List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Correcting Estimation Bias in Dynamic Term Structure Models Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Bond risk premia in consumption-based models Quantitative Economics | 2021-06-03 | Paper |
| A shadow rate New Keynesian model Journal of Economic Dynamics and Control | 2019-11-21 | Paper |
| Monetary policy uncertainty and economic fluctuations International Economic Review | 2018-04-11 | Paper |
| Identification and estimation of Gaussian affine term structure models Journal of Econometrics | 2017-05-12 | Paper |
| Identification and estimation of Gaussian affine term structure models Journal of Econometrics | 2017-05-12 | Paper |
| Estimation of affine term structure models with spanned or unspanned stochastic volatility Journal of Econometrics | 2015-05-06 | Paper |
| Effects of index-fund investing on commodity futures prices International Economic Review | 2015-04-15 | Paper |
| Testable implications of affine term structure models Journal of Econometrics | 2014-08-06 | Paper |
Research outcomes over time
This page was built for person: Jing Cynthia Wu
