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 1 1 2 29
Anchored Inflation Expectations 0 1 1 107 0 2 7 309
Anchored Inflation Expectations 0 0 2 139 1 2 11 296
Carbon Intensity, Productivity, and Growth 0 0 6 21 0 0 14 41
Clear, consistent and engaging: ECB monetary policy communication in a changing world 0 0 5 66 3 7 41 222
Climate change and monetary policy in the euro area 3 6 60 331 9 21 141 761
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 0 2 132 1 1 13 335
Do Treasury Term Premia Rise around Monetary Tightenings? 1 1 1 44 1 2 5 63
Dynamic Leverage Asset Pricing 0 0 0 201 0 1 6 511
Dynamic Leverage Asset Pricing 0 0 1 141 0 1 11 291
Dynamic hierarchical factor models 0 0 2 180 1 2 12 648
Equity premium predictability over the business cycle 0 0 0 19 0 1 3 57
Equity premium predictability over the business cycle 0 0 0 30 0 0 3 54
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 1 143
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 1 2 823
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 1 7 7 7 0 4 4 4
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 1 1 1 28 1 2 7 19
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 0 3 397 1 1 12 1,095
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 0 1 102 1 1 7 158
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 0 0 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 0 6 215
Fundamental disagreement 0 0 1 55 0 1 19 304
Household Beliefs about Fiscal Dominance 0 8 8 8 1 9 9 9
Household Beliefs about Fiscal Dominance 0 5 5 5 5 23 23 23
Household Beliefs about Fiscal Dominance 2 9 9 9 3 12 12 12
How Do We Learn About the Long Run? 14 14 14 14 25 26 26 26
Interest Rate Derivatives and Monetary Policy Expectations 0 0 1 45 0 0 2 52
Is There Hope for the Expectations Hypothesis? 0 0 4 12 0 4 19 22
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 1 1 3 415
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 34 0 0 8 154
OTC discount 0 0 1 24 0 2 10 67
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 0 2 7 252 0 3 17 665
Procyclical Asset Management and Bond Risk Premia 0 0 0 1 1 1 2 14
Procyclical asset management and bond risk premia 0 0 0 14 0 0 4 46
Procyclical asset management and bond risk premia 0 0 0 12 0 0 0 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 1 1 6 299
Safe asset scarcity, collateral reuse, and market functioning 0 0 2 9 1 2 9 25
Safe asset shortage and collateral reuse 0 0 1 8 0 1 4 14
Safe asset shortage and collateral reuse 0 0 0 15 0 0 1 38
Sectoral Price Data and Models of Price Setting 0 0 0 139 1 1 1 650
Sectoral Price Data and Models of Price Setting 1 1 1 45 1 1 1 150
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 3 59 3 8 31 196
The Pre-FOMC Announcement Drift: More Recent Evidence 1 1 11 169 3 3 25 449
The Puzzling Pre-FOMC Announcement “Drift” 0 0 0 15 0 0 4 42
The Term Structure of Expectations 1 1 3 33 1 1 7 80
The asymmetric and persistent effects of Fed policy on global bond yields 0 1 30 30 1 4 73 73
The persistent effects of a false news shock 0 0 0 72 0 0 2 312
The pre-FOMC announcement drift 0 0 1 106 2 2 11 563
The term structure of expectations and bond yields 2 3 6 181 5 8 29 544
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 0 1 5 616
Towards a monthly business cycle chronology for the euro area 0 0 0 153 1 1 1 416
Treasury Term Premia: 1961-Present 0 0 3 65 1 3 16 178
What Moves Treasury Yields? 0 1 1 45 0 1 6 108
What Moves Treasury Yields? 1 3 8 119 1 3 11 237
What drives long-run inflation expectations? 0 0 1 190 0 0 4 673
What predicts U.S. recessions? 0 0 0 72 0 1 4 165
Would Households Understand Average Inflation Targeting? 0 0 1 5 0 0 2 36
Would households understand average inflation targeting? 0 0 0 32 0 1 4 36
Total Working Papers 28 67 220 5,239 78 178 743 14,371

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 1 1 2 54
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 117 0 0 2 339
Anchored Inflation Expectations 2 4 17 65 4 8 37 169
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 0 0 1 10 0 0 5 67
Decomposing real and nominal yield curves 0 0 16 300 2 3 50 941
Dynamic Hierarchical Factor Model 1 2 4 156 1 5 23 754
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 1 2 10 266 1 3 22 708
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 1 1 3 25 2 3 9 100
Fundamental disagreement 0 2 11 111 2 7 41 396
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 0 0 2 30
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 0 2 6 489
Natural disasters as macroeconomic tail risks 0 0 2 2 3 7 19 19
Pricing the term structure with linear regressions 5 8 26 378 10 27 105 1,285
Regression-based estimation of dynamic asset pricing models 1 1 4 85 1 3 15 303
Sectoral price data and models of price setting 0 1 4 63 2 3 11 252
Term structure surprises: the predictive content of curvature, level, and slope 0 0 9 96 0 1 17 214
The Pre-FOMC Announcement Drift 2 2 9 136 4 8 36 478
The persistent effects of a false news shock 0 0 1 32 0 2 6 233
Towards a Monthly Business Cycle Chronology for the Euro Area 1 1 2 82 1 1 6 250
What moves treasury yields? 0 2 6 18 2 6 26 81
What predicts US recessions? 1 1 5 131 1 6 14 366
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 1 1 10 51
Total Journal Articles 15 27 133 2,334 38 97 467 7,765

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 3 34 0 6 27 134
Total Chapters 0 1 3 34 0 6 27 134

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Statistics updated 2025-06-06