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Jason Wu

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Personal Details

First Name: Jason
Middle Name:
Last Name: Wu
Suffix:

RePEc Short-ID: pwu64

Email:
Homepage: http://www.federalreserve.gov/research/staff/wujasonj.htm
Postal Address:
Phone:

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)
Location: Washington, District of Columbia (United States)
Homepage: http://www.federalreserve.gov/
Email:
Phone:
Fax:
Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
Handle: RePEc:edi:frbgvus (more details at EDIRC)

Works

as in new window

Working papers

  1. Mina Kim & Deokwoo Nam & Jian Wang & Jason Wu, 2013. "International trade price stickiness and exchange rate pass-through in micro data: a case study on U.S.–China trade," Globalization and Monetary Policy Institute Working Paper 135, Federal Reserve Bank of Dallas.
  2. Mina Kim & Deokwoo Nam & Jian Wang & Jason Wu, 2013. "International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade," Working Papers 202013, Hong Kong Institute for Monetary Research.
  3. Sirio Aramonte & Marius del Giudice Rodriguez & Jason J. Wu, 2011. "Dynamic factor value-at-risk for large, heteroskedastic portfolios," Finance and Economics Discussion Series 2011-19, Board of Governors of the Federal Reserve System (U.S.).
  4. Jason J. Wu & Aaron L. Game, 2011. "Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis," Finance and Economics Discussion Series 2011-18, Board of Governors of the Federal Reserve System (U.S.).
  5. Charles Engel & Jian Wang & Jason Wu, 2009. "Can long-horizon forecasts beat the random walk under the Engel-West explanation?," Globalization and Monetary Policy Institute Working Paper 36, Federal Reserve Bank of Dallas.
  6. Jian Wang & Jason Wu & Charles Engel, 2008. "Can Long Horizon Data Beat Random Walk under Engel-West Explanation?," 2008 Meeting Papers 294, Society for Economic Dynamics.
  7. Jian Wang & Jason J. Wu, 2008. "The Taylor rule and forecast intervals for exchange rates," Globalization and Monetary Policy Institute Working Paper 22, Federal Reserve Bank of Dallas.

Articles

  1. Game Aaron & Wu Jason, 2013. "A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis," Journal of Time Series Econometrics, De Gruyter, vol. 5(2), pages 163-192, April.
  2. Paul Calem & Francisco Covas & Jason Wu, 2013. "The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45, pages 59-91, 08.
  3. Aramonte, Sirio & Giudice Rodriguez, Marius del & Wu, Jason, 2013. "Dynamic factor Value-at-Risk for large heteroskedastic portfolios," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4299-4309.
  4. Jason J. Wu, 2012. "Semiparametric forecast intervals," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(3), pages 189-228, 04.
  5. Jian Wang & Jason J. Wu, 2012. "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 103-144, 02.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2011-04-30 2011-04-30. Author is listed
  2. NEP-CBA: Central Banking (3) 2008-12-07 2009-02-07 2009-10-03. Author is listed
  3. NEP-CMP: Computational Economics (1) 2011-04-30
  4. NEP-ECM: Econometrics (4) 2008-12-07 2009-02-07 2011-04-30 2011-04-30. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2011-04-30
  6. NEP-FOR: Forecasting (3) 2008-12-07 2009-02-07 2009-10-03. Author is listed
  7. NEP-IFN: International Finance (4) 2008-12-07 2009-02-07 2009-10-03 2013-11-14. Author is listed
  8. NEP-INT: International Trade (1) 2013-09-13
  9. NEP-MAC: Macroeconomics (1) 2013-11-14
  10. NEP-MON: Monetary Economics (2) 2008-12-07 2009-02-07. Author is listed
  11. NEP-OPM: Open Economy Macroeconomics (3) 2009-10-03 2013-09-13 2013-11-14. Author is listed
  12. NEP-RMG: Risk Management (1) 2011-04-30
  13. NEP-TRA: Transition Economics (1) 2013-11-14

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