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 0 92 2 2 23 302
A Bayesian evaluation of alternative models of trend inflation 0 0 0 21 0 0 8 109
Assessing Macroeconomic Tail Risks in a Data-Rich Environment 0 0 0 20 0 0 15 61
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 0 9 61
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 1 2 4 59 2 5 38 190
Heterogeneity in Household Inflation Expectations: Policy Implications 0 0 1 17 0 3 26 45
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 0 0 0 30 0 3 14 33
Long Run Risks in the Term Structure of Interest Rates: Estimation 0 0 0 10 0 0 11 78
Long run risks in the term structure of interest rates: estimation 0 0 0 64 0 0 15 179
Monetary Policy Regime Shifts and Inflation Persistence 0 0 0 0 0 0 11 153
Monetary policy regime shifts and inflation persistence 0 0 0 252 1 3 13 539
Non-stationary Hours in a DSGE Model 0 0 0 123 0 1 17 388
Non-stationary hours in a DSGE model 0 1 1 283 0 3 20 752
Reconciling VAR-based Forecasts with Survey Forecasts 0 0 0 37 0 1 7 58
Shocks, Frictions, and Policy Regimes: Understanding Inflation after the COVID-19 Pandemic 0 0 0 10 1 1 10 29
Text Sentiment About Monetary Policy 0 0 10 10 0 0 19 19
The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments 0 0 3 18 2 10 100 172
The Equilibrium Term Structure of Equity and Interest Rates 0 0 0 25 1 3 14 90
The state space representation and estimation of a time-varying parameter VAR with stochastic volatility 1 1 2 139 1 2 21 406
Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data 0 0 0 38 0 1 11 64
What does the yield curve tell us about the Federal Reserve's implicit inflation target? 0 0 0 97 0 0 17 474
Yield curve and monetary policy expectations in small open economies 0 0 2 63 1 4 16 129
Yield curve in an estimated nonlinear macro model 0 0 0 134 0 0 20 353
Total Working Papers 2 4 23 1,557 11 42 455 4,684

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 2 19 1 1 14 73
Analysis of loan guarantees among the Korean Chaebol affiliates 0 0 1 55 2 3 16 212
Assessing the Risk of Extreme Unemployment Outcomes 0 0 0 8 1 1 7 36
Changing Credit Profile of Consumers: Aging Versus the Business Cycle 0 0 0 3 0 0 8 36
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 1 2 2 2 3 8 8 8
Evaluating alternative models of trend inflation 0 1 1 150 2 4 19 395
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 0 2 4 0 0 19 26
Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade? 0 0 0 22 1 2 19 105
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 52 0 0 21 230
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 6 0 0 8 59
Have Lags in Monetary Policy Transmission Shortened? 0 0 1 16 0 6 54 114
Heterogeneity in Household Inflation Expectations and Monetary Policy 0 1 4 6 2 4 24 29
How Do Financial Markets Perceive the Balance of Risks to the Policy Rate? 3 3 3 3 20 24 41 46
How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing 0 1 4 51 4 8 45 220
Inflation Persistence as an Outcome of Monetary Policy 0 0 2 2 0 0 18 18
Is unemployment helpful in understanding inflation? 0 0 0 36 1 1 15 167
LONG‐RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION 0 0 0 0 0 0 4 75
Measuring the Stance of Monetary Policy on and off the Zero Lower Bound 0 0 1 60 0 1 16 216
Monetary Policy Regime Shifts and Inflation Persistence 0 0 3 117 0 1 22 348
Monetary Policy Stance Is Tighter than Federal Funds Rate 0 1 4 60 2 5 31 168
Non-stationary Hours in a DSGE Model 0 0 0 128 0 0 19 433
Non‐stationary Hours in a DSGE Model 0 0 1 8 0 0 23 55
Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate 0 0 0 26 1 1 45 187
Should monetary policy monitor risk premiums in financial markets? 0 0 1 15 1 2 13 56
Should monetary policy monitor risk premiums in financial markets? 0 0 0 26 0 4 16 105
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 0 1 1 2 2 4 21 33
The efficacy of large-scale asset purchases at the zero lower bound 0 0 1 204 0 0 9 636
To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions 0 0 0 9 0 0 18 46
Tracking U.S. GDP in Real Time 0 0 1 30 0 1 13 314
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 0 0 1 8 18
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 25 0 2 13 126
Yield curve in an estimated nonlinear macro model 0 0 0 77 0 0 9 208
Total Journal Articles 4 10 35 1,222 43 84 616 4,798
1 registered items for which data could not be found
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Statistics updated 2026-10-11