Tao Wu : Citation Profile


Are you Tao Wu?

International Monetary Fund (IMF)

11

H index

12

i10 index

680

Citations

RESEARCH PRODUCTION:

21

Articles

9

Papers

RESEARCH ACTIVITY:

   10 years (2002 - 2012). See details.
   Cites by year: 68
   Journals where Tao Wu has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 6 (0.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwu17
   Updated: 2019-11-16    RAS profile: 2012-03-29    
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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 (44)

Duca, John (16)

Dewachter, Hans (15)

Swanson, Eric (15)

Diebold, Francis (14)

Taboga, Marco (11)

Piazzesi, Monika (11)

Iania, Leonardo (11)

Tsang, Kwok Ping (11)

muellbauer, john (9)

Kozicki, Sharon (9)

Cites to:

Rudebusch, Glenn (26)

Piazzesi, Monika (17)

Diebold, Francis (9)

Ang, Andrew (7)

Gertler, Mark (6)

Woodford, Michael (6)

Kozicki, Sharon (6)

Swanson, Eric (5)

Hördahl, Peter (5)

Tristani, Oreste (5)

Marshall, David (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 Papers / Federal Reserve Bank of Dallas3
Working Paper Series / Federal Reserve Bank of San Francisco2

Recent works citing Tao Wu (2018 and 2017)


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.

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

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

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2018The rise and fall of the natural interest rate. (2018). Sentana, Enrique ; Perez Quiros, Gabriel ; Galesi, Alessandro ; Fiorentini, Gabriele ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:1822.

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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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2018Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models. (2018). Taboga, Marco ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1189_18.

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2018Fiscal Multipliers and Foreign Holdings of Public Debt. (2018). Martin, Alberto ; Erce, Aitor ; Clancy, Daragh ; Broner, Fernando. In: Working Papers. RePEc:bge:wpaper:1040.

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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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2018Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018MEASURING THE WORLD NATURAL RATE OF INTEREST. (2018). Wynne, Mark ; Zhang, Ren. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:530-544.

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2017Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro Area Member Countries. (2017). Klose, Jens ; Belke, Ansgar. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:55:y:2017:i:6:p:1221-1238.

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2017RESPONSES OF TERM STRUCTURE OF INTEREST RATES AND ASSET PRICES TO MONETARY POLICY SHOCKS: EVIDENCE FROM TURKEY. (2017). Yildirim-Karaman, Secil ; Eroglu, Burak. In: Working Papers. RePEc:bli:wpaper:1705.

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2018Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach(Forthcoming in Asia-Pacific Financial Markets. ). (2018). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: CARF F-Series. RePEc:cfi:fseres:cf446.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Fiscal Multipliers and Foreign Holdings of Public Debt. (2018). Martin, Alberto ; Erce, Aitor ; Clancy, Daragh ; Broner, Fernando A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12960.

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2018Consumption volatility risk and the inversion of the yield curve. (2018). Natoli, Filippo ; Grasso, Adriana. In: Working Paper Series. RePEc:ecb:ecbwps:20182141.

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2018A macro-financial analysis of the corporate bond market. (2018). Lyrio, Marco ; Lemke, Wolfgang ; Dewachter, Hans ; Iania, Leonardo. In: Working Paper Series. RePEc:ecb:ecbwps:20182214.

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2018A model of fiscal dominance under the “Reinhart Conjecture”. (2018). Dufrenot, Gilles ; Khayat, Guillaume A ; Jawadi, Fredj. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:332-345.

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2018Fitting and forecasting yield curves with a mixed-frequency affine model: Evidence from China. (2018). Shang, Yuhuang ; Zheng, Tingguo . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:145-154.

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2017The expected real yield and inflation components of the nominal yield curve. (2017). Lange, Ronald H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:1-18.

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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.

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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.

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2017Federal Reserve credibility and the term structure of interest rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:364-389.

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2018A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors. (2018). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:243-268.

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2018Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Doshi, Hitesh ; Liu, Rui ; Jacobs, Kris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:99-122.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

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2017Thawing frozen capital markets and backdoor bailouts: Evidence from the Feds liquidity programs. (2017). Helwege, Jean ; Jindra, Jan ; Boyson, Nicole M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:92-119.

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2017Reprint of: Thawing frozen capital markets and backdoor bailouts: Evidence from the Feds liquidity programs. (2017). Helwege, Jean ; Jindra, Jan ; Boyson, Nicole M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:193-220.

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2017Dealer financial conditions and lender-of-last-resort facilities. (2017). Fleming, Michael ; Sarkar, Asani ; Hrung, Warren B ; Acharya, Viral V. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:81-107.

