Eric T. Swanson : Citation Profile


Are you Eric T. Swanson?

University of California-Irvine

29

H index

36

i10 index

3468

Citations

RESEARCH PRODUCTION:

41

Articles

64

Papers

3

Chapters

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 165
   Journals where Eric T. Swanson has often published
   Relations with other researchers
   Recent citing documents: 359.    Total self citations: 54 (1.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psw16
   Updated: 2020-05-16    RAS profile: 2020-04-22    
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Relations with other researchers


Works with:

Williams, John (2)

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

Is cited by:

Ehrmann, Michael (56)

Fratzscher, Marcel (48)

Williams, John (43)

Gürkaynak, Refet (42)

Hubert, Paul (42)

Rudebusch, Glenn (37)

Weber, Michael (34)

Wright, Jonathan (33)

Rosa, Carlo (32)

Ozdagli, Ali (32)

Hamilton, James (31)

Cites to:

Rudebusch, Glenn (58)

Gürkaynak, Refet (50)

Piazzesi, Monika (45)

Kuttner, Kenneth (34)

Campbell, John (30)

Christiano, Lawrence (28)

Shiller, Robert (22)

Cochrane, John (22)

Svensson, Lars (22)

Bernanke, Ben (21)

Eichenbaum, Martin (21)

Main data


Where Eric T. Swanson has published?


Journals with more than one article published# docs
FRBSF Economic Letter8
American Economic Review4
Journal of Monetary Economics3
Journal of the European Economic Association2
The Review of Economics and Statistics2
American Economic Journal: Macroeconomics2
Journal Economa Chilena (The Chilean Economy)2
Brookings Papers on Economic Activity2
The B.E. Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco20
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)8
Proceedings / Federal Reserve Bank of San Francisco3
Computing in Economics and Finance 2004 / Society for Computational Economics2
2009 Meeting Papers / Society for Economic Dynamics2
Working Paper Series / European Central Bank2
Computing in Economics and Finance 2005 / Society for Computational Economics2
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Eric T. Swanson (2020 and 2019)


YearTitle of citing document
2017The Extended Perturbation Method: New Insights on the New Keynesian Model. (2017). Kronborg, Anders ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2017-14.

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2018Forecasters’ utility and forecast coherence. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-23.

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2019Estimating the Price Markup in the New Keynesian Model. (2019). Dang, Mads ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-03.

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2019Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11.

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2019Forward Guidance and Heterogeneous Beliefs. (2019). Mojon, Benoit ; Mengus, Eric ; Gaballo, Gaetano ; Andrade, Philippe. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:11:y:2019:i:3:p:1-29.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2019A regime-switching model for the federal funds rate target. (2019). Sirchenko, Andrei. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1901.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2020Estimating 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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2020The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339.

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2019Dynamic Responses of the Economy to Monetary Shocks in the United Kingdom. (2019). Raffiee, Kambiz ; Baade, Hannah ; Adrangi, Bahram. In: Review of Economics & Finance. RePEc:bap:journl:190104.

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2018Could a Higher Inflation Target Enhance Macroeconomic Stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; Labelle, Nicholas ; Dorich, Jose. In: Staff Working Papers. RePEc:bca:bocawp:18-17.

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2019The Neutral Rate in Canada: 2019 Update. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott. In: Staff Analytical Notes. RePEc:bca:bocsan:19-11.

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2019Le taux neutre au Canada : mise à jour de 2019. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott. In: Staff Analytical Notes. RePEc:bca:bocsan:19-11fr.

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2019Furor over the Fed : Presidential Tweets and Central Bank Independence. (2019). Matveev, Dmitry ; Camous, Antoine. In: Staff Analytical Notes. RePEc:bca:bocsan:19-33.

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2019Monetary policy, corporate finance and investment. (2019). Ferreira Mayorga, Clodomiro ; Cloyne, James ; Surico, Paolo ; Froemel, Maren. In: Working Papers. RePEc:bde:wpaper:1911.

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2018ECB monetary policy and the euro exchange rate. (2018). Cecioni, Martina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1172_18.

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2019Corporate Leverage and Monetary Policy Effectiveness in the Euro Area. (2019). Bernardini, Marco ; Auer, Simone ; Cecioni, Martina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1258_19.

