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 2 29
Anchored Inflation Expectations 0 2 3 109 1 3 7 312
Anchored inflation expectations 0 0 0 139 0 1 9 297
Carbon Intensity, Productivity, and Growth 1 3 5 24 1 6 14 48
Clear, consistent and engaging: ECB monetary policy communication in a changing world 1 2 8 69 1 8 40 232
Climate change and monetary policy in the euro area 1 7 57 342 5 23 138 793
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 0 19 0 0 2 19
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 1 4 19 0 1 6 24
Decomposing real and nominal yield curves 0 0 2 132 0 1 13 338
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 0 2 6 65
Dynamic Leverage Asset Pricing 0 1 1 202 2 4 8 515
Dynamic Leverage Asset Pricing 0 0 0 141 2 2 10 294
Dynamic hierarchical factor models 0 0 3 182 1 3 11 653
Equity premium predictability over the business cycle 0 1 1 31 1 3 6 57
Equity premium predictability over the business cycle 0 0 0 19 1 5 7 62
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 0 143
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 1 1 3 824
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 0 0 7 7 3 18 22 22
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 0 0 1 28 1 9 15 28
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 0 2 397 0 3 10 1,099
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 0 1 102 0 1 6 159
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 0 2 4 30
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 0 3 87
Fundamental disagreement 0 0 0 51 0 0 4 215
Fundamental disagreement 0 0 1 55 0 0 8 304
Household Beliefs about Fiscal Dominance 0 0 9 9 0 2 16 16
Household Beliefs about Fiscal Dominance 0 1 9 9 1 3 12 12
Household Beliefs about Fiscal Dominance 0 0 7 7 1 2 28 28
How Do We Learn About the Long Run? 0 1 15 15 2 5 36 36
Interest Rate Derivatives and Monetary Policy Expectations 0 0 1 46 0 0 2 53
Is There Hope for the Expectations Hypothesis? 1 1 4 13 1 3 17 25
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 1 1 4 416
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 2 212
OTC discount 0 0 1 34 0 0 5 154
OTC discount 0 0 1 24 0 2 10 70
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 0 0 0 14
Pricing the term structure with linear regressions 0 1 8 254 0 1 16 669
Procyclical Asset Management and Bond Risk Premia 0 0 0 1 0 0 2 14
Procyclical asset management and bond risk premia 0 0 0 12 0 0 0 28
Procyclical asset management and bond risk premia 0 0 0 14 0 0 4 46
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 1 2 5 133
Regression-based estimation of dynamic asset pricing models 0 0 1 117 0 0 4 299
Safe asset scarcity, collateral reuse, and market functioning 0 0 0 9 1 1 7 26
Safe asset shortage and collateral reuse 0 0 0 15 0 1 2 39
Safe asset shortage and collateral reuse 0 0 0 8 0 0 5 16
Sectoral Price Data and Models of Price Setting 0 0 1 45 0 1 2 151
Sectoral Price Data and Models of Price Setting 0 0 0 139 2 2 3 652
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 0 1 19
The ECB’s price stability framework: past experience, and current and future challenges 0 2 3 61 3 8 33 206
The Pre-FOMC Announcement Drift: More Recent Evidence 0 1 9 170 3 5 22 455
The Puzzling Pre-FOMC Announcement “Drift” 0 0 0 15 1 1 4 43
The Term Structure of Expectations 0 1 5 35 0 2 11 84
The asymmetric and persistent effects of Fed policy on global bond yields 1 1 13 33 1 11 43 89
The persistent effects of a false news shock 0 0 0 72 1 1 3 313
The pre-FOMC announcement drift 0 0 0 106 0 4 15 570
The term structure of expectations and bond yields 1 2 7 183 3 11 31 555
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 0 1 5 617
Towards a monthly business cycle chronology for the euro area 0 0 0 153 1 3 4 419
Treasury Term Premia: 1961-Present 0 2 5 69 1 6 20 188
What Moves Treasury Yields? 0 0 6 120 0 1 9 239
What Moves Treasury Yields? 0 0 1 45 0 0 4 108
What drives long-run inflation expectations? 0 0 0 190 0 0 2 673
What predicts U.S. recessions? 0 0 0 72 0 1 5 167
Would Households Understand Average Inflation Targeting? 0 0 1 5 0 3 5 39
Would households understand average inflation targeting? 0 0 0 32 1 1 5 37
Total Working Papers 6 30 204 5,286 45 181 758 14,607

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 1 3 340
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 3 0 0 2 54
Anchored Inflation Expectations 1 2 10 67 4 12 31 182
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 0 0 1 10 0 1 5 68
Decomposing real and nominal yield curves 0 1 14 302 4 13 53 958
Dynamic Hierarchical Factor Model 0 0 5 157 2 4 21 759
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 0 0 4 266 0 3 12 711
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 0 0 3 25 0 0 9 100
Fundamental disagreement 0 2 11 113 4 10 39 406
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 0 1 3 31
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 0 2 7 493
Natural disasters as macroeconomic tail risks 1 1 3 3 4 9 28 28
Pricing the term structure with linear regressions 1 6 26 387 3 28 115 1,324
Regression-based estimation of dynamic asset pricing models 0 1 3 86 0 1 10 304
Sectoral price data and models of price setting 0 0 2 63 0 3 9 256
Term structure surprises: the predictive content of curvature, level, and slope 0 0 6 96 0 0 10 214
The Pre-FOMC Announcement Drift 0 3 8 140 3 9 34 491
The persistent effects of a false news shock 0 0 1 32 1 1 8 235
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 2 82 0 1 6 251
What moves treasury yields? 0 0 4 18 2 3 19 84
What predicts US recessions? 0 0 3 131 2 5 15 371
Why is the market share of adjustable-rate mortgages so low? 0 0 0 38 1 1 2 187
Would households understand average inflation targeting? 0 0 1 9 2 4 13 58
Total Journal Articles 3 16 107 2,356 32 112 454 7,905

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 1 34 1 2 29 144
Total Chapters 0 0 1 34 1 2 29 144

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Statistics updated 2025-10-06