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 92 0 5 21 300
A Bayesian evaluation of alternative models of trend inflation 0 0 0 21 0 1 8 109
Assessing Macroeconomic Tail Risks in a Data-Rich Environment 0 0 0 20 0 0 15 61
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 0 9 61
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 0 0 2 57 1 3 39 186
Heterogeneity in Household Inflation Expectations: Policy Implications 0 1 1 17 1 3 24 43
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 0 0 0 30 0 0 11 30
Long Run Risks in the Term Structure of Interest Rates: Estimation 0 0 0 10 0 0 11 78
Long run risks in the term structure of interest rates: estimation 0 0 0 64 0 1 16 179
Monetary Policy Regime Shifts and Inflation Persistence 0 0 0 0 0 0 12 153
Monetary policy regime shifts and inflation persistence 0 0 0 252 2 3 12 538
Non-stationary Hours in a DSGE Model 0 0 1 123 0 1 17 387
Non-stationary hours in a DSGE model 0 0 0 282 0 1 18 749
Reconciling VAR-based Forecasts with Survey Forecasts 0 0 0 37 1 1 7 58
Shocks, Frictions, and Policy Regimes: Understanding Inflation after the COVID-19 Pandemic 0 0 0 10 0 1 9 28
Text Sentiment About Monetary Policy 0 0 10 10 0 1 19 19
The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments 0 0 3 18 4 20 96 166
The Equilibrium Term Structure of Equity and Interest Rates 0 0 0 25 0 0 12 87
The state space representation and estimation of a time-varying parameter VAR with stochastic volatility 0 0 1 138 1 3 20 405
Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data 0 0 0 38 0 1 12 63
What does the yield curve tell us about the Federal Reserve's implicit inflation target? 0 0 0 97 0 1 17 474
Yield curve and monetary policy expectations in small open economies 0 0 2 63 0 0 12 125
Yield curve in an estimated nonlinear macro model 0 0 0 134 0 1 22 353
Total Working Papers 0 1 20 1,553 10 47 439 4,652

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 0 2 15 72
Analysis of loan guarantees among the Korean Chaebol affiliates 0 0 1 55 1 1 14 210
Assessing the Risk of Extreme Unemployment Outcomes 0 0 0 8 0 0 7 35
Changing Credit Profile of Consumers: Aging Versus the Business Cycle 0 0 0 3 0 2 8 36
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 0 0 0 0 1 1 1 1
Evaluating alternative models of trend inflation 0 0 0 149 1 3 16 392
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 0 2 4 0 1 20 26
Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade? 0 0 1 22 0 1 25 103
Has the effect of monetary policy announcements on asset prices changed? 0 0 1 52 0 1 22 230
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 6 0 1 9 59
Have Lags in Monetary Policy Transmission Shortened? 0 0 1 16 1 14 52 109
Heterogeneity in Household Inflation Expectations and Monetary Policy 1 2 4 6 2 5 22 27
How Do Financial Markets Perceive the Balance of Risks to the Policy Rate? 0 0 0 0 2 4 21 24
How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing 1 1 4 51 3 11 52 215
Inflation Persistence as an Outcome of Monetary Policy 0 0 2 2 0 3 18 18
Is unemployment helpful in understanding inflation? 0 0 0 36 0 0 15 166
LONG‐RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION 0 0 0 0 0 0 5 75
Measuring the Stance of Monetary Policy on and off the Zero Lower Bound 0 0 2 60 1 3 17 216
Monetary Policy Regime Shifts and Inflation Persistence 0 0 3 117 1 2 26 348
Monetary Policy Stance Is Tighter than Federal Funds Rate 0 0 3 59 1 4 29 164
Non-stationary Hours in a DSGE Model 0 0 0 128 0 2 20 433
Non‐stationary Hours in a DSGE Model 0 0 2 8 0 1 24 55
Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate 0 0 2 26 0 3 47 186
Should monetary policy monitor risk premiums in financial markets? 0 1 1 15 1 2 12 55
Should monetary policy monitor risk premiums in financial markets? 0 0 0 26 1 3 13 102
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 1 1 1 2 1 3 18 30
The efficacy of large-scale asset purchases at the zero lower bound 0 0 1 204 0 1 9 636
To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions 0 0 0 9 0 2 22 46
Tracking U.S. GDP in Real Time 0 0 1 30 0 0 14 313
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 0 0 1 7 17
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 25 2 3 13 126
Yield curve in an estimated nonlinear macro model 0 0 0 77 0 1 10 208
Total Journal Articles 3 5 34 1,215 19 81 603 4,733
1 registered items for which data could not be found
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Statistics updated 2026-08-07