Access Statistics for Emanuel Moench

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 KISS for Central Bank Communication in Times of High Inflation 6 6 6 6 2 4 5 5
A KISS for central bank communication in times of high inflation 0 0 2 5 0 0 23 24
A KISS for central bank communication in times of high inflation 0 0 0 7 2 4 19 25
A Look at the Accuracy of Policy Expectations 0 0 0 23 0 2 10 39
Anchored Inflation Expectations 0 0 2 111 4 5 29 340
Anchored inflation expectations 0 0 5 144 1 4 26 323
Carbon Intensity, Productivity, and Growth 0 0 2 25 0 0 18 65
Clear, consistent and engaging: ECB monetary policy communication in a changing world 0 1 2 70 2 6 33 264
Climate change and monetary policy in the euro area 0 3 27 368 3 13 95 883
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 2 21 1 1 12 31
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 0 19 3 3 14 38
Decomposing real and nominal yield curves 0 0 0 132 2 6 40 378
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 44 0 3 19 84
Dynamic Leverage Asset Pricing 0 0 2 143 0 0 21 313
Dynamic Leverage Asset Pricing 0 0 2 204 0 0 19 532
Dynamic hierarchical factor models 0 0 1 183 5 6 25 677
Energy-Saving Technology Shocks, Emissions, and the Macroeconomy 0 0 0 0 0 0 0 0
Energy-Saving Technology Shocks, Emissions, and the Macroeconomy 0 0 0 4 0 1 8 13
Equity premium predictability over the business cycle 0 0 2 33 1 2 24 80
Equity premium predictability over the business cycle 0 1 2 21 3 4 29 90
Extreme Weather Events, Fiscal Space, and the Term Structure of Sovereign Debt 9 11 11 11 4 7 10 10
Factor-Augmented VARs with Noisy Factor Proxies 1 1 4 4 2 4 16 16
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 10 153
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 1 23 846
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 0 0 0 7 2 2 75 94
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 0 0 0 28 0 1 133 160
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 0 0 397 1 2 28 1,127
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 0 1 103 2 4 13 172
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 1 1 19 106
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 1 1 13 43
Fundamental disagreement 0 0 0 51 2 5 18 233
Fundamental disagreement 0 0 1 56 0 2 11 315
Household Beliefs about Fiscal Dominance 1 1 1 10 2 2 29 40
Household Beliefs about Fiscal Dominance 0 0 0 0 3 3 10 10
Household Beliefs about Fiscal Dominance 0 0 2 9 1 3 33 60
Household Beliefs about Fiscal Dominance 0 1 1 1 3 5 8 8
Household Beliefs about Fiscal Dominance 1 1 1 10 3 3 14 30
Household Beliefs about Fiscal Dominance 3 3 3 3 2 3 3 3
How Do We Learn About the Long Run? 0 0 1 16 2 4 22 56
Interest Rate Derivatives and Monetary Policy Expectations 0 0 2 48 0 1 17 70
Is There Hope for the Expectations Hypothesis? 0 0 2 14 1 1 21 45
Macro risk premium and intermediary balance sheet quantities 0 0 1 187 1 1 12 427
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 0 0 11 39
Mining Shocks, Blockchain Security, and the Value of Bitcoin 0 0 0 0 1 2 3 3
Noisy Information and Fundamental Disagreement 0 0 0 20 0 2 11 223
OTC discount 0 0 0 34 1 1 25 179
OTC discount 0 0 1 25 2 3 19 89
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 1 14 0 0 15 29
Pricing the term structure with linear regressions 0 2 5 259 6 16 44 713
Procyclical Asset Management and Bond Risk Premia 0 0 0 1 0 1 9 23
Procyclical asset management and bond risk premia 0 0 0 14 1 2 17 63
Procyclical asset management and bond risk premia 0 0 1 13 0 2 16 44
Reaching for Beta 6 8 8 8 0 1 1 1
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 1 3 18 150
Regression-based estimation of dynamic asset pricing models 0 0 0 117 0 1 20 319
Safe asset scarcity, collateral reuse, and market functioning 0 0 0 9 0 4 21 46
Safe asset shortage and collateral reuse 0 0 1 16 9 9 20 59
Safe asset shortage and collateral reuse 0 0 0 8 0 0 17 33
Sectoral Price Data and Models of Price Setting 0 0 2 47 2 3 21 172
Sectoral Price Data and Models of Price Setting 0 0 0 139 0 0 9 659
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 0 8 27
The ECB’s price stability framework: past experience, and current and future challenges 1 1 1 62 4 9 55 258
The Pre-FOMC Announcement Drift: More Recent Evidence 0 0 6 176 2 7 46 498
The Puzzling Pre-FOMC Announcement “Drift” 0 0 2 17 1 3 11 53
The Term Structure of Expectations 0 0 0 35 1 2 23 107
The asymmetric and persistent effects of Fed policy on global bond yields 1 3 12 44 2 13 57 145
The impact of extreme weather events on the term structure of sovereign debt 1 1 21 24 2 2 52 57
The persistent effects of a false news shock 0 0 0 72 0 0 21 333
The pre-FOMC announcement drift 0 1 1 107 8 30 70 640
The term structure of expectations and bond yields 0 0 8 190 6 11 54 606
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 0 0 28 645
Towards a monthly business cycle chronology for the euro area 1 1 1 154 1 2 16 434
Treasury Term Premia: 1961-Present 0 0 1 70 5 6 19 206
What Moves Treasury Yields? 0 0 3 48 1 1 15 123
What Moves Treasury Yields? 0 0 2 122 3 4 22 261
What drives long-run inflation expectations? 0 0 0 190 1 1 9 682
What predicts U.S. recessions? 0 0 1 73 0 0 19 186
Would Households Understand Average Inflation Targeting? 0 0 0 5 0 0 4 43
Would households understand average inflation targeting? 0 0 0 32 1 1 65 101
Total Working Papers 31 46 167 5,464 123 262 1,898 16,477

