Emanuel Moench : Citation Profile

Are you Emanuel Moench?

Frankfurt School of Finance and Management

20

H index

23

i10 index

1641

Citations

RESEARCH PRODUCTION:

22

Articles

57

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 82
   Journals where Emanuel Moench has often published
   Relations with other researchers
   Recent citing documents: 185.    Total self citations: 24 (1.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo414
   Updated: 2024-07-05    RAS profile: 2023-12-05    
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Relations with other researchers

Works with:

Pavlova, Lora (5)

Crump, Richard (4)

Schultefrankenfeld, Guido (4)

Preston, Bruce (4)

Eusepi, Stefano (3)

Carvalho, Carlos (3)

Georgarakos, Dimitris (2)

Pelizzon, Loriana (2)

Giovannini, Alessandro (2)

Kenny, Geoff (2)

Ehrmann, Michael (2)

Cao, Shuo (2)

Skotida, Ifigeneia (2)

Montes-Galdón, Carlos (2)

Penalver, Adrian (2)

de Roure, Calebe (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)

Moreno Gutiérrez, José (13)

Kliem, Martin (13)

Meyer-Gohde, Alexander (13)

Semmler, Willi (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)

van Rooij, Maarten (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 York16
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
Bank of Lithuania Working Paper Series / Bank of Lithuania2
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE2

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.

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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.

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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.

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

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

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

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

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

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2024Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536.

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

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2024The Neutral Interest Rate: Past, Present and Future. (2024). Ozhan, Galip ; Feunou, Bruno ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:24-03.

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2024U.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.

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2024Endogenous Credibility and Wage-Price Spirals. (2024). Zhang, Yang ; Kostyshyna, Olena ; Ozden, Tolga. In: Staff Working Papers. RePEc:bca:bocawp:24-14.

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

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2024.

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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.

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

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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.

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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.

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2024ECB monetary policy communication events: Do they move euro area yields?. (2024). Vasiliauskait, Deimant ; Kaminskas, Rokas ; Jurkas, Linas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:596-625.

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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.

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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.

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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.

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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.

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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.

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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.

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

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

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2024When Should Central Banks Fear Inflation Expectations?. (2024). Mazzocchi, Ronny ; Tamborini, Roberto ; Gobbi, Lucio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10966.

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2024Anchoring Households’ Inflation Expectations When Inflation Is High. (2024). Dalloul, Ami ; Drager, Lena ; Nghiem, Giang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11042.

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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.

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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.

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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.

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2023Implications for determinacy with average inflation targeting. (2023). Murray, James ; Ahmad, Yamin. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00560.

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2023.

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2023.

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2024.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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

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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.

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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.

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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.

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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.

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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.

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

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

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2024US 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.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2024Does labor composition impact the transmission of monetary policy to output?. (2024). Tantri, Prasanna ; Mannil, Nithin ; Bujunoori, Raja Reddy. In: Journal of Development Economics. RePEc:eee:deveco:v:167:y:2024:i:c:s0304387823001979.

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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.

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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.

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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.

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2024Risks 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.

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2024The 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.

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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.

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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.

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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.

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2024Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390.

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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.

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2023Trust in the central bank and inflation expectations: Experimental evidence. (2023). Niizeki, Takeshi. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s016517652300321x.

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2023Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy. (2023). Nitschka, Thomas ; Ramelet, Marc-Antoine. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003336.

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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.

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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.

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2023Evaluating forecast performance with state dependence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002657.

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2023Are 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.

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2023Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance. (2023). Umlandt, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001641.

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2024Optimal nonparametric range-based volatility estimation. (2024). Li, Qiyuan ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002646.

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2024A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87.

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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.

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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.

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2023Term 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.

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2023The commodity risk premium and neural networks. (2023). faff, robert ; Yew, Rand Kwong ; Rad, Hossein ; Miffre, Joelle. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001007.

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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.

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2023Stock market anomalies: An extreme bounds analysis. (2023). Shamsuddin, Abul ; Kim, Jae H. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003575.

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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.

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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.

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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.

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2023Biweekly performance of low-risk anomalies over the FOMC cycle. (2023). Kwon, Kyung Yoon ; Yun, Jaesun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s154461232300870x.

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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.

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2023Attention based dynamic graph neural network for asset pricing. (2023). Yu, Dantong ; Tao, Xinyuan ; Uddin, Ajim. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000959.

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2023Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594.

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2023Trade networks and firm value: Evidence from the U.S.-China trade war. (2023). Lin, Chen ; Huang, YI ; Tang, Heiwai ; Liu, Sibo. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000971.

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2023No country is an island. International cooperation and climate change. (2023). Pagliari, Maria Sole ; Ferrari Minesso, Massimo. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001022.

