Access Statistics for Taeyoung Doh

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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 21 0 6 6 107
A Bayesian evaluation of alternative models of trend inflation 0 0 1 92 2 7 13 290
Assessing Macroeconomic Tail Risks in a Data-Rich Environment 0 0 0 20 5 8 12 56
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 2 2 54
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 0 0 2 56 7 20 32 175
Heterogeneity in Household Inflation Expectations: Policy Implications 0 0 0 16 1 8 16 33
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 0 0 1 30 2 9 10 28
Long Run Risks in the Term Structure of Interest Rates: Estimation 0 0 0 10 1 8 9 75
Long run risks in the term structure of interest rates: estimation 0 0 0 64 2 6 9 171
Monetary Policy Regime Shifts and Inflation Persistence 0 0 0 0 0 3 7 148
Monetary policy regime shifts and inflation persistence 0 0 0 252 2 7 8 534
Non-stationary Hours in a DSGE Model 0 0 1 123 3 12 15 384
Non-stationary hours in a DSGE model 0 0 0 282 0 10 15 746
Reconciling VAR-based Forecasts with Survey Forecasts 0 0 0 37 0 4 4 55
Shocks, Frictions, and Policy Regimes: Understanding Inflation after the COVID-19 Pandemic 0 0 0 10 1 6 9 25
Text Sentiment About Monetary Policy 0 8 10 10 0 12 15 15
The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments 0 3 3 18 13 39 63 128
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 25 1 4 8 82
The state space representation and estimation of a time-varying parameter VAR with stochastic volatility 0 1 2 138 1 9 17 399
Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data 0 0 0 38 0 4 11 61
What does the yield curve tell us about the Federal Reserve's implicit inflation target? 0 0 0 97 2 12 14 469
Yield curve and monetary policy expectations in small open economies 0 0 0 61 1 3 12 123
Yield curve in an estimated nonlinear macro model 0 0 0 134 3 12 16 347
Total Working Papers 0 12 21 1,549 47 211 323 4,505

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 1 2 18 1 6 16 67
Analysis of loan guarantees among the Korean Chaebol affiliates 1 1 2 55 1 9 12 206
Assessing the Risk of Extreme Unemployment Outcomes 0 0 0 8 1 4 7 34
Changing Credit Profile of Consumers: Aging Versus the Business Cycle 0 0 0 3 1 3 6 34
Evaluating alternative models of trend inflation 0 0 3 149 0 12 25 389
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 1 2 2 4 2 12 17 22
Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade? 0 0 1 22 3 9 20 95
Has the effect of monetary policy announcements on asset prices changed? 0 0 1 52 3 11 16 222
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 6 0 2 4 54
Have Lags in Monetary Policy Transmission Shortened? 1 1 1 16 4 19 32 85
Heterogeneity in Household Inflation Expectations and Monetary Policy 0 0 2 2 3 12 18 18
How Do Financial Markets Perceive the Balance of Risks to the Policy Rate? 0 0 0 0 0 7 14 15
How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing 0 1 4 49 5 15 53 195
Inflation Persistence as an Outcome of Monetary Policy 2 2 2 2 9 9 9 9
Is unemployment helpful in understanding inflation? 0 0 1 36 0 9 17 161
LONG‐RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION 0 0 0 0 0 2 5 74
Measuring the Stance of Monetary Policy on and off the Zero Lower Bound 1 1 2 60 2 6 13 209
Monetary Policy Regime Shifts and Inflation Persistence 1 2 4 117 3 15 25 343
Monetary Policy Stance Is Tighter than Federal Funds Rate 1 1 5 59 4 11 23 151
Non-stationary Hours in a DSGE Model 0 0 0 128 4 13 18 431
Non‐stationary Hours in a DSGE Model 0 1 2 8 1 13 19 50
Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate 0 0 3 26 5 30 45 177
Should monetary policy monitor risk premiums in financial markets? 0 0 0 26 5 9 9 98
Should monetary policy monitor risk premiums in financial markets? 0 0 0 14 0 5 6 49
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 0 0 0 1 1 8 13 23
The efficacy of large-scale asset purchases at the zero lower bound 0 0 3 204 2 5 9 633
To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions 0 0 1 9 1 6 15 38
Tracking U.S. GDP in Real Time 1 1 1 30 1 7 12 310
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 0 0 3 3 13
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 25 0 1 6 119
Yield curve in an estimated nonlinear macro model 0 0 1 77 1 3 8 203
Total Journal Articles 9 14 43 1,206 63 276 495 4,527
1 registered items for which data could not be found
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Statistics updated 2026-03-04