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 1 1 5 5 5 8 10 10
A KISS for central bank communication in times of high inflation 0 0 7 7 3 4 13 13
A Look at the Accuracy of Policy Expectations 0 0 0 23 1 2 4 31
Anchored Inflation Expectations 0 0 3 109 3 11 16 323
Anchored inflation expectations 1 1 1 140 3 7 12 304
Carbon Intensity, Productivity, and Growth 0 1 5 25 4 8 19 56
Clear, consistent and engaging: ECB monetary policy communication in a changing world 0 0 5 69 2 5 30 237
Climate change and monetary policy in the euro area 8 16 39 358 11 35 110 828
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 1 1 1 20 2 2 2 21
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 2 19 2 3 7 27
Decomposing real and nominal yield curves 0 0 1 132 0 2 9 340
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 2 3 9 68
Dynamic Leverage Asset Pricing 0 0 1 202 2 7 13 522
Dynamic Leverage Asset Pricing 0 1 1 142 3 10 16 304
Dynamic hierarchical factor models 1 1 3 183 2 4 12 657
Energy-Saving Technology Shocks, Emissions, and the Macroeconomy 0 0 4 4 1 4 10 10
Equity premium predictability over the business cycle 0 1 2 32 2 9 15 66
Equity premium predictability over the business cycle 0 0 0 19 5 10 17 72
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 1 3 3 146
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 5 11 14 835
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 0 0 7 7 0 42 64 64
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 0 0 1 28 81 120 132 148
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 0 2 397 0 3 10 1,102
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 0 0 102 0 1 4 160
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 4 5 6 92
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 0 1 4 31
Fundamental disagreement 0 0 0 51 3 4 6 219
Fundamental disagreement 0 0 1 55 3 5 9 309
Household Beliefs about Fiscal Dominance 0 1 8 8 6 14 42 42
Household Beliefs about Fiscal Dominance 0 0 0 0 1 2 3 3
Household Beliefs about Fiscal Dominance 0 0 9 9 3 5 17 17
Household Beliefs about Fiscal Dominance 0 0 9 9 3 6 22 22
How Do We Learn About the Long Run? 0 0 15 15 2 6 42 42
Interest Rate Derivatives and Monetary Policy Expectations 0 0 1 46 2 3 5 56
Is There Hope for the Expectations Hypothesis? 1 1 5 14 4 9 24 34
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 2 2 5 418
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 1 2 2 30
Noisy Information and Fundamental Disagreement 0 0 0 20 3 3 4 215
OTC discount 0 0 0 34 2 7 9 161
OTC discount 0 1 1 25 2 4 12 74
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 2 4 4 18
Pricing the term structure with linear regressions 0 1 7 255 6 15 25 684
Procyclical Asset Management and Bond Risk Premia 0 0 0 1 2 4 5 18
Procyclical asset management and bond risk premia 0 0 0 12 0 6 6 34
Procyclical asset management and bond risk premia 0 0 0 14 2 5 9 51
Regression Based Estimation of Dynamic Asset Pricing Models 0 1 1 49 2 5 9 138
Regression-based estimation of dynamic asset pricing models 0 0 0 117 2 2 5 301
Safe asset scarcity, collateral reuse, and market functioning 0 0 0 9 3 5 10 31
Safe asset shortage and collateral reuse 0 0 0 15 1 1 3 40
Safe asset shortage and collateral reuse 0 0 0 8 5 7 11 23
Sectoral Price Data and Models of Price Setting 0 0 1 45 0 5 7 156
Sectoral Price Data and Models of Price Setting 0 0 0 139 1 2 5 654
Survey Measures of Expectations for the Policy Rate 0 0 0 31 2 3 3 22
The ECB’s price stability framework: past experience, and current and future challenges 0 0 3 61 8 18 47 224
The Pre-FOMC Announcement Drift: More Recent Evidence 0 2 7 172 9 15 31 470
The Puzzling Pre-FOMC Announcement “Drift” 0 1 1 16 1 2 6 45
The Term Structure of Expectations 0 0 3 35 1 4 10 88
The asymmetric and persistent effects of Fed policy on global bond yields 2 3 9 36 9 17 43 106
The impact of extreme weather events on the term structure of sovereign debt 1 2 18 18 8 16 27 27
The persistent effects of a false news shock 0 0 0 72 1 2 4 315
The pre-FOMC announcement drift 0 0 0 106 7 14 26 584
The term structure of expectations and bond yields 1 1 7 184 5 10 35 565
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 2 5 8 622
Towards a monthly business cycle chronology for the euro area 0 0 0 153 0 2 6 421
Treasury Term Premia: 1961-Present 0 0 5 69 0 3 18 191
What Moves Treasury Yields? 0 0 6 120 1 6 15 245
What Moves Treasury Yields? 0 1 2 46 1 3 6 111
What drives long-run inflation expectations? 0 0 0 190 2 3 4 676
What predicts U.S. recessions? 0 0 0 72 2 3 8 170
Would Households Understand Average Inflation Targeting? 0 0 0 5 1 1 5 40
Would households understand average inflation targeting? 0 0 0 32 24 29 34 66
Total Working Papers 17 38 210 5,355 291 609 1,198 15,245

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 1 2 55
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 117 3 6 7 346
Anchored Inflation Expectations 1 2 9 69 5 11 36 193
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 0 0 1 10 1 1 4 69
Decomposing real and nominal yield curves 0 1 8 303 8 24 64 982
Dynamic Hierarchical Factor Model 0 0 4 157 3 13 27 772
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 0 1 3 267 2 4 13 715
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 1 1 2 26 2 2 7 102
Fundamental disagreement 0 1 8 114 3 10 33 416
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 1 2 4 33
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 2 6 13 499
Natural disasters as macroeconomic tail risks 1 2 5 5 2 8 36 36
Pricing the term structure with linear regressions 3 8 30 395 23 58 146 1,382
Regression-based estimation of dynamic asset pricing models 0 0 3 86 3 7 15 311
Sectoral price data and models of price setting 0 0 1 63 1 1 9 257
Term structure surprises: the predictive content of curvature, level, and slope 1 3 3 99 3 6 8 220
The Pre-FOMC Announcement Drift 0 3 9 143 3 16 39 507
The persistent effects of a false news shock 0 0 1 32 1 3 9 238
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 1 82 1 2 6 253
What moves treasury yields? 0 0 3 18 3 7 21 91
What predicts US recessions? 0 1 3 132 1 4 16 375
Why is the market share of adjustable-rate mortgages so low? 0 0 0 38 1 3 4 190
Would households understand average inflation targeting? 0 0 0 9 0 1 11 59
Total Journal Articles 7 23 94 2,379 72 196 530 8,101

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 0 1 2 35 5 15 41 159
Total Chapters 0 1 2 35 5 15 41 159

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Statistics updated 2026-01-09