17
H index
20
i10 index
1471
Citations
Federal Reserve Bank of San Francisco (99% share) | 17 H index 20 i10 index 1471 Citations RESEARCH PRODUCTION: 36 Articles 41 Papers 1 Chapters RESEARCH ACTIVITY: 13 years (2011 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba824 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Dominic Bauer. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
FRBSF Economic Letter | 20 |
American Economic Review | 3 |
International Journal of Central Banking | 2 |
Journal of Money, Credit and Banking | 2 |
Journal of Business & Economic Statistics | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Paper Series / Federal Reserve Bank of San Francisco | 15 |
CESifo Working Paper Series / CESifo | 12 |
NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
IMFS Working Paper Series / Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) | 4 |
Year | Title of citing document | |
---|---|---|
2024 | United States and Global Macroeconomic Projections to 2033. (2024). Davis, James D ; Johnson, William ; Zeng, Wendy. In: Economic Information Bulletin. RePEc:ags:uersib:342469. Full description at Econpapers || Download paper | |
2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
2023 | Macroeconomic 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 | |
2023 | The Transmission of US Monetary Policy Shocks The Role of Investment & Financial Heterogeneity. (2023). Venegas, Sebastian Ramirez ; Camara, Santiago. In: Working Papers. RePEc:aoz:wpaper:230. Full description at Econpapers || Download paper | |
2023 | International Spillovers of ECB Interest Rates Monetary Policy & Information Effects. (2023). Camara, Santiago. In: Working Papers. RePEc:aoz:wpaper:250. Full description at Econpapers || Download paper | |
2023 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
2024 | A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269. Full description at Econpapers || Download paper | |
2023 | More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164. Full description at Econpapers || Download paper | |
2023 | International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects. (2023). Camara, Santiago. In: Papers. RePEc:arx:papers:2306.04562. Full description at Econpapers || Download paper | |
2023 | Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145. Full description at Econpapers || Download paper | |
2023 | Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638. Full description at Econpapers || Download paper | |
2024 | Sustainable Development Goal (SDG) 8: New Zealand Prospects while Yield Curve Inverts in Central Bank Digital Currency (CBDC) Era. (2023). Chu, Qionghua. In: Papers. RePEc:arx:papers:2311.06718. Full description at Econpapers || Download paper | |
2024 | Towards a representative social cost of carbon. (2024). Tol, Richard ; Wang, Fangzhi ; Dong, Jinchi. In: Papers. RePEc:arx:papers:2404.04989. Full description at Econpapers || Download paper | |
2024 | Taylor Rule and Shadow Rates: theory and empirical analysis. (2024). Lupiani, Camilla. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24218. Full description at Econpapers || Download paper | |
2023 | Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media. (2023). Song, Wenting ; MacAulay, Alistair. In: Staff Working Papers. RePEc:bca:bocawp:23-23. Full description at Econpapers || Download paper | |
2024 | U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12. Full description at Econpapers || Download paper | |
2024 | Monetary Policy Transmission Through Shadow and Traditional Banks. (2024). Enkhbold, Amina. In: Staff Working Papers. RePEc:bca:bocawp:24-8. Full description at Econpapers || Download paper | |
2023 | Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint. (2023). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio ; Corneli, Flavia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_772_23. Full description at Econpapers || Download paper | |
2024 | Market perceptions, monetary policy, and credibility. (2024). Cuciniello, Vincenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1449_24. Full description at Econpapers || Download paper | |
2023 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper | |
2023 | The 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 | |
2023 | Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis. (2023). Villamizar-Villegas, mauricio ; Pinzon-Puerto, Freddy A. In: Borradores de Economia. RePEc:bdr:borrec:1223. Full description at Econpapers || Download paper | |
2023 | Did interest rate guidance in emerging markets work?. (2023). Gadanecz, Blaise ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1080. Full description at Econpapers || Download paper | |
2023 | The 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 | |
2024 | Monetary Policy Transmission in Emerging Markets: Proverbial Concerns, Novel Evidence. (2024). Grigoli, Francesco ; Sandri, Damiano ; Checo, Ariadne. In: BIS Working Papers. RePEc:bis:biswps:1170. Full description at Econpapers || Download paper | |
2024 | International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Schaffer, Matthew ; Rahman, Md Rashedur. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100. Full description at Econpapers || Download paper | |
2024 | Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654. Full description at Econpapers || Download paper | |
2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
2023 | Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94. Full description at Econpapers || Download paper | |
2023 | Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034. Full description at Econpapers || Download paper | |
2023 | The 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 | |
2024 | Battle of the markups: conflict inflation and the aspirational channel of monetary policy transmission. (2024). Willems, Tim ; van der Ploeg, Frederick. In: Bank of England working papers. RePEc:boe:boeewp:1065. Full description at Econpapers || Download paper | |
2023 | Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766. Full description at Econpapers || Download paper | |
2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449. Full description at Econpapers || Download paper | |
2023 | An Unconventional FX Tail Risk Story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10629. Full description at Econpapers || Download paper | |
2023 | The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033. Full description at Econpapers || Download paper | |
2023 | Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058. Full description at Econpapers || Download paper | |
2023 | The pricing of climate transition risk in Europe’s equity market. (2023). van Wijnbergen, Sweder ; Luijendijk, Rianne ; Loyson, Philippe. In: Working Papers. RePEc:dnb:dnbwpp:788. Full description at Econpapers || Download paper | |
