Emanuel Moench : Citation Profile


Are you Emanuel Moench?

Frankfurt School of Finance and Management

19

H index

23

i10 index

1557

Citations

RESEARCH PRODUCTION:

22

Articles

56

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 81
   Journals where Emanuel Moench has often published
   Relations with other researchers
   Recent citing documents: 115.    Total self citations: 24 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo414
   Updated: 2024-01-16    RAS profile: 2023-12-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Pavlova, Lora (5)

Schultefrankenfeld, Guido (4)

Preston, Bruce (4)

Crump, Richard (3)

Carvalho, Carlos (3)

Penalver, Adrian (2)

Skotida, Ifigeneia (2)

Giovannini, Alessandro (2)

Ehrmann, Michael (2)

Montes-Galdón, Carlos (2)

Pelizzon, Loriana (2)

de Roure, Calebe (2)

Eusepi, Stefano (2)

Georgarakos, Dimitris (2)

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

Is cited by:

Adrian, Tobias (32)

GUPTA, RANGAN (22)

Maćkowiak, Bartosz (18)

Andrade, Philippe (16)

Bauer, Michael (15)

Hubert, Paul (14)

Semmler, Willi (13)

Meyer-Gohde, Alexander (13)

Kliem, Martin (13)

Moreno Gutiérrez, José (13)

Meldrum, Andrew (12)

Cites to:

Gorodnichenko, Yuriy (47)

Coibion, Olivier (45)

Adrian, Tobias (30)

Campbell, John (29)

Williams, John (27)

Ehrmann, Michael (26)

Weber, Michael (24)

Rudebusch, Glenn (23)

Crump, Richard (21)

Georgarakos, Dimitris (19)

Wright, Jonathan (18)

Main data


Where Emanuel Moench has published?


Journals with more than one article published# docs
Journal of Monetary Economics5
Journal of Financial Economics3

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York15
Liberty Street Economics / Federal Reserve Bank of New York11
CEPR Discussion Papers / C.E.P.R. Discussion Papers8
Discussion Papers / Deutsche Bundesbank6
Occasional Paper Series / European Central Bank3
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE2
Bank of Lithuania Working Paper Series / Bank of Lithuania2

Recent works citing Emanuel Moench (2024 and 2023)


YearTitle of citing document
2023The Voice of Monetary Policy. (2023). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:548-84.

Full description at Econpapers || Download paper

2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

Full description at Econpapers || Download paper

2023The ECB’s new inflation target from a short- and long-term perspective. (2023). Messori, Marcello ; di Bartolomeo, Giovanni ; Canofari, Paola ; Benigno, Pierpaolo. In: Working Papers. RePEc:ant:wpaper:2023006.

Full description at Econpapers || Download paper

2023Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970.

Full description at Econpapers || Download paper

2023Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

Full description at Econpapers || Download paper

2023Fundamentals of Perpetual Futures. (2022). von Wachter, Victor ; Ross, Omri ; Manela, Asaf ; He, Songrun. In: Papers. RePEc:arx:papers:2212.06888.

Full description at Econpapers || Download paper

2023Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866.

Full description at Econpapers || Download paper

2023Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628.

Full description at Econpapers || Download paper

2023Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536.

Full description at Econpapers || Download paper

2023Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market. (2023). Mahmoudi, Mohammadreza. In: Papers. RePEc:arx:papers:2311.10739.

Full description at Econpapers || Download paper

2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

Full description at Econpapers || Download paper

2023Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins. (2023). Savignac, Frederique ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:913.

Full description at Econpapers || Download paper

2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

Full description at Econpapers || Download paper

2023The term structure of inflation forecasts disagreement and monetary policy transmission. (2023). Zhu, Sonya ; Xia, Dora ; Barbera, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:1114.

Full description at Econpapers || Download paper

2023Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767.

Full description at Econpapers || Download paper

2023The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376.

Full description at Econpapers || Download paper

2023The flood that caused a drought. (2023). Vu, Nam ; Talavera, Oleksandr ; Nikolskorzhevskyy, Alex. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:965-981.

Full description at Econpapers || Download paper

2023Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95.

Full description at Econpapers || Download paper

2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

Full description at Econpapers || Download paper

2023Sectoral Shocks and Monetary Policy in the United Kingdom. (2023). Millard, Stephen ; Franklin, Jeremy ; Dixon, Huw. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:805-829.

