Emanuel Moench : Citation Profile

Are you Emanuel Moench?

Frankfurt School of Finance and Management

21

H index

22

i10 index

1703

Citations

RESEARCH PRODUCTION:

22

Articles

59

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 85
   Journals where Emanuel Moench has often published
   Relations with other researchers
   Recent citing documents: 240.    Total self citations: 25 (1.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo414
   Updated: 2024-12-03    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Pavlova, Lora (5)

Preston, Bruce (4)

Schultefrankenfeld, Guido (4)

Crump, Richard (4)

Eusepi, Stefano (3)

Carvalho, Carlos (3)

Skotida, Ifigeneia (2)

Georgarakos, Dimitris (2)

Cao, Shuo (2)

Kenny, Geoff (2)

Giovannini, Alessandro (2)

Ehrmann, Michael (2)

Pelizzon, Loriana (2)

Montes-Galdón, Carlos (2)

de Roure, Calebe (2)

Penalver, Adrian (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 (23)

Maćkowiak, Bartosz (18)

Andrade, Philippe (16)

Bauer, Michael (15)

Hubert, Paul (14)

Moreno Gutiérrez, José (13)

Kliem, Martin (13)

Crump, Richard (13)

Meyer-Gohde, Alexander (13)

Semmler, Willi (13)

Cites to:

Gorodnichenko, Yuriy (47)

Coibion, Olivier (45)

Adrian, Tobias (32)

Campbell, John (29)

Williams, John (27)

Ehrmann, Michael (26)

Rudebusch, Glenn (24)

Weber, Michael (24)

Crump, Richard (23)

Georgarakos, Dimitris (19)

Wright, Jonathan (18)

Main data

Where Emanuel Moench has published?

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

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New 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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2024Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2024Fundamentals 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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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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2024Low 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.

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

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

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

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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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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2024Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

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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]		article40
2019Anchored Inflation Expectations.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 40		paper
2020Anchored inflation expectations.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 40		paper
2014Fundamental disagreement. In: Working papers.
[Full Text][Citation analysis]		paper107
2016Fundamental disagreement.(2016) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		article
2013Fundamental disagreement.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		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]		paper0
2015The Pre-FOMC Announcement Drift In: Journal of Finance.
[Full Text][Citation analysis]		article212
2011The pre-FOMC announcement drift.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 212		paper
2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper45
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: 45		article
2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
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This paper has nother version. Agregated cites: 45		paper
2016Dynamic Leverage Asset Pricing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
2013Dynamic Leverage Asset Pricing.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2020Procyclical Asset Management and Bond Risk Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2021Procyclical asset management and bond risk premia.(2021) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2020Procyclical asset management and bond risk premia.(2020) In: Discussion Papers.
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This paper has nother version. Agregated cites: 5		paper
2021What Moves Treasury Yields? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2022What moves treasury yields?.(2022) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2021What Moves Treasury Yields?.(2021) In: Bank of Lithuania Working Paper Series.
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This paper has nother version. Agregated cites: 6		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.
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This paper has nother version. Agregated cites: 9		article
.() In: .
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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]		paper108
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: 108		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: 108		paper
2021The ECB’s price stability framework: past experience, and current and future challenges In: Occasional Paper Series.
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