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2024The efficiency of the Estr overnight index swap market. (2024). Realdon, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312400009x.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422.

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2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

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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.

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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.

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2023Divesting under Pressure: U.S. firms’ exit in response to Russia’s war against Ukraine. (2023). Fedyk, Anastassia ; Balyuk, Tetyana. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:51:y:2023:i:4:p:1253-1273.

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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.

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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.

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2023Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642.

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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]		article32
2019Anchored Inflation Expectations.(2019) In: CEPR Discussion Papers.
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2020Anchored inflation expectations.(2020) In: CAMA Working Papers.
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[Full Text][Citation analysis]		paper105
2016Fundamental disagreement.(2016) In: Journal of Monetary Economics.
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2013Fundamental disagreement.(2013) In: Staff Reports.
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2019The term structures of global yields In: BIS Papers chapters.
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2015The Pre-FOMC Announcement Drift In: Journal of Finance.
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2011The pre-FOMC announcement drift.(2011) In: Staff Reports.
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2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper42
2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
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2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
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2016Dynamic Leverage Asset Pricing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper21
2013Dynamic Leverage Asset Pricing.(2013) In: Staff Reports.
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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.
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2021What Moves Treasury Yields? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2022What moves treasury yields?.(2022) In: Journal of Financial Economics.
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2021What Moves Treasury Yields?.(2021) In: Bank of Lithuania Working Paper Series.
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[Full Text][Citation analysis]		paper10
2005Towards a Monthly Business Cycle Chronology for the Euro Area.(2005) In: SFB 649 Discussion Papers.
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2005Towards a Monthly Business Cycle Chronology for the Euro Area.(2005) In: Journal of Business Cycle Measurement and Analysis.
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2009Sectoral Price Data and Models of Price Setting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper108
2009Sectoral price data and models of price setting.(2009) In: Journal of Monetary Economics.
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2009Sectoral Price Data and Models of Price Setting.(2009) In: 2009 Meeting Papers.
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2021The ECB’s price stability framework: past experience, and current and future challenges In: Occasional Paper Series.
[Full Text][Citation analysis]		paper18
2021Climate change and monetary policy in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper19
2021Clear, consistent and engaging: ECB monetary policy communication in a changing world In: Occasional Paper Series.
[Full Text][Citation analysis]		paper6
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.
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2011A hierarchical factor analysis of U.S. housing market dynamics In: Econometrics Journal.
[Full Text][Citation analysis]		article54
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2011The persistent effects of a false news shock In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article23
2009The persistent effects of a false news shock.(2009) In: Staff Reports.
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2016What predicts US recessions? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article63
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[Full Text][Citation analysis]		article375
2008Pricing the term structure with linear regressions.(2008) In: Staff Reports.
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2019Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber In: Journal of Monetary Economics.
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[Full Text][Citation analysis]		article20
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2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article100
2012Decomposing real and nominal yield curves.(2012) In: Staff Reports.
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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.
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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.
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2013Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting In: Liberty Street Economics.
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2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
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2014Connecting “The Dots”: Disagreement in the Federal Open Market Committee In: Liberty Street Economics.
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2014Survey Measures of Expectations for the Policy Rate In: Liberty Street Economics.
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2014Interest Rate Derivatives and Monetary Policy Expectations In: Liberty Street Economics.
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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]		paper27
2013Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics.
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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.
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2010Macro risk premium and intermediary balance sheet quantities In: Staff Reports.
[Full Text][Citation analysis]		paper73
2010Macro Risk Premium and Intermediary Balance Sheet Quantities.(2010) In: IMF Economic Review.
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2012Forecasting through the rear-view mirror: data revisions and bond return predictability In: Staff Reports.
[Full Text][Citation analysis]		paper42
2018Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability.(2018) In: The Review of Financial Studies.
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2016The term structure of expectations and bond yields In: Staff Reports.
[Full Text][Citation analysis]		paper23
2021The Term Structure of Expectations In: Staff Reports.
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2024Is There Hope for the Expectations Hypothesis? In: Staff Reports.
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2023Carbon Intensity, Productivity, and Growth In: Bank of Lithuania Working Paper Series.
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2014Noisy Information and Fundamental Disagreement In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper8
2015What drives long-run inflation expectations? In: 2015 Meeting Papers.
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2012Term structure surprises: the predictive content of curvature, level, and slope In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article25
2021Equity premium predictability over the business cycle In: Discussion Papers.
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2023Forceful or persistent: Wow the ECBs new inflation target affects households inflation expectations In: Discussion Papers.
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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.
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2019OTC discount In: Discussion Papers.
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2021OTC discount.(2021) In: SAFE Working Paper Series.
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