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 KISS for central bank communication in times of high inflation 0 0 5 5 1 8 24 24
A KISS for central bank communication in times of high inflation 0 0 7 7 1 4 21 21
A Look at the Accuracy of Policy Expectations 0 0 0 23 0 3 8 37
Anchored Inflation Expectations 0 0 4 111 0 3 26 335
Anchored inflation expectations 0 1 5 144 2 8 23 319
Carbon Intensity, Productivity, and Growth 0 0 4 25 1 4 24 65
Clear, consistent and engaging: ECB monetary policy communication in a changing world 0 0 3 69 3 11 36 258
Climate change and monetary policy in the euro area 1 3 34 365 4 19 109 870
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 2 21 0 5 11 30
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 1 19 0 3 13 35
Decomposing real and nominal yield curves 0 0 0 132 1 8 37 372
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 44 0 3 18 81
Dynamic Leverage Asset Pricing 0 0 2 143 0 1 22 313
Dynamic Leverage Asset Pricing 0 1 3 204 1 6 21 532
Dynamic hierarchical factor models 0 0 3 183 3 9 23 671
Energy-Saving Technology Shocks, Emissions, and the Macroeconomy 0 0 4 4 0 2 12 12
Equity premium predictability over the business cycle 0 0 3 33 2 5 24 78
Equity premium predictability over the business cycle 0 0 1 20 1 5 29 86
Factor-Augmented VARs with Noisy Factor Proxies 1 3 3 3 3 12 12 12
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 1 3 10 153
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 3 22 845
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 0 0 0 7 2 6 88 92
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 0 0 0 28 0 3 140 159
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 0 0 397 0 5 30 1,125
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 0 1 103 1 2 10 168
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 10 18 105
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 0 2 14 42
Fundamental disagreement 0 0 0 51 0 4 13 228
Fundamental disagreement 0 0 1 56 1 2 9 313
Household Beliefs about Fiscal Dominance 0 0 0 0 1 3 3 3
Household Beliefs about Fiscal Dominance 0 0 4 9 1 5 34 57
Household Beliefs about Fiscal Dominance 0 0 0 9 0 3 15 27
Household Beliefs about Fiscal Dominance 0 0 1 9 0 5 29 38
Household Beliefs about Fiscal Dominance 0 0 0 0 1 1 7 7
How Do We Learn About the Long Run? 0 0 2 16 2 7 26 52
Interest Rate Derivatives and Monetary Policy Expectations 0 0 3 48 1 6 17 69
Is There Hope for the Expectations Hypothesis? 0 0 2 14 0 4 22 44
Macro risk premium and intermediary balance sheet quantities 1 1 1 187 1 4 11 426
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 0 4 11 39
Noisy Information and Fundamental Disagreement 0 0 0 20 1 2 9 221
OTC discount 0 0 0 34 1 8 24 178
OTC discount 0 0 1 25 0 8 19 86
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 1 1 1 14 1 5 15 29
Pricing the term structure with linear regressions 0 0 5 257 1 6 32 697
Procyclical Asset Management and Bond Risk Premia 0 0 0 1 2 3 8 22
Procyclical asset management and bond risk premia 0 0 0 14 2 5 15 61
Procyclical asset management and bond risk premia 1 1 1 13 2 3 14 42
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 0 1 16 147
Regression-based estimation of dynamic asset pricing models 0 0 0 117 2 11 19 318
Safe asset scarcity, collateral reuse, and market functioning 0 0 0 9 0 2 17 42
Safe asset shortage and collateral reuse 0 0 0 8 2 3 19 33
Safe asset shortage and collateral reuse 0 0 1 16 0 4 12 50
Sectoral Price Data and Models of Price Setting 2 2 2 47 2 10 19 169
Sectoral Price Data and Models of Price Setting 0 0 0 139 0 3 9 659
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 1 8 27
The ECB’s price stability framework: past experience, and current and future challenges 0 0 2 61 2 11 53 249
The Pre-FOMC Announcement Drift: More Recent Evidence 0 2 7 176 0 13 42 491
The Puzzling Pre-FOMC Announcement “Drift” 1 1 2 17 1 4 8 50
The Term Structure of Expectations 0 0 2 35 0 8 25 105
The asymmetric and persistent effects of Fed policy on global bond yields 0 1 11 41 2 15 59 132
The impact of extreme weather events on the term structure of sovereign debt 0 0 23 23 2 8 55 55
The persistent effects of a false news shock 0 0 0 72 1 9 21 333
The pre-FOMC announcement drift 0 0 0 106 2 18 47 610
The term structure of expectations and bond yields 0 3 9 190 1 12 51 595
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 0 3 29 645
Towards a monthly business cycle chronology for the euro area 0 0 0 153 0 2 16 432
Treasury Term Premia: 1961-Present 1 1 5 70 4 8 22 200
What Moves Treasury Yields? 0 0 3 122 1 7 20 257
What Moves Treasury Yields? 0 1 3 48 0 8 14 122
What drives long-run inflation expectations? 0 0 0 190 1 3 8 681
What predicts U.S. recessions? 0 0 1 73 0 3 21 186
Would Households Understand Average Inflation Targeting? 0 0 0 5 0 0 7 43
Would households understand average inflation targeting? 0 0 0 32 1 3 64 100
Total Working Papers 9 22 179 5,418 69 411 1,839 16,210

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 8 24 363
A hierarchical factor analysis of U.S. housing market dynamics 0 0 1 4 0 1 3 57
Anchored Inflation Expectations 2 4 10 75 4 16 48 217
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 0 1 1 11 0 7 12 79
Decomposing real and nominal yield curves 1 1 5 305 4 15 68 1,009
Dynamic Hierarchical Factor Model 0 1 3 159 2 10 35 789
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 0 0 2 268 0 5 15 723
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 0 0 1 26 0 2 8 108
Fundamental disagreement 0 0 3 114 1 6 40 436
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 0 1 7 37
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 1 7 30 519
Natural disasters as macroeconomic tail risks 0 0 6 8 1 6 29 48
Pricing the term structure with linear regressions 0 2 25 403 13 38 177 1,462
Regression-based estimation of dynamic asset pricing models 1 1 2 87 1 7 22 325
Sectoral price data and models of price setting 0 0 1 64 2 5 15 267
Term structure surprises: the predictive content of curvature, level, and slope 0 0 4 100 1 3 12 226
The Pre-FOMC Announcement Drift 2 4 12 148 2 12 50 528
The persistent effects of a false news shock 0 0 0 32 3 5 17 250
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 82 0 1 10 260
What moves treasury yields? 0 0 2 20 0 1 23 104
What predicts US recessions? 1 2 3 134 2 6 18 384
Why is the market share of adjustable-rate mortgages so low? 0 0 0 38 2 6 36 222
Would households understand average inflation targeting? 0 0 0 9 1 5 25 76
Total Journal Articles 7 16 81 2,415 40 173 724 8,489

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 4 38 1 8 41 175
Total Chapters 0 1 4 38 1 8 41 175

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04