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Positions held:
Professor of Economics,
Birkbeck Business School
Email
Supervision and teaching
Supervision and teaching
Supervision
Supervisions within Birkbeck:
3
Doctoral alumni since 2013-14
CHARMAINE PORTELLI
Nature of supervision:
Principal Supervisor
Title of thesis:
Why Euro Area National Central Banks’ Balance Sheets Matter
Awarded:
2021
LASSE SIMONSEN
Nature of supervision:
Principal Supervisor
Title of thesis:
Economic Measurement and Modelling with Large Datasets: Theory, Application and Policy Implications
Awarded:
2019
LUCIANO RISPOLI
Nature of supervision:
Principal Supervisor
Title of thesis:
News in Structural Vector Auto-regression and now-casting
Awarded:
2019
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.