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2018Interest rate volatility, the yield curve, and the macroeconomy. (2018). Joslin, Scott ; Konchitchki, Yaniv. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:344-362.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2018Cross-border asset holdings and comovements in sovereign bond markets. (2018). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:189-206.

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2018Reassessing Taylor rules using improved housing rent data. (2018). Ambrose, Brent ; Yoshida, Jiro ; Coulson, Edward N. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:243-257.

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2018Weak instruments and estimated monetary policy rules. (2018). BAYAR, OMER . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:308-317.

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2017Does Corporate Derivative Use Reduce Stock Price Exposure? Evidence From UK Firms. (2017). Kabir, M. Humayun ; Zhang, Yan ; Huang, Pinghsun . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:128-136.

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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.

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2018The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach. (2018). Lange, Ronald Henry. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:164-182.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017Measuring the World Natural Rate of Interest. (2017). Zhang, Ren ; Wynne, Mark. In: Globalization Institute Working Papers. RePEc:fip:feddgw:315.

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2017Estimating the Natural Rate of Interest in an Open Economy. (2017). Zhang, Ren ; Wynne, Mark. In: Globalization Institute Working Papers. RePEc:fip:feddgw:316.

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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.

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2017How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades. (2017). Ling, David ; hendershott, patric ; Duca, John. In: Working Papers. RePEc:fip:feddwp:1703.

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2018A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States. (2018). Meldrum, Andrew C ; Andreasen, Martin M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-56.

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

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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.

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2017The term structure of expectations and bond yields. (2017). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:775.

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2018Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Hillebrand, Eric ; Li, Canlin ; Lee, Tae-Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

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2018A model of fiscal dominance under the “Reinhart Conjecture”. (2018). Dufrenot, Gilles ; Khayat, Guillaume ; Jawadi, Fredj. In: Post-Print. RePEc:hal:journl:hal-01890414.

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

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2018Macroeconomic Drivers of Bond and Equity Risks. (2018). Viceira, Luis ; Pflueger, Carolin ; Campbell, John. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:14-031.

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2017(Un)expected Monetary Policy Shocks and Term Premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-015.

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2017Reassessing the Impact of the US Fiscal Stimulus: The Role of the Monetary Policy Stance. (2017). Schreiber, Sven ; Rannenberg, Ansgar ; Hughes Hallett, Andrew. In: International Business Research. RePEc:ibn:ibrjnl:v:10:y:2017:i:4:p:12-31.

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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.

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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.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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

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2018Időben változó Taylor-szabály a hazai monetáris politika jellemzésére. (2018). Schepp, Zoltan ; Nemeth, Kristof ; Abaligeti, Gallusz. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1744.

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2017The Macroeconomics Outcome of Oil Shocks in the Small Eurozone Economies. (2017). ribba, antonio ; Raduzzi, Raphael . In: Center for Economic Research (RECent). RePEc:mod:recent:127.

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2017The Impact of Oil Price Changes in a New Keynesian Model of the U.S. Economy. (2017). Rondina, Francesca. In: Working Papers. RePEc:ott:wpaper:1709e.

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2017Changing Macroeconomic Dynamics at the Zero Lower Bound. (2017). Zanetti, Francesco ; Theodoridis, Konstantinos ; mumtaz, haroon ; Liu, Philip. In: Economics Series Working Papers. RePEc:oxf:wpaper:824.

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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.

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2017Dampak Kepemilikan Asing terhadap Pasar Surat Berharga Negara (SBN) Indonesia. (2017). Mansur, Alfan ; al Arif, Munafsin. In: MPRA Paper. RePEc:pra:mprapa:93944.

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2018(Un)expected Monetary Policy Shocks and Term Premia. (2018). Meyer-Gohde, Alexander ; Kliem, Martin. In: 2018 Meeting Papers. RePEc:red:sed018:102.

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2019.

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2018The Monetary Transmission Mechanism in Canada: A Time-Varying Vector Autoregression with Stochastic Volatility. (2018). Lange, Ronald Henry. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:6:p:42-51.

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2018Analyse de la transmission de la politique monétaire vers les taux souverains. (2018). Bounader, Lahcen ; Bennouna, Hicham. In: Document de travail. RePEc:ris:bkamdt:2018_002.

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2018YIELD CURVE IN BOSNIA AND HERZEGOVINA: FINANCIAL AND MACROECONOMIC FRAMEWORK. (2018). Baskot, Bojan ; Mikerevic, Dejan ; Orsag, Silvije. In: UTMS Journal of Economics. RePEc:ris:utmsje:0227.