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2020Expansionary yet different: credit supply and real effects of negative interest rate policy. (2020). Sette, Enrico ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1269_20.

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2020Forward Guidance and Household Expectations. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Georgarakos, Dimitris. In: Working Papers. RePEc:bfi:wpaper:2020-07.

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2018Impact of the ECB Quantitative Easing on the French International Investment Position. (2018). CEZAR, Rafael ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:701.

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2019The Phillips Multiplier. (2019). Mesters, Geert ; Barnichon, Régis. In: Working Papers. RePEc:bge:wpaper:1070.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019The Effects of Conventional and Unconventional Monetary Policy: A New Approach. (2019). Rossi, Barbara ; Inoue, Atsushi. In: Working Papers. RePEc:bge:wpaper:1082.

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2019Identifying Modern Macro Equations with Old Shocks. (2019). Mesters, Geert ; Barnichon, Régis. In: Working Papers. RePEc:bge:wpaper:1097.

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2019Monetary Policy and Bank Profitability in a Low Interest Rate Environment. (2019). Peydro, Jose-Luis ; Altavilla, Carlo ; Boucinha, Miguel. In: Working Papers. RePEc:bge:wpaper:1101.

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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence. (2020). Sekhposyan, Tatevik ; Hoesch, Lukas ; Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1158.

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2020Optimal Policy Perturbations. (2020). Mesters, Geert ; Barnichon, Regis. In: Working Papers. RePEc:bge:wpaper:1171.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

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2017Oil, equities, and the zero lower bound. (2017). Vigfusson, Robert ; Datta, Deepa ; Kwon, Hannah ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:617.

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2017Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Minesso Ferrari, Massimo ; Kearns, Jonathan. In: BIS Working Papers. RePEc:bis:biswps:626.

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2018Could a higher inflation target enhance macroeconomic stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; St-Pierre, Nicholas Labelle ; Dorich, Jose. In: BIS Working Papers. RePEc:bis:biswps:720.

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2018Has inflation targeting become less credible?. (2018). Sussman, Nathan ; Zohar, Osnat. In: BIS Working Papers. RePEc:bis:biswps:729.

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2018Forward guidance and heterogeneous beliefs. (2018). Mojon, Benoit ; Mengus, Eric ; Gaballo, Gaetano ; Andrade, Philippe. In: BIS Working Papers. RePEc:bis:biswps:750.

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2018Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761.

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2019On the global Impact of risk-off shocks and policy-put frameworks. (2019). Kamber, Gunes ; Caballero, Ricardo. In: BIS Working Papers. RePEc:bis:biswps:772.

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2019Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions. (2019). Moessner, Richhild ; Galati, Gabriele ; Teppa, Federica ; Apokoritis, Nikos. In: BIS Working Papers. RePEc:bis:biswps:809.

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2019Monetary Policy Surprises in Russia. (2019). Tishin, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:4:p:48-70.

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2019INTERNATIONAL EFFECTS OF EURO AREA VERSUS U.S. POLICY UNCERTAINTY: A FAVAR APPROACH. (2019). Belke, Ansgar ; Osowski, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:453-481.

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2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

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2017COMMUNICATION ABOUT FUTURE POLICY RATES IN THEORY AND PRACTICE: A SURVEY. (2017). Moessner, Richhild ; Jansen, David-Jan ; de Haan, Jakob. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:678-711.

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2018A SURVEY OF THE INTERNATIONAL EVIDENCE AND LESSONS LEARNED ABOUT UNCONVENTIONAL MONETARY POLICIES: IS A ‘NEW NORMAL’ IN OUR FUTURE?. (2018). Siklos, Pierre ; st Amand, Samantha ; Lombardi, Domenico. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:5:p:1229-1256.

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2017Exchange Rate Regimes and Welfare Losses from Foreign Crises: The Impact of the US Financial Crisis on Mexico. (2017). Koleyni, Kayhan ; Kemme, David. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:1:p:132-147.

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2019Narrative monetary policy surprises and the media. (2019). Thorsrud, Leif ; Larsen, Vegard H ; Ellen, Saskia Ter. In: Working Papers. RePEc:bny:wpaper:0078.

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2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

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2020The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836.

