Emanuel Moench : Citation Profile

Frankfurt School of Finance and Management

22

H index

24

i10 index

1912

Citations

RESEARCH PRODUCTION:

23

Articles

68

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 91
   Journals where Emanuel Moench has often published
   Relations with other researchers
   Recent citing documents: 263.    Total self citations: 30 (1.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo414
   Updated: 2025-12-27    RAS profile: 2025-10-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Pavlova, Lora (5)

Crump, Richard (5)

Gautier, Erwan (4)

Eusepi, Stefano (4)

Schultefrankenfeld, Guido (4)

Preston, Bruce (4)

Mengus, Eric (3)

Andrade, Philippe (3)

Skotida, Ifigeneia (2)

Penalver, Adrian (2)

Carvalho, Carlos (2)

Schmidt, Tobias (2)

Montes-Galdón, Carlos (2)

Cao, Shuo (2)

Georgarakos, Dimitris (2)

Ehrmann, Michael (2)

Giovannini, Alessandro (2)

Kenny, Geoff (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 (25)

Maćkowiak, Bartosz (19)

Andrade, Philippe (16)

Hubert, Paul (16)

Crump, Richard (14)

Meyer-Gohde, Alexander (13)

Moreno Gutiérrez, José (13)

Bauer, Michael (13)

Semmler, Willi (13)

Kliem, Martin (13)

Cites to:

Gorodnichenko, Yuriy (66)

Coibion, Olivier (62)

Weber, Michael (41)

Ehrmann, Michael (35)

Adrian, Tobias (34)

Williams, John (30)

Campbell, John (29)

Crump, Richard (26)

Rudebusch, Glenn (25)

Georgarakos, Dimitris (24)

Andrade, Philippe (23)

Main data

Where Emanuel Moench has published?

Journals with more than one article published# docs
Journal of Monetary Economics5
Journal of Financial Economics3
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York17
Liberty Street Economics / Federal Reserve Bank of New York11
CEPR Discussion Papers / C.E.P.R. Discussion Papers8
Discussion Papers / Deutsche Bundesbank7
Bank of Lithuania Working Paper Series / Bank of Lithuania3
Occasional Paper Series / European Central Bank3
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research2
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE2

Recent works citing Emanuel Moench (2025 and 2024)

YearTitle of citing document
2025Market-Wide Predictable Price Pressure. (2025). Hartzmark, Samuel M ; Solomon, David H. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:9:p:3171-3213.

Full description at Econpapers || Download paper

2025Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970.

Full description at Econpapers || Download paper

2024Beta-Sorted Portfolios. (2024). Crump, Richard ; Cattaneo, Matias ; Wang, Weining. In: Papers. RePEc:arx:papers:2208.10974.

Full description at Econpapers || Download paper

2024Fundamentals of Perpetual Futures. (2024). von Wachter, Victor ; He, Songrun ; Ross, Omri ; Manela, Asaf. In: Papers. RePEc:arx:papers:2212.06888.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024NeuralBeta: Estimating Beta Using Deep Learning. (2024). Liu, Yuxin ; Lin, Jimin ; Gopal, Achintya. In: Papers. RePEc:arx:papers:2408.01387.

Full description at Econpapers || Download paper

2024Robust Bond Risk Premia Predictability Test in the Quantiles. (2024). Fan, Qingliang ; Li, Xinjue ; Liao, Xiaosai. In: Papers. RePEc:arx:papers:2410.03557.

Full description at Econpapers || Download paper

2025Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. (2025). Rachev, Svetlozar T ; Jaffri, Ali ; Shirvani, Abootaleb ; Jha, Ayush ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2501.15793.

Full description at Econpapers || Download paper

2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

Full description at Econpapers || Download paper

2025The bias of IID resampled backtests for rolling-window mean-variance portfolios. (2025). Paskaramoorthy, Andrew ; van Zyl, Terence ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2505.06383.

Full description at Econpapers || Download paper

2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

Full description at Econpapers || Download paper

2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

Full description at Econpapers || Download paper

2025Does FOMC Tone Really Matter? Statistical Evidence from Spectral Graph Network Analysis. (2025). Choi, Jaeho ; Chung, Seyoung ; Kim, Jaewon ; Lee, Yoonsoo. In: Papers. RePEc:arx:papers:2510.02705.