Full description at Econpapers || Download paper

2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

Full description at Econpapers || Download paper

2023Consumers Macroeconomic Expectations. (2023). Lamla, Michael ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10709.

Full description at Econpapers || Download paper

2023Central Bank Communication with the General Public. (2023). Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10713.

Full description at Econpapers || Download paper

2023Where is the Inflation? The Diverging Patterns of Prices of Goods and Services. (2023). Wlasiuk, Juan M ; Carlomagno, Guillermo ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:969.

Full description at Econpapers || Download paper

2023The Macroeconomic and Redistributive Effects of Shielding Consumers from Rising Energy Prices: the French Experiment. (2023). Hairault, Jean-Olivier ; Tripier, Fabien ; Malmberg, Selma ; Langot, Franois. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2305.

Full description at Econpapers || Download paper

2023Safe Asset Scarcity and Re-use in the European Repo Market. (2023). Lelyveld, Iman ; van Lelyveld, Iman ; Inhoffen, Justus. In: Working Papers. RePEc:dnb:dnbwpp:787.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770.

Full description at Econpapers || Download paper

2023Credibility gains from communicating with the public: evidence from the ECB’s new monetary policy strategy. (2023). Ehrmann, Michael ; Kenny, Geoff ; Georgarakos, Dimitris. In: Working Paper Series. RePEc:ecb:ecbwps:20232785.

Full description at Econpapers || Download paper

2023The climate and the economy. (2023). Schepens, Glenn ; Popov, Alexander ; Breckenfelder, Johannes ; Porcellacchia, Davide ; Olovsson, Conny ; Marques-Ibaez, David ; Makowiak, Bartosz. In: Working Paper Series. RePEc:ecb:ecbwps:20232793.

Full description at Econpapers || Download paper

2023The asymmetric effects of weather shocks on euro area inflation. (2023). Hernandez, Catalina Martinez ; Kuik, Friderike ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20232798.

Full description at Econpapers || Download paper

2023The impact of global warming on inflation: averages, seasonality and extremes. (2023). Nickel, Christiane ; Lis, Eliza ; Kuik, Friderike ; Kotz, Maximilian. In: Working Paper Series. RePEc:ecb:ecbwps:20232821.

Full description at Econpapers || Download paper

2023One question at a time! A text mining analysis of the ECB Q&A session. (2023). Robitu, Robert ; Angino, Siria. In: Working Paper Series. RePEc:ecb:ecbwps:20232852.

Full description at Econpapers || Download paper

2023US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876.

Full description at Econpapers || Download paper

2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

Full description at Econpapers || Download paper

2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

Full description at Econpapers || Download paper

2023Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386.

Full description at Econpapers || Download paper

2023The Phillips curve at 65: Time for time and frequency. (2023). Soares, Maria Joana ; Aguiar-Conraria, Luis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300026x.

Full description at Econpapers || Download paper

2023How credible is average and symmetric inflation targeting in an episode of high inflation?. (2023). Herzog, Bodo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1750-1761.

Full description at Econpapers || Download paper

2023Diligent forecasters can make accurate predictions despite disagreeing with the consensus. (2023). Zheng, Xinye ; An, Zidong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001840.

Full description at Econpapers || Download paper

2023US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078.

Full description at Econpapers || Download paper

2023Inflation target credibility in times of high inflation. (2023). Nautz, Dieter ; Coleman, Winnie. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004049.

Full description at Econpapers || Download paper

2023Intraday cross-sectional distributions of systematic risk. (2023). Andersen, Torben ; Todorov, Viktor ; Thyrsgaard, Martin ; Riva, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1394-1418.

Full description at Econpapers || Download paper

2023The distribution of rolling regression estimators. (2023). Juhl, Ted ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1447-1463.

Full description at Econpapers || Download paper

2023Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?. (2023). Wang, Ben Zhe ; Sheen, Jeffrey. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002252.

Full description at Econpapers || Download paper

2023Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412.

Full description at Econpapers || Download paper

2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

Full description at Econpapers || Download paper

2023Stock market reaction to mandatory ESG disclosure. (2023). Zhong, Angel ; Hu, Xiaolu ; Wang, Jiazhen. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322005797.

Full description at Econpapers || Download paper

2023Retail attention and the FOMC equity premium. (2023). Murgia, Lucia Milena ; Monaco, Eleonora. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007735.

