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 Look at the Accuracy of Policy Expectations 0 0 0 23 0 1 2 29
Anchored Inflation Expectations 1 1 2 108 1 1 7 310
Anchored inflation expectations 0 0 2 139 0 1 11 296
Carbon Intensity, Productivity, and Growth 0 0 5 21 2 3 16 44
Clear, consistent and engaging: ECB monetary policy communication in a changing world 1 2 7 68 7 12 46 231
Climate change and monetary policy in the euro area 4 11 59 339 9 27 137 779
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 0 19 0 0 3 19
Data Insight: Which Growth Rate? It’s a Weighty Subject 1 1 4 19 1 2 7 24
Decomposing real and nominal yield curves 0 0 2 132 1 4 14 338
Do Treasury Term Premia Rise around Monetary Tightenings? 0 1 1 44 0 1 4 63
Dynamic Leverage Asset Pricing 0 0 1 141 0 1 9 292
Dynamic Leverage Asset Pricing 0 0 0 201 0 0 4 511
Dynamic hierarchical factor models 0 2 3 182 1 4 12 651
Equity premium predictability over the business cycle 1 1 1 31 2 2 5 56
Equity premium predictability over the business cycle 0 0 0 19 1 1 3 58
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 1 143
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 0 2 823
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 0 1 7 7 8 8 12 12
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 0 1 1 28 5 6 11 24
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 0 2 397 1 3 11 1,097
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 0 1 102 0 1 6 158
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 1 1 3 29
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 0 4 87
Fundamental disagreement 0 0 0 51 0 0 6 215
Fundamental disagreement 0 0 1 55 0 0 13 304
Household Beliefs about Fiscal Dominance 0 2 7 7 1 9 27 27
Household Beliefs about Fiscal Dominance 1 1 9 9 2 3 11 11
Household Beliefs about Fiscal Dominance 0 2 9 9 1 6 15 15
How Do We Learn About the Long Run? 0 14 14 14 2 32 33 33
Interest Rate Derivatives and Monetary Policy Expectations 0 1 1 46 0 1 2 53
Is There Hope for the Expectations Hypothesis? 0 0 3 12 0 0 15 22
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 0 1 3 415
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 3 212
OTC discount 0 0 1 34 0 0 6 154
OTC discount 0 0 1 24 0 1 9 68
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 0 0 1 14
Pricing the term structure with linear regressions 1 2 8 254 1 4 18 669
Procyclical Asset Management and Bond Risk Premia 0 0 0 1 0 1 2 14
Procyclical asset management and bond risk premia 0 0 0 12 0 0 0 28
Procyclical asset management and bond risk premia 0 0 0 14 0 0 4 46
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 1 1 5 132
Regression-based estimation of dynamic asset pricing models 0 0 1 117 0 1 4 299
Safe asset scarcity, collateral reuse, and market functioning 0 0 1 9 0 1 7 25
Safe asset shortage and collateral reuse 0 0 1 8 0 2 6 16
Safe asset shortage and collateral reuse 0 0 0 15 0 0 1 38
Sectoral Price Data and Models of Price Setting 0 1 1 45 0 1 1 150
Sectoral Price Data and Models of Price Setting 0 0 0 139 0 1 1 650
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 0 2 19
The ECB’s price stability framework: past experience, and current and future challenges 1 1 4 60 3 8 34 201
The Pre-FOMC Announcement Drift: More Recent Evidence 0 1 8 169 0 4 22 450
The Puzzling Pre-FOMC Announcement “Drift” 0 0 0 15 0 0 4 42
The Term Structure of Expectations 0 2 4 34 1 4 10 83
The asymmetric and persistent effects of Fed policy on global bond yields 0 2 14 32 4 10 43 82
The persistent effects of a false news shock 0 0 0 72 0 0 2 312
The pre-FOMC announcement drift 0 0 1 106 1 6 14 567
The term structure of expectations and bond yields 1 3 7 182 6 11 32 550
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 0 0 4 616
Towards a monthly business cycle chronology for the euro area 0 0 0 153 1 2 2 417
Treasury Term Premia: 1961-Present 2 4 7 69 2 7 21 184
What Moves Treasury Yields? 0 2 7 120 1 3 11 239
What Moves Treasury Yields? 0 0 1 45 0 0 4 108
What drives long-run inflation expectations? 0 0 0 190 0 0 3 673
What predicts U.S. recessions? 0 0 0 72 0 1 5 166
Would Households Understand Average Inflation Targeting? 0 0 1 5 0 0 2 36
Would households understand average inflation targeting? 0 0 0 32 0 0 4 36
Total Working Papers 14 59 210 5,270 67 200 742 14,493

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 0 117 0 0 2 339
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 3 0 1 2 54
Anchored Inflation Expectations 0 2 13 65 3 8 31 173
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 0 0 1 10 1 1 5 68
Decomposing real and nominal yield curves 1 2 17 302 6 12 56 951
Dynamic Hierarchical Factor Model 0 2 5 157 1 3 23 756
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 0 1 8 266 3 4 21 711
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 0 1 3 25 0 2 9 100
Fundamental disagreement 1 1 10 112 4 6 41 400
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 1 1 3 31
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 0 2 7 491
Natural disasters as macroeconomic tail risks 0 0 2 2 3 6 22 22
Pricing the term structure with linear regressions 3 11 27 384 9 30 108 1,305
Regression-based estimation of dynamic asset pricing models 0 1 4 85 0 1 13 303
Sectoral price data and models of price setting 0 0 4 63 1 4 11 254
Term structure surprises: the predictive content of curvature, level, and slope 0 0 8 96 0 0 13 214
The Pre-FOMC Announcement Drift 1 4 8 138 4 12 36 486
The persistent effects of a false news shock 0 0 1 32 0 1 7 234
Towards a Monthly Business Cycle Chronology for the Euro Area 0 1 2 82 1 2 7 251
What moves treasury yields? 0 0 4 18 0 2 20 81
What predicts US recessions? 0 1 5 131 1 2 14 367
Why is the market share of adjustable-rate mortgages so low? 0 0 0 38 0 0 3 186
Would households understand average inflation targeting? 0 0 2 9 1 5 13 55
Total Journal Articles 6 27 124 2,346 39 105 467 7,832

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 0 0 2 34 1 9 29 143
Total Chapters 0 0 2 34 1 9 29 143

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