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 1 92 2 4 7 283
A Bayesian evaluation of alternative models of trend inflation 0 0 0 21 0 0 0 101
Assessing Macroeconomic Tail Risks in a Data-Rich Environment 0 0 0 20 1 2 5 48
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 0 0 52
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 0 1 2 56 2 3 13 155
Heterogeneity in Household Inflation Expectations: Policy Implications 0 0 0 16 2 6 10 25
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 0 0 1 30 0 0 1 19
Long Run Risks in the Term Structure of Interest Rates: Estimation 0 0 0 10 0 0 4 67
Long run risks in the term structure of interest rates: estimation 0 0 0 64 1 1 4 165
Monetary Policy Regime Shifts and Inflation Persistence 0 0 0 0 3 3 4 145
Monetary policy regime shifts and inflation persistence 0 0 0 252 1 1 3 527
Non-stationary Hours in a DSGE Model 0 0 1 123 1 1 5 372
Non-stationary hours in a DSGE model 0 0 0 282 4 4 6 736
Reconciling VAR-based Forecasts with Survey Forecasts 0 0 0 37 0 0 1 51
Shocks, Frictions, and Policy Regimes: Understanding Inflation after the COVID-19 Pandemic 0 0 0 10 0 0 3 19
Text Sentiment About Monetary Policy 2 2 2 2 3 3 3 3
The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments 0 0 0 15 9 19 30 89
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 25 2 3 5 78
The state space representation and estimation of a time-varying parameter VAR with stochastic volatility 0 0 1 137 1 5 8 390
Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data 0 0 0 38 3 5 7 57
What does the yield curve tell us about the Federal Reserve's implicit inflation target? 0 0 0 97 0 0 2 457
Yield curve and monetary policy expectations in small open economies 0 0 0 61 5 7 10 120
Yield curve in an estimated nonlinear macro model 0 0 0 134 2 2 7 335
Total Working Papers 2 3 9 1,537 42 69 138 4,294

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 1 17 0 3 15 61
Analysis of loan guarantees among the Korean Chaebol affiliates 0 0 1 54 1 1 4 197
Assessing the Risk of Extreme Unemployment Outcomes 0 0 0 8 0 1 4 30
Changing Credit Profile of Consumers: Aging Versus the Business Cycle 0 0 0 3 3 3 3 31
Evaluating alternative models of trend inflation 0 0 3 149 0 1 17 377
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 0 0 2 3 4 5 10
Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade? 0 0 1 22 0 1 11 86
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 6 1 1 2 52
Has the effect of monetary policy announcements on asset prices changed? 0 1 1 52 1 3 6 211
Have Lags in Monetary Policy Transmission Shortened? 0 0 1 15 3 7 19 66
Heterogeneity in Household Inflation Expectations and Monetary Policy 0 0 2 2 0 1 6 6
How Do Financial Markets Perceive the Balance of Risks to the Policy Rate? 0 0 0 0 3 4 8 8
How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing 0 1 5 48 1 9 47 180
Is unemployment helpful in understanding inflation? 0 0 1 36 0 0 10 152
LONG‐RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION 0 0 0 0 0 1 3 72
Measuring the Stance of Monetary Policy on and off the Zero Lower Bound 0 1 1 59 0 4 8 203
Monetary Policy Regime Shifts and Inflation Persistence 1 1 3 115 1 5 12 328
Monetary Policy Stance Is Tighter than Federal Funds Rate 1 2 4 58 1 4 14 140
Non-stationary Hours in a DSGE Model 0 0 0 128 1 4 6 418
Non‐stationary Hours in a DSGE Model 0 0 1 7 5 5 7 37
Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate 0 0 4 26 3 5 17 147
Should monetary policy monitor risk premiums in financial markets? 0 0 0 26 0 0 1 89
Should monetary policy monitor risk premiums in financial markets? 0 0 0 14 0 1 1 44
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 0 0 0 1 1 3 6 15
The efficacy of large-scale asset purchases at the zero lower bound 1 1 4 204 1 1 8 628
To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions 0 0 1 9 1 7 10 32
Tracking U.S. GDP in Real Time 0 0 0 29 2 2 5 303
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 0 0 0 0 10
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 25 4 5 6 118
Yield curve in an estimated nonlinear macro model 0 0 1 77 1 1 5 200
Total Journal Articles 3 7 35 1,192 37 87 266 4,251
1 registered items for which data could not be found
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