Tao Wu : Citation Profile


Are you Tao Wu?

International Monetary Fund (IMF)

12

H index

13

i10 index

739

Citations

RESEARCH PRODUCTION:

21

Articles

14

Papers

RESEARCH ACTIVITY:

   10 years (2001 - 2011). See details.
   Cites by year: 73
   Journals where Tao Wu has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 7 (0.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwu17
   Updated: 2020-10-24    RAS profile: 2012-03-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Tao Wu.

Is cited by:

Rudebusch, Glenn (49)

Swanson, Eric (17)

Dewachter, Hans (16)

Duca, John (16)

Diebold, Francis (16)

Taboga, Marco (13)

Bekaert, Geert (12)

Moreno, Antonio (12)

Iania, Leonardo (11)

Tsang, Kwok Ping (11)

Piazzesi, Monika (11)

Cites to:

Rudebusch, Glenn (21)

Piazzesi, Monika (17)

Diebold, Francis (8)

Gertler, Mark (7)

Ang, Andrew (6)

Woodford, Michael (6)

Kozicki, Sharon (6)

Swanson, Eric (5)

Clarida, Richard (4)

Bernanke, Ben (4)

Williams, John (4)

Main data


Where Tao Wu has published?


Journals with more than one article published# docs
FRBSF Economic Letter9
Journal of Money, Credit and Banking3
Economic Letter3

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco8
Working Papers / Federal Reserve Bank of Dallas3

Recent works citing Tao Wu (2020 and 2019)


YearTitle of citing document
2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10.

Full description at Econpapers || Download paper

2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1912.

Full description at Econpapers || Download paper

2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

Full description at Econpapers || Download paper

2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

Full description at Econpapers || Download paper

2020Post-graduation from the original sin problem The effects of market participation on sovereign debt markets. (2020). Villamizar-Villegas, mauricio ; Orbegozo, German D ; Ocampo, Jose Antonio. In: Borradores de Economia. RePEc:bdr:borrec:1113.

Full description at Econpapers || Download paper

2019Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf470.

Full description at Econpapers || Download paper

2019MoNK: Mortgages in a New-Keynesian Model. (2019). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos ; Carriga, carlos . In: Discussion Papers. RePEc:cfm:wpaper:1920.

Full description at Econpapers || Download paper

2020Taylor Rule implementation of the optimal policy at the zero lower bound: Does the cost channel matter?. (2020). Ghosh, Taniya ; Chattopadhyay, Siddhartha. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:351-366.

Full description at Econpapers || Download paper

2019Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

Full description at Econpapers || Download paper

2019Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model. (2019). Stona, Filipe ; Caldeira, Joo F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:76-89.

Full description at Econpapers || Download paper

2019Do liquidity enhancement auctions improve the market liquidity in the JGB market?. (2019). Hattori, Takahiro. In: Economics Letters. RePEc:eee:ecolet:v:183:y:2019:i:c:34.

Full description at Econpapers || Download paper

2020Oil booms, bank productivity and natural resource curse in finance. (2020). Adetutu, Morakinyo O ; Murinde, Victor ; Ebireri, John E ; Odusanya, Kayode A. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302423.

Full description at Econpapers || Download paper

2020Government support of banks and bank lending. (2020). Demiralp, Selva ; Lloyd, Nathan ; Bassett, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301693.

Full description at Econpapers || Download paper

2020Cross-border transmission of emergency liquidity. (2020). Koetter, Michael ; Kick, Thomas ; Storz, Manuela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426618300384.

Full description at Econpapers || Download paper

2019The behaviour of bidders in quantitative-easing auctions of sovereign bonds in Japan: Determinants of the popularity of the 9 to 10-year maturity segment. (2019). Inaba, Kei-Ichiro. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:206-214.

Full description at Econpapers || Download paper

2019Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies. (2019). Zhang, Ren ; Wynne, Mark ; Martínez García, Enrique ; Martinez-Garcia, Enrique ; Grossman, Valerie. In: Globalization Institute Working Papers. RePEc:fip:feddgw:359.

Full description at Econpapers || Download paper

2019Information in Yield Spread Trades. (2019). Park, Yang-Ho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-25.

Full description at Econpapers || Download paper

2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew C ; Joergensen, Kasper ; Andreasen, Martin M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-40.

Full description at Econpapers || Download paper

2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:halshs-02091035.

Full description at Econpapers || Download paper

2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

Full description at Econpapers || Download paper

2020Real Term Structure and New Keynesian Models. (2020). Kısacıkoğlu, Burçin ; Kisacikolu, Burin. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:2:a:3.

Full description at Econpapers || Download paper

2019Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9.

Full description at Econpapers || Download paper

2019Irreversible monetary policy at the zero lower bound. (2019). Hasui, Kohei ; Kobayashi, Teruyoshi ; Sugo, Tomohiro. In: Discussion Papers. RePEc:koe:wpaper:1906.