Full description at Econpapers || Download paper

2023Market systemic risk, predictability and macroeconomics news. (2023). Xie, Yiqiang ; Fan, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004749.

Full description at Econpapers || Download paper

2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

Full description at Econpapers || Download paper

2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

Full description at Econpapers || Download paper

2023Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171.

Full description at Econpapers || Download paper

2023Does fake news impact stock returns? Evidence from US and EU stock markets. (2023). Russo, Ivan ; Gandolfi, Gino ; Arcuri, Maria Cristina. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000231.

Full description at Econpapers || Download paper

2023When can the market identify old news?. (2023). Hodson, James ; Fedyk, Anastassia. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:92-113.

Full description at Econpapers || Download paper

2023Banks, maturity transformation, and monetary policy. (2023). Paul, Pascal. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s104295732200064x.

Full description at Econpapers || Download paper

2023Perceived monetary policy uncertainty. (2023). Beckmann, Joscha ; Czudaj, Robert L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001644.

Full description at Econpapers || Download paper

2023Central bank credibility during COVID-19: Evidence from Japan. (2023). Spiegel, Mark M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001917.

Full description at Econpapers || Download paper

2023Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

Full description at Econpapers || Download paper

2023The information in joint term structures of bond yields. (2023). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000293.

Full description at Econpapers || Download paper

2023Conditional mean reversion of financial ratios and the predictability of returns. (2023). Tokpavi, S ; Jasinski, A ; Boucher, C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001080.

Full description at Econpapers || Download paper

2023Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502.

Full description at Econpapers || Download paper

2023Estimates of the US Shadow-Rate. (2023). Pia, Marco ; Alfaro, Rodrigo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000345.

Full description at Econpapers || Download paper

2023Threats to central bank independence: High-frequency identification with twitter. (2023). Kung, Howard ; Kind, Thilo ; Gomez-Cram, Roberto ; Bianchi, Francesco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:37-54.

Full description at Econpapers || Download paper

2023Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75.

Full description at Econpapers || Download paper

2023What matters in households’ inflation expectations?. (2023). Mengus, Eric ; Gautier, Erwan ; Andrade, Philippe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:50-68.

Full description at Econpapers || Download paper

2023Earnings announcement premium and return volatility: Is it consistent with risk-return trade-off?. (2023). Han, KI ; Becker, Ying ; Tsafack, Georges. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000951.

Full description at Econpapers || Download paper

2023Decomposing the yield curve with linear regressions and survey information. (2023). Halberstadt, Arne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:25-39.

Full description at Econpapers || Download paper

2023Speculation and clarification announcements on stock price fluctuations: Why are rumours plausible and hard to clarify?. (2023). Zhao, Gang ; Ye, Yong ; Shi, QI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:473-487.

Full description at Econpapers || Download paper

2023The CO2 content of the TLTRO III scheme and its greening. (2023). Pagliari, Maria Sole ; Senni, Chiara Colesanti ; Van, Jens. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120562.

Full description at Econpapers || Download paper

2023The Influence of Inflation on the Economic Situation of Households in Poland. (2023). Lemanowicz, Marzena ; Joanna, Szwacka-Mokrzycka. In: European Research Studies Journal. RePEc:ers:journl:v:xxvi:y:2023:i:3:p:119-132.

Full description at Econpapers || Download paper

2023The ECB Strategy Review - Implications for the Space of Monetary Policy. (2023). Vogel, Lukas ; onorante, luca ; Hohberger, Stefan ; Pataracchia, Beatrice ; Briciu, Lucian ; Ratto, Marco. In: European Economy - Discussion Papers. RePEc:euf:dispap:193.

Full description at Econpapers || Download paper

2023The Effects of CBDC on the Federal Reserves Balance Sheet. (2023). Kim, Kyungmin ; Gust, Christopher J ; Ruprecht, Romina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-68.

Full description at Econpapers || Download paper

2023Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648.

Full description at Econpapers || Download paper

2023The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660.

Full description at Econpapers || Download paper

2023Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2023). Yang, Xiye ; Neely, Christopher J ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

Full description at Econpapers || Download paper

2023Investigating the Inflation–Output Nexus for the Euro Area: Old Questions and New Results. (2023). Gerdesmeier, Dieter ; Reimers, Hans-Eggert ; Roffia, Barbara. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:11:p:265-:d:1266356.