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2020Changing supply elasticities and regional housing booms. (2020). Albuquerque, Bruno ; Anundsen, Andre ; Aastveit, Knut Are. In: Bank of England working papers. RePEc:boe:boeewp:0844.

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2019The direction and intensity of China’s monetary policy conduct : A dynamic factor modelling approach. (2019). Tsang, Andrew ; Funke, Michael. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_008.

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2019Chinas monetary policy and the loan market : How strong is the credit channel in China?. (2019). Nuutilainen, Riikka ; Breitenlechner, Max . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_015.

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2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

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2017The Term Premium in a Small Open Economy: A Micro-Founded Approach. (2017). Rozenshtrom, Irit ; Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2017.06.

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2019Measuring Monetary Policy Surprises Using Text Mining: The Case of Korea. (2019). Park, Ki Young ; Kim, Soohyon ; Lee, Young Joon. In: Working Papers. RePEc:bok:wpaper:1911.

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2019Charge-offs, Defaults and U.S. Business Cycles. (2019). Johri, Alok ; Letendre, Marc-Andre ; Gunn, Christopher M. In: Carleton Economic Papers. RePEc:car:carecp:19-04.

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2017The Impact of Monetary Strategies on Inflation Persistence. (2017). Kocenda, Evzen ; VARGA, Balazs . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6306.

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2018Central Bank Policies and Financial Markets: Lessons from the Euro Crisis. (2018). Nedeljkovic, Milan ; Mody, Ashoka. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7400.

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2019Market-based monetary policy uncertainty. (2019). Lakdawala, Aeimit ; Bauer, Michael ; Mueller, Philippe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7621.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7697.

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2019Measuring Euro Area Monetary Policy. (2019). Gürkaynak, Refet ; Brugnolini, Luca ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto ; Gurkaynak, Refet S ; Carlo Altavilla , . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7699.

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2019Managing Households Expectations with Salient Economic Policies. (2019). Weber, Michael ; Hoang, Daniel ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7793.

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2019Macroeconomic Shocks and Racial Labour Market Differences in the U.S.. (2019). Giedeman, Daniel ; Compton, Ryan ; Hoover, Gary A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8004.

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2020Forward Guidance and Household Expectations. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Georgarakos, Dimitris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8118.

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2018Monetary Policy Effects on the Chilean Stock Market: An Automated Content Approach. (2018). Gonzalez, Mario ; Tadle, Raul. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:817.

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2019Inflation Globally. (2019). Jorda, Oscar ; Nechio, Fernanda. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:850.

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2019Efectos de los anuncios de política monetaria y la credibilidad sobre las expectativas de inflación: evidencia para Colombia. (2019). Anzoátegui Zapata, Juan ; Anzoategui-Zapata, Juan Camilo ; Galvis, Juan Camilo. In: Revista Apuntes del Cenes. RePEc:col:000152:017358.

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2018Effects of Unconventional Monetary Policy on European Corporate Credit. (2018). Dubovik, Andrei ; van Dijk, Machiel. In: CPB Discussion Paper. RePEc:cpb:discus:372.

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2018Effects of Unconventional Monetary Policy on European Corporate Credit. (2018). Dubovik, Andrei ; van Dijk, Machiel. In: CPB Discussion Paper. RePEc:cpb:discus:372.rdf.

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2017The effects of quasi-random monetary experiments. (2017). Jorda, Oscar ; Schularick, Moritz ; Taylor, Alan M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11801.

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2017Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Kearns, Jonathan ; Ferrari, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11918.

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2017The Puzzle, the Power, and the Dark Side: Forward Guidance Redux. (2017). bilbiie, florin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12231.

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2017Monetary Policy and Asset Valuation. (2017). Bianchi, Francesco ; Ludvigson, Sydney ; Lettau, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12275.

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2018Monetary Policy and Asset Valuation. (2018). Bianchi, Francesco ; Ludvigson, Sydney ; Lettau, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12671.

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2018Neo-Fisherian Policies and Liquidity Traps. (2018). bilbiie, florin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13334.

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2019Inflation Expectations: Review and Evidence. (2019). Panizza, Ugo ; Matsuoka, Hideaki ; Kose, Ayhan ; Vorisek, Dana . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13601.

