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Info
Positions held:
Professor of Economics,
Birkbeck Business School
Email
Supervision and teaching
Supervision and teaching
Teaching
Teaching modules
Macroeconomics (EMEC011S6) Introduction to Economics (EMEC013S4)
Publications
Publications
Article
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.
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.
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.
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.
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.
Graham, L. and Wright, Stephen
(2010)
Information, heterogeneity and market incompleteness .
Journal of Monetary Economics
57
(2),
pp. 164-174.
ISSN 0304-3932.
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.
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.
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 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.
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),
pp. F108-F129.
ISSN 0013-0133.
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.
Monograph
Hori, Kenjiro and Wright, Stephen
(2022)
Unpleasant actuarial arithmetic: fair contribution rates for defined benefit pension schemes .
London, UK: Department of Economics, Mathematics and Statistics.
Hori, Kenjiro and Wright, Stephen
(2019)
“Sustainable and Affordable”? Actuarially fair contribution rates for the USS Pension Scheme .
London, UK: Department of Economics, Mathematics and Statistics.
Mitchell, J. and Robertson, D. and Wright, Stephen
(2018)
R2 bounds for predictive models: what univariate properties tell us about multivariate predictability .
London, UK: Birkbeck, University of London.
Portelli, C. and Wright, Stephen
(2018)
The true size of the ECB: new insights from National Central Bank balance sheets .
London, UK: Birkbeck, University of London.
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 .
UKRN.
Daripa, Arup and Kapur, Sandeep and Wright, Stephen
(2013)
Labour's record on financial regulation .
London, UK: Birkbeck College, University of London.
Robertson, D. and Wright, Stephen
(2012)
The predictive space or if x predicts y, what does y tell us about x? .
London, UK: Birkbeck College, University of London.
Wright, Stephen
(2012)
Non-uniqueness of deep parameters and shocks in estimated DSGE models: a health warning .
London, UK: Birkbeck, University of London.
Ghate, C. and Wright, Stephen
(2011)
Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results .
London, UK: Birkbeck College, University of London.
Wright, Stephen and Robertson, D.
(2011)
Stambaugh correlations, monkey econometricians and redundant predictors .
London, UK: Birkbeck, University of London.
Robertson, D. and Wright, Stephen
(2009)
The limits to stock return predictability .
London, UK: Birkbeck, University of London.
Baxter, Brad J.C. and Graham, L. and Wright, Stephen
(2007)
The endogenous Kalman Filter .
London, UK: Birkbeck, University of London.
Wright, Stephen
(2006)
Tobin's q and intangible assets .
London, UK: Birkbeck, University of London.
Wright, Stephen
(2006)
Tobin’s q and intangible assets .
London, UK: Birkbeck, University of London.
Wright, Stephen and Mason, R. and Satchell, S. and Baskaya, M. and Hori, Kenjiro
(2006)
Report on the cost of capital .
U.K. Economic Regulators and the Office of Fair Trading.
Wright, Stephen and Robertson, D.
(2005)
Tobin's Q, asymmetric Information and aggregate stock market valuations .
London, UK: Birkbeck, University of London.
Garratt, Anthony and Robertson, D. and Wright, Stephen
(2004)
Permanent vs transitory components and economic fundamentals .
London, UK: Birkbeck, University of London.
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 .
U.K. Economic Regulators and the Office of Fair Trading.