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2018Natural Interest Rate for the Romanian Economy. (2018). armeanu, dan ; Dobrota, Carmen Elena ; Acatrinei, Marius . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:3:p:104-116.

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2017Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro-Area Member Countries. (2017). Klose, Jens ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201712.

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2017On the influence of US monetary policy on crude oil price volatility. (2017). Scognamillo, Antonio ; Amendola, Alessandra ; Candila, Vincenzo. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1069-5.

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2018Estimating the natural rate of interest in an open economy. (2018). Wynne, Mark ; Zhang, Ren. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1315-5.

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2017Yield curve responses to market sentiments and monetary policy. (2017). Demary, Markus. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0167-3.

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2018Fiscal multipliers and foreign holdings of public debt. (2018). Martin, Alberto ; Erce, Aitor ; Clancy, Daragh ; Broner, Fernando. In: Working Papers. RePEc:stm:wpaper:30.

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2017The asymptotic behaviour of the residual sum of squares in models with multiple break points. (2017). Osborn, Denise ; Sakkas, Nikolaos ; Hall, Alastair R. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:667-698.

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2017An empirical method of calculating the term premium. (2017). James, Jessica ; Rieger, Christoph ; Leister, Michael. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:12:p:1783-1793.

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2018Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2018). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1101.

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2018Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2018). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:003.

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2018Fiscal multipliers and foreign holdings of public debt. (2018). Martin, Alberto ; Erce, Aitor ; Clancy, Daragh ; Broner, Fernando. In: Economics Working Papers. RePEc:upf:upfgen:1610.

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2017Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259.

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2017(Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin. In: Discussion Papers. RePEc:zbw:bubdps:302017.

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2017Cross-border transmission of emergency liquidity. (2017). Koetter, Michael ; Kick, Thomas ; Storz, Manuela. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168112.

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Works by Tao Wu:


YearTitleTypeCited
2008A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy In: Economic Journal.
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article275
2004A macro-finance model of the term structure, monetary policy, and the economy.(2004) In: Proceedings.
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This paper has another version. Agregated cites: 275
article
2004A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 275
paper
2007Time-varying equilibrium real rates and monetary policy analysis In: Journal of Economic Dynamics and Control.
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article50
2006Globalization’s effect on interest rates and the yield curve In: Economic Letter.
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article1
2008Accounting for the bond-yield conundrum In: Economic Letter.
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article2
2010The Term Auction Facility’s effectiveness in the financial crisis of 2007–09 In: Economic Letter.
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article1
2008Regulation and the neo-Wicksellian approach to monetary policy In: Working Papers.
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paper21
2009Regulation and the Neo-Wicksellian Approach to Monetary Policy.(2009) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 21
article
2008On the effectiveness of the Federal Reserves new liquidity facilities In: Working Papers.
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paper14
2009Measuring oil-price shocks using market-based information In: Working Papers.
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paper9
2006Measuring oil-price shocks using market-based information.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 9
paper
2012Measuring Oil-Price Shocks Using Market-Based Information.(2012) In: IMF Working Papers.
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This paper has another version. Agregated cites: 9
paper
2002Macroeconomic models for monetary policy In: FRBSF Economic Letter.
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article0
2003Improving the way we measure consumer prices In: FRBSF Economic Letter.
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article0
2003What makes the yield curve move? In: FRBSF Economic Letter.
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article2
2004Understanding deflation In: FRBSF Economic Letter.
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article0
2004Two measures of employment: how different are they? In: FRBSF Economic Letter.
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article0
2004Interest rates and monetary policy: conference summary In: FRBSF Economic Letter.
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article0
2005The long-term interest rate conundrum: not unraveled yet? In: FRBSF Economic Letter.
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article10
2005Do oil futures prices help predict future oil prices? In: FRBSF Economic Letter.
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article23
2005Estimating the neutral real interest rate in real time In: FRBSF Economic Letter.
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article5
2006The bond yield conundrum from a macro-finance perspective In: Working Paper Series.
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paper71
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: 71
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2006Macro Factors and the Affine Term Structure of Interest Rates In: Journal of Money, Credit and Banking.
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article56
2007Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models In: Journal of Money, Credit and Banking.
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article85
2003Macroeconomics and the Yield Curve In: Computing in Economics and Finance 2003.
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paper18
2005The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective In: Computing in Economics and Finance 2005.
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paper11
2003Stylized facts on nominal term structure and business cycles: an empirical VAR study In: Applied Economics.
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2011The U.S. Money Market and the Term Auction Facility in the Financial Crisis of 2007-–2009 In: The Review of Economics and Statistics.
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