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 2 5 281
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 1 1 4 47
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 1 1 2 56 1 6 12 153
Heterogeneity in Household Inflation Expectations: Policy Implications 0 0 0 16 4 4 8 23
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 0 1 3 164
Monetary Policy Regime Shifts and Inflation Persistence 0 0 0 0 0 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 0 1 1 123 0 1 4 371
Non-stationary hours in a DSGE model 0 0 0 282 0 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 0 4 19
The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments 0 0 0 15 8 10 24 80
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 25 0 1 3 76
The state space representation and estimation of a time-varying parameter VAR with stochastic volatility 0 0 1 137 4 4 7 389
Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data 0 0 0 38 1 3 4 54
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 2 2 5 115
Yield curve in an estimated nonlinear macro model 0 0 0 134 0 2 5 333
Total Working Papers 1 2 9 1,535 23 39 104 4,252

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 2 4 16 61
Analysis of loan guarantees among the Korean Chaebol affiliates 0 0 2 54 0 0 4 196
Assessing the Risk of Extreme Unemployment Outcomes 0 0 0 8 1 2 4 30
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 0 3 149 1 1 19 377
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 0 0 2 0 1 2 7
Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade? 0 1 2 22 0 8 12 86
Has the effect of monetary policy announcements on asset prices changed? 0 1 1 52 1 2 5 210
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 6 0 1 1 51
Have Lags in Monetary Policy Transmission Shortened? 0 0 1 15 3 6 17 63
Heterogeneity in Household Inflation Expectations and Monetary Policy 0 0 2 2 1 1 6 6
How Do Financial Markets Perceive the Balance of Risks to the Policy Rate? 0 0 0 0 0 2 5 5
How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing 1 1 5 48 4 16 48 179
Is unemployment helpful in understanding inflation? 0 0 1 36 0 1 10 152
LONG‐RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION 0 0 0 0 1 2 3 72
Measuring the Stance of Monetary Policy on and off the Zero Lower Bound 0 1 1 59 3 4 11 203
Monetary Policy Regime Shifts and Inflation Persistence 0 0 2 114 1 5 12 327
Monetary Policy Stance Is Tighter than Federal Funds Rate 1 1 5 57 2 4 16 139
Non-stationary Hours in a DSGE Model 0 0 0 128 3 4 5 417
Non‐stationary Hours in a DSGE Model 0 1 1 7 0 1 2 32
Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate 0 2 4 26 2 5 14 144
Should monetary policy monitor risk premiums in financial markets? 0 0 0 14 1 1 1 44
Should monetary policy monitor risk premiums in financial markets? 0 0 0 26 0 0 1 89
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 0 0 0 1 2 2 5 14
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 3 7 9 31
Tracking U.S. GDP in Real Time 0 0 0 29 0 2 3 301
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 1 1 2 114
Yield curve in an estimated nonlinear macro model 0 0 1 77 0 1 4 199
Total Journal Articles 2 8 36 1,189 32 84 244 4,214
1 registered items for which data could not be found
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