Full description at Econpapers || Download paper

2025Beyond Returns: A Candlestick-Based Approach to Spot Covariance Estimation. (2025). Simsek, Yasin. In: Papers. RePEc:arx:papers:2510.12911.

Full description at Econpapers || Download paper

2025Control VAR: a counterfactual based approach to inference in macroeconomics. (2025). Pala, Raimondo. In: Papers. RePEc:arx:papers:2510.23762.

Full description at Econpapers || Download paper

2025From Heatwaves to Cold Spells: How Extreme Temperature Events Shape Inflation in Germany. (2025). Grimm, Michel ; Klarl, Torben. In: Bremen Papers on Economics & Innovation. RePEc:atv:wpaper:2502.

Full description at Econpapers || Download paper

2024Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Lu, Jason ; Smetanina, Katja. In: CeMMAP working papers. RePEc:azt:cemmap:21/24.

Full description at Econpapers || Download paper

2025Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication.. (2025). Fernndez-Fuertes, Rubn. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25257.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024The Output-Inflation Trade-off in Canada. (2024). Xie, Yinxi ; Sekkel, Rodrigo ; Gnocchi, Stefano ; Simon, Laure ; McKellips, Fanny. In: Discussion Papers. RePEc:bca:bocadp:24-07.

Full description at Econpapers || Download paper

2024Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada. (2024). Feunou, Bruno ; Tarshi, Zabi. In: Discussion Papers. RePEc:bca:bocadp:24-09.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Uncovering Subjective Models from Survey Expectations. (2025). Wang, Tao ; Hou, Chenyu. In: Staff Working Papers. RePEc:bca:bocawp:25-31.

Full description at Econpapers || Download paper

2025Macroeconomic Drivers of Brazils Yield Curve. (2025). Gaglianone, Wagner ; Araujo, Gustavo ; Machado, Jos Valentim. In: Working Papers Series. RePEc:bcb:wpaper:629.

Full description at Econpapers || Download paper

2025Energy prices, inflation and the ECBs monetary policy during the 2021-22 energy crisis. (2025). Neri, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1481_25.

Full description at Econpapers || Download paper

2025The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25.

Full description at Econpapers || Download paper

2024Business Cycles when Consumers Learn by Shopping. (2024). Gutiérrez-Daza, Ángelo ; Gutierrez-Daza, Angelo. In: Working Papers. RePEc:bdm:wpaper:2024-12.

Full description at Econpapers || Download paper

2024Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14.

Full description at Econpapers || Download paper

2024Better than Perceived? Correcting Misperceptions about Central Bank Inflation Forecasts. (2024). Bulutay, Muhammed. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0034.

Full description at Econpapers || Download paper

2025Asymmetric Inflation Target Credibility. (2025). Nautz, Dieter ; Coleman, Winnie. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0060.

Full description at Econpapers || Download paper

2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

Full description at Econpapers || Download paper

2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

Full description at Econpapers || Download paper

2024The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds. (2024). Mouabbi, Sarah ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:948.

Full description at Econpapers || Download paper

2024Coordinating the Message: Media Coverage of Fed News and Market Reactions. (2024). Istrefi, Klodiana ; Sagna, Baeatrice ; Herbert, Sylvaerie. In: Working papers. RePEc:bfr:banfra:983.

Full description at Econpapers || Download paper

2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

Full description at Econpapers || Download paper

2025Intertemporal Pass-Through. (2025). Ghassibe, Mishel ; Yotzov, Ivan ; Wanengkirtyo, Boromeus. In: Working Papers. RePEc:bge:wpaper:1524.

Full description at Econpapers || Download paper

2025Climate risk in the polish banking sector - analysis of dirty and green industries. (2025). Kosztowniak, Aneta. In: IFC Bulletins chapters. RePEc:bis:bisifc:63-06.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Inflation surprises in a New Keynesian economy with a “true” consumption function. (2024). Tamborini, Roberto. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1192-1215.

Full description at Econpapers || Download paper

2024Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43.

Full description at Econpapers || Download paper

2024Central bank communication and social media: From silence to Twitter. (2024). Romelli, Davide ; Peia, Oana ; Masciandaro, Donato. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:365-388.

Full description at Econpapers || Download paper

2024Consumers macroeconomic expectations. (2024). Lamla, Michael ; Dräger, Lena ; Drger, Lena. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:427-451.