Journal Article 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 0 0 1 1 7 7
A hierarchical factor analysis of U.S. housing market dynamics 0 0 1 4 1 2 5 59
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 117 0 1 24 364
Anchored Inflation Expectations 0 0 9 75 4 8 47 225
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 0 0 1 11 1 1 12 80
Decomposing real and nominal yield curves 1 2 5 307 4 10 65 1,019
Dynamic Hierarchical Factor Model 1 2 4 161 4 6 38 795
Equity Premium Predictability over the Business Cycle 0 1 1 1 1 5 6 6
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 0 0 2 268 1 1 13 724
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 2 3 4 29 2 4 12 112
Fundamental disagreement 0 0 1 114 0 3 37 439
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 0 0 6 37
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 1 2 28 521
Natural disasters as macroeconomic tail risks 0 1 7 9 0 5 29 53
OTC Discount 0 0 0 0 1 3 3 3
Pricing the term structure with linear regressions 0 2 19 405 9 26 167 1,488
Regression-based estimation of dynamic asset pricing models 0 1 2 88 1 5 26 330
Sectoral price data and models of price setting 0 0 1 64 0 0 11 267
Term structure surprises: the predictive content of curvature, level, and slope 0 0 4 100 1 2 14 228
The Pre-FOMC Announcement Drift 1 2 10 150 7 21 61 549
The persistent effects of a false news shock 0 0 0 32 1 1 17 251
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 82 1 1 10 261
What moves treasury yields? 2 2 4 22 5 7 29 111
What predicts US recessions? 0 2 5 136 0 3 18 387
Why is the market share of adjustable-rate mortgages so low? 0 0 0 38 0 0 36 222
Would households understand average inflation targeting? 0 0 0 9 1 4 24 80
Total Journal Articles 7 18 80 2,433 47 122 745 8,618

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 6 40 2 7 39 182
Total Chapters 1 2 6 40 2 7 39 182

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Statistics updated 2026-09-10