Eric T. Swanson : Citation Profile


Are you Eric T. Swanson?

University of California-Irvine

28

H index

31

i10 index

3148

Citations

RESEARCH PRODUCTION:

39

Articles

61

Papers

3

Chapters

RESEARCH ACTIVITY:

   19 years (1999 - 2018). See details.
   Cites by year: 165
   Journals where Eric T. Swanson has often published
   Relations with other researchers
   Recent citing documents: 461.    Total self citations: 52 (1.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psw16
   Updated: 2019-10-15    RAS profile: 2018-06-02    
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Relations with other researchers


Works with:

Williams, John (3)

Spiegel, Mark (3)

Fernald, John (3)

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 (53)

Fratzscher, Marcel (48)

Hubert, Paul (38)

Williams, John (38)

Gürkaynak, Refet (36)

Ozdagli, Ali (32)

Rudebusch, Glenn (30)

Weber, Michael (29)

Hamilton, James (28)

Kuttner, Kenneth (27)

Moessner, Richhild (26)

Cites to:

Rudebusch, Glenn (57)

Gürkaynak, Refet (43)

Piazzesi, Monika (43)

Christiano, Lawrence (34)

Campbell, John (27)

Kuttner, Kenneth (24)

Eichenbaum, Martin (24)

Svensson, Lars (22)

Cochrane, John (20)

Levin, Andrew (20)

Diebold, Francis (19)

Main data


Where Eric T. Swanson has published?


Journals with more than one article published# docs
FRBSF Economic Letter8
American Economic Review4
Proceedings3
Journal of Monetary Economics3
The B.E. Journal of Macroeconomics2
Journal Economa Chilena (The Chilean Economy)2
Journal of the European Economic Association2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco19
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)8
Computing in Economics and Finance 2005 / Society for Computational Economics2
Computing in Economics and Finance 2004 / Society for Computational Economics2
2009 Meeting Papers / Society for Economic Dynamics2
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Eric T. Swanson (2019 and 2018)


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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2017Targeting Long Rates in a Model with Segmented Markets. (2017). Paustian, Matthias ; Fuerst, Timothy S ; Carlstrom, Charles T. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:205-42.

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2018On DSGE Models. (2018). Trabandt, Mathias ; Eichenbaum, Martin S ; Christiano, Lawrence J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:113-40.

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2017The Impact of Monetary Policy on Agricultural Price Index in China: A FAVAR Approach. (2017). Paudel, Krishna ; Tan, Ying ; Sha, Wenbiao . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252676.

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2018EFFECT OF THE COMMUNICATION AND CLARITY OF THE FISCAL Eric T. SwansonITY ON MARKET EXPECTATIONS: EVIDENCE FROM THE BRAZILIAN ECONOMY. (2018). Nicolay, Rodolfo ; de Mendonça, Helder ; da Fonseca, Rodolfo Tomas ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:65.

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2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2018Central Bank Communication and the Yield Curve: A Semi-Automatic Approach using Non-Negative Matrix Factorization. (2018). Crayton, Ancil. In: Papers. RePEc:arx:papers:1809.08718.

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

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2018Inflation Expectations as a Policy Tool?. (2018). Coibion, Olivier ; Pedemonte, Mathieu ; Kumar, Saten ; Gorodnichenko, Yuriy. In: Working Papers. RePEc:aut:wpaper:201906.

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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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2018Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803.

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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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2018Noisy Monetary Policy. (2018). Dahlhaus, Tatjana ; Gambetti, Luca. In: Staff Working Papers. RePEc:bca:bocawp:18-23.

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2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

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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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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2019Monetary Policy, Corporate Finance and Investment. (2019). Cloyne, James ; Surico, Paolo ; Froemel, Maren ; Ferreira, Clodomiro. In: Working Papers. RePEc:bde:wpaper:1911.

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2017Monetary policy in a low interest rate environment. (2017). Neri, Stefano ; Ferrero, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_392_17.

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2018Financial markets effects of ECB unconventional monetary policy announcements. (2018). Delle Monache, Davide ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_424_18.

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2017Monetary policy surprises over time. (2017). veronese, giovanni ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1102_17.

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2018Consumption volatility risk and the inversion of the yield curve. (2018). Natoli, Filippo ; Grasso, Adriana. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1169_18.

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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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2017Portfolio Investment Response to U.S. Monetary Policy Announcements: An Event. (2017). Marco, Hernandez Vega. In: Working Papers. RePEc:bdm:wpaper:2017-02.

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2018TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico. (2018). Garcia-Verdu, Santiago ; Manuel, Sanchez-Martinez ; Santiago, Garcia-Verdu . In: Working Papers. RePEc:bdm:wpaper:2018-16.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:bfi:wpaper:2017-07.

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2017The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty.. (2017). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya. In: Working papers. RePEc:bfr:banfra:622.

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2018Monetary Policy and Corporate Debt Structure. (2018). Szczerbowicz, Urszula ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:697.

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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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2018Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David. In: Working papers. RePEc:bfr:banfra:702.

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

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2017Oil, equities, and the zero lower bound. (2017). Vigfusson, Robert ; Kwon, Hannah ; Johannsen, Benjamin K ; Datta, Deepa . 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 ; Kearns, Jonathan ; Ferrari, Massimo. In: BIS Working Papers. RePEc:bis:biswps:626.

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2018Deflation expectations. (2018). Mehrotra, Aaron ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:699.