Full description at Econpapers || Download paper

2024Front‐Page News: The Effect of News Positioning on Financial Markets. (2024). Fedyk, Anastassia. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:5-33.

Full description at Econpapers || Download paper

2024Choosing to Disagree: Endogenous Dismissiveness and Overconfidence in Financial Markets. (2024). Gondhi, Naveen ; Davis, Jesse ; Banerjee, Snehal. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1635-1695.

Full description at Econpapers || Download paper

2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

Full description at Econpapers || Download paper

2024Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728.

Full description at Econpapers || Download paper

2024Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196.

Full description at Econpapers || Download paper

2024Owner-occupied housing costs, policy communication, and inflation expectations. (2024). Zekaite, Zivile ; Wauters, Joris ; Garabedian, Garo. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:11.

Full description at Econpapers || Download paper

2024Collateral demand in wholesale funding markets. (2024). Coen, Patrick ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1082.

Full description at Econpapers || Download paper

2025Monetary Policy, Fear, and the Stock Market. (2025). Borenstein, Eliezer. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.03.

Full description at Econpapers || Download paper

2024Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach. (2024). Kaihatsu, Sohei ; Kasai, Yoshiyasu ; Yamamoto, Hiroki ; Hirata, Atsuki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e21.

Full description at Econpapers || Download paper

2024Owner-occupied housing costs, policy communication, and inflation expectations. (2024). Zekaite, Zivile ; Wauters, Joris ; Garabedian, Garo. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/24.

Full description at Econpapers || Download paper

2025A Survey-Based Shifting-Endpoint Dynamic Term Structure Model of Interest Rates: Working Paper 2025-03. (2025). McGrane, Michael. In: Working Papers. RePEc:cbo:wpaper:60888.

Full description at Econpapers || Download paper

2024What’s so Inconvenient About TIPS?. (2024). Lee, Sukjoon ; Herrenbrueck, Lucas ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364.

Full description at Econpapers || Download paper

2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

Full description at Econpapers || Download paper

2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

Full description at Econpapers || Download paper

2024The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate.. (2024). Ferreira, Mauro Sayar ; Figueiredo, Joice Marques. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td674.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

Full description at Econpapers || Download paper

2025Monetary Policy, Heterogeneous Expectations, and the Return of High Inflation. (2025). Milani, Fabio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12123.

Full description at Econpapers || Download paper

2025Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring. (2025). Wolters, Maik ; Hecker, Dominik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12280.

Full description at Econpapers || Download paper

2025Maturity mismatches and the transmission of term premium shocks through bank lending. (2025). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2025-01ua.

Full description at Econpapers || Download paper

2024Fiscal Events and Anchored Inflation Expectations. (2024). Ilzetzki, Ethan. In: Discussion Papers. RePEc:cfm:wpaper:2410.

Full description at Econpapers || Download paper

2024Persistence-based capital allocation along the FOMC cycle. (2024). Severino, Federico ; Reggiani, Pietro ; Ortu, Fulvio. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-02.

Full description at Econpapers || Download paper

2024Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021169.

