Eric T. Swanson : Citation Profile


Are you Eric T. Swanson?

University of California-Irvine

30

H index

38

i10 index

5347

Citations

RESEARCH PRODUCTION:

42

Articles

70

Papers

4

Chapters

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 232
   Journals where Eric T. Swanson has often published
   Relations with other researchers
   Recent citing documents: 510.    Total self citations: 66 (1.22 %)

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   Permalink: http://citec.repec.org/psw16
   Updated: 2023-01-28    RAS profile: 2022-05-27    
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Relations with other researchers


Works with:

Bauer, Michael (7)

Authors registered in RePEc who have co-authored more than one work in the last five years with Eric T. Swanson.

Is cited by:

Hubert, Paul (96)

Ehrmann, Michael (72)

Gürkaynak, Refet (72)

Wright, Jonathan (61)

Williams, John (55)

Fratzscher, Marcel (53)

Altavilla, Carlo (46)

Ozdagli, Ali (42)

Weber, Michael (41)

Rudebusch, Glenn (40)

Hamilton, James (39)

Cites to:

Rudebusch, Glenn (75)

Gürkaynak, Refet (67)

Piazzesi, Monika (53)

Christiano, Lawrence (42)

Campbell, John (37)

Kuttner, Kenneth (33)

Gertler, Mark (30)

Eichenbaum, Martin (30)

Galí, Jordi (29)

Cochrane, John (29)

Diebold, Francis (28)

Main data


Where Eric T. Swanson has published?


Journals with more than one article published# docs
FRBSF Economic Letter8
Journal of Monetary Economics4
American Economic Review4
Proceedings3
The Review of Economics and Statistics2
Brookings Papers on Economic Activity2
Journal Economa Chilena (The Chilean Economy)2
The B.E. Journal of Macroeconomics2
Journal of the European Economic Association2
American Economic Journal: Macroeconomics2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco20
NBER Working Papers / National Bureau of Economic Research, Inc11
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)8
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2
2009 Meeting Papers / Society for Economic Dynamics2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Working Paper Series / European Central Bank2
CESifo Working Paper Series / CESifo2
IMFS Working Paper Series / Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)2
Computing in Economics and Finance 2004 / Society for Computational Economics2

Recent works citing Eric T. Swanson (2022 and 2021)


YearTitle of citing document
2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05.

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2021Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Economics Working Papers. RePEc:aah:aarhec:2021-12.

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2021The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01.

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2021Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-02.

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2022Age Structure and the Impact of Monetary Policy. (2022). Thapar, Aditi ; Leahy, John V. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:4:p:136-73.

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2022Overreaction and Diagnostic Expectations in Macroeconomics. (2022). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:223-44.

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2021.

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2022The risk premium in New Keynesian DSGE models: the cost of inflation channel. (2022). Wouters, Rafael ; Tretiakov, Pavel ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022008.

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2021The Recovery from the Great Recession: Did the FOMC Learn the Right Lessons?. (2021). Hetzel, Robert. In: Working Papers. RePEc:ajw:wpaper:3125.

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2021Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation. (2020). Rossi, Enzo ; Schomaker, Michael ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2003.02208.

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2022Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

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2021Identification and Inference Under Narrative Restrictions. (2021). Kitagawa, Toru ; Read, Matthew ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2102.06456.

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2021Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779.

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2022Decomposing LIBOR in Transition: Evidence from the Futures Markets. (2022). Skov, Jacob Bjerre ; Skovmand, David. In: Papers. RePEc:arx:papers:2201.06930.

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2022The Transmission of US Monetary Policy Shocks: The Role of Investment & Financial Heterogeneity. (2022). Venegas, Sebastian Ramirez ; Camara, Santiago. In: Papers. RePEc:arx:papers:2209.11150.

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2022Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News. (2022). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2212.04525.

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2022.

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2021The ECB and the Cost of Independence. Unearthing a New Doom-Loop in the European Monetary Union. (2021). Marozzi, Armando. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20152.

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2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20160.

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2021The ECB and the Cost of Independence. Unearthing a New Doom-Loop in the European Monetary Union. (2021). Marozzi, Armando. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21152.

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2021Occasionally Binding Constraints in Large Models: A Review of Solution Methods. (). Swarbrick, Jonathan. In: Discussion Papers. RePEc:bca:bocadp:21-5.

