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 Look at the Accuracy of Policy Expectations 0 0 0 23 0 0 1 28
Anchored Inflation Expectations 0 1 2 107 1 2 9 309
Anchored inflation expectations 0 0 3 139 1 3 13 295
Carbon Intensity, Productivity, and Growth 0 1 8 21 0 4 16 41
Clear, consistent and engaging: ECB monetary policy communication in a changing world 0 1 6 66 3 7 42 219
Climate change and monetary policy in the euro area 1 5 59 328 8 21 139 752
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 0 19 0 0 3 19
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 1 3 18 0 1 5 22
Decomposing real and nominal yield curves 0 1 2 132 0 1 15 334
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 43 1 3 4 62
Dynamic Leverage Asset Pricing 0 0 0 201 1 2 7 511
Dynamic Leverage Asset Pricing 0 0 1 141 0 1 11 291
Dynamic hierarchical factor models 0 0 3 180 0 1 12 647
Equity premium predictability over the business cycle 0 0 0 19 0 2 3 57
Equity premium predictability over the business cycle 0 0 0 30 0 3 3 54
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 2 143
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 1 2 2 823
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 5 6 6 6 2 4 4 4
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 0 0 0 27 0 2 6 18
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 1 3 397 0 1 12 1,094
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 0 2 102 0 0 8 157
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 0 1 2 28
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 1 4 87
Fundamental disagreement 0 0 0 51 0 1 6 215
Fundamental disagreement 0 1 1 55 1 3 19 304
Household Beliefs about Fiscal Dominance 5 7 7 7 5 9 9 9
Household Beliefs about Fiscal Dominance 6 8 8 8 4 8 8 8
Household Beliefs about Fiscal Dominance 2 5 5 5 7 18 18 18
How Do We Learn About the Long Run? 0 0 0 0 1 1 1 1
Interest Rate Derivatives and Monetary Policy Expectations 0 0 1 45 0 0 2 52
Is There Hope for the Expectations Hypothesis? 0 1 12 12 0 7 20 22
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 0 1 2 414
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 0 0 0 28
Noisy Information and Fundamental Disagreement 0 0 0 20 0 0 3 212
OTC discount 0 0 1 24 2 4 11 67
OTC discount 0 0 1 34 0 2 9 154
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 0 0 1 14
Pricing the term structure with linear regressions 2 2 7 252 3 4 18 665
Procyclical Asset Management and Bond Risk Premia 0 0 0 1 0 0 1 13
Procyclical asset management and bond risk premia 0 0 0 14 0 4 4 46
Procyclical asset management and bond risk premia 0 0 0 12 0 0 1 28
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 0 1 4 131
Regression-based estimation of dynamic asset pricing models 0 0 2 117 0 0 5 298
Safe asset scarcity, collateral reuse, and market functioning 0 0 2 9 0 1 8 24
Safe asset shortage and collateral reuse 0 0 2 8 0 2 5 14
Safe asset shortage and collateral reuse 0 0 0 15 0 1 1 38
Sectoral Price Data and Models of Price Setting 0 0 0 139 0 0 0 649
Sectoral Price Data and Models of Price Setting 0 0 0 44 0 0 0 149
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 0 2 19
The ECB’s price stability framework: past experience, and current and future challenges 0 1 4 59 2 9 34 193
The Pre-FOMC Announcement Drift: More Recent Evidence 0 0 11 168 0 3 23 446
The Puzzling Pre-FOMC Announcement “Drift” 0 0 0 15 0 3 5 42
The Term Structure of Expectations 0 0 2 32 0 1 7 79
The asymmetric and persistent effects of Fed policy on global bond yields 1 1 30 30 2 5 72 72
The persistent effects of a false news shock 0 0 0 72 0 1 2 312
The pre-FOMC announcement drift 0 0 1 106 0 0 11 561
The term structure of expectations and bond yields 0 2 4 179 1 5 27 539
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 0 2 5 616
Towards a monthly business cycle chronology for the euro area 0 0 0 153 0 0 0 415
Treasury Term Premia: 1961-Present 0 0 3 65 2 3 15 177
What Moves Treasury Yields? 0 1 1 45 0 2 6 108
What Moves Treasury Yields? 1 4 7 118 1 5 13 236
What drives long-run inflation expectations? 0 0 2 190 0 1 5 673
What predicts U.S. recessions? 0 0 0 72 0 2 4 165
Would Households Understand Average Inflation Targeting? 0 0 1 5 0 1 2 36
Would households understand average inflation targeting? 0 0 0 32 1 3 4 36
Total Working Papers 23 50 213 5,211 50 175 716 14,293

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 0 0 3 0 0 1 53
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 117 0 0 3 339
Anchored Inflation Expectations 0 2 17 63 0 6 36 165
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 0 0 1 10 0 0 6 67
Decomposing real and nominal yield curves 0 1 18 300 0 8 53 939
Dynamic Hierarchical Factor Model 0 2 7 155 1 5 27 753
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 1 1 9 265 2 3 25 707
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 0 0 4 24 1 2 11 98
Fundamental disagreement 0 3 11 111 3 8 42 394
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 0 1 2 30
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 0 3 8 489
Natural disasters as macroeconomic tail risks 0 2 2 2 1 16 16 16
Pricing the term structure with linear regressions 1 4 25 373 9 26 108 1,275
Regression-based estimation of dynamic asset pricing models 0 0 3 84 1 2 14 302
Sectoral price data and models of price setting 0 1 5 63 0 1 11 250
Term structure surprises: the predictive content of curvature, level, and slope 0 0 9 96 1 2 17 214
The Pre-FOMC Announcement Drift 0 0 7 134 0 5 34 474
The persistent effects of a false news shock 0 0 1 32 1 3 6 233
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 1 81 0 2 6 249
What moves treasury yields? 1 2 6 18 2 7 25 79
What predicts US recessions? 0 1 6 130 4 6 15 365
Why is the market share of adjustable-rate mortgages so low? 0 0 0 38 0 0 3 186
Would households understand average inflation targeting? 0 0 3 9 0 0 10 50
Total Journal Articles 3 19 135 2,319 26 106 479 7,727

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 1 3 34 2 12 29 134
Total Chapters 1 1 3 34 2 12 29 134

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12