BIROn - Birkbeck Institutional Research Online

    Browse by Person

    Up a level
    Export as [feed] Atom [feed] RSS
    Group by: Item Type | Date | Journal or Publication Title | No Grouping
    Number of items: 32.

    Hori, Kenjiro and Wright, Stephen (2022) Unpleasant actuarial arithmetic: fair contribution rates for defined benefit pension schemes. Working Paper. Department of Economics, Mathematics and Statistics, London, UK.

    Hori, Kenjiro and Wright, Stephen (2019) “Sustainable and Affordable”? Actuarially fair contribution rates for the USS Pension Scheme. Working Paper. Department of Economics, Mathematics and Statistics, London, UK. (Submitted)

    Mitchell, J. and Robertson, D. and Wright, Stephen (2019) R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. Journal of Business and Economic Statistics 37 (4), pp. 681-695. ISSN 0735-0015.

    Mitchell, J. and Robertson, D. and Wright, Stephen (2018) R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. Working Paper. Birkbeck, University of London, London, UK.

    Portelli, C. and Wright, Stephen (2018) The true size of the ECB: new insights from National Central Bank balance sheets. Working Paper. Birkbeck, University of London, London, UK.

    Wright, Stephen and Burns, P. and Mason, R. and Pickford, D. (2018) Estimating the cost of capital for implementation of price controls by UK regulators. Technical Report. UKRN.

    Kapur, Sandeep and Daripa, Arup and Wright, Stephen (2013) Labour's record on financial regulation. Oxford Review of Economic Policy 29 (1), pp. 71-94. ISSN 1460-2121.

    Daripa, Arup and Kapur, Sandeep and Wright, Stephen (2013) Labour's record on financial regulation. Working Paper. Birkbeck College, University of London, London, UK.

    Ghate, C. and Wright, Stephen (2013) Why were some Indian states so slow to participate in the turnaround? Economic and Political Weekly XLVIII (13), ISSN 0012-9976.

    Ghate, C. and Wright, Stephen (2012) The "V-Factor": distribution, timing and correlates of the great Indian growth turnaround. Journal of Development Economics 99 (1), pp. 58-37. ISSN 0304-3878.

    Robertson, D. and Wright, Stephen (2012) The predictive space or if x predicts y, what does y tell us about x? Working Paper. Birkbeck College, University of London, London, UK.

    Wright, Stephen (2012) Non-uniqueness of deep parameters and shocks in estimated DSGE models: a health warning. Working Paper. Birkbeck, University of London, London, UK.

    Ghate, C. and Wright, Stephen (2011) Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results. Working Paper. Birkbeck College, University of London, London, UK.

    Baxter, Brad J.C. and Graham, L. and Wright, Stephen (2011) Invertible and non-invertible information sets in linear rational expectations models. Journal of Economic Dynamics and Control 35 (3), pp. 295-311. ISSN 0165-1889.

    Wright, Stephen and Robertson, D. (2011) Stambaugh correlations, monkey econometricians and redundant predictors. Working Paper. Birkbeck, University of London, London, UK.

    Graham, L. and Wright, Stephen (2010) Information, heterogeneity and market incompleteness. Journal of Monetary Economics 57 (2), pp. 164-174. ISSN 0304-3932.

    Robertson, D. and Wright, Stephen (2009) The limits to stock return predictability. Working Paper. Birkbeck, University of London, London, UK.

    Alessandri, P. and Robertson, D. and Wright, Stephen (2008) Miller and Modigliani, predictive return regressions and cointegration. Oxford Bulletin of Economics & Statistics 70 (2), pp. 181-207. ISSN 0305-9049.

    Baxter, Brad J.C. and Graham, L. and Wright, Stephen (2007) The endogenous Kalman Filter. Working Paper. Birkbeck, University of London, London, UK.

    Wright, Stephen and Graham, L. (2007) Nominal debt dynamics, credit constraints and monetary policy. The B.E. Journal of Macroeconomics 7 (1), ISSN 1935-1690.

    Wright, Stephen and Robertson, D. (2006) Dividends, total cash flow to shareholders, and predictive return regressions. Review of Economics and Statistics 88 (1), pp. 91-99. ISSN 0034-6535.

    Garratt, Anthony and Robertson, D. and Wright, Stephen (2006) Permanent vs transitory components and economic fundamentals. Journal of Applied Econometrics 21 (4), pp. 521-542. ISSN 0883-7252.

    Wright, Stephen and Mason, R. and Satchell, S. and Baskaya, M. and Hori, Kenjiro (2006) Report on the cost of capital. Project Report. U.K. Economic Regulators and the Office of Fair Trading.

    Wright, Stephen (2006) Tobin's q and intangible assets. Working Paper. Birkbeck, University of London, London, UK.

    Wright, Stephen (2006) Tobin’s q and intangible assets. Working Paper. Birkbeck, University of London, London, UK.

    Wright, Stephen and Robertson, D. (2005) Tobin's Q, asymmetric Information and aggregate stock market valuations. Working Paper. Birkbeck, University of London, London, UK.

    Mitchell, J. and Smith, R. and Weale, M.R. and Wright, Stephen and Salazar, E. (2005) An indicator of monthly GDP and an early estimate of quarterly GDP growth. Economic Journal 115 (501), F108-F129. ISSN 0013-0133.

    Garratt, Anthony and Robertson, D. and Wright, Stephen (2004) Permanent vs transitory components and economic fundamentals. Working Paper. Birkbeck, University of London, London, UK.

    Wright, Stephen (2004) Measures of stock market value and returns for the U.S. nonfinancial corporate sector, 1900-2002. Review of Income and Wealth 50 (4), pp. 561-584. ISSN 1475-4991.

    Wright, Stephen (2004) Monetary stabilisation with nominal asymmetries. Economic Journal 114 (492), pp. 196-222. ISSN 0013-0133.

    Wright, Stephen and Mason, R. and Miles, D. (2003) A study into certain aspects of the cost of capital for regulated utilities in the UK. Technical Report. U.K. Economic Regulators and the Office of Fair Trading.

    Smithers, A. and Wright, Stephen (2000) Valuing Wall Street. McGraw-Hill. ISBN 0071354611.

    This list was generated on Mon Dec 23 05:23:41 2024 GMT.