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Jing Cynthia Wu

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This is information that was supplied by Jing Cynthia Wu in registering through RePEc. If you are Jing Cynthia Wu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jing Cynthia
Middle Name:
Last Name: Wu
Suffix:

RePEc Short-ID: pwu111

Email:
Homepage: http://faculty.chicagobooth.edu/jing.wu
Postal Address:
Phone:

Affiliation

(50%) Booth School of Business
University of Chicago
Location: Chicago, Illinois (United States)
Homepage: http://www.chicagobooth.edu/
Email:
Phone:
Fax:
Postal: :1101 East 58th Street, Chicago, Illinois 60637
Handle: RePEc:edi:sbuchus (more details at EDIRC)
(50%) National Bureau of Economic Research (NBER)
Location: Cambridge, Massachusetts (United States)
Homepage: http://www.nber.org/
Email:
Phone: 617-868-3900
Fax:
Postal: 1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
Handle: RePEc:edi:nberrus (more details at EDIRC)

Works

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Working papers

  1. Drew D. Creal & Jing Cynthia Wu, 2014. "Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility," NBER Working Papers 20115, National Bureau of Economic Research, Inc.
  2. Jing Cynthia Wu & Fan Dora Xia, 2014. "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," NBER Working Papers 20117, National Bureau of Economic Research, Inc.
  3. James D. Hamilton & Jing Cynthia Wu, 2014. "Effects of Index-Fund Investing on Commodity Futures Prices," NBER Working Papers 19892, National Bureau of Economic Research, Inc.
  4. James D. Hamilton & Jing Cynthia Wu, 2013. "Risk Premia in Crude Oil Futures Prices," NBER Working Papers 19056, National Bureau of Economic Research, Inc.
  5. Jing Cynthia Wu & Kinda Hachem, 2013. "Inflation Announcements and Social Dynamics," 2013 Meeting Papers 238, Society for Economic Dynamics.
  6. James D. Hamilton & Jing Cynthia Wu, 2012. "Identification and Estimation of Gaussian Affine Term Structure Models," NBER Working Papers 17772, National Bureau of Economic Research, Inc.
  7. Michael D. Bauer & Glenn D. Rudebusch & Jing (Cynthia) Wu, 2011. "Unbiased estimate of dynamic term structure models," Working Paper Series 2011-12, Federal Reserve Bank of San Francisco.
  8. James D. Hamilton & Jing Cynthia Wu, 2011. "Testable Implications of Affine Term Structure Models," NBER Working Papers 16931, National Bureau of Economic Research, Inc.
  9. James D. Hamilton & Jing Cynthia Wu, 2011. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," NBER Working Papers 16956, National Bureau of Economic Research, Inc.

Articles

  1. Hamilton, James D. & Wu, Jing Cynthia, 2014. "Risk premia in crude oil futures prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 9-37.
  2. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2014. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment," American Economic Review, American Economic Association, vol. 104(1), pages 323-37, January.
  3. Hamilton, James D. & Wu, Jing Cynthia, 2014. "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, vol. 178(P2), pages 231-242.
  4. Hamilton, James D. & Wu, Jing Cynthia, 2012. "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, vol. 168(2), pages 315-331.
  5. James D. Hamilton & Jing Cynthia Wu, 2012. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 3-46, 02.
  6. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2012. "Correcting Estimation Bias in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 454-467, April.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-04-23
  2. NEP-CBA: Central Banking (6) 2011-04-16 2011-04-16 2011-04-23 2012-02-01 2014-05-17 2014-06-02. Author is listed
  3. NEP-ECM: Econometrics (3) 2011-04-16 2012-02-01 2014-05-24. Author is listed
  4. NEP-ENE: Energy Economics (1) 2013-05-24
  5. NEP-MAC: Macroeconomics (5) 2011-04-16 2011-04-23 2014-05-17 2014-05-24 2014-06-02. Author is listed
  6. NEP-MON: Monetary Economics (3) 2011-04-23 2014-05-17 2014-06-02. Author is listed
  7. NEP-ORE: Operations Research (1) 2014-05-24
  8. NEP-SOG: Sociology of Economics (1) 2014-02-15
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2013-05-24

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