Access Statistics for Emanuel Moench

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A KISS for central bank communication in times of high inflation 0 0 5 5 4 11 23 23
A KISS for central bank communication in times of high inflation 0 0 7 7 2 3 20 20
A Look at the Accuracy of Policy Expectations 0 0 0 23 2 3 9 37
Anchored Inflation Expectations 0 1 4 111 2 4 26 335
Anchored inflation expectations 0 4 5 144 5 10 22 317
Carbon Intensity, Productivity, and Growth 0 0 4 25 2 5 23 64
Clear, consistent and engaging: ECB monetary policy communication in a changing world 0 0 3 69 7 12 36 255
Climate change and monetary policy in the euro area 1 4 36 364 10 21 114 866
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 2 21 4 6 11 30
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 1 19 3 4 13 35
Decomposing real and nominal yield curves 0 0 0 132 4 15 37 371
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 1 5 19 81
Dynamic Leverage Asset Pricing 0 1 2 143 0 3 22 313
Dynamic Leverage Asset Pricing 1 2 3 204 4 6 20 531
Dynamic hierarchical factor models 0 0 3 183 2 8 21 668
Energy-Saving Technology Shocks, Emissions, and the Macroeconomy 0 0 4 4 1 2 12 12
Equity premium predictability over the business cycle 0 0 1 20 2 9 28 85
Equity premium predictability over the business cycle 0 0 3 33 3 6 22 76
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 2 2 9 152
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 2 5 22 845
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 0 0 1 7 2 8 86 90
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 0 0 1 28 3 3 141 159
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 0 0 397 4 6 31 1,125
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 0 1 103 1 3 10 167
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 2 6 14 42
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 5 10 18 105
Fundamental disagreement 0 0 0 51 3 4 13 228
Fundamental disagreement 0 0 1 56 0 1 8 312
Household Beliefs about Fiscal Dominance 0 0 0 0 0 2 6 6
Household Beliefs about Fiscal Dominance 0 0 2 9 1 3 18 27
Household Beliefs about Fiscal Dominance 0 0 1 9 3 12 30 38
Household Beliefs about Fiscal Dominance 0 1 4 9 4 7 38 56
How Do We Learn About the Long Run? 0 0 16 16 5 5 49 50
Interest Rate Derivatives and Monetary Policy Expectations 0 0 3 48 4 9 16 68
Is There Hope for the Expectations Hypothesis? 0 0 2 14 3 6 22 44
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 2 3 11 425
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 3 6 11 39
Noisy Information and Fundamental Disagreement 0 0 0 20 1 1 8 220
OTC discount 0 0 1 25 5 8 19 86
OTC discount 0 0 0 34 4 7 23 177
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 3 6 14 28
Pricing the term structure with linear regressions 0 1 5 257 3 7 31 696
Procyclical Asset Management and Bond Risk Premia 0 0 0 1 1 1 7 20
Procyclical asset management and bond risk premia 0 0 0 14 2 6 13 59
Procyclical asset management and bond risk premia 0 0 0 12 1 1 12 40
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 1 4 16 147
Regression-based estimation of dynamic asset pricing models 0 0 0 117 4 11 18 316
Safe asset scarcity, collateral reuse, and market functioning 0 0 0 9 2 6 18 42
Safe asset shortage and collateral reuse 0 0 1 16 3 7 12 50
Safe asset shortage and collateral reuse 0 0 0 8 1 7 17 31
Sectoral Price Data and Models of Price Setting 0 0 1 45 8 8 18 167
Sectoral Price Data and Models of Price Setting 0 0 0 139 3 3 10 659
Survey Measures of Expectations for the Policy Rate 0 0 0 31 1 3 8 27
The ECB’s price stability framework: past experience, and current and future challenges 0 0 2 61 6 13 54 247
The Pre-FOMC Announcement Drift: More Recent Evidence 0 4 8 176 5 17 45 491
The Puzzling Pre-FOMC Announcement “Drift” 0 0 1 16 2 4 7 49
The Term Structure of Expectations 0 0 3 35 5 12 26 105
The asymmetric and persistent effects of Fed policy on global bond yields 1 4 11 41 7 22 58 130
The impact of extreme weather events on the term structure of sovereign debt 0 4 23 23 4 17 53 53
The persistent effects of a false news shock 0 0 0 72 5 12 20 332
The pre-FOMC announcement drift 0 0 0 106 8 19 47 608
The term structure of expectations and bond yields 2 5 11 190 5 17 55 594
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 2 8 29 645
Towards a monthly business cycle chronology for the euro area 0 0 0 153 0 3 17 432
Treasury Term Premia: 1961-Present 0 0 4 69 3 4 19 196
What Moves Treasury Yields? 1 1 3 48 7 8 14 122
What Moves Treasury Yields? 0 0 4 122 2 6 20 256
What drives long-run inflation expectations? 0 0 0 190 2 3 7 680
What predicts U.S. recessions? 0 1 1 73 2 11 21 186
Would Households Understand Average Inflation Targeting? 0 0 0 5 0 0 7 43
Would households understand average inflation targeting? 0 0 0 32 2 3 63 99
Total Working Papers 6 33 196 5,407 217 499 1,837 16,130

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A hierarchical factor analysis of U.S. housing market dynamics 0 1 1 4 1 2 4 57
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 117 5 10 24 363
Anchored Inflation Expectations 0 3 10 73 9 17 48 213
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 1 1 1 11 7 7 12 79
Decomposing real and nominal yield curves 0 0 4 304 6 16 66 1,005
Dynamic Hierarchical Factor Model 1 2 4 159 7 12 34 787
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 0 0 3 268 3 5 16 723
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 0 0 2 26 1 2 10 108
Fundamental disagreement 0 0 3 114 4 11 41 435
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 0 1 7 37
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 4 10 29 518
Natural disasters as macroeconomic tail risks 0 1 6 8 4 7 31 47
Pricing the term structure with linear regressions 1 5 30 403 15 47 174 1,449
Regression-based estimation of dynamic asset pricing models 0 0 2 86 3 9 22 324
Sectoral price data and models of price setting 0 0 1 64 3 3 15 265
Term structure surprises: the predictive content of curvature, level, and slope 0 0 4 100 1 2 11 225
The Pre-FOMC Announcement Drift 0 3 12 146 7 14 52 526
The persistent effects of a false news shock 0 0 0 32 2 5 14 247
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 1 82 1 2 11 260
What moves treasury yields? 0 2 2 20 0 4 25 104
What predicts US recessions? 1 1 3 133 1 5 17 382
Why is the market share of adjustable-rate mortgages so low? 0 0 0 38 4 11 34 220
Would households understand average inflation targeting? 0 0 0 9 4 7 25 75
Total Journal Articles 4 19 89 2,408 92 209 722 8,449

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The term structures of global yields 1 2 4 38 7 10 40 174
Total Chapters 1 2 4 38 7 10 40 174

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Statistics updated 2026-05-06