Access Statistics for Emanuel Moench

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 KISS for central bank communication in times of high inflation 0 2 7 7 1 5 10 10
A KISS for central bank communication in times of high inflation 0 2 4 4 1 2 3 3
A Look at the Accuracy of Policy Expectations 0 0 0 23 0 0 2 29
Anchored Inflation Expectations 0 1 3 109 3 5 9 315
Anchored inflation expectations 0 0 0 139 2 3 9 299
Carbon Intensity, Productivity, and Growth 1 4 6 25 1 5 14 49
Clear, consistent and engaging: ECB monetary policy communication in a changing world 0 1 7 69 2 3 35 234
Climate change and monetary policy in the euro area 3 6 56 345 11 25 142 804
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 0 19 0 0 1 19
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 4 19 1 1 7 25
Decomposing real and nominal yield curves 0 0 2 132 1 1 10 339
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 1 3 7 66
Dynamic Leverage Asset Pricing 0 0 0 141 3 5 12 297
Dynamic Leverage Asset Pricing 0 1 1 202 2 6 9 517
Dynamic hierarchical factor models 0 0 2 182 0 2 9 653
Energy-Saving Technology Shocks, Emissions, and the Macroeconomy 0 3 4 4 2 6 8 8
Equity premium predictability over the business cycle 0 0 1 31 0 1 6 57
Equity premium predictability over the business cycle 0 0 0 19 1 5 8 63
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 0 143
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 2 3 5 826
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 0 0 7 7 21 31 43 43
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 0 0 1 28 22 26 35 50
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 0 2 397 2 4 12 1,101
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 0 1 102 0 1 5 159
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 0 1 87
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 1 2 4 31
Fundamental disagreement 0 0 0 51 0 0 4 215
Fundamental disagreement 0 0 1 55 0 0 5 304
Household Beliefs about Fiscal Dominance 0 0 9 9 2 3 14 14
Household Beliefs about Fiscal Dominance 1 1 8 8 2 3 30 30
Household Beliefs about Fiscal Dominance 0 0 9 9 0 1 16 16
Household Beliefs about Fiscal Dominance 0 0 0 0 1 2 2 2
How Do We Learn About the Long Run? 0 1 15 15 3 6 39 39
Interest Rate Derivatives and Monetary Policy Expectations 0 0 1 46 1 1 3 54
Is There Hope for the Expectations Hypothesis? 0 1 4 13 0 3 17 25
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 0 1 4 416
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 0 0 0 28
Noisy Information and Fundamental Disagreement 0 0 0 20 0 0 2 212
OTC discount 0 0 1 34 3 3 8 157
OTC discount 0 0 1 24 1 3 11 71
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 1 1 1 15
Pricing the term structure with linear regressions 1 1 8 255 6 6 21 675
Procyclical Asset Management and Bond Risk Premia 0 0 0 1 0 0 2 14
Procyclical asset management and bond risk premia 0 0 0 14 0 0 4 46
Procyclical asset management and bond risk premia 0 0 0 12 0 0 0 28
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 0 1 5 133
Regression-based estimation of dynamic asset pricing models 0 0 1 117 0 0 4 299
Safe asset scarcity, collateral reuse, and market functioning 0 0 0 9 2 3 9 28
Safe asset shortage and collateral reuse 0 0 0 8 1 1 6 17
Safe asset shortage and collateral reuse 0 0 0 15 0 1 2 39
Sectoral Price Data and Models of Price Setting 0 0 1 45 0 1 2 151
Sectoral Price Data and Models of Price Setting 0 0 0 139 0 2 3 652
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 0 1 19
The ECB’s price stability framework: past experience, and current and future challenges 0 1 3 61 3 8 35 209
The Pre-FOMC Announcement Drift: More Recent Evidence 1 2 8 171 2 7 21 457
The Puzzling Pre-FOMC Announcement “Drift” 0 0 0 15 0 1 4 43
The Term Structure of Expectations 0 1 5 35 2 3 13 86
The asymmetric and persistent effects of Fed policy on global bond yields 0 1 11 33 2 9 38 91
The impact of extreme weather events on the term structure of sovereign debt 1 17 17 17 6 17 17 17
The persistent effects of a false news shock 0 0 0 72 0 1 3 313
The pre-FOMC announcement drift 0 0 0 106 2 5 17 572
The term structure of expectations and bond yields 0 1 7 183 3 8 33 558
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 0 1 5 617
Towards a monthly business cycle chronology for the euro area 0 0 0 153 2 4 6 421
Treasury Term Premia: 1961-Present 0 0 5 69 3 7 22 191
What Moves Treasury Yields? 0 0 1 45 1 1 5 109
What Moves Treasury Yields? 0 0 6 120 1 1 10 240
What drives long-run inflation expectations? 0 0 0 190 0 0 2 673
What predicts U.S. recessions? 0 0 0 72 0 1 5 167
Would Households Understand Average Inflation Targeting? 0 0 0 5 0 3 4 39
Would households understand average inflation targeting? 0 0 0 32 0 1 5 37
Total Working Papers 8 47 231 5,325 130 265 866 14,766

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 3 1 1 2 55
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 117 0 1 2 340
Anchored Inflation Expectations 1 3 11 68 5 14 34 187
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 0 0 1 10 0 0 3 68
Decomposing real and nominal yield curves 0 0 12 302 8 15 57 966
Dynamic Hierarchical Factor Model 0 0 5 157 6 9 26 765
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 1 1 5 267 1 1 12 712
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 0 0 2 25 0 0 8 100
Fundamental disagreement 1 2 12 114 3 9 41 409
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 0 0 2 31
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 1 3 8 494
Natural disasters as macroeconomic tail risks 1 2 4 4 2 8 30 30
Pricing the term structure with linear regressions 3 6 28 390 14 33 121 1,338
Regression-based estimation of dynamic asset pricing models 0 1 3 86 2 3 10 306
Sectoral price data and models of price setting 0 0 2 63 0 2 9 256
Term structure surprises: the predictive content of curvature, level, and slope 1 1 2 97 2 2 5 216
The Pre-FOMC Announcement Drift 1 3 9 141 3 8 32 494
The persistent effects of a false news shock 0 0 1 32 1 2 7 236
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 2 82 0 0 6 251
What moves treasury yields? 0 0 3 18 1 4 17 85
What predicts US recessions? 0 0 3 131 2 6 17 373
Why is the market share of adjustable-rate mortgages so low? 0 0 0 38 1 2 3 188
Would households understand average inflation targeting? 0 0 0 9 1 4 11 59
Total Journal Articles 9 19 105 2,365 54 127 463 7,959

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The term structures of global yields 1 1 2 35 6 7 33 150
Total Chapters 1 1 2 35 6 7 33 150

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Statistics updated 2025-11-08