Full description at Econpapers || Download paper

2023Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268.

Full description at Econpapers || Download paper

2023Benchmarking Biologically-Inspired Automatic Machine Learning for Economic Tasks. (2023). Yaniv-Rosenfeld, Amit ; Fleischer, Tzach ; Lazebnik, Teddy. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11232-:d:1197230.

Full description at Econpapers || Download paper

2023Rational Inattention: A Review. (2022). Wiederholt, Mirko ; Matjka, Filip ; Makowiak, Bartosz. In: Post-Print. RePEc:hal:journl:hal-03878692.

Full description at Econpapers || Download paper

2023Zu rezessiven und expansiven Auswirkungen der Finanzentwicklung: empirische Beweise. (2023). NGUENA, Christian ; Kodila-Tedika, Oasis. In: Post-Print. RePEc:hal:journl:hal-04228903.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model: Evidence from Sweden before and during the coronavirus pandemic. (2023). Strid, Ingvar ; di Casola, Paola ; Belfrage, Carl-Johan ; Akkaya, Yildiz. In: Working Paper Series. RePEc:hhs:rbnkwp:0421.

Full description at Econpapers || Download paper

2023Repo market frictions and intermediation in electronic bond markets. (2023). Valseth, Siri. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2023_001.

Full description at Econpapers || Download paper

2023Estimating trend inflation in a regime-switching Phillips curve. (2023). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:750.

Full description at Econpapers || Download paper

2023Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance. (2023). Shi, Zhan ; Huang, Jing-Zhi. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1780-1804.

Full description at Econpapers || Download paper

2023Inflation Expectations and Monetary Policy in the Euro Area. (2023). Visco, Ignazio. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:51:y:2023:i:2:d:10.1007_s11293-023-09771-y.

Full description at Econpapers || Download paper

2023Monetary Policy is Not Always Systematic and Data-Driven: Evidence from the Yield Curve. (2023). Vlek, Jan ; Buli, Ale. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09663-9.

Full description at Econpapers || Download paper

2023A comparison of multi-factor term structure models for interbank rates. (2023). Tunaru, Diana ; Fabozzi, Francesco A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01147-2.

Full description at Econpapers || Download paper

2023Correcting estimation bias in regime switching dynamic term structure models. (2023). Liu, Liu ; Cho, Sungjun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01182-z.

Full description at Econpapers || Download paper

2023The Global Dollar Cycle. (2023). Zhou, Haonan ; Obstfeld, Maurice. In: NBER Working Papers. RePEc:nbr:nberwo:31004.

Full description at Econpapers || Download paper

2023Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China*. (2023). Jia, Dun ; Sun, XI ; Guo, Rui. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:1077-1118..

Full description at Econpapers || Download paper

2023Dynamic asset allocation strategy: an economic regime approach. (2023). Kwon, Dohyoung ; Kim, Minjeong. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00296-8.

Full description at Econpapers || Download paper

2023Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5.

Full description at Econpapers || Download paper

2023The inflation process in Portugal: the role of price spillovers. (2023). Quelhas, Joo ; Serra, Sara. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202305.

Full description at Econpapers || Download paper

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

Works by Emanuel Moench:


