Eric T. Swanson : Citation Profile

Are you Eric T. Swanson?

University of California-Irvine

32

H index

39

i10 index

6243

Citations

RESEARCH PRODUCTION:

45

Articles

72

Papers

5

Chapters

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 260
   Journals where Eric T. Swanson has often published
   Relations with other researchers
   Recent citing documents: 502.    Total self citations: 68 (1.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psw16
   Updated: 2024-12-03    RAS profile: 2023-11-06    
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Relations with other researchers

Works with:

Bauer, Michael (9)

Authors registered in RePEc who have co-authored more than one work in the last five years with Eric T. Swanson.

Is cited by:

Hubert, Paul (119)

Ehrmann, Michael (79)

Gürkaynak, Refet (72)

Wright, Jonathan (63)

Williams, John (55)

Fratzscher, Marcel (52)

Altavilla, Carlo (48)

Castelnuovo, Efrem (45)

Ozdagli, Ali (44)

Labondance, Fabien (44)

Meyer-Gohde, Alexander (42)

Cites to:

Rudebusch, Glenn (80)

Gürkaynak, Refet (68)

Piazzesi, Monika (53)

Christiano, Lawrence (47)

Campbell, John (43)

Cochrane, John (33)

Kuttner, Kenneth (31)

Eichenbaum, Martin (29)

Galí, Jordi (29)

Bernanke, Ben (28)

Diebold, Francis (28)

Main data

Where Eric T. Swanson has published?

Journals with more than one article published# docs
FRBSF Economic Letter8
American Economic Review5
Journal of Monetary Economics4
Proceedings3
Journal of the European Economic Association2
Brookings Papers on Economic Activity2
The B.E. Journal of Macroeconomics2
Journal Economa Chilena (The Chilean Economy)2
The Review of Economics and Statistics2
American Economic Journal: Macroeconomics2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco20
NBER Working Papers / National Bureau of Economic Research, Inc13
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)8
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working Paper Series / European Central Bank2
Computing in Economics and Finance 2005 / Society for Computational Economics2
2009 Meeting Papers / Society for Economic Dynamics2
Computing in Economics and Finance 2004 / Society for Computational Economics2
CESifo Working Paper Series / CESifo2
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2
IMFS Working Paper Series / Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)2

Recent works citing Eric T. Swanson (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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2023Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Hoesch, Lukas. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:3:p:355-87.

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2024Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States. (2024). Ikeda, Daisuke ; Zanetti, Francesco ; Mavroeidis, Sophocles ; Li, Shangshang. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:16:y:2024:i:2:p:250-86.

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2023The Transmission of US Monetary Policy Shocks The Role of Investment & Financial Heterogeneity. (2023). Venegas, Sebastian Ramirez ; Camara, Santiago. In: Working Papers. RePEc:aoz:wpaper:230.

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2023International Spillovers of ECB Interest Rates Monetary Policy & Information Effects. (2023). Camara, Santiago. In: Working Papers. RePEc:aoz:wpaper:250.

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2023Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

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2023More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2023International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects. (2023). Camara, Santiago. In: Papers. RePEc:arx:papers:2306.04562.

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2023Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145.

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2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2023Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns. (2023). Fernandez-Fuertes, Ruben ; Favero, Carlo A. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23210.

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2023Monetary Policy Transmission, Bank Market Power, and Wholesale Funding Reliance. (2023). Enkhbold, Amina. In: Staff Working Papers. RePEc:bca:bocawp:23-35.

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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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2024Monetary Policy Transmission Through Shadow and Traditional Banks. (2024). Enkhbold, Amina. In: Staff Working Papers. RePEc:bca:bocawp:24-8.

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2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

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2023Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint. (2023). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio ; Corneli, Flavia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_772_23.

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2023The macroeconomic effects of temperature surprise shocks. (2023). Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1407_23.

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2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

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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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2023.

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2023Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?. (2023). Pagliari, Maria Sole ; Sestieri, Giulia ; Rossi, Barbara ; Penalver, Adrian ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:912.

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2023US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel. (2023). London, Mélina ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:915.

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2023Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics. (2023). Jeenas, Priit. In: Working Papers. RePEc:bge:wpaper:1409.

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2023Evaluating Policy Institutions -150 Years of US Monetary Policy-. (2023). Mesters, Geert ; Barnichon, Regis. In: Working Papers. RePEc:bge:wpaper:1410.

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2023Fiscal DSGE model for Latvia. (2023). Buss, Ginters ; Gruning, Patrick. In: Baltic Journal of Economics. RePEc:bic:journl:v:23:y:2023:i:1:p:2173915.

