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Board of Governors of the Federal Reserve System
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TheEconomists

Photo of Jason J. Wu
202-452-2556
jason.j.wu@frb.gov
Education
  • Ph.D., Economics, University of Wisconsin, 2007
  • M.S., Economics, University of Wisconsin, 2004
  • B.Sc., Economics and Marketing (Hons), University of Auckland, 2002
  • Current Research Topics

  • Finance, intermdiation and banking
  • Applied Econometrics
    • Economist

      Board of Governors of the Federal Reserve System

    • 2007 - 2012
    • Senior Economist

      Board of Governors of the Federal Reserve System

    • 2012 - 2013
  • Aramonte, Sirio, Marius Rodriguez, and Jason J. Wu (2013). "Dynamic Factor Value-at-Risk for Large, Heteroskedastic Portfolios," Journal of Banking & Finance, vol. 37, no. 11, pp. 4299-4309.
  • Adrian, Tobias, Michael Fleming, Jonathan Goldberg, Morgan Lewis, Fabio M. Natalucci, and Jason J. Wu (2013). "Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets," FEDS Notes 2013-10-16. Board of Governors of the Federal Reserve System (U.S.).
  • Game, Aaron, and Jason Wu (2013). "A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis," Journal of Time Series Econometrics, vol. 5, no. 2, pp. 163-192.
  • Calem, Paul S., Francisco B. Covas, and Jason J. Wu (2013). "The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending," Journal of Money, Credit, and Banking, vol. 45, no. 1, pp. 59-91.
  • Wu, Jason, and Wang J. Jian (2012). "The Taylor Rule and Interval Forecast for Exchange Rates," Journal of Money, Credit, and Banking, vol. 44, no. 1, pp. 103-144.
  • Wu, Jason J. (2012). "Semiparametric Forecast Intervals," Journal of Forecasting, vol. 31, no. 3, pp. 189-229.
  • Wu, Jason J., M. Kim, D. Nam, and J. Wang (2013). "International Trade Price Stickiness and Exchange Rate Pass-through in Micro Data: A Case Study on US-China Trade," Globalization and Monetary Policy Institute Working Paper 135. Federal Reserve Bank of Dallas.
  • Wu, Jason J., C. Engel, and J. Wang (2010). "Long Horizon Forecasts of Asset Prices when the Discount Factor is Close to Unity," Globalization and Monetary Policy Institute Working Paper 36. Federal Reserve Bank of Dallas.

Referee

  • Review of Economics and Statistics
  • Econometric Theory
  • Journal of International Economics
  • Journal of Money, Credit, and Banking
  • Journal of Applied Econometrics
  • Journal of International Money and Finance
  • Economic Inquiry
  • Journal of Comparative Economics
  • Journal of Risk
  • Journal of Banking and Finance
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Last update: December 15, 2014