
692014
Estimation of affine term structure models with spanned or unspanned stochastic volatility
DD Creal, JC Wu
Journal of Econometrics 185 (1), 60-81, 2015
68*2015
Bond risk premia in consumption‐based models
DD Creal, JC Wu
Quantitative Economics 11 (4), 1461-1484, 2020
632020
The four equation new keynesian model
E Sims, JC Wu, J Zhang
The Review of Economics and Statistics, 1-45, 2020
572020
Reconstructing the yield curve
Y Liu, JC Wu
Journal of Financial Economics 142 (3), 1395-1425, 2021
332021
Are QE and Conventional Monetary Policy Substitutable?
E Sims, JC Wu
International Journal of Central Banking 16 (1), 195-230, 2020
312020
Global effective lower bound and unconventional monetary policy
JC Wu, J Zhang
Journal of International Economics 118, 200-216, 2019
222019
Wall Street vs. Main Street QE
ER Sims, JC Wu
212020
Inflation Announcements and Social Dynamics
K Hachem, JC Wu
NBER working paper, 2016
112016
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Articles 1–20