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 1 5 8 284
A Bayesian evaluation of alternative models of trend inflation 0 0 0 21 0 0 0 101
Assessing Macroeconomic Tail Risks in a Data-Rich Environment 0 0 0 20 1 3 5 49
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 0 1 2 56 5 8 18 160
Heterogeneity in Household Inflation Expectations: Policy Implications 0 0 0 16 4 10 13 29
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 4 4 8 71
Long run risks in the term structure of interest rates: estimation 0 0 0 64 3 4 7 168
Monetary Policy Regime Shifts and Inflation Persistence 0 0 0 0 1 4 5 146
Monetary policy regime shifts and inflation persistence 0 0 0 252 2 3 4 529
Non-stationary Hours in a DSGE Model 0 0 1 123 2 3 7 374
Non-stationary hours in a DSGE model 0 0 0 282 3 7 9 739
Reconciling VAR-based Forecasts with Survey Forecasts 0 0 0 37 1 1 1 52
Shocks, Frictions, and Policy Regimes: Understanding Inflation after the COVID-19 Pandemic 0 0 0 10 3 3 6 22
Text Sentiment About Monetary Policy 7 9 9 9 6 9 9 9
The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments 1 1 1 16 17 34 47 106
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 25 1 3 6 79
The state space representation and estimation of a time-varying parameter VAR with stochastic volatility 0 0 1 137 4 9 12 394
Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data 0 0 0 38 0 4 7 57
What does the yield curve tell us about the Federal Reserve's implicit inflation target? 0 0 0 97 1 1 3 458
Yield curve and monetary policy expectations in small open economies 0 0 0 61 1 8 10 121
Yield curve in an estimated nonlinear macro model 0 0 0 134 2 4 9 337
Total Working Papers 8 11 17 1,545 62 127 195 4,356

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 2 18 2 4 16 63
Analysis of loan guarantees among the Korean Chaebol affiliates 0 0 1 54 3 4 7 200
Assessing the Risk of Extreme Unemployment Outcomes 0 0 0 8 1 2 5 31
Changing Credit Profile of Consumers: Aging Versus the Business Cycle 0 0 0 3 0 3 3 31
Evaluating alternative models of trend inflation 0 0 3 149 5 6 21 382
Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending 0 0 0 2 4 7 9 14
Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade? 0 0 1 22 1 1 12 87
Has the effect of monetary policy announcements on asset prices changed? 0 0 1 52 1 3 6 212
Has the effect of monetary policy announcements on asset prices changed? 0 0 0 6 0 1 2 52
Have Lags in Monetary Policy Transmission Shortened? 0 0 1 15 8 14 27 74
Heterogeneity in Household Inflation Expectations and Monetary Policy 0 0 2 2 3 4 9 9
How Do Financial Markets Perceive the Balance of Risks to the Policy Rate? 0 0 0 0 4 7 12 12
How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing 0 1 5 48 1 6 44 181
Is unemployment helpful in understanding inflation? 0 0 1 36 0 0 9 152
LONG‐RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION 0 0 0 0 0 1 3 72
Measuring the Stance of Monetary Policy on and off the Zero Lower Bound 0 0 1 59 1 4 9 204
Monetary Policy Regime Shifts and Inflation Persistence 1 2 3 116 4 6 15 332
Monetary Policy Stance Is Tighter than Federal Funds Rate 0 2 4 58 3 6 17 143
Non-stationary Hours in a DSGE Model 0 0 0 128 2 6 8 420
Non‐stationary Hours in a DSGE Model 1 1 2 8 4 9 11 41
Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate 0 0 4 26 13 18 30 160
Should monetary policy monitor risk premiums in financial markets? 0 0 0 14 2 3 3 46
Should monetary policy monitor risk premiums in financial markets? 0 0 0 26 0 0 0 89
The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence 0 0 0 1 2 5 8 17
The efficacy of large-scale asset purchases at the zero lower bound 0 1 3 204 2 3 9 630
To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions 0 0 1 9 0 4 10 32
Tracking U.S. GDP in Real Time 0 0 0 29 2 4 7 305
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 0 1 1 1 11
What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? 0 0 0 25 0 5 5 118
Yield curve in an estimated nonlinear macro model 0 0 1 77 0 1 5 200
Total Journal Articles 3 8 36 1,195 69 138 323 4,320
1 registered items for which data could not be found
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Statistics updated 2026-01-09