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2019Measuring Euro Area Monetary Policy. (2019). Gürkaynak, Refet ; Brugnolini, Luca ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13759.

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2019Identifying Modern Macro Equations with Old Shocks. (2019). Mesters, Geert ; Barnichon, Régis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13765.

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2019Can more public information raise uncertainty? The international evidence on forward guidance. (2019). Ehrmann, Michael ; Strasser, Georg ; Hoffmann, Peter ; Gaballo, Gaetano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13977.

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2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect. (2019). Lee, Sang Seok ; Gürkaynak, Refet ; Can, Gokce Karasoy ; Gurkaynak, Refet S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14017.

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2019Threats to Central Bank Independence: High-Frequency Identification with Twitter. (2019). Kung, Howard ; Kind, Thilo ; Bianchi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14021.

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2019The FOMC Risk Shift. (2019). Schrimpf, Andreas ; Kroencke, Tim ; Schmeling, Maik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14037.

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2019US Monetary Policy and International Risk Spillovers. (2019). Kalemli-Ozcan, Sebnem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14053.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?. (2019). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14064.

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2019Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy. (2019). Sette, Enrico ; Presbitero, Andrea ; Polo, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Bottero, Margherita. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14233.

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2019Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area. (2019). Violante, Giovanni L ; Tristani, Oreste ; Slacalek, Jiri. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14245.

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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271.

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2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

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2020Do Monetary Policy Announcements Shift Household Expectations?. (2020). Mertens, Karel ; Makridis, Christos ; Lewis, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14360.

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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence. (2020). Hoesch, Lukas ; Rossi, Barbara ; Sekhposyan, Tatevik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14456.

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2019Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:crb:wpaper:2019-08.

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2019Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields. (2019). Yamamoto, Yohei ; Fatum, Rasmus ; Hara, Naoko. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_006.

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2019Chinas Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?. (2019). Nuutilainen, Riikka ; Breitenlechner, Max . In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_027.

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2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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2019The Short-Run Effect of Monetary Policy Shocks on Credit Risk: An Analysis of the Euro Area. (2019). Kim, Chi Hyun ; Other, Lars. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1781.

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2020Is Monetary Policy Gender Neutral? Evidence from the Stock Market. (2020). Kim, Chi Hyun ; Grazzini, Caterina Forti . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1841.

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2018Forward Guidance and the Role of Central Bank Credibility. (2018). Mavromatis, Kostas(Konstantinos) ; Homme, Cars ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:614.

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2019The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices. (2019). End, Jan Willem ; van den End, Jan Willem ; Titzck, Stephanie. In: DNB Working Papers. RePEc:dnb:dnbwpp:627.

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2019Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions. (2019). Moessner, Richhild ; Galati, Gabriele ; Teppa, Federica ; Apokoritis, Nikos. In: DNB Working Papers. RePEc:dnb:dnbwpp:652.

