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 21 0 6 6 107
A Bayesian evaluation of alternative models of trend inflation 0 0 1 92 2 8 15 292
Assessing Macroeconomic Tail Risks in a Data-Rich Environment 0 0 0 20 3 10 15 59
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 2 4 4 56
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 0 0 2 56 5 20 37 180
Heterogeneity in Household Inflation Expectations: Policy Implications 0 0 0 16 2 6 18 35
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 0 0 1 30 0 9 10 28
Long Run Risks in the Term Structure of Interest Rates: Estimation 0 0 0 10 1 5 10 76
Long run risks in the term structure of interest rates: estimation 0 0 0 64 4 7 13 175
Monetary Policy Regime Shifts and Inflation Persistence 0 0 0 0 1 3 8 149
Monetary policy regime shifts and inflation persistence 0 0 0 252 0 5 8 534
Non-stationary Hours in a DSGE Model 0 0 1 123 1 11 16 385
Non-stationary hours in a DSGE model 0 0 0 282 0 7 15 746
Reconciling VAR-based Forecasts with Survey Forecasts 0 0 0 37 0 3 4 55
Shocks, Frictions, and Policy Regimes: Understanding Inflation after the COVID-19 Pandemic 0 0 0 10 1 4 9 26
Text Sentiment About Monetary Policy 0 1 10 10 2 8 17 17
The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments 0 2 3 18 8 30 70 136
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 25 1 4 9 83
The state space representation and estimation of a time-varying parameter VAR with stochastic volatility 0 1 2 138 2 7 19 401
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 13 15 471
Yield curve and monetary policy expectations in small open economies 0 0 0 61 0 2 12 123
Yield curve in an estimated nonlinear macro model 0 0 0 134 1 11 17 348
Total Working Papers 0 4 21 1,549 38 187 358 4,543

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 1 1 3 19 2 6 18 69
Analysis of loan guarantees among the Korean Chaebol affiliates 0 1 2 55 0 6 11 206
Assessing the Risk of Extreme Unemployment Outcomes 0 0 0 8 0 3 7 34
Changing Credit Profile of Consumers: Aging Versus the Business Cycle 0 0 0 3 0 3 6 34
Evaluating alternative models of trend inflation 0 0 3 149 0 7 23 389
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 2 2 4 0 8 17 22
Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade? 0 0 1 22 6 14 25 101
Has the effect of monetary policy announcements on asset prices changed? 0 0 1 52 3 13 19 225
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 6 2 4 6 56
Have Lags in Monetary Policy Transmission Shortened? 0 1 1 16 2 13 34 87
Heterogeneity in Household Inflation Expectations and Monetary Policy 2 2 4 4 4 13 22 22
How Do Financial Markets Perceive the Balance of Risks to the Policy Rate? 0 0 0 0 1 4 15 16
How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing 1 2 5 50 3 17 52 198
Inflation Persistence as an Outcome of Monetary Policy 0 2 2 2 2 11 11 11
Is unemployment helpful in understanding inflation? 0 0 1 36 1 10 16 162
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 0 1 2 60 1 6 14 210
Monetary Policy Regime Shifts and Inflation Persistence 0 1 4 117 1 12 25 344
Monetary Policy Stance Is Tighter than Federal Funds Rate 0 1 4 59 4 12 24 155
Non-stationary Hours in a DSGE Model 0 0 0 128 0 11 18 431
Non‐stationary Hours in a DSGE Model 0 0 2 8 1 10 20 51
Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate 0 0 3 26 4 21 49 181
Should monetary policy monitor risk premiums in financial markets? 0 0 0 26 0 9 9 98
Should monetary policy monitor risk premiums in financial markets? 0 0 0 14 0 3 6 49
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 0 0 0 1 1 7 14 24
The efficacy of large-scale asset purchases at the zero lower bound 0 0 3 204 0 3 9 633
To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions 0 0 0 9 2 8 16 40
Tracking U.S. GDP in Real Time 0 1 1 30 1 6 13 311
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 0 0 2 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 0 3 7 203
Total Journal Articles 4 15 45 1,210 41 248 520 4,568
1 registered items for which data could not be found
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Statistics updated 2026-04-09