2023 | The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15. Full description at Econpapers || Download paper | |
2024 | Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Levieuge, Gregory ; Garcia-Revelo, Jose. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13. Full description at Econpapers || Download paper | |
2023 | Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317. Full description at Econpapers || Download paper | |
2023 | Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833. Full description at Econpapers || Download paper | |
2023 | Central bank communication by ??? The economics of public policy leaks. (2023). Ehrmann, Michael ; Rieder, Kilian ; Gnan, Phillipp. In: Working Paper Series. RePEc:ecb:ecbwps:20232846. Full description at Econpapers || Download paper | |
2023 | Identification of systematic monetary policy. (2023). Istrefi, Klodiana ; Meier, Matthias ; Hack, Lukas. In: Working Paper Series. RePEc:ecb:ecbwps:20232851. Full description at Econpapers || Download paper | |
2023 | US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876. Full description at Econpapers || Download paper | |
2023 | Global 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 | |
2024 | US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919. Full description at Econpapers || Download paper | |
2024 | Macro and micro of external finance premium and monetary policy transmission. (2024). Quaedvlieg, Rogier ; Gurkaynak, Refet S ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20242934. Full description at Econpapers || Download paper | |
2024 | Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Bhat, Javed Ahmad ; Padhan, Rakesh ; Prabheesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982. Full description at Econpapers || Download paper | |
2023 | A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382. Full description at Econpapers || Download paper | |
2023 | Chinas monetary policy surprises and corporate real investment. (2023). Zhang, Chengsi ; Tang, Huoqing ; Lu, Dong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001511. Full description at Econpapers || Download paper | |
2023 | The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858. Full description at Econpapers || Download paper | |
2023 | Monetary 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 | |
2023 | Monetary policy inertia and the paradox of flexibility. (2023). Bonciani, Dario ; Oh, Joonseok. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300074x. Full description at Econpapers || Download paper | |
2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper | |
2024 | The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099. Full description at Econpapers || Download paper | |
2024 | International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411. Full description at Econpapers || Download paper | |
2023 | Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182. Full description at Econpapers || Download paper | |
2023 | Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342. Full description at Econpapers || Download paper | |
2023 | Central bank lending facility and investment efficiency of non-SOEs: evidence from China. (2023). Si, Deng-Kui ; Ding, Hui ; Xie, Pinyi ; Li, Xiao-Lin. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300233x. Full description at Econpapers || Download paper | |
2023 | Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651. Full description at Econpapers || Download paper | |
2024 | Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056. Full description at Econpapers || Download paper | |
2023 | Bank and non-bank balance sheet responses to monetary policy shocks. (2023). Mazelis, Falk ; Rast, Sebastian ; Holm-Hadulla, Federic. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003925. Full description at Econpapers || Download paper | |
2023 | Modelling monetary policy’s impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665. Full description at Econpapers || Download paper | |
2024 | The impact of monetary policy shocks — Do not rule out central bank information effects or economic news. (2024). Santos, Italo Morais ; Laumer, Sebastian. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001174. Full description at Econpapers || Download paper | |
2023 | Are bond returns predictable with real-time macro data?. (2023). Li, Kunpeng ; Jiang, Fuwei ; Huang, Dashan ; Zhou, Guofu ; Tong, Guoshi. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001161. Full description at Econpapers || Download paper | |
2023 | Communicating Monetary Policy Rules. (2023). Foerster, Andrew ; Davig, Troy. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001763. Full description at Econpapers || Download paper | |
2023 | Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x. Full description at Econpapers || Download paper | |
2024 | Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096. Full description at Econpapers || Download paper | |
2024 | The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x. Full description at Econpapers || Download paper | |
2023 | Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2014 | Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 70 |
2020 | Interest Rates under Falling Stars In: American Economic Review. [Full Text][Citation analysis] | article | 75 |
2017 | Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
2019 | Interest Rates Under Falling Stars.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
2023 | An Alternative Explanation for the Fed Information Effect In: American Economic Review. [Full Text][Citation analysis] | article | 34 |
2020 | An Alternative Explanation for the “Fed Information Effect”.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2023 | Risk Appetite and the Risk-Taking Channel of Monetary Policy In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 8 |
2022 | Climate Policy Curves: Linking Policy Choices to Climate Outcomes In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2022 | Perceptions about Monetary Policy In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2023 | Perceptions about Monetary Policy.(2023) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2022 | Perceptions about Monetary Policy.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2022 | Perceptions about monetary policy.(2022) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2023 | Where Is the Carbon Premium? Global Performance of Green and Brown Stocks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2022 | Where is the carbon premium? Global performance of green and brown stocks.(2022) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2023 | The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2023 | The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act.(2023) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2015 | Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 36 |