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2021A New Measure of Monetary Policy Shocks. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-29.

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2021Networking the Yield Curve: Implications for Monetary Policy. (2021). Dahlhaus, Tatjana ; Schaumburg, Julia ; Sekhposyan, Tatevik. In: Staff Working Papers. RePEc:bca:bocawp:21-4.

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2021Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-54.

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2021Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre. In: Staff Working Papers. RePEc:bca:bocawp:21-58.

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2022Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification. (2022). Ottonello, Pablo ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-24.

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2022House Price Responses to Monetary Policy Surprises: Evidence from the U.S. Listings Data. (2022). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: Staff Working Papers. RePEc:bca:bocawp:22-39.

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2021Seeing the Forest for the Trees: using hLDA models to evaluate communication in Banco Central do Brasil. (2021). Graminho, Flavia ; Fasolo, Angelo ; Bastos, Saulo B. In: Working Papers Series. RePEc:bcb:wpaper:555.

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2021The impact of heterogeneous unconventional monetary policies on the expectations of market crashes. (2021). Alonso Alvarez, Irma ; Vaello-Sebastia, Antoni ; Serrano, Pedro. In: Working Papers. RePEc:bde:wpaper:2127.

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2022Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices. (2022). Matheron, Julien ; le Bihan, Herve ; Dupraz, Stephane. In: Working Papers. RePEc:bde:wpaper:2218.

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2021Does information about current inflation affect expectations and decisions? Another look at Italian firms.. (2021). Rosolia, Alfonso. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1353_21.

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2022Oral FX Interventions in Emerging Markets: the Colombian case. (2022). Sanchez-Jabba, Andres ; Parra-Polanía, Julián ; Sarmiento, Miguel ; Sanchez -Jabba, Andres ; Parra-Polania, Julian A. In: Borradores de Economia. RePEc:bdr:borrec:1194.

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2021Financial flows, macro-prudential policies, capital restrictions and institutions: what do gravity equations tell us?. (2021). Lecat, Remy ; Vanzhulova, Yuliya ; Peresa, Irena ; Garnier-Sauveplane, Albane ; Cosson, Antoine ; Bricongne, Jean-Charles. In: Working papers. RePEc:bfr:banfra:842.

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2022Climate Risk Measurement of Assets Eligible as Collateral for Refinancing Operations – Focus on Asset Backed Securities (ABS). (2022). Sestieri, Giulia ; Odendahl, Florens ; Istrefi, Klodiana. In: Working papers. RePEc:bfr:banfra:859.

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2022Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices. (2022). Matheron, Julien ; LE BIHAN, Hervé ; Dupraz, Stéphane. In: Working papers. RePEc:bfr:banfra:862.

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2022The Conditional Path of Central Bank Asset Purchases. (2022). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Working papers. RePEc:bfr:banfra:885.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: Discussion Papers. RePEc:bir:birmec:21-02.

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2022Seeing the forest for the trees: Using hLDA models to evaluate communication in Banco Central do Brasil. (2022). Bastos, Saulo B ; Graminho, Flavia M ; Fasolo, Angelo M. In: BIS Working Papers. RePEc:bis:biswps:1021.

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2022Forward guidance and expectation formation: A narrative approach. (2022). Sutherland, Christopher S. In: BIS Working Papers. RePEc:bis:biswps:1024.

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2022What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047.

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2021Fiscal regimes and the exchange rate. (2021). Cantu Garcia, Carlos ; Cavallino, Paolo ; Alberola-Ila, Enrique ; Mirkov, Nikola . In: BIS Working Papers. RePEc:bis:biswps:950.

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2021Are households indifferent to monetary policy announcements?. (2021). Schuffels, Johannes ; Lombardi, Marco ; De Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:956.

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2022Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996.

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2021The effect of treasury auctions on 10?year Treasury note futures. (2021). Smales, Lee. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1517-1555.

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2021The Australian Economy in 2020–21: The COVID?19 Pandemic and Prospects for Economic Recovery. (2021). Robinson, Tim ; Lim, Guay ; Nguyen, Viet ; Wang, Jiao ; Tsiaplias, Sarantis. In: Australian Economic Review. RePEc:bla:ausecr:v:54:y:2021:i:1:p:5-18.

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2021Asymmetric effects of sectoral shifts under low and high uncertainty. (2021). Berg, Kimberly ; Vu, Nam T. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1149-1171.

