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 1 2 8 109
A Bayesian evaluation of alternative models of trend inflation 0 0 0 92 3 8 22 300
Assessing Macroeconomic Tail Risks in a Data-Rich Environment 0 0 0 20 0 2 15 61
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 5 9 61
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 0 1 3 57 0 5 40 185
Heterogeneity in Household Inflation Expectations: Policy Implications 0 1 1 17 1 7 24 42
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 0 0 1 30 0 2 12 30
Long Run Risks in the Term Structure of Interest Rates: Estimation 0 0 0 10 0 2 11 78
Long run risks in the term structure of interest rates: estimation 0 0 0 64 0 4 16 179
Monetary Policy Regime Shifts and Inflation Persistence 0 0 0 0 0 4 12 153
Monetary policy regime shifts and inflation persistence 0 0 0 252 1 2 10 536
Non-stationary Hours in a DSGE Model 0 0 1 123 1 2 17 387
Non-stationary hours in a DSGE model 0 0 0 282 0 3 18 749
Reconciling VAR-based Forecasts with Survey Forecasts 0 0 0 37 0 2 6 57
Shocks, Frictions, and Policy Regimes: Understanding Inflation after the COVID-19 Pandemic 0 0 0 10 1 2 9 28
Text Sentiment About Monetary Policy 0 0 10 10 0 2 19 19
The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments 0 0 3 18 7 26 93 162
The Equilibrium Term Structure of Equity and Interest Rates 0 0 0 25 0 4 12 87
The state space representation and estimation of a time-varying parameter VAR with stochastic volatility 0 0 2 138 0 3 21 404
Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data 0 0 0 38 0 2 12 63
What does the yield curve tell us about the Federal Reserve's implicit inflation target? 0 0 0 97 0 3 17 474
Yield curve and monetary policy expectations in small open economies 0 2 2 63 0 2 12 125
Yield curve in an estimated nonlinear macro model 0 0 0 134 0 5 22 353
Total Working Papers 0 4 23 1,553 15 99 437 4,642

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 3 16 72
Analysis of loan guarantees among the Korean Chaebol affiliates 0 0 2 55 0 3 14 209
Assessing the Risk of Extreme Unemployment Outcomes 0 0 0 8 0 1 7 35
Changing Credit Profile of Consumers: Aging Versus the Business Cycle 0 0 0 3 0 2 8 36
Evaluating alternative models of trend inflation 0 0 0 149 0 2 16 391
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 0 2 4 0 4 20 26
Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade? 0 0 1 22 1 2 25 103
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 6 0 3 9 59
Has the effect of monetary policy announcements on asset prices changed? 0 0 1 52 0 5 22 230
Have Lags in Monetary Policy Transmission Shortened? 0 0 1 16 7 21 52 108
Heterogeneity in Household Inflation Expectations and Monetary Policy 0 1 4 5 0 3 21 25
How Do Financial Markets Perceive the Balance of Risks to the Policy Rate? 0 0 0 0 2 6 21 22
How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing 0 0 3 50 1 14 52 212
Inflation Persistence as an Outcome of Monetary Policy 0 0 2 2 1 7 18 18
Is unemployment helpful in understanding inflation? 0 0 0 36 0 4 17 166
LONG‐RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION 0 0 0 0 0 1 6 75
Measuring the Stance of Monetary Policy on and off the Zero Lower Bound 0 0 2 60 0 5 16 215
Monetary Policy Regime Shifts and Inflation Persistence 0 0 3 117 0 3 26 347
Monetary Policy Stance Is Tighter than Federal Funds Rate 0 0 3 59 2 8 29 163
Non-stationary Hours in a DSGE Model 0 0 0 128 2 2 20 433
Non‐stationary Hours in a DSGE Model 0 0 2 8 0 4 24 55
Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate 0 0 2 26 1 5 49 186
Should monetary policy monitor risk premiums in financial markets? 0 0 0 26 0 3 12 101
Should monetary policy monitor risk premiums in financial markets? 0 1 1 15 0 5 11 54
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 0 0 0 1 1 5 18 29
The efficacy of large-scale asset purchases at the zero lower bound 0 0 1 204 1 3 9 636
To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions 0 0 0 9 0 6 22 46
Tracking U.S. GDP in Real Time 0 0 1 30 0 2 14 313
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 0 1 4 7 17
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 25 0 5 11 124
Yield curve in an estimated nonlinear macro model 0 0 0 77 0 5 11 208
Total Journal Articles 0 2 33 1,212 21 146 603 4,714
1 registered items for which data could not be found
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Statistics updated 2026-07-10