Full description at Econpapers || Download paper

2024Optimal normalization policy under behavioral expectations. (2024). Mavromatis, Kostas(Konstantinos) ; Carrier, Alexandre. In: Working Papers. RePEc:dnb:dnbwpp:800.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025A strategic view on the economic and inflation environment in the euro area. (2025). Wauters, Joris ; Valderrama, Maria ; Röhe, Oke ; Pönkä, Harri ; Paredes, Joan ; Parker, Miles ; Meunier, Baptiste ; Meyler, Aidan ; Manu, Ana-Simona ; Mazelis, Falk ; Kataryniuk, Iván ; Gulan, Adam ; Grimaud, Alex ; De Backer, Bruno ; Checherita Westphal, Cristina ; Benatti, Nicola ; Banbura, Marta ; Venditti, Fabrizio ; Kase, Hanno ; Aguilar, Pablo ; Gareis, Johannes ; Pnk, Harri ; Roma, Moreno ; Luketina, Marko ; Cova, Pietro ; Battistini, Niccol ; Kobayashi, Alicja ; Gallegos, Jose Elias ; Reedik, Reet ; Brand, Claus ; Lawton, Neil ; Hoeberichts, Marco ; Albertazzi, Ugo ; Sigwalt, Antoine ; Lydon, Reamonn ; Dorrucci, Ettore ; Ciccarelli, Matteo ; Muggenthaler-Gerathewohl, Philip ; Goy, Gavin ; Tth, MT ; Bobeica, Elena ; Kornprobst, Antoine ; Angelini, Elena ; Hutchinson, John ; Esposito, Claudia ; Schupp, Fabian ; Martorana, Giulia ; Dedola, Luca ; Kilponen, Juha ; Manzoni, Claudio ; Georgarakos, Dimitris ; Szrfi, Bla ; Dossche, Maarten ; Lisack, Nomie ; Botelho, Vasco ; Hynck, Christian ; Attinasi, Maria Grazia ; Wieland, Elisabeth ; Zimic, Sreko ; Hernndez, Catalina Martnez ; Schmller, Michaela Elfsbacka ; Gross, Johannes ; Bates, Colm ; Burriel, Pablo ; McGregor, Thomas ; Bitter, Lea ; Karakitsios, Alexandros ; Bessonovs, Andrejs ; Speck, Christian ; Modery, Wolfgang ; Falath, Juraj ; Nickel, Christiane ; Martnez-Martin, Jaime ; Bakowska, Katarzyna ; Galati, Gabriele ; Ioannou, Demosthenes ; Beck, Jeanne ; Kazakova, Daria ; Babura, Marta ; Papetti, Andrea ; Durero, Filippo ; Montes-Galdn, Carlos ; Emter, Lorenz ; Moral-Benito, Enrique ; Hahn, Elke ; Zimmer, Hlne ; Lodge, David ; Kasimati, Evangelia ; Bonam, Dennis ; Ili, Ivan ; D'Agostino, Mario ; Christoffel, Kai ; Momferatou, Daphne ; Enders, Almira ; Ilieva, Boryana ; Westermann, Thomas ; Frhling, Annette ; Lenza, Michele ; Kenny, Geoff ; Checherita-Westphal, Cristina ; Ribeiro, Pedro ; Rigato, Rodolfo Dinis ; Osbat, Chiara ; Koester, Gerrit ; Juvonen, Petteri ; Zorko, Robert ; Fritzer, Friedrich ; Pierluigi, Beatrice ; Nuo, Galo ; Lebastard, Laura ; Borgy, Vladimir ; Reichenbachas, Tomas ; Ploj, Gasper ; Landau, Bettina ; Jorra, Markus ; Zizza, Roberta ; Sanchez, Pablo Garcia ; Ortega, Eva ; Priftis, Romanos ; Kuik, Friderike ; Corbisiero, Giuseppe ; Consolo, Agostino ; Ilkova, Ivelina ; Franceschi, Emanuele ; Page, Adrian ; Holton, Sarah ; Kocharkov, Georgi ; Akkaya, Yildiz ; Gumiel, Jos Emilio ; Warmedinger, Thomas ; Prat, Blanca ; Chahad, Mohammed ; Lopez-Garcia, Paloma ; Debono, Nathaniel ; Carvalho, Alexandre ; Krief, Elias ; Foroni, Claudia ; Sagot, Juliette. In: Occasional Paper Series. RePEc:ecb:ecbops:2025371.

