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 1 5 102 0 6 17 300
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 0 0 32 1 4 7 106
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 1 7 34 83 10 32 115 304
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 0 1 12 1 3 11 50
A reassessment of monetary policy surprises and high-frequency identification 0 2 5 31 3 12 24 52
An Alternative Explanation for the “Fed Information Effect” 2 3 6 40 4 10 27 122
CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA 0 0 0 28 0 0 9 140
Convergence and Anchoring of Yield Curves in the Euro Area 0 0 0 129 0 1 2 406
Convergence and anchoring of yield curves in the Euro area 0 0 0 70 0 0 1 220
Convergence and anchoring of yield curves in the euro area 0 0 0 151 0 1 3 504
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 0 2 6 172 4 10 22 833
Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 0 1 4 424 0 3 17 1,364
Do actions speak louder than words? the response of asset prices to monetary policy actions and statements 0 1 1 143 2 4 15 634
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden 0 0 0 230 0 1 9 779
Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden 1 1 5 601 1 3 16 1,473
Examining the bond premium puzzle with a DSGE model 0 0 1 313 0 1 2 661
Federal Reserve transparency and financial market forecasts of short-term interest rates 0 0 0 241 0 3 3 1,144
Futures Prices as Risk-adjusted Forecasts of Monetary Policy 0 0 0 155 0 0 4 588
Futures prices as risk-adjusted forecasts of monetary policy 0 1 3 147 1 2 8 581
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 1 282
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 0 1 220
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 0 1 245
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 1 1 3 298 1 1 8 695
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 1 176 0 0 3 492
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 1 225 0 0 4 600
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 134 0 2 4 463
Identifying vars based on high frequency futures data 0 0 0 238 0 0 3 746
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 39 0 0 1 87
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 19 0 1 1 75
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 10 0 1 1 29
Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere 0 0 0 138 0 3 12 490
Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 0 1 4 64 1 5 22 289
Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2 0 0 2 217 0 1 10 626
Long-Run Inflation Risk and the Postwar Term Premium 0 0 0 17 1 2 2 86
Macroeconomic implications of changes in the term premium 0 0 0 199 1 2 4 628
Market-based measures of monetary policy expectations 0 0 2 279 0 0 7 747
Market-based measures of monetary policy expectations 0 0 1 401 0 0 8 1,015
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 0 2 4 52 0 3 9 153
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 0 1 2 52 0 1 4 133
Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany 0 0 0 106 0 0 0 256
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets 2 8 15 223 6 23 59 728
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets 1 1 1 104 3 6 10 369
Measuring the Effects of Unconventional Monetary Policy on Asset Prices 0 0 1 114 0 0 3 186
Measuring the cyclicality of real wages: how important is aggregation across industries? 0 0 0 85 0 0 0 393
Measuring the effect of the zero lower bound on medium- and longer-term interest rates 0 0 2 148 0 0 7 451
Models of sectoral reallocation 0 0 0 84 0 0 1 258
Monetary Policy Effectiveness in China: Evidence from a FAVAR Model 0 0 0 137 0 0 2 300
Monetary Policy Effectiveness in China: Evidence from a FAVAR Model 0 0 1 107 0 0 1 173
NAIRU uncertainty and nonlinear policy rules 0 0 0 112 0 0 1 462
On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules 0 0 0 41 1 1 1 280
On signal extraction and non-certainty-equivalence in optimal monetary policy rules 0 0 0 65 0 1 1 241
Optimal Monetary Policy in an Imperfect World 0 0 0 0 0 0 0 207
Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior 0 0 0 17 0 0 1 114
Optimal Time-Consistent Monetary Policy in the New Keynesian Model with Repeated Simultaneous Play 0 0 2 31 0 0 4 92
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 0 148
Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models 0 0 0 0 0 0 0 163
Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks 0 0 0 0 0 0 3 259
Risk aversion, risk premia, and the labor margin with generalized recursive preferences 0 0 0 47 1 1 2 123
Risk aversion, the labor margin, and asset pricing in DSGE models 0 1 1 149 1 3 3 321
The Fed's Response to Economic News Explains the "Fed Information Effect" 0 3 11 83 1 4 28 285
The Fed's Response to Economic News Explains the “Fed Information Effect” 0 0 0 41 0 0 0 40
The Fed's response to economic news explains the "Fed information effect" 0 0 0 32 1 1 7 45
The Federal Funds Market, Pre- and Post-2008 0 0 0 52 0 1 1 39
The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates 0 0 0 34 0 0 3 82
The Labor Demand and Labor Supply Channels of Monetary Policy 0 0 1 16 2 3 18 56
The Macroeconomic Effects of the Federal Reserve's Conventional and Unconventional Monetary Policies 1 1 4 23 3 4 32 68
The bond premium in a DSGE model with long-run real and nominal risks 0 2 4 240 0 2 7 492
The bond premium in a DSGE model with long-run real and nominal risks 0 0 1 343 0 0 4 686
The bond yield \"conundrum\" from a macro-finance perspective 0 0 1 416 0 0 4 1,001
The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models 0 0 0 335 0 0 2 1,051
The magnitude and Cyclical Behavior of Financial Market Frictions 0 0 2 208 0 0 3 652
The relative price and relative productivity channels for aggregate fluctuations 0 0 0 63 0 0 2 249
Total Working Papers 9 40 138 9,203 50 168 628 28,773


