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

13. "Global Effective Lower Bound and Unconventional Monetary Policy" with Ji Zhang, Journal of International Economics, 2019, 118, 200–216.

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 |