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 1 1 28
Anchored Inflation Expectations 1 1 2 107 1 1 9 308
Anchored inflation expectations 0 0 5 139 0 2 15 294
Carbon Intensity, Productivity, and Growth 0 1 9 21 0 4 17 41
Clear, consistent and engaging: ECB monetary policy communication in a changing world 0 2 7 66 1 9 45 216
Climate change and monetary policy in the euro area 2 8 63 327 4 26 139 744
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 1 1 4 18 1 2 7 22
Decomposing real and nominal yield curves 0 1 2 132 0 3 15 334
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 43 0 2 3 61
Dynamic Leverage Asset Pricing 0 0 0 201 0 1 6 510
Dynamic Leverage Asset Pricing 0 0 1 141 1 3 11 291
Dynamic hierarchical factor models 0 0 3 180 1 2 13 647
Equity premium predictability over the business cycle 0 0 0 30 0 3 3 54
Equity premium predictability over the business cycle 0 0 0 19 1 2 3 57
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 0 1 1 822
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 1 1 1 1 2 2 2 2
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 0 0 0 27 1 2 6 18
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 2 3 397 0 2 13 1,094
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 0 2 102 0 1 9 157
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 1 25 1 1 6 87
Fundamental disagreement 0 0 0 51 0 2 6 215
Fundamental disagreement 0 1 1 55 0 3 18 303
Household Beliefs about Fiscal Dominance 3 3 3 3 11 11 11 11
Household Beliefs about Fiscal Dominance 2 2 2 2 4 4 4 4
Household Beliefs about Fiscal Dominance 2 2 2 2 4 4 4 4
Interest Rate Derivatives and Monetary Policy Expectations 0 0 1 45 0 1 2 52
Is There Hope for the Expectations Hypothesis? 0 3 12 12 4 12 22 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 1 3 212
OTC discount 0 0 1 34 0 2 10 154
OTC discount 0 0 1 24 0 3 10 65
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 0 0 2 14
Pricing the term structure with linear regressions 0 2 7 250 0 3 17 662
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 12 0 0 1 28
Procyclical asset management and bond risk premia 0 0 0 14 0 4 4 46
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 1 2 5 131
Regression-based estimation of dynamic asset pricing models 0 0 2 117 0 2 6 298
Safe asset scarcity, collateral reuse, and market functioning 0 0 2 9 1 3 8 24
Safe asset shortage and collateral reuse 0 0 0 15 0 1 1 38
Safe asset shortage and collateral reuse 0 0 2 8 1 2 5 14
Sectoral Price Data and Models of Price Setting 0 0 0 44 0 0 0 149
Sectoral Price Data and Models of Price Setting 0 0 0 139 0 0 0 649
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 1 1 5 59 3 14 34 191
The Pre-FOMC Announcement Drift: More Recent Evidence 0 3 15 168 0 7 33 446
The Puzzling Pre-FOMC Announcement “Drift” 0 0 0 15 0 3 7 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 0 2 29 29 1 7 70 70
The persistent effects of a false news shock 0 0 0 72 0 1 2 312
The pre-FOMC announcement drift 0 0 2 106 0 3 13 561
The term structure of expectations and bond yields 1 2 4 179 2 8 28 538
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 1 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 1 3 65 0 2 14 175
What Moves Treasury Yields? 1 1 1 45 1 3 6 108
What Moves Treasury Yields? 1 3 6 117 1 5 12 235
What drives long-run inflation expectations? 0 0 2 190 0 1 6 673
What predicts U.S. recessions? 0 0 1 72 1 3 5 165
Would Households Understand Average Inflation Targeting? 0 0 1 5 0 1 2 36
Would households understand average inflation targeting? 0 0 0 32 0 3 3 35
Total Working Papers 16 43 210 5,188 50 196 722 14,243

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 0 117 0 0 3 339
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 3 0 0 1 53
Anchored Inflation Expectations 2 3 20 63 4 8 42 165
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 0 1 1 10 0 2 6 67
Decomposing real and nominal yield curves 0 5 18 300 1 21 55 939
Dynamic Hierarchical Factor Model 1 2 7 155 3 7 27 752
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 0 0 9 264 0 3 24 705
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 0 0 4 24 0 2 10 97
Fundamental disagreement 2 5 14 111 2 8 44 391
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 2 3 8 489
Natural disasters as macroeconomic tail risks 0 2 2 2 3 15 15 15
Pricing the term structure with linear regressions 2 7 27 372 8 30 113 1,266
Regression-based estimation of dynamic asset pricing models 0 1 3 84 1 5 13 301
Sectoral price data and models of price setting 1 1 5 63 1 2 11 250
Term structure surprises: the predictive content of curvature, level, and slope 0 0 11 96 0 1 20 213
The Pre-FOMC Announcement Drift 0 0 12 134 4 6 48 474
The persistent effects of a false news shock 0 1 2 32 1 3 8 232
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 1 81 0 2 7 249
What moves treasury yields? 1 2 5 17 2 7 27 77
What predicts US recessions? 0 1 7 130 1 2 12 361
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 2 11 50
Total Journal Articles 9 31 151 2,316 33 130 510 7,701

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 0 2 33 4 14 27 132
Total Chapters 0 0 2 33 4 14 27 132

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Statistics updated 2025-04-04