Jing Cynthia Wu - 吴菁

Dillon Hall Associate Professor of Economics, University of Notre Dame

NBER Faculty Research Fellow

cynthia.wu@nd.edu


[CV] [Google Scholar]

Working Papers

Publications

12. Comment on "Safety, Liquidity, and the Natural Rate of Interest", Brookings Paper on Economic Activity, Spring 2017, 303-310.

11. "Inflation Announcements and Social Dynamics" with Kinda Hachem, Journal of Money, Credit, and Banking, 2017, 49(8), 1673-1713. (lead article)

| In the news |

10. "Monetary Policy Uncertainty and Economic Fluctuations" with Drew D. Creal, International Economic Review, 2017, 58(4), 1317-1354.

| Video | In the news |

9. "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound" with Fan Dora Xia, Journal of Money, Credit, and Banking, 2016, 48(2-3), 253-291. (lead article)

| Shadow rates | Code | Online Appendix | Color Figures | In the news |

8. "Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility" with Drew D. Creal, Journal of Econometrics, 2015, 185(1), 60-81.

| Code | Online Appendix | In the news |

7. "Effects of Index-Fund Investing on Commodity Futures Prices" with James D. Hamilton, International Economic Review, 2015, 56(1), 187-205.

| In the news |

6. "Risk Premia in Crude Oil Futures Prices" with James D. Hamilton, Journal of International Money and Finance, 2014, 42, 9-37.

| Code | In the news |

5. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment" with Michael D. Bauer and Glenn D. Rudebusch, American Economic Review, 2014, 104(1), 323-337.

| Code | In the news |

4. "Testable Implications of Affine Term Structure Models" with James D. Hamilton, Journal of Econometrics, 2014, 178, 231-242.

3. "Correcting Estimation Bias in Dynamic Term Structure Models" with Michael D. Bauer and Glenn D. Rudebusch, Journal of Business & Economic Statistics, 2012, 30 (3), 454-467.

| Code | Online Appendix | In the news |

2. "Identification and Estimation of Gaussian Affine Term Structure Models" with James D. Hamilton, Journal of Econometrics, 2012, 168 (2), 315-331.

| Code | In the news |

1. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment" with James D. Hamilton, Journal of Money, Credit, and Banking, 2012, 44 (s1), 3-46. (lead article)

| Data | In the news |