Access Statistics for Taeyoung Doh

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian evaluation of alternative models of trend inflation 0 0 2 21 0 0 3 101
A Bayesian evaluation of alternative models of trend inflation 0 0 0 91 0 1 1 277
Assessing Macroeconomic Tail Risks in a Data-Rich Environment 0 0 1 20 0 1 3 44
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 0 1 52
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 0 0 2 54 1 1 6 143
Heterogeneity in Household Inflation Expectations: Policy Implications 0 0 16 16 1 2 17 17
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 0 0 1 29 0 0 5 18
Long Run Risks in the Term Structure of Interest Rates: Estimation 0 0 0 10 2 3 3 66
Long run risks in the term structure of interest rates: estimation 0 0 0 64 1 1 2 162
Monetary Policy Regime Shifts and Inflation Persistence 0 0 0 0 0 0 1 141
Monetary policy regime shifts and inflation persistence 0 0 0 252 1 2 3 526
Non-stationary Hours in a DSGE Model 0 0 0 122 1 2 2 369
Non-stationary hours in a DSGE model 0 0 2 282 0 1 5 731
Reconciling VAR-based Forecasts with Survey Forecasts 0 0 0 37 0 1 1 51
Shocks, Frictions, and Policy Regimes: Understanding Inflation after the COVID-19 Pandemic 0 0 1 10 0 0 9 16
The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments 0 0 2 15 2 6 27 65
The Equilibrium Term Structure of Equity and Interest Rates 0 0 2 24 0 1 4 74
The state space representation and estimation of a time-varying parameter VAR with stochastic volatility 0 0 0 136 0 0 2 382
Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data 0 0 1 38 0 0 2 50
What does the yield curve tell us about the Federal Reserve's implicit inflation target? 0 0 0 97 0 0 3 455
Yield curve and monetary policy expectations in small open economies 0 0 1 61 0 1 2 111
Yield curve in an estimated nonlinear macro model 0 0 0 134 3 3 4 331
Total Working Papers 0 0 31 1,528 12 26 106 4,182

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new approach to integrating expectations into VAR models 0 0 1 16 4 5 10 51
Analysis of loan guarantees among the Korean Chaebol affiliates 0 0 2 53 0 1 4 194
Assessing the Risk of Extreme Unemployment Outcomes 0 0 0 8 1 1 1 27
Changing Credit Profile of Consumers: Aging Versus the Business Cycle 0 0 0 3 0 0 0 28
Evaluating alternative models of trend inflation 0 0 4 146 2 4 19 364
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 0 0 2 0 0 2 5
Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade? 0 0 1 21 0 0 5 75
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 51 0 1 3 206
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 6 0 0 1 50
Have Lags in Monetary Policy Transmission Shortened? 1 1 4 15 6 6 13 53
How Do Financial Markets Perceive the Balance of Risks to the Policy Rate? 0 0 0 0 1 1 1 1
How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing 0 2 7 45 1 9 30 142
Is unemployment helpful in understanding inflation? 0 0 3 35 0 2 7 144
LONG‐RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION 0 0 0 0 0 0 0 69
Measuring the Stance of Monetary Policy on and off the Zero Lower Bound 0 0 3 58 1 1 10 196
Monetary Policy Regime Shifts and Inflation Persistence 0 1 7 113 0 2 12 318
Monetary Policy Stance Is Tighter than Federal Funds Rate 0 0 17 54 1 2 41 128
Non-stationary Hours in a DSGE Model 0 0 0 128 1 1 4 413
Non‐stationary Hours in a DSGE Model 0 0 2 6 1 1 3 31
Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate 0 1 1 23 1 2 12 132
Should monetary policy monitor risk premiums in financial markets? 0 0 0 26 0 1 4 89
Should monetary policy monitor risk premiums in financial markets? 0 0 0 14 0 0 1 43
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 1 1 1 4 2 5 15 43
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 0 0 0 1 1 1 2 10
The efficacy of large-scale asset purchases at the zero lower bound 0 1 3 201 2 4 15 624
To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions 0 0 1 8 1 1 2 23
Tracking U.S. GDP in Real Time 0 0 1 29 0 0 6 298
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 0 0 0 0 10
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 25 0 1 1 113
Yield curve in an estimated nonlinear macro model 0 0 0 76 0 0 1 195
Total Journal Articles 2 7 58 1,167 26 52 225 4,075

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03