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 0 2 12 27 5 13 52 97
An Alternative Explanation for the "Fed Information Effect" 0 0 9 36 9 13 47 161
Convergence and Anchoring of Yield Curves in the Euro Area 0 1 1 98 0 1 3 343
Convergence of long-term bond yields in the euro area 0 0 0 58 0 0 0 117
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 5 33 107 1,098 64 178 551 4,402
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 0 3 7 133 1 6 16 559
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden 0 2 7 178 1 5 17 627
Examining the bond premium puzzle with a DSGE model 0 0 4 267 0 3 12 657
Financial market imperfections and macroeconomics: conference summary 0 0 1 32 0 0 1 95
Future prices as risk-adjusted forecasts of monetary policy 0 0 0 107 0 0 3 595
Futures prices as risk-adjusted forecasts of monetary policy 0 0 1 272 0 2 11 936
Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? 3 5 9 154 4 9 34 446
INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE 0 0 0 75 2 3 8 306
Identifying VARS based on high frequency futures data 0 0 6 274 1 2 12 625
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 0 157 0 0 10 505
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 1 2 11 1 2 3 56
Inflation targeting and the anchoring of inflation expectations in the western hemisphere 0 2 3 165 3 5 8 509
Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2 0 2 5 215 0 6 21 908
Macroeconomic implications of changes in the term premium 0 0 0 187 1 3 6 544
Macroeconomic models for monetary policy: conference summary 0 0 0 14 0 0 2 76
Market-Based Measures of Monetary Policy Expectations 0 1 7 203 0 4 13 515
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 0 1 3 135 0 6 15 594
Measuring the effects of federal reserve forward guidance and asset purchases on financial markets 4 10 33 213 16 46 157 699
Measuring the effects of unconventional monetary policy on asset prices 0 0 0 55 2 3 6 168
Monetary policy effectiveness in China: Evidence from a FAVAR model 1 2 5 118 4 7 20 579
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 3 503
Operation Twist and the effect of large-scale asset purchases 0 0 4 55 0 2 15 196
Optimal nonlinear policy: signal extraction with a non-normal prior 0 0 0 36 0 0 1 138
REAL WAGE CYCLICALITY IN THE PANEL STUDY OF INCOME DYNAMICS 0 0 1 7 0 1 3 50
Risk Aversion and the Labor Margin in Dynamic Equilibrium Models 0 0 2 50 0 0 4 265
Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences 0 0 0 34 0 2 5 179
SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES 0 0 1 63 0 0 1 191
Structural and cyclical economic factors 0 0 0 15 0 0 6 94
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 0 1 4 218 1 3 20 660
The Bond Yield "Conundrum" from a Macro-Finance Perspective 0 0 3 189 0 1 11 673
The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates 0 0 1 15 0 0 4 67
The Importance of Fed Chair Speeches as a Monetary Policy Tool 0 0 2 8 0 3 16 30
The Macroeconomic Effects of the Federal Reserve’s Conventional and Unconventional Monetary Policies 2 9 12 12 12 30 59 59
The Relative Price and Relative Productivity Channels for Aggregate Fluctuations 0 0 0 52 1 1 5 216
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models 2 5 22 945 4 11 54 2,296
The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models 0 1 1 213 0 1 5 803
The zero lower bound and longer-term yields 0 0 0 12 0 0 1 56
What we do and don't know about the term premium 0 1 1 136 0 1 2 328
Would an inflation target help anchor U.S. inflation expectations? 0 0 0 39 0 0 0 138
Total Journal Articles 17 82 276 6,555 132 373 1,243 22,459


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 2 3 7 29 4 8 23 91
Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere 0 0 0 59 0 0 2 362
Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany 0 0 0 0 0 1 2 56
Measuring the Effects of Unconventional Monetary Policy on Asset Prices 0 0 0 72 0 0 6 271
The federal funds market, pre- and post-2008 0 0 0 2 0 1 3 7
Total Chapters 2 3 7 162 4 10 36 787


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 0 0 36 0 1 4 122
Total Software Items 0 0 0 36 0 1 4 122


Statistics updated 2025-07-04