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2018Do interest rates play a major role in monetary policy transmission in China?. (2018). Kamber, Gunes ; Mohanty, Madhusudan . In: BIS Working Papers. RePEc:bis:biswps:714.

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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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2018Quantitative or qualitative forward guidance: Does it matter?. (2018). Moessner, Richhild ; Karagedikli, Ozer ; Detmers, Gunda-Alexandra. In: BIS Working Papers. RePEc:bis:biswps:742.

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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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2018Explaining Monetary Spillovers: The Matrix Reloaded. (2018). Schrimpf, Andreas ; Xia, Dora ; Kearns, Jonathan . In: BIS Working Papers. RePEc:bis:biswps:757.

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2018Assessing inflation expectations anchoring for heterogeneous agents: analysts, businesses and trade unions. (2018). Yetman, James ; Miyajima, Ken. In: BIS Working Papers. RePEc:bis:biswps:759.

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2018Non-monetary news in central bank communication. (2018). Cieslak, Anna ; Schrimpf, Andreas. 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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2018Transmission of foreign monetary shocks to a small open economy under structural instability: the case of Russia. (2018). Kruglova, Anna ; Ushakova, Yulia ; Styrin, Konstantin . In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps38.

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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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2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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2017Measuring the end of the European financial crisis. (2017). Lin, Ya-Chi ; Yeh, Kuo-Chun. In: The Economics of Transition. RePEc:bla:etrans:v:25:y:2017:i:4:p:663-680.

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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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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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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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2018Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data. (2018). Farrell, Greg ; Rossouw, Jannie ; May, Cyril. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:308-338.

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2018Enhancing central bank communications with behavioural insights. (2018). Walczak, Eryk ; Bholat, David ; Meer, Janna Ter ; Parker, Alice ; Broughton, Nida. In: Bank of England working papers. RePEc:boe:boeewp:0750.

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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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2018From window guidance to interbank rates : Tracing the transition of monetary policy in Japan and China. (2018). Angrick, Stefan ; Naoyuki, YOSHINO . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_004.

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2019The direction and intensity of China’s monetary policy conduct : A dynamic factor modelling approach. (2019). Funke, Michael ; Tsang, Andrew. 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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2018Effects of monetary policy decisions on professional forecasters’ expectations and expectations uncertainty. (2018). Paloviita, Maritta ; Viren, Matti ; Oinonen, Sami. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_024.

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2017Do Term Premiums Matter? Transmission via Exchange Rate Dynamics. (2017). Katagiri, Mitsuru ; Takahashi, Koji. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e07.

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2017Which Monetary Shocks Matter in Small Open Economies? Evidence from SVARs. (2017). Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1702.

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

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2017Multi-level factor analysis of bond risk premia. (2017). Kim, Yunjung ; Yuhyeon, Bak ; Yunjung, Kim. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:5:p:19:n:2.

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2018Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?. (2018). Lustenberger, Thomas ; Rossi, Enzo . In: Working papers. RePEc:bsl:wpaper:2018/06.

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2018One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Mann, S ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816.

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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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2018Fiscal Policy Shocks and Stock Prices in the United State. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/20.

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2018Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/21.

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

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6486.

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2017Monetary Momentum. (2017). Weber, Michael ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6648.

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2018Is the Anchoring of Consumers Inflation Expectations Shaped by Inflational Experience?. (2018). Lamla, Michael ; Dräger, Lena ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7042.

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2018Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Kočenda, Evžen ; Moravcova, Michala. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7239.

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2018Quantitative or Qualitative Forward Guidance: Does it Matter?. (2018). Moessner, Richhild ; Karagedikli, Ozer ; Detmers, Gunda-Alexandra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7314.

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2018Home Ownership and Monetary Policy Transmission. (2018). Koeniger, Winfried ; Ramelet, Marc-Antoine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7361.

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

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2019Market-based monetary policy uncertainty. (2019). Mueller, Philippe ; Lakdawala, Aeimit ; Bauer, Michael D. 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). Ragusa, Giuseppe ; Motto, Roberto ; Gurkaynak, Refet S ; Brugnolini, Luca ; Altavilla, Carlo ; 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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2017The Macroeconomic Shock with the Highest Price of Risk. (2017). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1623.

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2018One Money, Many Markets. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel . In: Discussion Papers. RePEc:cfm:wpaper:1805.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

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2018The Effects of U.S. Monetary Policy on Emerging Market Economies’ Sovereign and Corporate Bond Markets. (2018). Burger, John D ; Warnock, Veronica C. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v25c03pp049-095.

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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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2019Efectos de los anuncios de política monetaria y la credibilidad sobre las expectativas de inflación: evidencia para Colombia. (2019). 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). van Dijk, Machiel ; Dubovik, Andrei. In: CPB Discussion Paper. RePEc:cpb:discus:372.

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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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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11911.

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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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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.
[Full Text][Citation analysis]
article50
2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates In: American Economic Review.
[Full Text][Citation analysis]
article147
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: 147
paper
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: 147
paper
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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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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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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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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 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.(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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2011Convergence and Anchoring of Yield Curves in the Euro Area.(2011) In: The Review of Economics and Statistics.
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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 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: Proceedings.
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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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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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2011Operation Twist and the effect of large-scale asset purchases In: FRBSF Economic Letter.
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2006The Bond Yield Conundrum from a Macro-Finance Perspective.(2006) In: Monetary and Economic Studies.
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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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2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data 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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2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data.(2003) In: NBER Working 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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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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