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


Statistics updated 2009-11-04