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2021The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach*. (2021). Tsang, Andrew ; Funke, Michael. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:316:p:100-122.

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2021Quantitative or Qualitative Forward Guidance: Does it Matter?. (2021). Moessner, Richhild ; Karagedikli, Ozer ; Detmers, Gundaalexandra. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:491-503.

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2021Ending Bretton Woods: evidence from the Nixon tapes. (2021). Ohlmacher, Scott ; Butkiewicz, James. In: Economic History Review. RePEc:bla:ehsrev:v:74:y:2021:i:4:p:922-945.

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2021Why central banks announcing liquidity injections is more effective than forward guidance. (2021). Klose, Jens ; Baumgärtner, Martin ; Baumgartner, Martin. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:236-256.

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2022Doubly heterogeneous monetary spillovers. (2022). Shah, Nihar. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:126-150.

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2021Foreign Safe Asset Demand and the Dollar Exchange Rate. (2021). KRISHNAMURTHY, ARVIND ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1049-1089.

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2022Clients Connections: Measuring the Role of Private Information in Decentralized Markets. (2022). Pinter, Gabor ; Kondor, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:505-544.

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2022Monetary Policy and Asset Valuation. (2022). Ludvigson, Sydney C ; Lettau, Martin ; Bianchi, Francesco. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:967-1017.

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2022Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2331-2374.

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2022Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect. (2022). Lee, Sang Seok ; Gürkaynak, Refet ; Karasoycan, Hatce Goke. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2375-2421.

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2021Do Fed Forecast Errors Matter?. (2021). Sinclair, Tara ; Gamber, Edward N ; Tien, Paolin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:686-712.

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2021Convergence in Sovereign Debt Defaults: Quantifying the Roles of Institutions. (2021). Inekwe, John ; Bhattacharya, Mita. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:792-811.

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2021International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110.

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2022The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56.

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2022Monetary Policy and Corporate Debt Structure. (2022). Szczerbowicz, Urszula ; Lhuissier, Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:497-515.

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2022Euro Area Periphery Countries Fiscal Policy and Monetary Policy Surprises. (2022). Rottmann, Horst ; Hülsewig, Oliver ; Hulsewig, Oliver. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:544-568.

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2021The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States. (2021). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred ; Staufersteinnocher, Petra. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:4:p:1039-1068.

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2021The interaction between macroprudential policy and monetary policy: Overview. (2021). Styrin, Konstantin ; Sowerbutts, Rhiannon ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; de Haan, Jakob ; Cao, Jin ; Bussiere, Matthieu ; Sinha, Sonalika ; Pedrono, Justine ; Hills, Robert. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:1-19.

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2021The transmission of bank capital requirements and monetary policy to bank lending in Germany. (2021). Vogel, Ursula ; Imbierowicz, Bjorn ; Loffler, Axel. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:144-164.

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2021Macroprudential policy and the inward transmission of monetary policy: The case of Chile, Mexico, and Russia. (2021). Styrin, Konstantin ; Moreno, David ; Bush, Georgia ; Ushakova, Yulia ; Jara, Alejandro ; Gomez, Tomas. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:37-60.

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2021Le Pont de Londres: Interactions between monetary and prudential policies in cross?border lending. (2021). Sowerbutts, Rhiannon ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; Bussiere, Matthieu ; Hills, Robert ; Pedrono, Justine. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:61-86.

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2021The interaction between macroprudential and monetary policies: The cases of Norway and Sweden. (2021). Grodecka-Messi, Anna ; Dinger, Valeriya ; Cao, Jin ; Zhang, Xin ; Juelsrud, Ragnar ; Grodeckamessi, Anna. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:87-116.

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2021Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1221-1274.

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2021Bayesian State?Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy. (2021). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:4:p:1261-1291.

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2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuehl, Patrick. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:298-321.

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2022Interest rate rules and inflation risks in a macro?finance model. (2022). Marsal, Ales ; Kaszab, Lorant ; Horvath, Roman. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:4:p:416-440.

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2021Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

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2021Preferred habitat investors in the UK government bond market. (2021). Worlidge, Jack ; Meaning, Jack ; Joyce, Michael ; Giese, Julia. In: Bank of England working papers. RePEc:boe:boeewp:0939.

