Photo of Jason J. Wu

Jason J. Wu

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
  • Monetary policy and financial intermediation
  • 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
  • Section Chief

    Board of Governors of the Federal Reserve System

    2013 - 2015
  • Iercosan, Diana, Ashish Kumbhat, Michael Ng, and Jason Wu (2017). "Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance," FEDS Notes 2017-07-10. Board of Governors of the Federal Reserve System (U.S.).
  • Iercosan, Diana, Ashish Kumbhat, Michael Ng, and Jason Wu (2017). " Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events?" FEDS Notes 2017-07-10. Board of Governors of the Federal Reserve System (U.S.).
  • Iercosan, Diana, Ashish Kumbhat, Michael Ng, and Jason Wu (2017). "Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance?" FEDS Notes 2017-07-10. Board of Governors of the Federal Reserve System (U.S.).
  • Wu, Jason J., and Aaron L. Game (2011). "Cointegration Test with Stationary Covariates and the CDS-Bond Basis during the Financial Crisis," Finance and Economics Discussion Series 2011-18. Board of Governors of the Federal Reserve System (U.S.).
  • Gordy, Michael, Erik Heitfield, and Jason J. Wu (2015). "Risk-Based Regulatory Capital and the Basel Accords," in Berger, Allen N., Philip Molyneux and John O. S. Wilson eds., The Oxford Handbook of Banking, Second Edition. Oxford, UK: Oxford University Press, pp. 550-567.
  • Aramonte, Sirio, Marius del Giudice Rodriguez, and Jason Wu (2013). "Dynamic Factor Value-at-Risk for Large Heteroskedastic Portfolios," Journal of Banking and 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. 1, 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
Last update: September 18, 2017