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2023Monetary policy and credit card spending. (2023). Sandri, Damiano ; Grigoli, Francesco. In: BIS Working Papers. RePEc:bis:biswps:1064.

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2023Did interest rate guidance in emerging markets work?. (2023). Gadanecz, Blaise ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1080.

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2023Big tech credit and monetary policy transmission: micro-level evidence from China. (2023). Yu, Changhua ; Qiu, Han ; Li, Xiang ; Huang, Yiping. In: BIS Working Papers. RePEc:bis:biswps:1084.

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2024Monetary Policy Transmission in Emerging Markets: Proverbial Concerns, Novel Evidence. (2024). Grigoli, Francesco ; Sandri, Damiano ; Checo, Ariadne. In: BIS Working Papers. RePEc:bis:biswps:1170.

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2024The macroprudential role of central bank balance sheets. (2024). Lombardo, Giovanni ; Jackson, Timothy ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1173.

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2023Did quantitative easing reduce the borrowing costs of firms? The risk?taking channel. (2023). Shen, YI ; Wang, Gang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:507-536.

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2023How do environmental regulations influence resource misallocation in China? The role of investment flows. (2023). Du, Kerui ; Wang, Luojia ; Li, Xinze. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:538-550.

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2023The reaction of disagreements in inflation expectations to fiscal sentiment obtained from information in official communiqués. (2023). Maia, Victor ; Montes, Gabriel Caldas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:828-859.

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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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2024Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447.

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2023Uncertainty and corporate investments in response to the Feds dual shocks. (2023). Menassa, Elie ; Adra, Samer. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:463-484.

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2024.

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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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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2023Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670.

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2023Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248.

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2024Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2023Do firm expectations respond to monetary policy announcements?. (2023). Masolo, Riccardo M. ; Mangiante, Giacomo ; di Pace, Federico. In: Bank of England working papers. RePEc:boe:boeewp:1014.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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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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2024Battle of the markups: conflict inflation and the aspirational channel of monetary policy transmission. (2024). Willems, Tim ; van der Ploeg, Frederick. In: Bank of England working papers. RePEc:boe:boeewp:1065.

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2023MEASURING THE EFFECT OF FORWARD GUIDANCE IN SMALL OPEN ECONOMIES: THE CASE OF ISRAEL. (2023). Kutai, Ari. In: Israel Economic Review. RePEc:boi:isrerv:v:21:y:2023:i:1:p:75-142.

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2023Green Transmission: Monetary Policy in the Age of ESG. (2023). Patozi, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2311.

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2023Breaking Monetary Policy News: The Role of Mass Media Coverage of ECB Announcements for Public Inflation Expectations. (2023). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10285.

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2023Carbon Pricing and Inflation Expectations: Evidence from France. (2023). Moretti, Luca ; Mangiante, Giacomo ; Hensel, Jannik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10552.

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2023An Unconventional FX Tail Risk Story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10629.

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2023Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656.

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2023The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act. (2023). Offner, Eric A ; Bauer, Michael D ; Rudebusch, Glenn D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10739.

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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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2023Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises. (2023). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf555.

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2023Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: Discussion Papers. RePEc:cfm:wpaper:2320.

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2023Do firm expectations respond to Monetary Policy announcements?. (2023). Masolo, Riccardo M. ; Mangiante, Giacomo ; di Pace, Federico. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def127.

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2023The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033.

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2023Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058.

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

Works by Eric T. Swanson:

