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 7 7 0 7 17 17
A KISS for central bank communication in times of high inflation 0 1 5 5 4 11 16 16
A Look at the Accuracy of Policy Expectations 0 0 0 23 0 4 6 34
Anchored Inflation Expectations 1 2 5 111 1 12 25 332
Anchored inflation expectations 3 4 4 143 4 10 17 311
Carbon Intensity, Productivity, and Growth 0 0 4 25 2 9 20 61
Clear, consistent and engaging: ECB monetary policy communication in a changing world 0 0 3 69 4 12 32 247
Climate change and monetary policy in the euro area 2 12 37 362 6 34 111 851
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 2 2 21 1 6 6 25
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 2 19 1 7 11 32
Decomposing real and nominal yield curves 0 0 0 132 8 24 30 364
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 2 12 17 78
Dynamic Leverage Asset Pricing 1 1 2 143 2 11 22 312
Dynamic Leverage Asset Pricing 1 1 2 203 1 6 16 526
Dynamic hierarchical factor models 0 1 3 183 2 7 16 662
Energy-Saving Technology Shocks, Emissions, and the Macroeconomy 0 0 4 4 0 1 10 10
Equity premium predictability over the business cycle 0 1 3 33 3 9 19 73
Equity premium predictability over the business cycle 0 1 1 20 5 14 25 81
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 5 7 150
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 2 12 20 842
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 0 0 7 7 4 22 86 86
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 0 0 1 28 0 89 139 156
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 0 0 397 1 18 26 1,120
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 1 1 103 2 6 9 166
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 4 9 12 40
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 7 9 95
Fundamental disagreement 0 1 1 56 0 5 8 311
Fundamental disagreement 0 0 0 51 0 8 9 224
Household Beliefs about Fiscal Dominance 0 0 9 9 7 19 33 33
Household Beliefs about Fiscal Dominance 1 1 9 9 3 16 52 52
Household Beliefs about Fiscal Dominance 0 0 0 0 2 4 6 6
Household Beliefs about Fiscal Dominance 0 0 9 9 0 5 24 24
How Do We Learn About the Long Run? 0 1 16 16 0 5 45 45
Interest Rate Derivatives and Monetary Policy Expectations 0 2 3 48 4 9 11 63
Is There Hope for the Expectations Hypothesis? 0 1 2 14 2 10 22 40
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 0 6 8 422
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 2 6 7 35
Noisy Information and Fundamental Disagreement 0 0 0 20 0 7 7 219
OTC discount 0 0 0 34 0 11 16 170
OTC discount 0 0 1 25 0 6 13 78
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 0 0 13 2 8 10 24
Pricing the term structure with linear regressions 1 2 7 257 2 13 29 691
Procyclical Asset Management and Bond Risk Premia 0 0 0 1 0 3 6 19
Procyclical asset management and bond risk premia 0 0 0 14 3 7 10 56
Procyclical asset management and bond risk premia 0 0 0 12 0 5 11 39
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 3 10 16 146
Regression-based estimation of dynamic asset pricing models 0 0 0 117 2 8 9 307
Safe asset scarcity, collateral reuse, and market functioning 0 0 0 9 4 12 17 40
Safe asset shortage and collateral reuse 0 0 0 8 6 12 17 30
Safe asset shortage and collateral reuse 0 1 1 16 3 7 8 46
Sectoral Price Data and Models of Price Setting 0 0 1 45 0 3 10 159
Sectoral Price Data and Models of Price Setting 0 0 0 139 0 3 7 656
Survey Measures of Expectations for the Policy Rate 0 0 0 31 2 6 7 26
The ECB’s price stability framework: past experience, and current and future challenges 0 0 3 61 4 22 50 238
The Pre-FOMC Announcement Drift: More Recent Evidence 2 2 6 174 4 17 32 478
The Puzzling Pre-FOMC Announcement “Drift” 0 0 1 16 1 2 4 46
The Term Structure of Expectations 0 0 3 35 4 10 18 97
The asymmetric and persistent effects of Fed policy on global bond yields 3 6 11 40 9 20 48 117
The impact of extreme weather events on the term structure of sovereign debt 4 6 23 23 11 28 47 47
The persistent effects of a false news shock 0 0 0 72 4 10 12 324
The pre-FOMC announcement drift 0 0 0 106 3 15 31 592
The term structure of expectations and bond yields 2 4 9 187 6 23 47 583
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 5 22 27 642
Towards a monthly business cycle chronology for the euro area 0 0 0 153 1 9 15 430
Treasury Term Premia: 1961-Present 0 0 4 69 0 1 17 192
What Moves Treasury Yields? 0 2 6 122 0 6 16 250
What Moves Treasury Yields? 0 1 3 47 0 4 7 114
What drives long-run inflation expectations? 0 0 0 190 1 4 5 678
What predicts U.S. recessions? 1 1 1 73 8 15 19 183
Would Households Understand Average Inflation Targeting? 0 0 0 5 0 4 7 43
Would households understand average inflation targeting? 0 0 0 32 1 55 62 97
Total Working Papers 22 58 224 5,396 168 845 1,606 15,799

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 2 12 16 355
A hierarchical factor analysis of U.S. housing market dynamics 1 1 1 4 1 1 3 56
Anchored Inflation Expectations 1 3 10 71 5 13 40 201
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 0 0 0 10 0 4 5 72
Decomposing real and nominal yield curves 0 1 4 304 5 20 56 994
Dynamic Hierarchical Factor Model 1 1 4 158 4 10 30 779
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 0 1 4 268 0 5 13 718
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 0 1 2 26 0 6 9 106
Fundamental disagreement 0 0 5 114 6 17 41 430
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 0 4 6 36
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 4 15 25 512
Natural disasters as macroeconomic tail risks 1 4 6 8 2 8 30 42
Pricing the term structure with linear regressions 3 9 31 401 22 65 166 1,424
Regression-based estimation of dynamic asset pricing models 0 0 2 86 3 10 18 318
Sectoral price data and models of price setting 0 1 2 64 0 6 13 262
Term structure surprises: the predictive content of curvature, level, and slope 0 2 4 100 0 6 10 223
The Pre-FOMC Announcement Drift 1 1 10 144 4 12 46 516
The persistent effects of a false news shock 0 0 0 32 3 8 14 245
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 1 82 1 7 10 259
What moves treasury yields? 2 2 4 20 3 15 28 103
What predicts US recessions? 0 0 2 132 1 4 18 378
Why is the market share of adjustable-rate mortgages so low? 0 0 0 38 7 27 30 216
Would households understand average inflation targeting? 0 0 0 9 3 12 21 71
Total Journal Articles 10 27 92 2,399 76 287 648 8,316

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 1 2 4 37 3 13 39 167
Total Chapters 1 2 4 37 3 13 39 167

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Statistics updated 2026-03-04