Full description at Econpapers || Download paper

2025Report on monetary policy tools, strategy and communication. (2025). Suda, Jacek ; Skotida, Ifigeneia ; Notarpietro, Alessandro ; Meyler, Aidan ; Mazelis, Falk ; Mavromatis, Kostas(Konstantinos) ; Lozej, Matija ; Lieberknecht, Philipp ; Krustev, Georgi ; Kamps, Christophe ; Heikkinen, Joni ; Grimaud, Alex ; Gnocato, Nicolò ; Ferrero, Giuseppe ; Ehrmann, Michael ; Coenen, Günter ; Burlon, Lorenzo ; Buss, Ginters ; Bussiere, Matthieu ; Benatti, Nicola ; Bernardini, Marco ; Basten, Christoph ; Argiri, Eleni ; Altavilla, Carlo ; Offermans, Christian ; Hagenhoff, Tim ; Italianer, Jip ; Bussire, Matthieu ; Wacks, Johannes ; Rannenberg, Ansgar ; Kilponen, Juha ; Jose, Gallegos Dago ; Bonfim, Diana ; Strauss, Tal ; Tischer, Johannes ; Lnnemann, Patrick ; Ferrando, Annalisa ; Aguilar, Pablo ; Grasso, Adriana ; Hempell, Hannah S ; Paloviita, Maritta ; Greco, Antonio ; de Souza, Toms Carrera ; Gomes, Sandra ; Westermann, Thomas ; Reichenbachas, Tomas ; Kienzler, Daniel ; Jrgensen, Kasper ; Bobeica, Elena ; de Jonghe, Olivier Georg ; Tosato, Andrea Giorgio ; Hernndez, Catalina Martnez ; Vitorino, Rita Fernandes ; Vladu, Andreea Liliana ; Goy, Gavin ; Hammermann, Felix ; Fonseca, Lus ; Papadopoulou, Niki ; Gori, Sofia ; Brand, Claus ; da Costa, Jos Cardoso ; Holm-Hadulla, Fdric ; Wintr, Ladislav ; Rttger, Joost ; Kerssenfischer, Mark ; Jalasjoki, Pirkka ; Baumann, Ursel ; Ungarelli, Flavia ; Covarrubias, Matias ; van der Ghote, Alejandro ; Marx, Magali ; Elfsbacka-Schmller, Michaela ; Saporito, Elisa ; Ilieva, Boryana ; Haavio, Markus ; Irastorza, Katti ; Papoutsi, Melina ; Goodhead, Robert ; Bitter, Lea ; Carboni, Giacomo ; Zimic, Sreko ; Scheer, Alexander ; Kedan, Danielle ; Bates, Colm ; de Almeida, Ins Fernandes ; Vrhelyi, Georges ; Martnez-Martin, Jaime ; Dupraz, Stphane ; Guilhem, Arthur Saint ; Kostka, Thomas ; Gross, Johannes ; Chahad, Mohammed ; Patriek, Matic ; Gonzles, Beatriz ; Auer, Simone ; Cantelmo, Alessandro ; Zutis, Klavs ; Scheithauer, Jan ; Kase, Hanno ; Bartocci, Anna ; Grazzini, Caterina Forti ; Thaler, Dominik ; Luikmel, Peeter ; Velasco, Sofia ; Momtsia, Angeliki ; Diaz, Rubn Dominguez ; Rigato, Rodolfo Dinis ; Lisack, Nomie ; Ciccarelli, Matteo ; Cinquin, Julian-Baptiste ; Penalver, Adrian ; Hoerova, Marie ; Akkaya, Yildiz ; Budnik, Katarzyna ; Zlobins, Andrejs ; Schrder, Maximilian ; Karadi, Peter ; Barkhausen, David ; Glckler, Gabriel ; Stevens, Arnoud ; Lemke, Wolfgang ; Ventula-Veghazy, Alexia ; Deskar-Krbi, Milan ; McGregor, Thomas ; Bottero, Margherita ; Lhuissier, Stphane ; Penciu, Alexandru ; Helmus, Casper ; Adalid, Ramn ; Broeders, Dirk ; Gallegos, Jos-Elas ; Dupin, Elise ; Schumacher, Julian ; Kaminskas, Rokas ; Bakowska, Katarzyna ; Speck, Christian ; Lechtaler, Wolfgang ; Nakov, Anton ; de Santis, Roberto A ; Nguyen, Benot ; Bletzinger, Tilman ; Istrefi, Klodiana ; Vetlov, Igor ; Pintari, Martin ; Kortelainen, Mika ; Barrau, Galo Nuo ; Boucinha, Miguel ; Casalis, Andr ; Hennigan, Cian ; Schupp, Fabian ; Consolo, Agostino ; Gilbert, Niels ; Avgousti, Aris ; Carrier, Alexandre ; Schwaab, Bernd ; Nikolov, Kalin ; Gti, Laura ; Gerke, Rafael ; Volk, Matjaz ; Pool, Sebastiaan ; Kornprobst, Antoine ; Motto, Roberto ; Bonomolo, Paolo ; Imbierowicz, Bjrn ; Ebener, Luca ; Linzert, Tobias ; Kapadia, Sujit ; Pareja, Ana Arencibia ; di Casola, Paola ; Scalone, Valerio ; Kwapil, Claudia ; Obstbaum, Meri ; Gareis, Johannes ; Ristiniemi, Annukka ; Tristani, Oreste ; von Landesberger, Julian ; Priftis, Romanos ; Kockerols, Thore ; Vlassopoulos, Thomas ; Bninghausen, Benjamin ; Sammarini, Anita ; Strukat, Martin ; Lund-Thomsen, Frederik ; Christoffel, Kai ; Angelini, Elena ; Dobrew, Michael ; Lang, Jan Hannes ; Kunzmann, Vanessa ; Odendahl, Florens ; Georgarakos, Dimitris ; Ruhkamp, Stefan ; Niessner, Birgit ; von Thadden, Leopold ; Quint, Dominic ; Klaver, Inge ; Boeckx, Jef ; Pilla, Edoardo ; Szablewksa, Marta ; Malacrino, Davide ; Allayioti, Anastasia ; Ferrari, Alessandro ; Kocharkov, Georgi. In: Occasional Paper Series. RePEc:ecb:ecbops:2025372.