YearTitleTypeCited
2012Risk Aversion and the Labor Margin in Dynamic Equilibrium Models In: American Economic Review.
[Full Text][Citation analysis]		article111
2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates In: American Economic Review.
[Full Text][Citation analysis]		article467
2012Measuring the effect of the zero lower bound on medium- and longer-term interest rates.(2012) In: Working Paper Series.
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This paper has nother version. Agregated cites: 467		paper
2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 467		paper
2012Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates.(2012) In: 2012 Meeting Papers.
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This paper has nother version. Agregated cites: 467		paper
2023An Alternative Explanation for the Fed Information Effect In: American Economic Review.
[Full Text][Citation analysis]		article34
2020An Alternative Explanation for the “Fed Information Effect”.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 34		paper
2001NAIRU Uncertainty and Nonlinear Policy Rules In: American Economic Review.
[Full Text][Citation analysis]		article40
2001NAIRU uncertainty and nonlinear policy rules.(2001) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 40		paper
2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models In: American Economic Review.
[Full Text][Citation analysis]		article536
2020Implications of Labor Market Frictions for Risk Aversion and Risk Premia In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article4
2013Implications of Labor Market Frictions for Risk Aversion and Risk Premia.(2013) In: Working Paper Series.
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2019Implications of Labor Market Frictions for Risk Aversion and Risk Premia.(2019) In: NBER Working Papers.
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2013Implications of Labor Market Frictions for Risk Aversion and Risk Premia.(2013) In: 2013 Meeting Papers.
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2012The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article366
2008The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Series.
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2008The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Research.
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2023The Importance of Fed Chair Speeches as a Monetary Policy Tool In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article7
2007Market-Based Measures of Monetary Policy Expectations In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article228
2006Market-based measures of monetary policy expectations.(2006) In: Working Paper Series.
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2002Market-based measures of monetary policy expectations.(2002) In: Finance and Economics Discussion Series.
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2011Lets Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2 In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article267
2011Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2.(2011) In: Working Paper Series.
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2011Lets Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2.(2011) In: 2011 Meeting Papers.
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2018The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article50
2018The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates.(2018) In: NBER Working Papers.
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2007REAL WAGE CYCLICALITY IN THE PANEL STUDY OF INCOME DYNAMICS In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article25
2004Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article91
2006The Relative Price and Relative Productivity Channels for Aggregate Fluctuations In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article6
2006The relative price and relative productivity channels for aggregate fluctuations.(2006) In: Working Paper Series.
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2020The Feds Response to Economic News Explains the Fed Information Effect In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper28
2020The Feds Response to Economic News Explains the “Fed Information Effect”.(2020) In: Working Paper Series.
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2021The Feds response to economic news explains the Fed information effect.(2021) In: IMFS Working Paper Series.
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2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper60
2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2022) In: NBER Chapters.
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2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2022) In: NBER Working Papers.
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2023A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2023) In: NBER Macroeconomics Annual.
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2022A reassessment of monetary policy surprises and high-frequency identification.(2022) In: IMFS Working Paper Series.
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2016Measuring the effects of unconventional monetary policy on asset prices In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article38
2016Measuring the Effects of Unconventional Monetary Policy on Asset Prices.(2016) In: Central Banking, Analysis, and Economic Policies Book Series.
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2015Measuring the Effects of Unconventional Monetary Policy on Asset Prices.(2015) In: NBER Working Papers.
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2006INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article98
2007Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere.(2007) In: Central Banking, Analysis, and Economic Policies Book Series.
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2006Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere.(2006) In: Working Papers Central Bank of Chile.
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2007Inflation targeting and the anchoring of inflation expectations in the western hemisphere.(2007) In: Economic Review.
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2006Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden In: CEPR Discussion Papers.
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2006Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden.(2006) In: Working Paper Series.
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2007Convergence and Anchoring of Yield Curves in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper116
2007Convergence and anchoring of yield curves in the euro area.(2007) In: Working Paper Series.
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2007Convergence and anchoring of yield curves in the Euro area.(2007) In: Working Paper Series.
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2009CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA.(2009) In: 2009 Meeting Papers.
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2011Convergence and Anchoring of Yield Curves in the Euro Area.(2011) In: The Review of Economics and Statistics.
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2004SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article68
2000On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2000On signal extraction and non-certainty-equivalence in optimal monetary policy rules.(2000) In: Proceedings.
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2000On signal extraction and non-certainty-equivalence in optimal monetary policy rules.(2000) In: Finance and Economics Discussion Series.
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2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data In: Working Paper Series.
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2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data.(2002) In: International Finance Discussion Papers.
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2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data.(2003) In: NBER Working Papers.
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2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data.(2003) In: Journal of the European Economic Association.
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2004Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy In: Econometric Society 2004 North American Winter Meetings.
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2003Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy.(2003) In: Computing in Economics and Finance 2003.
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2006Optimal nonlinear policy: signal extraction with a non-normal prior In: Journal of Economic Dynamics and Control.