2015 | Resolving the spanning puzzle in macro-finance term structure models.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2017 | Resolving the Spanning Puzzle in Macro-Finance Term Structure Models.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
2015 | Restrictions on Risk Prices in Dynamic Term Structure Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 42 |
2011 | Restrictions on Risk Prices in Dynamic Term Structure Models.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2018 | Restrictions on Risk Prices in Dynamic Term Structure Models.(2018) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
2015 | Robust Bond Risk Premia In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 73 |
2015 | Robust bond risk premia.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
2017 | Robust Bond Risk Premia.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
2018 | Robust Bond Risk Premia.(2018) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | article | |
2019 | Market-based monetary policy uncertainty In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 40 |
2021 | Market-Based Monetary Policy Uncertainty.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2022 | Market-Based Monetary Policy Uncertainty.(2022) In: The Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2019 | Market-Based Monetary Policy Uncertainty.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2019 | Market-Based Monetary Policy Uncertainty.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2020 | The Feds Response to Economic News Explains the Fed Information Effect In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
2020 | The Feds Response to Economic News Explains the “Fed Information Effect”.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2021 | The Feds response to economic news explains the Fed information effect.(2021) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2021 | Interest Rate Skewness and Biased Beliefs In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2021 | Interest Rate Skewness and Biased Beliefs.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2021 | Interest rate skewness and biased beliefs.(2021) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2022 | A Reassessment of Monetary Policy Surprises and High-Frequency Identification In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 56 |
2022 | A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2022) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | chapter | |
2022 | A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2023 | A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2023) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
2022 | A reassessment of monetary policy surprises and high-frequency identification.(2022) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2014 | International channels of the Feds unconventional monetary policy In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 140 |
2012 | International channels of the Fed’s unconventional monetary policy.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 140 | paper | |
2012 | International channels of the Fed’s unconventional monetary policy.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 140 | paper | |
2014 | Financial market outlook for inflation In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
2014 | Options-based expectations of future policy rates In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
2015 | Optimal policy and market-based expectations In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
2015 | Can we rely on market-based inflation forecasts? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 9 |
2016 | Do macro variables help forecast interest rates? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2016 | Why Are Long-Term Interest Rates So Low? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
2017 | Bridging the Gap: Forecasting Interest Rates with Macro Trends In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
2017 | A New Conundrum in the Bond Market? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
2018 | Economic Forecasts with the Yield Curve In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 34 |
2018 | Information in the Yield Curve about Future Recessions In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 24 |
2019 | Zero Lower Bound Risk according to Option Prices In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2021 | Climate Change Costs Rise as Interest Rates Fall In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2022 | Current Recession Risk According to the Yield Curve In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
2024 | Monetary Policy and Financial Conditions In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2011 | Signals from unconventional monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 12 |
2011 | What moves the interest rate term structure? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2012 | Monetary policy and interest rate uncertainty In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 17 |
2012 | Fed asset buying and private borrowing rates In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 8 |
2013 | What caused the decline in long-term yields? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2013 | Expectations for monetary policy liftoff In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 5 |
2011 | Unbiased estimate of dynamic term structure models In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2011 | Nominal interest rates and the news In: Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2015 | Nominal Interest Rates and the News.(2015) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2011 | The signaling channel for Federal Reserve bond purchases In: Working Paper Series. [Full Text][Citation analysis] | paper | 353 |
2014 | The Signaling Channel for Federal Reserve Bond Purchases.(2014) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 353 | article | |
2013 | Monetary Policy Expectations at the Zero Lower Bound In: Working Paper Series. [Full Text][Citation analysis] | paper | 137 |
2016 | Monetary Policy Expectations at the Zero Lower Bound.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 137 | article | |
2014 | Inflation Expectations and the News In: Working Paper Series. [Full Text][Citation analysis] | paper | 40 |
2015 | Inflation Expectations and the News.(2015) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2020 | The Rising Cost of Climate Change: Evidence from the Bond Market In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2023 | The Rising Cost of Climate Change: Evidence from the Bond Market.(2023) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2013 | The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Correcting Estimation Bias in Dynamic Term Structure Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 149 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team