Access Statistics for Eric Thomas Swanson

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
Convergence and Anchoring of Yield Curves in the Euro Area 1 8 21 63 1 14 50 157
Convergence and anchoring of yield curves in the Euro area 0 1 15 47 0 3 37 90
Convergence and anchoring of yield curves in the euro area 1 5 23 54 2 11 64 137
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 0 2 6 29 2 11 37 140
Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 5 13 29 234 13 41 119 692
Do actions speak louder than words? the response of asset prices to monetary policy actions and statements 2 5 10 69 3 10 31 271
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden 4 9 25 120 5 20 90 365
Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden 2 13 53 334 12 34 105 688
Examining the bond premium puzzle with a DSGE model 0 3 32 141 2 15 93 288
Federal Reserve transparency and financial market forecasts of short-term interest rates 1 2 14 203 4 6 65 981
Futures Prices as Risk-adjusted Forecasts of Monetary Policy 0 2 13 133 2 11 40 350
Futures prices as risk-adjusted forecasts of monetary policy 2 6 19 89 2 9 42 212
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 1 5 24 166
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 1 5 16 165
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 1 4 9 188
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 1 6 28 145 2 14 55 280
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 3 7 16 118 3 11 30 274
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 2 3 11 102 3 4 20 310
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 1 5 16 136 1 11 35 326
Identifying vars based on high frequency futures data 3 5 24 127 5 10 53 383
Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere 4 7 21 61 7 16 48 172
Macroeconomic implications of changes in the term premium 1 4 17 114 4 15 54 247
Market-based measures of monetary policy expectations 1 4 19 300 2 8 46 698
Market-based measures of monetary policy expectations 0 0 8 157 1 3 29 333
Measuring the cyclicality of real wages: how important is aggregation across industries? 2 3 6 74 2 3 13 324
Models of sectoral reallocation 0 1 3 75 0 1 8 214
NAIRU uncertainty and nonlinear policy rules 0 1 5 98 0 1 10 393
On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules 0 0 1 34 0 0 12 206
On signal extraction and non-certainty-equivalence in optimal monetary policy rules 0 0 0 51 3 6 10 143
Optimal Monetary Policy in an Imperfect World 0 0 0 0 2 5 12 162
Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior 0 1 3 13 3 6 11 66
Optimal nonlinear policy: signal extraction with a non-normal prior 1 2 3 29 1 2 11 91
Real wage cyclicality in the PSID 2 4 8 24 2 5 17 50
The bond premium in a DSGE model with long-run real and nominal risks 10 24 74 74 15 32 92 92
The bond premium in a DSGE model with long-run real and nominal risks 5 10 68 68 5 17 101 101
The bond yield "conundrum" from a macro-finance perspective 6 9 44 279 9 15 89 580
The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models 1 5 17 266 3 12 44 801
The magnitude and Cyclical Behavior of Financial Market Frictions 4 12 28 141 7 16 59 424
The relative price and relative productivity channels for aggregate fluctuations 0 0 2 37 0 1 19 127
Total Working Papers 65 182 682 4,041 131 413 1,700 11,687

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Convergence of long-term bond yields in the euro area 0 0 4 4 2 3 14 14
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 1 5 20 52 3 11 40 142
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 0 1 9 38 0 6 97 262
Examining the bond premium puzzle with a DSGE model 8 15 45 45 13 33 99 99
Future prices as risk-adjusted forecasts of monetary policy 2 4 8 74 5 8 29 250
Futures prices as risk-adjusted forecasts of monetary policy 4 6 26 41 9 15 68 99
Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? 1 4 22 23 3 10 44 46
INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE 0 1 5 38 3 8 26 121
Identifying VARS based on high frequency futures data 1 4 10 49 2 5 20 111
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 3 6 46 0 4 11 144
Inflation targeting and the anchoring of inflation expectations in the western hemisphere 1 2 13 48 1 4 28 107
Macroeconomic implications of changes in the term premium 2 4 22 45 8 19 65 126
Macroeconomic models for monetary policy: conference summary 2 3 3 3 7 13 13 13
Market-Based Measures of Monetary Policy Expectations 1 6 26 36 2 12 55 74
Measuring the Cyclicality of Real Wages: How Important Is the Firm's Point of View? 1 1 3 7 1 2 4 55
NAIRU Uncertainty and Nonlinear Policy Rules 0 0 6 29 0 1 12 187
On signal extraction and non-certainty-equivalence in optimal monetary policy rules 0 0 4 95 0 1 12 408
Optimal nonlinear policy: signal extraction with a non-normal prior 0 0 0 14 2 2 3 72
REAL WAGE CYCLICALITY IN THE PANEL STUDY OF INCOME DYNAMICS 0 0 1 2 0 0 5 12
SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES 0 0 8 42 1 1 15 118
The Bond Yield "Conundrum" from a Macro-Finance Perspective 6 13 32 83 12 33 79 251
The Relative Price and Relative Productivity Channels for Aggregate Fluctuations 0 0 3 14 0 1 21 101
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models 10 24 98 414 16 39 218 940
The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models 2 5 16 170 7 15 55 642
What we do and don't know about the term premium 0 4 15 28 2 7 27 64
Would an inflation target help anchor U.S. inflation expectations? 0 0 0 17 1 1 9 71
Total Journal Articles 42 105 405 1,457 100 254 1,069 4,529

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 Swedish Business School at Örebro University.

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

Statistics updated 2009-11-04