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Jing Cynthia Wu
Jing Cynthia Wu
University of Illinois & NBER
Verified email at nd.edu - Homepage
Title
Cited by
Cited by
Year
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
JC Wu, FD Xia
Journal of Money, Credit, and Banking 48 (2-3), 253-291, 2016
24292016
The effectiveness of alternative monetary policy tools in a zero lower bound environment
JD Hamilton, JC Wu
Journal of Money, Credit and Banking 44 (s1), 3-46, 2012
9362012
Effects of index‐fund investing on commodity futures prices
JD Hamilton, JC Wu
International economic review 56 (1), 187-205, 2015
4242015
Risk premia in crude oil futures prices
JD Hamilton, JC Wu
Journal of International Money and Finance 42, 9-37, 2014
4212014
Identification and estimation of gaussian affine term structure models
JD Hamilton, JC Wu
Journal of Econometrics 168 (2), 315-331, 2012
2902012
Negative interest rate policy and the yield curve
JC Wu, FD Xia
Journal of Applied Econometrics 35 (6), 653-672, 2020
261*2020
Correcting estimation bias in dynamic term structure models
MD Bauer, GD Rudebusch, JC Wu
Journal of Business & Economic Statistics 30 (3), 454-467, 2012
2502012
Evaluating central banks’ tool kit: Past, present, and future
E Sims, JC Wu
Journal of Monetary Economics, 2020
2202020
Monetary policy uncertainty and economic fluctuations
DD Creal, JC Wu
International Economic Review, 2017
209*2017
A shadow rate New Keynesian model
JC Wu, J Zhang
Journal of Economic Dynamics and Control 107, 103728, 2019
1702019
Term premia and inflation uncertainty: empirical evidence from an international panel dataset: comment
MD Bauer, GD Rudebusch, JC Wu
The American Economic Review 104 (1), 323-337, 2014
1342014
The four-equation new keynesian model
E Sims, JC Wu, J Zhang
Review of Economics and Statistics 105 (4), 931-947, 2023
1022023
Reconstructing the yield curve
Y Liu, JC Wu
Journal of Financial Economics 142 (3), 1395-1425, 2021
962021
Estimation of affine term structure models with spanned or unspanned stochastic volatility
DD Creal, JC Wu
Journal of Econometrics 185 (1), 60-81, 2015
802015
Bond risk premia in consumption‐based models
DD Creal, JC Wu
Quantitative Economics 11 (4), 1461-1484, 2020
742020
Testable implications of affine term structure models
JD Hamilton, JC Wu
Journal of Econometrics 178, 231-242, 2014
742014
Are QE and Conventional Monetary Policy Substitutable?
E Sims, JC Wu
International Journal of Central Banking 16 (1), 195-230, 2020
542020
Wall street QE vs. main street lending
D Cardamone, E Sims, JC Wu
European Economic Review 156, 104475, 2023
32*2023
Global effective lower bound and unconventional monetary policy
JC Wu, J Zhang
Journal of International Economics 118, 200-216, 2019
292019
Average inflation targeting: Time inconsistency and ambiguous communication
C Jia, JC Wu
Journal of Monetary Economics 138, 69-86, 2023
19*2023
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Articles 1–20