The grounded conductor of a circuit or system is one that's intentionally grounded [Art. 100]. In the typical installation, we call this conductor the neutral. Don't confuse it with the grounding conductor, which serves a different purpose (and is usually green rather than white).

The grounded conductor needs to be continuous in the sense that its continuity doesn't depend on an enclosure, raceway, or cable armor [200.2(B)]. The NEC does permit using a device for this continuity. For example, you can connect the incoming neutral to one side of a receptacle and the outgoing neutral to the other side without a jumper across the receptacle.

Making the continuity of the neutral depend upon the receptacle connections is how receptacles are typically wired, and it's the way you should wire a GFCI receptacle. Jumpering around a GFCI leaves the downstream receptacles unprotected.

For receptacles where you don't want GFCI protection, a good engineering practice is to ensure that the continuity of the neutral doesn't depend on the receptacle connections. That is, removing the receptacle doesn't open the neutral.

A jumper wire won't achieve this, because it connects to the receptacle terminals. What you need to do is pigtail from the neutral to the receptacle. This pigtail method is ideal for plug and cord machinery, which generally should not be wired with GFCI protection.