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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
18662016
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
8612012
Effects of index‐fund investing on commodity futures prices
JD Hamilton, JC Wu
International economic review 56 (1), 187-205, 2015
3762015
Risk premia in crude oil futures prices
JD Hamilton, JC Wu
Journal of International Money and Finance 42, 9-37, 2014
3712014
Identification and estimation of gaussian affine term structure models
JD Hamilton, JC Wu
Journal of Econometrics 168 (2), 315-331, 2012
2672012
Correcting estimation bias in dynamic term structure models
MD Bauer, GD Rudebusch, JC Wu
Journal of Business & Economic Statistics 30 (3), 454-467, 2012
2182012
Negative interest rate policy and the yield curve
JC Wu, FD Xia
Journal of Applied Econometrics 35 (6), 653-672, 2020
173*2020
Monetary policy uncertainty and economic fluctuations
DD Creal, JC Wu
International Economic Review, 2017
167*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
1232014
Evaluating central banks’ tool kit: Past, present, and future
E Sims, JC Wu
Journal of Monetary Economics, 2020
1222020
A shadow rate New Keynesian model
JC Wu, J Zhang
Journal of Economic Dynamics and Control 107, 103728, 2019
1112019
Estimation of affine term structure models with spanned or unspanned stochastic volatility
DD Creal, JC Wu
Journal of Econometrics 185 (1), 60-81, 2015
69*2015
Testable implications of affine term structure models
JD Hamilton, JC Wu
Journal of Econometrics 178, 231-242, 2014
692014
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
622020
Reconstructing the yield curve
Y Liu, JC Wu
Journal of Financial Economics 142 (3), 1395-1425, 2021
362021
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
242019
Wall Street vs. Main Street QE
ER Sims, JC Wu
212020
Inflation Announcements and Social Dynamics
K Hachem, JC Wu
NBER working paper, 2016
122016
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Articles 1–20