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 0 0 1 3 3 3
A KISS for central bank communication in times of high inflation 0 0 3 5 0 1 23 24
A KISS for central bank communication in times of high inflation 0 0 2 7 2 3 18 23
A Look at the Accuracy of Policy Expectations 0 0 0 23 0 2 10 39
Anchored Inflation Expectations 0 0 3 111 0 1 26 336
Anchored inflation expectations 0 0 5 144 1 5 26 322
Carbon Intensity, Productivity, and Growth 0 0 4 25 0 1 21 65
Clear, consistent and engaging: ECB monetary policy communication in a changing world 0 1 2 70 1 7 31 262
Climate change and monetary policy in the euro area 0 4 29 368 0 14 101 880
Connecting “The Dots”: Disagreement in the Federal Open Market Committee 0 0 2 21 0 0 11 30
Data Insight: Which Growth Rate? It’s a Weighty Subject 0 0 0 19 0 0 11 35
Decomposing real and nominal yield curves 0 0 0 132 2 5 38 376
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 44 0 3 21 84
Dynamic Leverage Asset Pricing 0 0 3 204 0 1 21 532
Dynamic Leverage Asset Pricing 0 0 2 143 0 0 21 313
Dynamic hierarchical factor models 0 0 1 183 0 4 21 672
Energy-Saving Technology Shocks, Emissions, and the Macroeconomy 0 0 0 0 0 0 0 0
Energy-Saving Technology Shocks, Emissions, and the Macroeconomy 0 0 3 4 0 1 11 13
Equity premium predictability over the business cycle 0 0 2 33 1 3 23 79
Equity premium predictability over the business cycle 1 1 2 21 1 2 29 87
Extreme Weather Events, Fiscal Space, and the Term Structure of Sovereign Debt 2 2 2 2 3 6 6 6
Factor-Augmented VARs with Noisy Factor Proxies 0 1 3 3 1 5 14 14
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 1 10 153
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 1 1 23 846
Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations 0 0 0 7 0 2 80 92
Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations 0 0 0 28 0 1 136 160
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach 0 0 0 397 0 1 29 1,126
Forecasting through the rear-view mirror: data revisions and bond return predictability 0 0 1 103 1 3 12 170
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 8 0 0 13 42
Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates 0 0 0 25 0 0 18 105
Fundamental disagreement 0 0 0 51 1 3 16 231
Fundamental disagreement 0 0 1 56 0 3 11 315
Household Beliefs about Fiscal Dominance 0 0 0 9 0 0 27 38
Household Beliefs about Fiscal Dominance 0 0 0 9 0 0 12 27
Household Beliefs about Fiscal Dominance 0 0 0 0 0 1 1 1
Household Beliefs about Fiscal Dominance 0 0 2 9 0 3 32 59
Household Beliefs about Fiscal Dominance 0 0 0 0 0 1 7 7
Household Beliefs about Fiscal Dominance 0 1 1 1 0 3 5 5
How Do We Learn About the Long Run? 0 0 2 16 1 4 21 54
Interest Rate Derivatives and Monetary Policy Expectations 0 0 2 48 1 2 17 70
Is There Hope for the Expectations Hypothesis? 0 0 2 14 0 0 22 44
Macro risk premium and intermediary balance sheet quantities 0 1 1 187 0 1 11 426
Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? 0 0 0 29 0 0 11 39
Mining Shocks, Blockchain Security, and the Value of Bitcoin 0 0 0 0 1 2 2 2
Noisy Information and Fundamental Disagreement 0 0 0 20 2 3 11 223
OTC discount 0 0 1 25 0 1 19 87
OTC discount 0 0 0 34 0 1 24 178
Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting 0 1 1 14 0 1 15 29
Pricing the term structure with linear regressions 0 2 5 259 5 11 38 707
Procyclical Asset Management and Bond Risk Premia 0 0 0 1 0 3 9 23
Procyclical asset management and bond risk premia 0 0 0 14 0 3 16 62
Procyclical asset management and bond risk premia 0 1 1 13 1 4 16 44
Reaching for Beta 2 2 2 2 1 1 1 1
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 1 2 17 149
Regression-based estimation of dynamic asset pricing models 0 0 0 117 1 3 20 319
Safe asset scarcity, collateral reuse, and market functioning 0 0 0 9 3 4 21 46
Safe asset shortage and collateral reuse 0 0 1 16 0 0 12 50
Safe asset shortage and collateral reuse 0 0 0 8 0 2 17 33
Sectoral Price Data and Models of Price Setting 0 0 0 139 0 0 9 659
Sectoral Price Data and Models of Price Setting 0 2 2 47 1 3 20 170
Survey Measures of Expectations for the Policy Rate 0 0 0 31 0 0 8 27
The ECB’s price stability framework: past experience, and current and future challenges 0 0 1 61 3 7 53 254
The Pre-FOMC Announcement Drift: More Recent Evidence 0 0 7 176 2 5 46 496
The Puzzling Pre-FOMC Announcement “Drift” 0 1 2 17 1 3 10 52
The Term Structure of Expectations 0 0 1 35 1 1 23 106
The asymmetric and persistent effects of Fed policy on global bond yields 2 2 11 43 6 13 61 143
The impact of extreme weather events on the term structure of sovereign debt 0 0 23 23 0 2 55 55
The persistent effects of a false news shock 0 0 0 72 0 1 21 333
The pre-FOMC announcement drift 1 1 1 107 11 24 65 632
The term structure of expectations and bond yields 0 0 8 190 2 6 50 600
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 171 0 0 29 645
Towards a monthly business cycle chronology for the euro area 0 0 0 153 0 1 16 433
Treasury Term Premia: 1961-Present 0 1 1 70 0 5 17 201
What Moves Treasury Yields? 0 0 3 48 0 0 14 122
What Moves Treasury Yields? 0 0 2 122 0 2 19 258
What drives long-run inflation expectations? 0 0 0 190 0 1 8 681
What predicts U.S. recessions? 0 0 1 73 0 0 20 186
Would Households Understand Average Inflation Targeting? 0 0 0 5 0 0 7 43
Would households understand average inflation targeting? 0 0 0 32 0 1 64 100
Total Working Papers 8 24 155 5,433 60 213 1,853 16,354