Full description at Econpapers || Download paper

2024Measuring market-based core inflation expectations. (2024). Jorgensen, Kasper ; Schupp, Fabian ; Gronlund, Asger Munch. In: Working Paper Series. RePEc:ecb:ecbwps:20242908.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024A statistical approach to identifying ECB monetary policy. (2024). Fonseca, Luís ; Brand, Claus ; Bitter, Lea ; Akkaya, Yildiz. In: Working Paper Series. RePEc:ecb:ecbwps:20242994.

Full description at Econpapers || Download paper

2024Trust in central banks. (2024). Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20243006.

Full description at Econpapers || Download paper

2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

Full description at Econpapers || Download paper

2025Central bank communication with non-experts: insights from a randomized field experiment. (2025). Jung, Alexander ; Mongelli, Francesco Paolo. In: Working Paper Series. RePEc:ecb:ecbwps:20253103.

Full description at Econpapers || Download paper

2025Repo collateral reuse and liquidity windfalls. (2025). Rodrigues-Gomes, Victor ; Pereira, Sofia M ; Alexiou, Georgios Angelis. In: Working Paper Series. RePEc:ecb:ecbwps:20253147.

Full description at Econpapers || Download paper

2025Climate change and monetary policy in Latin America and the Caribbean. (2025). Pedersen, Michael. In: Macroeconomía del Desarrollo. RePEc:ecr:col037:81906.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025A Dynare toolbox for social learning expectations. (2025). Salle, Isabelle ; Grimaud, Alex ; Vermandel, Gauthier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001763.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Low interest rates and the predictive content of the yield curve. (2024). Bordo, Michael D ; Haubrich, Joseph G. 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

2024Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

Full description at Econpapers || Download paper

2024Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions: Insights from the housing and credit markets. (2024). French, Joseph ; Chatterjee, Ujjal K ; Huttinger, Maik ; Zirgulis, Aras. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000986.

Full description at Econpapers || Download paper

2024Investor sentiment or information content? A simple test for investor sentiment proxies. (2024). Lee, Geul ; Ryu, Doojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001475.

Full description at Econpapers || Download paper

2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

Full description at Econpapers || Download paper

2025Misaligned expectations and bond term premium measures. (2025). Vázquez, Jesús ; Vzquez, Jess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000828.

Full description at Econpapers || Download paper

2025Inflation shocks and the New Keynesian model: When should central banks fear inflation expectations?. (2025). Mazzocchi, Ronny ; Tamborini, Roberto ; Gobbi, Lucio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001482.

Full description at Econpapers || Download paper

2024The asymmetric effects of quantitative tightening and easing on financial markets. (2024). Ostry, Daniel ; Lloyd, Simon. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524002052.

Full description at Econpapers || Download paper

2025A simple measure of anchoring for short-run expected inflation in FIRE models. (2025). Lansing, Kevin J ; Jrgensen, Peter Lihn. In: Economics Letters. RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005342.

Full description at Econpapers || Download paper

2025The impact of heterogeneous consumption and productivity expectations on factor risk premia. (2025). Umlandt, Dennis ; Symann, Paul ; Bauer, Christian. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006037.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Li, Yingying ; Lu, Wenbin ; Wan, Runzhe ; Song, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

Full description at Econpapers || Download paper

2024Predictive ability tests with possibly overlapping models. (2024). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

