Access Statistics for Eric T. Swanson

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 Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt 0 0 3 94 0 3 15 277
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 1 4 9 31 3 17 61 93
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 3 8 16 30 7 15 47 95
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 1 1 4 7 1 5 16 26
A reassessment of monetary policy surprises and high-frequency identification 0 1 3 24 0 1 9 26
An Alternative Explanation for the “Fed Information Effect” 0 0 4 31 2 2 21 88
CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA 0 0 1 28 0 2 5 131
Convergence and Anchoring of Yield Curves in the Euro Area 0 0 0 129 0 0 2 404
Convergence and anchoring of yield curves in the Euro area 0 0 1 70 0 2 5 219
Convergence and anchoring of yield curves in the euro area 0 0 0 151 0 0 2 501
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 1 3 11 163 5 11 65 803
Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 1 2 10 416 3 10 52 1,324
Do actions speak louder than words? the response of asset prices to monetary policy actions and statements 0 1 8 142 2 5 42 612
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden 0 0 2 230 0 0 3 769
Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden 0 0 3 593 0 1 13 1,450
Examining the bond premium puzzle with a DSGE model 0 0 0 312 0 0 4 657
Federal Reserve transparency and financial market forecasts of short-term interest rates 0 0 0 241 0 0 0 1,140
Futures Prices as Risk-adjusted Forecasts of Monetary Policy 0 0 0 155 0 0 11 584
Futures prices as risk-adjusted forecasts of monetary policy 0 0 2 144 0 0 40 573
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 0 2 280
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 0 2 244
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 0 2 219
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 0 1 1 294 1 2 5 684
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 1 2 3 175 1 2 8 489
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 134 0 0 1 459
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 224 0 0 3 594
Identifying vars based on high frequency futures data 0 0 5 238 0 0 9 743
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 9 0 0 1 27
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 19 0 0 0 74
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 39 0 0 0 85
Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere 0 1 2 136 2 3 13 471
Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 0 0 2 59 1 2 11 263
Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2 0 0 0 215 1 1 3 613
Long-Run Inflation Risk and the Postwar Term Premium 0 0 0 17 0 1 1 84
Macroeconomic implications of changes in the term premium 0 0 0 199 0 2 7 623
Market-based measures of monetary policy expectations 0 0 2 276 2 2 8 738
Market-based measures of monetary policy expectations 0 1 3 400 0 1 8 1,006
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 1 2 2 46 3 4 8 140
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 0 0 0 50 1 1 2 129
Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany 0 0 2 106 0 0 2 255
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets 0 1 14 204 0 2 36 651
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets 1 1 1 102 1 1 5 355
Measuring the Effects of Unconventional Monetary Policy on Asset Prices 0 0 1 112 0 0 3 182
Measuring the cyclicality of real wages: how important is aggregation across industries? 0 0 0 84 0 0 0 390
Measuring the effect of the zero lower bound on medium- and longer-term interest rates 0 0 0 146 1 1 3 442
Models of sectoral reallocation 0 0 1 84 0 0 2 256
Monetary Policy Effectiveness in China: Evidence from a FAVAR Model 0 0 3 136 0 0 4 296
Monetary Policy Effectiveness in China: Evidence from a FAVAR Model 0 0 0 104 0 0 2 170
NAIRU uncertainty and nonlinear policy rules 0 0 0 112 0 0 0 461
On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules 1 1 1 40 1 1 2 277
On signal extraction and non-certainty-equivalence in optimal monetary policy rules 0 0 0 65 0 0 1 240
Optimal Monetary Policy in an Imperfect World 0 0 0 0 0 0 3 207
Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior 0 0 0 17 0 0 3 113
Optimal Time-Consistent Monetary Policy in the New Keynesian Model with Repeated Simultaneous Play 0 0 2 28 0 0 5 87
Optimal nonlinear policy: signal extraction with a non-normal prior 0 0 0 34 0 0 0 141
Real wage cyclicality in the PSID 0 0 0 49 0 0 0 147
Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models 0 0 0 0 0 1 2 163
Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks 0 0 0 0 0 1 9 256
Risk aversion, risk premia, and the labor margin with generalized recursive preferences 0 0 0 46 0 0 0 119
Risk aversion, the labor margin, and asset pricing in DSGE models 0 2 2 146 0 2 4 313
The Fed's Response to Economic News Explains the "Fed Information Effect" 1 2 8 71 2 12 62 244
The Fed's Response to Economic News Explains the “Fed Information Effect” 0 0 1 41 0 0 3 40
The Fed's response to economic news explains the "Fed information effect" 0 0 3 32 0 0 5 38
The Federal Funds Market, Pre- and Post-2008 0 0 3 51 0 0 4 35
The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates 0 0 1 34 0 1 3 77
The Labor Demand and Labor Supply Channels of Monetary Policy 2 14 15 15 7 18 29 29
The Macroeconomic Effects of the Federal Reserve's Conventional and Unconventional Monetary Policies 1 1 17 17 2 4 28 28
The bond premium in a DSGE model with long-run real and nominal risks 0 0 0 341 0 2 3 681
The bond premium in a DSGE model with long-run real and nominal risks 0 0 0 233 0 1 4 480
The bond yield \"conundrum\" from a macro-finance perspective 1 1 1 415 1 1 3 996
The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models 0 0 1 335 0 0 4 1,049
The magnitude and Cyclical Behavior of Financial Market Frictions 0 0 1 206 0 0 3 649
The relative price and relative productivity channels for aggregate fluctuations 0 0 0 62 0 1 1 243
Total Working Papers 16 50 175 8,991 50 144 745 27,847