Full description at Econpapers || Download paper

2020US or Domestic Monetary Policy: Which Matters More for Financial Stability?. (2020). Cecchetti, Stephen ; Sahay, Ratna ; Narita, Machiko ; Mancini-Griffoli, Tommaso. In: IMF Economic Review. RePEc:pal:imfecr:v:68:y:2020:i:1:d:10.1057_s41308-020-00108-2.

Full description at Econpapers || Download paper

2019Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework. (2019). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:92530.

Full description at Econpapers || Download paper

2019Monetary Policy and the Limits to Arbitrage: Insights from a New Keynesian Preferred Habitat Model. (2019). Ray, Walker. In: 2019 Meeting Papers. RePEc:red:sed019:692.

Full description at Econpapers || Download paper

2020Overcoming Borrowing Stigma: The Design of Lending-of-Last-Resort Policies. (2020). Zhang, Hanzhe ; Hu, Yunzhi. In: Working Papers. RePEc:ris:msuecw:2020_005.

Full description at Econpapers || Download paper

2019A macro–financial analysis of the corporate bond market. (2019). Dewachter, Hans ; Lemke, Wolfgang ; Iania, Leonardo ; Lyrio, Marco. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1530-8.

Full description at Econpapers || Download paper

2020A time–frequency analysis of the Canadian macroeconomy and the yield curve. (2020). Ojo, Mustapha Olalekan ; Soares, Maria Joana ; Aguiar-Conraria, Luis. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1580-y.

Full description at Econpapers || Download paper

2019Estimates of the Natural Rate of Interest and the Stance of Monetary Policies: A Critical Assessment. (2019). levrero, enrico. In: Working Papers Series. RePEc:thk:wpaper:88.

Full description at Econpapers || Download paper

2019Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1136.

Full description at Econpapers || Download paper

2020Yield curve risks in currency carry forwards. (2020). Lee, Jeong Wan ; Oh, Kyong Joo ; Baek, Seungho. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:651-670.

Full description at Econpapers || Download paper

2019Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2239-2291.

Full description at Econpapers || Download paper

Works by Tao Wu:


YearTitleTypeCited
2008A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy In: Economic Journal.
[Full Text][Citation analysis]
article282
2004A macro-finance model of the term structure, monetary policy, and the economy.(2004) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 282
article
2003A macro-finance model of the term structure, monetary policy, and the economy.(2003) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 282
paper
2004A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 282
paper
2007Time-varying equilibrium real rates and monetary policy analysis In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article51
2004Time varying equilibrium real rates and monetary policy analysis.(2004) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2006Globalization’s effect on interest rates and the yield curve In: Economic Letter.
[Full Text][Citation analysis]
article1
2008Accounting for the bond-yield conundrum In: Economic Letter.
[Full Text][Citation analysis]
article2
2010The Term Auction Facility’s effectiveness in the financial crisis of 2007–09 In: Economic Letter.
[Full Text][Citation analysis]
article1
2008Regulation and the neo-Wicksellian approach to monetary policy In: Working Papers.
[Full Text][Citation analysis]
paper21
2009Regulation and the Neo-Wicksellian Approach to Monetary Policy.(2009) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 21
article
2008On the effectiveness of the Federal Reserves new liquidity facilities In: Working Papers.
[Full Text][Citation analysis]
paper15
2009Measuring oil-price shocks using market-based information In: Working Papers.
[Full Text][Citation analysis]
paper6
2006Measuring oil-price shocks using market-based information.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2002Macroeconomic models for monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2003Improving the way we measure consumer prices In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2003What makes the yield curve move? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article3
2004Understanding deflation In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2004Two measures of employment: how different are they? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2004Interest rates and monetary policy: conference summary In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2005The long-term interest rate conundrum: not unraveled yet? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article10
2005Do oil futures prices help predict future oil prices? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article25
2005Estimating the \\neutral\\ real interest rate in real time In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article6
2001Macro factors and the affine term structure of interest rates In: Working Paper Series.
[Full Text][Citation analysis]
paper65
2006Macro Factors and the Affine Term Structure of Interest Rates.(2006) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
article
2001Monetary policy and the slope factor in empirical term structure estimations In: Working Paper Series.
[Full Text][Citation analysis]
paper3
2001Stylized facts on nominal term structure and business cycles: an empirical VAR study In: Working Paper Series.
[Full Text][Citation analysis]
paper8
2003Stylized facts on nominal term structure and business cycles: an empirical VAR study.(2003) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2004The recent shift in term structure behavior from a no-arbitrage macro-finance perspective In: Working Paper Series.
[Full Text][Citation analysis]
paper12
2005The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective.(2005) In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2006The bond yield \\conundrum\\ from a macro-finance perspective In: Working Paper Series.
[Full Text][Citation analysis]
paper40
2006The Bond Yield Conundrum from a Macro-Finance Perspective In: Monetary and Economic Studies.
[Full Text][Citation analysis]
article64
2007Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models In: Journal of Money, Credit and Banking.
[Citation analysis]
article86
2003Macroeconomics and the Yield Curve In: Computing in Economics and Finance 2003.
[Citation analysis]
paper18
2011The U.S. Money Market and the Term Auction Facility in the Financial Crisis of 2007-–2009 In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article20

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team