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2005Optimal nonlinear policy: signal extraction with a non-normal prior.(2005) In: Working Paper Series.
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2005Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior.(2005) In: Computing in Economics and Finance 2005.
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2014Monetary policy effectiveness in China: Evidence from a FAVAR model In: Journal of International Money and Finance.
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2014Monetary Policy Effectiveness in China: Evidence from a FAVAR Model.(2014) In: Working Paper Series.
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2014Monetary Policy Effectiveness in China: Evidence from a FAVAR Model.(2014) In: NBER Working Papers.
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2021Measuring the effects of federal reserve forward guidance and asset purchases on financial markets In: Journal of Monetary Economics.
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2017Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets.(2017) In: NBER Working Papers.
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2016Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets.(2016) In: 2016 Meeting Papers.
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2004Identifying VARS based on high frequency futures data In: Journal of Monetary Economics.
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2002Identifying vars based on high frequency futures data.(2002) In: International Finance Discussion Papers.
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2008Futures prices as risk-adjusted forecasts of monetary policy In: Journal of Monetary Economics.
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2004Future prices as risk-adjusted forecasts of monetary policy.(2004) In: Proceedings.
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2006Futures prices as risk-adjusted forecasts of monetary policy.(2006) In: Working Paper Series.
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2004Futures Prices as Risk-adjusted Forecasts of Monetary Policy.(2004) In: NBER Working Papers.
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2008Examining the bond premium puzzle with a DSGE model In: Journal of Monetary Economics.
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2008Examining the bond premium puzzle with a DSGE model.(2008) In: Working Paper Series.
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2023The federal funds market, pre- and post-2008 In: Chapters.
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2022The Federal Funds Market, Pre- and Post-2008.(2022) In: NBER Working Papers.
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2006Would an inflation target help anchor U.S. inflation expectations? In: FRBSF Economic Letter.
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2007What we do and dont know about the term premium In: FRBSF Economic Letter.
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2008Convergence of long-term bond yields in the euro area In: FRBSF Economic Letter.
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2009Macroeconomic models for monetary policy: conference summary In: FRBSF Economic Letter.
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2010Financial market imperfections and macroeconomics: conference summary In: FRBSF Economic Letter.
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2011Operation Twist and the effect of large-scale asset purchases In: FRBSF Economic Letter.
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2012Structural and cyclical economic factors In: FRBSF Economic Letter.
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2013The zero lower bound and longer-term yields In: FRBSF Economic Letter.
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2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models In: Proceedings.
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2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models.(2003) In: Finance and Economics Discussion Series.
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2006Higher-order perturbation solutions to dynamic, discrete-time rational expectations models In: Working Paper Series.
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2006The bond yield \conundrum\ from a macro-finance perspective In: Working Paper Series.
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2006The Bond Yield Conundrum from a Macro-Finance Perspective.(2006) In: Monetary and Economic Studies.
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2006Macroeconomic implications of changes in the term premium In: Working Paper Series.
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2007Macroeconomic implications of changes in the term premium.(2007) In: Review.
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2007Real wage cyclicality in the PSID In: Working Paper Series.
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2009Risk aversion, the labor margin, and asset pricing in DSGE models In: Working Paper Series.
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2010Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models.(2010) In: 2010 Meeting Papers.
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2012Risk aversion, risk premia, and the labor margin with generalized recursive preferences In: Working Paper Series.
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2018Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences.(2018) In: Review of Economic Dynamics.
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2013Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany In: Working Paper Series.
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2013Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany.(2013) In: NBER Chapters.
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1999Models of sectoral reallocation In: Finance and Economics Discussion Series.
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1999Measuring the cyclicality of real wages: how important is aggregation across industries? In: Finance and Economics Discussion Series.
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2004Federal Reserve transparency and financial market forecasts of short-term interest rates In: Finance and Economics Discussion Series.
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2004Do actions speak louder than words? the response of asset prices to monetary policy actions and statements In: Finance and Economics Discussion Series.
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2005Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: International Journal of Central Banking.
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2005Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: MPRA Paper.
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2005Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: Macroeconomics.
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2006Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? In: Journal of Money, Credit and Banking.
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2023The Macroeconomic Effects of the Federal Reserves Conventional and Unconventional Monetary Policies In: NBER Working Papers.
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2023The Labor Demand and Labor Supply Channels of Monetary Policy In: NBER Working Papers.
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2007Optimal Time-Consistent Monetary Policy in the New Keynesian Model with Repeated Simultaneous Play In: 2007 Meeting Papers.
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2008Long-Run Inflation Risk and the Postwar Term Premium In: 2008 Meeting Papers.
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2009Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks In: 2009 Meeting Papers.
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2015A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt In: 2015 Meeting Papers.
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2004The magnitude and Cyclical Behavior of Financial Market Frictions In: Computing in Economics and Finance 2004.
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2004Optimal Monetary Policy in an Imperfect World In: Computing in Economics and Finance 2004.
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2005Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy In: Computing in Economics and Finance 2005.
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2010Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden In: Journal of the European Economic Association.
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2004Measuring the Cyclicality of Real Wages: How Important Is the Firms Point of View? In: The Review of Economics and Statistics.
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