Full description at Econpapers || Download paper

2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

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]		article65
2019Anchored Inflation Expectations.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2020Anchored inflation expectations.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2014Fundamental disagreement. In: Working papers.
[Full Text][Citation analysis]		paper116
2016Fundamental disagreement.(2016) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		article
2013Fundamental disagreement.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2025Household Beliefs about Fiscal Dominance In: Working papers.
[Full Text][Citation analysis]		paper2
2025Household Beliefs about Fiscal Dominance.(2025) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2025Household Beliefs about Fiscal Dominance.(2025) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019The term structures of global yields In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2024The asymmetric and persistent effects of Fed policy on global bond yields In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2015The Pre-FOMC Announcement Drift In: Journal of Finance.
[Full Text][Citation analysis]		article244
2011The pre-FOMC announcement drift.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 244		paper
2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper52
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: 52		article
2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2016Dynamic Leverage Asset Pricing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper24
2013Dynamic Leverage Asset Pricing.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		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]		paper8
2021Procyclical asset management and bond risk premia.(2021) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020Procyclical asset management and bond risk premia.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2021What Moves Treasury Yields? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2022What moves treasury yields?.(2022) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2021What Moves Treasury Yields?.(2021) In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2004Towards a Monthly Business Cycle Chronology for the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
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: 9		article
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: 9		paper
2009Sectoral Price Data and Models of Price Setting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper112
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: 112		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: 112		paper
2021The ECB’s price stability framework: past experience, and current and future challenges In: Occasional Paper Series.
[Full Text][Citation analysis]		paper25
2021Climate change and monetary policy in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper28
2021Clear, consistent and engaging: ECB monetary policy communication in a changing world In: Occasional Paper Series.
[Full Text][Citation analysis]		paper7
2005Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach In: Working Paper Series.
[Full Text][Citation analysis]		paper102
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: 102		article
2011A hierarchical factor analysis of U.S. housing market dynamics In: Econometrics Journal.
[Full Text][Citation analysis]		article58
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: 58		article
2025Natural disasters as macroeconomic tail risks In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2011The persistent effects of a false news shock In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article27
2009The persistent effects of a false news shock.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2016What predicts US recessions? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article74
2014What predicts U.S. recessions?.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
[Full Text][Citation analysis]		article419
2008Pricing the term structure with linear regressions.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 419		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]		article31
2022Would households understand average inflation targeting?.(2022) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article106
2012Decomposing real and nominal yield curves.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		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]		article23
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]		paper2
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]		paper2
2009Dynamic hierarchical factor models In: Staff Reports.
[Full Text][Citation analysis]		paper33
2013Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2010Financial intermediation, asset prices, and macroeconomic dynamics In: Staff Reports.
[Full Text][Citation analysis]		paper78
2010Financial Intermediation, Asset Prices, and Macroeconomic Dynamics.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2010Macro risk premium and intermediary balance sheet quantities In: Staff Reports.
[Full Text][Citation analysis]		paper76
2010Macro Risk Premium and Intermediary Balance Sheet Quantities.(2010) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2012Forecasting through the rear-view mirror: data revisions and bond return predictability In: Staff Reports.
[Full Text][Citation analysis]		paper54
2018Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability.(2018) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		article
2016The term structure of expectations and bond yields In: Staff Reports.
[Full Text][Citation analysis]		paper33
2021The Term Structure of Expectations In: Staff Reports.
[Full Text][Citation analysis]		paper3
2024Is There Hope for the Expectations Hypothesis? In: Staff Reports.
[Full Text][Citation analysis]		paper0
2025How Do We Learn About the Long Run? In: Staff Reports.
[Full Text][Citation analysis]		paper0
2005Towards a Monthly Business Cycle Chronology for the Euro Area In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2023Carbon Intensity, Productivity, and Growth In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]		paper1
2025Energy-Saving Technology Shocks, Emissions, and the Macroeconomy In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]		paper0
2025The impact of extreme weather events on the term structure of sovereign debt In: Working Papers.
[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]		article28
2021Equity premium predictability over the business cycle In: Discussion Papers.
[Full Text][Citation analysis]		paper9
2023Forceful or persistent: Wow the ECBs new inflation target affects households inflation expectations In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2024Forceful or persistent: How the ECBs new inflation target affects households inflation expectations.(2024) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2025A KISS for central bank communication in times of high inflation In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2025A KISS for central bank communication in times of high inflation.(2025) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Safe asset shortage and collateral reuse In: Discussion Papers.
[Full Text][Citation analysis]		paper12
2022Safe asset shortage and collateral reuse.(2022) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		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. Last updated December, 22 2025. Contact: CitEc Team