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2021Mark my words: the transmission of central bank communication to the general public via the print media. (2021). Munday, Tim ; Brookes, James. In: Bank of England working papers. RePEc:boe:boeewp:0944.

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2021Global spillovers of the Fed information effect. (2021). Szczepaniak, Andrzej ; Pinchetti, Marco. In: Bank of England working papers. RePEc:boe:boeewp:0952.

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2022Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961.

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2022Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0970.

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2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972.

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2022Monetary policy transmission during QE times: role of expectations and term premia channels. (2022). Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0978.

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2021Revisiting intertemporal elasticity of substitution in a sticky price model. (2021). Vahamaa, Oskari ; Vilmunen, Jouko ; Kilponen, Juha. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_009.

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2021Forward guidance with unanchored expectations. (2021). Gibbs, Chris ; Eusepi, Stefano ; Preston, Bruce. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_011.

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2021Why does risk matter more in recessions than in expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_013.

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2021Determinacy and E-stability with interest rate rules at the zero lower bound. (2021). Eo, Yunjong ; McClung, Nigel. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_014.

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2021Yield curve momentum. (2021). Sihvonen, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_015.

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2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

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2021The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel. (2021). Benchimol, Jonathan ; Ben-Ze'Ev Noam, ; Yossi, Saadon ; Sigal, Ribon ; Michael, Kahn ; Inon, Gamrasni ; Yitzchak, Shizgal ; Asaf, Segal. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.02.

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2022The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach. (2022). Norimasa, Yoshihiko ; Makabe, Yoshibumi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e04.

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2021Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca. In: Working Papers. RePEc:bol:bodewp:wp1164.

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2021Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis. (2021). Swarbrick, Jonathan ; Jonathan, Swarbrick ; Tobias, Blattner. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:323-368:n:9.

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2021Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages. (2021). Hardik, Marfatia. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:73-117:n:1.

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2021What model for the target rate. (2021). Feunou, Bruno ; Bruno, Feunou ; Jianjian, Jin ; Jean-Sebastien, Fontaine. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:23:n:1.

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2021Computational Methods for Production-Based Asset Pricing Models with Recursive Utility. (2021). Howard, Kung ; Mark, Aldrich Eric. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:26:n:5.

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2022Causal effects of the Feds large-scale asset purchases on firms capital structure. (2022). Pesaran, M H ; Nocera, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2224.

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2021What triggers stock market jumps?. (2021). Davis, Steven ; bloom, nicholas ; Sammon, Marco ; Baker, Scott R. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1789.

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2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8985.

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2021Point Targets, Tolerance Bands, or Target Ranges? Inflation Target Types and the Anchoring of Inflation Expectations. (2021). Ehrmann, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9034.

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2021Interest Rate Skewness and Biased Beliefs. (2021). Chernov, Mikhail ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9150.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2021Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9328.

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More than 100 citations found, this list is not complete...

Works by Eric T. Swanson:


YearTitleTypeCited
2012Risk Aversion and the Labor Margin in Dynamic Equilibrium Models In: American Economic Review.
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article84
2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates In: American Economic Review.
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article408
2012Measuring the effect of the zero lower bound on medium- and longer-term interest rates.(2012) In: Working Paper Series.
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paper
2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 408
paper
2012Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 408
paper
2001NAIRU Uncertainty and Nonlinear Policy Rules In: American Economic Review.
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article40
2001NAIRU uncertainty and nonlinear policy rules.(2001) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 40
paper
2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models In: American Economic Review.
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article477
2020Implications of Labor Market Frictions for Risk Aversion and Risk Premia In: American Economic Journal: Macroeconomics.
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article4
2013Implications of Labor Market Frictions for Risk Aversion and Risk Premia.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 4
paper
2019Implications of Labor Market Frictions for Risk Aversion and Risk Premia.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 4
paper
2013Implications of Labor Market Frictions for Risk Aversion and Risk Premia.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 4
paper
2012The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks In: American Economic Journal: Macroeconomics.
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article328
2008The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Series.
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paper
2008The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Research.
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This paper has another version. Agregated cites: 328
paper
2007Market-Based Measures of Monetary Policy Expectations In: Journal of Business & Economic Statistics.
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article216
2006Market-based measures of monetary policy expectations.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 216
paper
2002Market-based measures of monetary policy expectations.(2002) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 216
paper
2011Lets Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2 In: Brookings Papers on Economic Activity.
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article252
2011Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2.(2011) In: Working Paper Series.
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This paper has another version. Agregated cites: 252
paper
2011Lets Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 252
paper
2018The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates In: Brookings Papers on Economic Activity.
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article45
2018The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45
paper
2007REAL WAGE CYCLICALITY IN THE PANEL STUDY OF INCOME DYNAMICS In: Scottish Journal of Political Economy.
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article20
2004Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]
article81
2006The Relative Price and Relative Productivity Channels for Aggregate Fluctuations In: The B.E. Journal of Macroeconomics.
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article6
2006The relative price and relative productivity channels for aggregate fluctuations.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2020The Feds Response to Economic News Explains the Fed Information Effect In: CESifo Working Paper Series.
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paper23
2020The Feds Response to Economic News Explains the “Fed Information Effect”.(2020) In: Working Paper Series.
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This paper has another version. Agregated cites: 23
paper
2021The Feds response to economic news explains the Fed information effect.(2021) In: IMFS Working Paper Series.
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This paper has another version. Agregated cites: 23
paper
2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification In: CESifo Working Paper Series.
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paper2
2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2022) In: NBER Chapters.
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This paper has another version. Agregated cites: 2
chapter
2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2022) In: NBER Working Papers.
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paper
2022A reassessment of monetary policy surprises and high-frequency identification.(2022) In: IMFS Working Paper Series.
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This paper has another version. Agregated cites: 2
paper
2016Measuring the effects of unconventional monetary policy on asset prices In: Journal Economía Chilena (The Chilean Economy).
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article31
2016Measuring the Effects of Unconventional Monetary Policy on Asset Prices.(2016) In: Central Banking, Analysis, and Economic Policies Book Series.
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This paper has another version. Agregated cites: 31
chapter
2015Measuring the Effects of Unconventional Monetary Policy on Asset Prices.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2006INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]
article90
2007Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere.(2007) In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
chapter
2006Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere.(2006) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
paper
2007Inflation targeting and the anchoring of inflation expectations in the western hemisphere.(2007) In: Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
article
2006Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden In: CEPR Discussion Papers.
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paper102
2006Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 102
paper
2007Convergence and Anchoring of Yield Curves in the Euro Area In: CEPR Discussion Papers.
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paper106
2007Convergence and anchoring of yield curves in the euro area.(2007) In: Working Paper Series.
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paper
2007Convergence and anchoring of yield curves in the Euro area.(2007) In: Working Paper Series.
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paper
2009CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 106
paper
2011Convergence and Anchoring of Yield Curves in the Euro Area.(2011) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 106
article
2004SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES In: Macroeconomic Dynamics.
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article66
2000On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has another version. Agregated cites: 66
paper
2000On signal extraction and non-certainty-equivalence in optimal monetary policy rules.(2000) In: Proceedings.
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This paper has another version. Agregated cites: 66
article
2000On signal extraction and non-certainty-equivalence in optimal monetary policy rules.(2000) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 66
paper
2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data In: Working Paper Series.
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paper96
2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data.(2002) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 96
paper
2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 96
paper
2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data.(2003) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 96
article
2004Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]
paper1
2003Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2006Optimal nonlinear policy: signal extraction with a non-normal prior In: Journal of Economic Dynamics and Control.
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article11
2005Optimal nonlinear policy: signal extraction with a non-normal prior.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2005Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior.(2005) In: Computing in Economics and Finance 2005.