YearTitleTypeCited
2023Anchored Inflation Expectations In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article23
2019Anchored Inflation Expectations.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2020Anchored inflation expectations.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2014Fundamental disagreement. In: Working papers.
[Full Text][Citation analysis]
paper102
2016Fundamental disagreement.(2016) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102
article
2013Fundamental disagreement.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102
paper
2019The term structures of global yields In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter0
2015The Pre-FOMC Announcement Drift In: Journal of Finance.
[Full Text][Citation analysis]
article193
2011The pre-FOMC announcement drift.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 193
paper
2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper39
2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
article
2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2016Dynamic Leverage Asset Pricing In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper21
2013Dynamic Leverage Asset Pricing.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper6
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2020Procyclical Asset Management and Bond Risk Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper5
2021Procyclical asset management and bond risk premia.(2021) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2020Procyclical asset management and bond risk premia.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2021What Moves Treasury Yields? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2022What moves treasury yields?.(2022) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2021What Moves Treasury Yields?.(2021) In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2004Towards a Monthly Business Cycle Chronology for the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper10
2005Towards a Monthly Business Cycle Chronology for the Euro Area.(2005) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2005Towards a Monthly Business Cycle Chronology for the Euro Area.(2005) In: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2009Sectoral Price Data and Models of Price Setting In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper106
2009Sectoral price data and models of price setting.(2009) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106
article
2009Sectoral Price Data and Models of Price Setting.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106
paper
2021The ECB’s price stability framework: past experience, and current and future challenges In: Occasional Paper Series.
[Full Text][Citation analysis]
paper13
2021Climate change and monetary policy in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]
paper18
2021Clear, consistent and engaging: ECB monetary policy communication in a changing world In: Occasional Paper Series.
[Full Text][Citation analysis]
paper3
2005Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach In: Working Paper Series.
[Full Text][Citation analysis]
paper99
2008Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 99
article
2011A hierarchical factor analysis of U.S. housing market dynamics In: Econometrics Journal.
[Full Text][Citation analysis]
article53
2011A hierarchical factor analysis of U.S. housing market dynamics.(2011) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
article
2011The persistent effects of a false news shock In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article22
2009The persistent effects of a false news shock.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2016What predicts US recessions? In: International Journal of Forecasting.
[Full Text][Citation analysis]
article56
2014What predicts U.S. recessions?.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56
paper
2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article360
2008Pricing the term structure with linear regressions.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 360
paper
2019Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article0
2022Would households understand average inflation targeting? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article14
2022Would households understand average inflation targeting?.(2022) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article96
2012Decomposing real and nominal yield curves.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96
paper
2021Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary In: Economic Commentary.
[Full Text][Citation analysis]
article0
2010Why is the market share of adjustable-rate mortgages so low? In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article22
2011A Look at the Accuracy of Policy Expectations In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2012The Puzzling Pre-FOMC Announcement “Drift” In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2013Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper3
2013Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper5
2013Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
[Full Text][Citation analysis]
paper1
2014Connecting “The Dots”: Disagreement in the Federal Open Market Committee In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2014Survey Measures of Expectations for the Policy Rate In: Liberty Street Economics.
[Full Text][Citation analysis]
paper2
2014Interest Rate Derivatives and Monetary Policy Expectations In: Liberty Street Economics.
[Full Text][Citation analysis]
paper2
2014Data Insight: Which Growth Rate? It’s a Weighty Subject In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2018The Pre-FOMC Announcement Drift: More Recent Evidence In: Liberty Street Economics.
[Full Text][Citation analysis]
paper1
2009Dynamic hierarchical factor models In: Staff Reports.
[Full Text][Citation analysis]
paper25
2013Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
article
2010Financial intermediation, asset prices, and macroeconomic dynamics In: Staff Reports.
[Full Text][Citation analysis]
paper77
2010Financial Intermediation, Asset Prices, and Macroeconomic Dynamics.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 77
paper
2010Macro risk premium and intermediary balance sheet quantities In: Staff Reports.
[Full Text][Citation analysis]
paper71
2010Macro Risk Premium and Intermediary Balance Sheet Quantities.(2010) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71
article
2012Forecasting through the rear-view mirror: data revisions and bond return predictability In: Staff Reports.
[Full Text][Citation analysis]
paper39
2018Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability.(2018) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
article
2016The term structure of expectations and bond yields In: Staff Reports.
[Full Text][Citation analysis]
paper22
2021The Term Structure of Expectations In: Staff Reports.
[Full Text][Citation analysis]
paper2
2023Carbon Intensity, Productivity, and Growth In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]
paper0
2014Noisy Information and Fundamental Disagreement In: 2014 Meeting Papers.
[Full Text][Citation analysis]
paper8
2015What drives long-run inflation expectations? In: 2015 Meeting Papers.
[Full Text][Citation analysis]
paper0
2012Term structure surprises: the predictive content of curvature, level, and slope In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article24
2021Equity premium predictability over the business cycle In: Discussion Papers.
[Full Text][Citation analysis]
paper6
2023Forceful or persistent: Wow the ECBs new inflation target affects households inflation expectations In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2021Safe asset shortage and collateral reuse In: Discussion Papers.
[Full Text][Citation analysis]
paper6
2022Safe asset shortage and collateral reuse.(2022) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2019OTC discount In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2021OTC discount.(2021) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team