Prof.Jing Cynthia Wu - 吴菁 cynthia.wu@chicagobooth.edu



Working Papers

"A Shadow Rate New Keynesian Model" with Ji Zhang, September 2016.
"Bond Risk Premia in Consumption-based Models" with Drew D. Creal, April 2016.
"Inflation Announcements and Social Dynamics" with Kinda Hachem, September 2016.
 In the news

Publications

10. "Monetary Policy Uncertainty and Economic Fluctuations" with Drew D. CrealInternational Economic Review, forthcoming.
 In the news | Video
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 Table and 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.
 Data and 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.
 Data and 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.
 Data and 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.
 Data and Code | Online Appendix | In the news
2. "Identification and Estimation of Gaussian Affine Term Structure Models" with James D. HamiltonJournal of Econometrics, 2012, 168 (2), 315-331.
 Data and 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

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