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 0 1 3 279
A Bayesian evaluation of alternative models of trend inflation 0 0 2 21 0 0 2 101
Assessing Macroeconomic Tail Risks in a Data-Rich Environment 0 0 0 20 0 2 3 46
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 0 1 52
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 0 1 1 55 5 7 12 152
Heterogeneity in Household Inflation Expectations: Policy Implications 0 0 1 16 0 1 5 19
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 0 1 1 30 0 1 1 19
Long Run Risks in the Term Structure of Interest Rates: Estimation 0 0 0 10 0 1 4 67
Long run risks in the term structure of interest rates: estimation 0 0 0 64 1 1 3 164
Monetary Policy Regime Shifts and Inflation Persistence 0 0 0 0 1 1 1 142
Monetary policy regime shifts and inflation persistence 0 0 0 252 0 0 3 526
Non-stationary Hours in a DSGE Model 1 1 1 123 1 1 4 371
Non-stationary hours in a DSGE model 0 0 0 282 1 1 2 732
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 1 5 19
The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments 0 0 0 15 0 2 19 70
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 25 0 0 2 75
The state space representation and estimation of a time-varying parameter VAR with stochastic volatility 0 1 1 137 0 2 4 385
Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data 0 0 1 38 1 1 4 52
What does the yield curve tell us about the Federal Reserve's implicit inflation target? 0 0 0 97 0 0 5 457
Yield curve and monetary policy expectations in small open economies 0 0 0 61 0 2 3 113
Yield curve in an estimated nonlinear macro model 0 0 0 134 2 2 5 333
Total Working Papers 1 4 10 1,534 12 27 92 4,225

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 1 3 14 58
Analysis of loan guarantees among the Korean Chaebol affiliates 0 1 2 54 0 1 5 196
Assessing the Risk of Extreme Unemployment Outcomes 0 0 0 8 1 1 3 29
Changing Credit Profile of Consumers: Aging Versus the Business Cycle 0 0 0 3 0 0 0 28
Evaluating alternative models of trend inflation 0 1 3 149 0 4 20 376
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 0 0 2 0 1 2 6
Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade? 1 1 2 22 7 8 13 85
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 6 1 1 2 51
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 51 0 0 3 208
Have Lags in Monetary Policy Transmission Shortened? 0 0 3 15 2 4 17 59
How Do Financial Markets Perceive the Balance of Risks to the Policy Rate? 0 0 0 0 1 3 4 4
How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing 0 0 4 47 8 17 47 171
Is unemployment helpful in understanding inflation? 0 0 2 36 1 3 12 152
LONG‐RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION 0 0 0 0 1 2 2 71
Measuring the Stance of Monetary Policy on and off the Zero Lower Bound 0 0 1 58 0 0 9 199
Monetary Policy Regime Shifts and Inflation Persistence 0 0 5 114 1 2 12 323
Monetary Policy Stance Is Tighter than Federal Funds Rate 0 0 5 56 1 2 20 136
Non-stationary Hours in a DSGE Model 0 0 0 128 1 1 2 414
Non‐stationary Hours in a DSGE Model 1 1 1 7 1 1 2 32
Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate 2 2 4 26 3 5 15 142
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 0 0 43
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 0 0 2 5 1 4 16 48
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 0 0 0 1 0 1 4 12
The efficacy of large-scale asset purchases at the zero lower bound 0 0 3 203 0 0 7 627
To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions 0 0 1 9 1 1 3 25
Tracking U.S. GDP in Real Time 0 0 0 29 2 2 4 301
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 0 0 1 113
Yield curve in an estimated nonlinear macro model 0 0 1 77 1 2 4 199
Total Journal Articles 4 6 40 1,188 35 69 244 4,207

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Statistics updated 2025-09-05