Journal Article 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 0 0 0 6 6 6
A hierarchical factor analysis of U.S. housing market dynamics 0 0 0 117 1 1 25 364
A hierarchical factor analysis of U.S. housing market dynamics 0 0 1 4 1 1 4 58
Anchored Inflation Expectations 0 2 10 75 4 8 48 221
Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber 0 0 1 11 0 0 11 79
Decomposing real and nominal yield curves 1 2 4 306 5 10 64 1,015
Dynamic Hierarchical Factor Model 0 1 3 160 0 4 35 791
Equity Premium Predictability over the Business Cycle 1 1 1 1 3 5 5 5
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach 0 0 2 268 0 0 12 723
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability 1 1 2 27 1 2 10 110
Fundamental disagreement 0 0 2 114 3 4 39 439
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 0 0 6 37
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 0 2 29 520
Natural disasters as macroeconomic tail risks 1 1 7 9 3 6 31 53
Pricing the term structure with linear regressions 1 2 21 405 8 30 174 1,479
Regression-based estimation of dynamic asset pricing models 0 2 3 88 3 5 26 329
Sectoral price data and models of price setting 0 0 1 64 0 2 13 267
Term structure surprises: the predictive content of curvature, level, and slope 0 0 4 100 1 2 13 227
The Pre-FOMC Announcement Drift 0 3 11 149 9 16 56 542
The persistent effects of a false news shock 0 0 0 32 0 3 16 250
Towards a Monthly Business Cycle Chronology for the Euro Area 0 0 0 82 0 0 9 260
What moves treasury yields? 0 0 2 20 2 2 25 106
What predicts US recessions? 1 3 5 136 1 5 20 387
Why is the market share of adjustable-rate mortgages so low? 0 0 0 38 0 2 36 222
Would households understand average inflation targeting? 0 0 0 9 1 4 24 79
Total Journal Articles 6 18 80 2,426 46 120 737 8,569

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 5 39 3 6 37 180
Total Chapters 0 1 5 39 3 6 37 180

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 2026-08-07