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 1 2 4 4 2 7 15 15
An Alternative Explanation for the "Fed Information Effect" 0 2 22 22 4 15 95 95
Convergence and Anchoring of Yield Curves in the Euro Area 0 0 2 97 0 2 6 340
Convergence of long-term bond yields in the euro area 0 0 0 58 0 0 1 117
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 17 35 114 930 40 122 475 3,584
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 0 0 2 124 1 1 7 539
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden 3 3 10 169 4 4 21 602
Examining the bond premium puzzle with a DSGE model 0 0 4 263 0 0 14 642
Financial market imperfections and macroeconomics: conference summary 0 0 0 31 0 1 1 94
Future prices as risk-adjusted forecasts of monetary policy 0 0 1 107 0 0 24 592
Futures prices as risk-adjusted forecasts of monetary policy 0 1 3 271 4 6 38 921
Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? 3 4 10 143 3 10 32 405
INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE 0 0 1 75 0 0 2 296
Identifying VARS based on high frequency futures data 0 4 8 268 1 7 29 611
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 0 155 0 0 4 493
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 9 0 0 8 53
Inflation targeting and the anchoring of inflation expectations in the western hemisphere 0 1 2 160 0 2 5 496
Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2 0 1 6 208 0 4 14 880
Macroeconomic implications of changes in the term premium 0 3 7 186 0 5 14 533
Macroeconomic models for monetary policy: conference summary 0 0 0 14 0 0 0 74
Market-Based Measures of Monetary Policy Expectations 0 2 6 192 2 7 23 494
Measuring the Cyclicality of Real Wages: How Important Is the Firm's Point of View? 0 0 0 16 0 0 0 117
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 1 2 3 132 2 4 14 576
Measuring the effects of federal reserve forward guidance and asset purchases on financial markets 1 19 76 158 12 54 210 473
Measuring the effects of unconventional monetary policy on asset prices 0 0 1 54 0 0 4 161
Monetary policy effectiveness in China: Evidence from a FAVAR model 0 0 1 111 2 5 19 547
NAIRU Uncertainty and Nonlinear Policy Rules 0 0 0 46 0 0 0 281
On signal extraction and non-certainty-equivalence in optimal monetary policy rules 0 0 0 112 0 0 2 497
Operation Twist and the effect of large-scale asset purchases 0 0 1 50 0 0 3 170
Optimal nonlinear policy: signal extraction with a non-normal prior 0 0 0 36 0 0 2 136
REAL WAGE CYCLICALITY IN THE PANEL STUDY OF INCOME DYNAMICS 0 0 0 6 0 0 1 46
Risk Aversion and the Labor Margin in Dynamic Equilibrium Models 1 2 3 47 1 3 7 259
Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences 0 0 0 32 0 1 6 170
SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES 1 1 1 62 1 1 2 190
Structural and cyclical economic factors 0 0 0 15 0 0 1 87
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 0 0 4 210 0 3 14 627
The Bond Yield "Conundrum" from a Macro-Finance Perspective 0 0 0 185 0 3 7 661
The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates 0 0 0 14 1 1 2 61
The Importance of Fed Chair Speeches as a Monetary Policy Tool 0 1 3 3 0 1 6 6
The Relative Price and Relative Productivity Channels for Aggregate Fluctuations 0 0 0 52 0 0 0 210
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models 2 7 21 911 4 14 46 2,214
The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models 0 0 0 212 0 0 2 798
The zero lower bound and longer-term yields 0 0 0 12 0 0 0 54
What we do and don't know about the term premium 0 0 4 135 1 5 17 324
Would an inflation target help anchor U.S. inflation expectations? 0 0 0 39 0 0 3 136
Total Journal Articles 30 90 320 6,136 85 288 1,196 20,677


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 2 10 20 1 5 30 59
Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere 0 0 1 57 0 1 7 357
Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany 0 0 0 0 0 0 4 54
Measuring the Effects of Unconventional Monetary Policy on Asset Prices 0 0 2 71 0 2 8 264
The federal funds market, pre- and post-2008 0 0 0 0 1 1 1 1
Total Chapters 0 2 13 148 2 9 50 735


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences" 0 1 2 35 0 1 3 115
Total Software Items 0 1 2 35 0 1 3 115


Statistics updated 2024-02-04