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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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article51
2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates In: American Economic Review.
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article167
2012Measuring the effect of the zero lower bound on medium- and longer-term interest rates.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167
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2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167
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2012Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167
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2001NAIRU Uncertainty and Nonlinear Policy Rules In: American Economic Review.
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article34
2001NAIRU uncertainty and nonlinear policy rules.(2001) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
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2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models In: American Economic Review.
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article341
2020Implications of Labor Market Frictions for Risk Aversion and Risk Premia In: American Economic Journal: Macroeconomics.
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article0
2014Implications of Labor Market Frictions for Risk Aversion and Risk Premia.(2014) In: Working Paper Series.
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2019Implications of Labor Market Frictions for Risk Aversion and Risk Premia.(2019) In: NBER Working Papers.
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2013Implications of Labor Market Frictions for Risk Aversion and Risk Premia.(2013) In: 2013 Meeting Papers.
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2012The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks In: American Economic Journal: Macroeconomics.
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2008The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Series.
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2008The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Research.
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2007Market-Based Measures of Monetary Policy Expectations In: Journal of Business & Economic Statistics.
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2006Market-based measures of monetary policy expectations.(2006) In: Working Paper Series.
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2002Market-based measures of monetary policy expectations.(2002) In: Finance and Economics Discussion Series.
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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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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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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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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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2018The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates.(2018) In: NBER Working Papers.
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2004Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? In: The B.E. Journal of Macroeconomics.
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2006The Relative Price and Relative Productivity Channels for Aggregate Fluctuations In: The B.E. Journal of Macroeconomics.
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2006The relative price and relative productivity channels for aggregate fluctuations.(2006) In: Working Paper Series.
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2020The Feds Response to Economic News Explains the Fed Information Effect In: CESifo Working Paper Series.
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2020The Feds Response to Economic News Explains the “Fed Information Effect”.(2020) In: Working Paper Series.
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2016Measuring the effects of unconventional monetary policy on asset prices In: Journal Economía Chilena (The Chilean Economy).
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2016Measuring the Effects of Unconventional Monetary Policy on Asset Prices.(2016) In: Central Banking, Analysis, and Economic Policies Book Series.
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2015Measuring the Effects of Unconventional Monetary Policy on Asset Prices.(2015) In: NBER Working Papers.
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2006INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE In: Journal Economía Chilena (The Chilean Economy).
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2007Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere.(2007) In: Central Banking, Analysis, and Economic Policies Book Series.
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2006Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere.(2006) In: Working Papers Central Bank of Chile.
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2007Inflation targeting and the anchoring of inflation expectations in the western hemisphere.(2007) In: Economic Review.
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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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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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2007Convergence and Anchoring of Yield Curves in the Euro Area In: CEPR Discussion Papers.
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2011Convergence and Anchoring of Yield Curves in the Euro Area.(2011) In: The Review of Economics and Statistics.
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2007Convergence and anchoring of yield curves in the euro area.(2007) In: Working Paper Series.
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2007Convergence and anchoring of yield curves in the Euro area.(2007) In: Working Paper Series.
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2004SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES In: Macroeconomic Dynamics.
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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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2000On signal extraction and non-certainty-equivalence in optimal monetary policy rules.(2000) In: Finance and Economics Discussion Series.
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2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data In: Working Paper Series.
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2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data.(2003) In: NBER Working Papers.
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2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data.(2002) In: International Finance Discussion Papers.
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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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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.
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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.
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2006Optimal nonlinear policy: signal extraction with a non-normal prior In: Journal of Economic Dynamics and Control.
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2005Optimal nonlinear policy: signal extraction with a non-normal prior.(2005) In: Working Paper Series.
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2005Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior.(2005) In: Computing in Economics and Finance 2005.
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2014Monetary policy effectiveness in China: Evidence from a FAVAR model In: Journal of International Money and Finance.
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2014Monetary Policy Effectiveness in China: Evidence from a FAVAR Model.(2014) In: Working Paper Series.
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2014Monetary Policy Effectiveness in China: Evidence from a FAVAR Model.(2014) In: NBER Working Papers.
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2004Identifying VARS based on high frequency futures data In: Journal of Monetary Economics.
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2002Identifying vars based on high frequency futures data.(2002) In: International Finance Discussion Papers.
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2008Futures prices as risk-adjusted forecasts of monetary policy In: Journal of Monetary Economics.
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2006Futures prices as risk-adjusted forecasts of monetary policy.(2006) In: Working Paper Series.
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2004Futures Prices as Risk-adjusted Forecasts of Monetary Policy.(2004) In: NBER Working Papers.
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2008Examining the bond premium puzzle with a DSGE model In: Journal of Monetary Economics.
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2008Examining the bond premium puzzle with a DSGE model.(2008) In: Working Paper Series.
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2006Would an inflation target help anchor U.S. inflation expectations? In: FRBSF Economic Letter.
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2008Convergence of long-term bond yields in the euro area In: FRBSF Economic Letter.
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2011Operation Twist and the effect of large-scale asset purchases In: FRBSF Economic Letter.
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2010Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models.(2010) In: 2010 Meeting Papers.
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2018Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences.(2018) In: Review of Economic Dynamics.
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1999Models of sectoral reallocation In: Finance and Economics Discussion Series.
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2004Federal Reserve transparency and financial market forecasts of short-term interest rates In: Finance and Economics Discussion Series.
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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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2006The Bond Yield Conundrum from a Macro-Finance Perspective In: Monetary and Economic Studies.
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2006Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? In: Journal of Money, Credit and Banking.
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2016Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets.(2016) In: 2016 Meeting Papers.
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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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