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This paper has another version. Agregated cites: 11
paper
2014Monetary policy effectiveness in China: Evidence from a FAVAR model In: Journal of International Money and Finance.
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article86
2014Monetary Policy Effectiveness in China: Evidence from a FAVAR Model.(2014) In: Working Paper Series.
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paper
2014Monetary Policy Effectiveness in China: Evidence from a FAVAR Model.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 86
paper
2021Measuring the effects of federal reserve forward guidance and asset purchases on financial markets In: Journal of Monetary Economics.
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article225
2017Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 225
paper
2016Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets.(2016) In: 2016 Meeting Papers.
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paper
2004Identifying VARS based on high frequency futures data In: Journal of Monetary Economics.
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article194
2002Identifying vars based on high frequency futures data.(2002) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 194
paper
2008Futures prices as risk-adjusted forecasts of monetary policy In: Journal of Monetary Economics.
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article251
2004Future prices as risk-adjusted forecasts of monetary policy.(2004) In: Proceedings.
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This paper has another version. Agregated cites: 251
article
2006Futures prices as risk-adjusted forecasts of monetary policy.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 251
paper
2004Futures Prices as Risk-adjusted Forecasts of Monetary Policy.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 251
paper
2008Examining the bond premium puzzle with a DSGE model In: Journal of Monetary Economics.
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article141
2008Examining the bond premium puzzle with a DSGE model.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 141
paper
2006Would an inflation target help anchor U.S. inflation expectations? In: FRBSF Economic Letter.
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article3
2007What we do and dont know about the term premium In: FRBSF Economic Letter.
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article10
2008Convergence of long-term bond yields in the euro area In: FRBSF Economic Letter.
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article7
2009Macroeconomic models for monetary policy: conference summary In: FRBSF Economic Letter.
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article0
2010Financial market imperfections and macroeconomics: conference summary In: FRBSF Economic Letter.
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article0
2011Operation Twist and the effect of large-scale asset purchases In: FRBSF Economic Letter.
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article2
2012Structural and cyclical economic factors In: FRBSF Economic Letter.
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article1
2013The zero lower bound and longer-term yields In: FRBSF Economic Letter.
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article0
2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models In: Proceedings.
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article106
2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models.(2003) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 106
paper
2006Higher-order perturbation solutions to dynamic, discrete-time rational expectations models In: Working Paper Series.
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paper45
2006The bond yield \conundrum\ from a macro-finance perspective In: Working Paper Series.
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paper79
2006The Bond Yield Conundrum from a Macro-Finance Perspective.(2006) In: Monetary and Economic Studies.
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This paper has another version. Agregated cites: 79
article
2006Macroeconomic implications of changes in the term premium In: Working Paper Series.
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paper89
2007Macroeconomic implications of changes in the term premium.(2007) In: Review.
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This paper has another version. Agregated cites: 89
article
2007Real wage cyclicality in the PSID In: Working Paper Series.
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paper2
2009Risk aversion, the labor margin, and asset pricing in DSGE models In: Working Paper Series.
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paper8
2010Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 8
paper
2012Risk aversion, risk premia, and the labor margin with generalized recursive preferences In: Working Paper Series.
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paper30
2018Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences.(2018) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 30
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2013Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany In: Working Paper Series.
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paper13
2013Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany.(2013) In: NBER Chapters.
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This paper has another version. Agregated cites: 13
chapter
1999Models of sectoral reallocation In: Finance and Economics Discussion Series.
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paper5
1999Measuring the cyclicality of real wages: how important is aggregation across industries? In: Finance and Economics Discussion Series.
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paper0
2004Federal Reserve transparency and financial market forecasts of short-term interest rates In: Finance and Economics Discussion Series.
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paper32
2004Do actions speak louder than words? the response of asset prices to monetary policy actions and statements In: Finance and Economics Discussion Series.
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paper979
2005Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: International Journal of Central Banking.
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2005Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: MPRA Paper.
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2005Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: Macroeconomics.
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This paper has another version. Agregated cites: 979
paper
2006Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? In: Journal of Money, Credit and Banking.
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article173
2020An Alternative Explanation for the “Fed Information Effect” In: NBER Working Papers.
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paper13
2022The Federal Funds Market, Pre- and Post-2008 In: NBER Working Papers.
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paper0
2007Optimal Time-Consistent Monetary Policy in the New Keynesian Model with Repeated Simultaneous Play In: 2007 Meeting Papers.
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paper0
2008Long-Run Inflation Risk and the Postwar Term Premium In: 2008 Meeting Papers.
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paper1
2009Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks In: 2009 Meeting Papers.
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paper1
2015A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt In: 2015 Meeting Papers.
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paper27
2004The magnitude and Cyclical Behavior of Financial Market Frictions In: Computing in Economics and Finance 2004.
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paper103
2004Optimal Monetary Policy in an Imperfect World In: Computing in Economics and Finance 2004.
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paper1
2005Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy In: Computing in Economics and Finance 2005.
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paper0
2010Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden In: Journal of the European Economic Association.
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article220
2004Measuring the Cyclicality of Real Wages: How Important Is the Firms Point of View? In: The Review of Economics and Statistics.
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