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 1 103 1 9 31 327
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 1 3 35 2 5 21 124
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 1 4 18 96 8 19 149 426
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 1 2 14 4 9 62 109
A reassessment of monetary policy surprises and high-frequency identification 0 0 0 31 3 7 19 66
An Alternative Explanation for the “Fed Information Effect” 0 3 12 49 2 16 55 169
CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA 0 0 0 28 0 1 4 144
Convergence and Anchoring of Yield Curves in the Euro Area 0 0 0 129 1 4 8 413
Convergence and anchoring of yield curves in the Euro area 0 0 0 70 2 4 8 228
Convergence and anchoring of yield curves in the euro area 0 0 0 151 3 4 13 517
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 2 7 17 188 9 18 55 881
Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 0 1 3 426 6 13 37 1,398
Do actions speak louder than words? the response of asset prices to monetary policy actions and statements 0 0 2 144 10 15 37 667
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K., and Sweden 0 1 4 604 6 13 32 1,502
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden 0 1 1 231 1 3 17 796
Examining the bond premium puzzle with a DSGE model 0 0 0 313 2 5 22 682
Federal Reserve transparency and financial market forecasts of short-term interest rates 0 0 0 241 0 0 8 1,150
Futures Prices as Risk-adjusted Forecasts of Monetary Policy 0 0 0 155 6 7 11 599
Futures prices as risk-adjusted forecasts of monetary policy 0 0 0 147 4 7 17 597
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models 1 1 5 302 2 5 32 726
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 3 3 7 289
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 3 3 6 226
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 1 2 4 249
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 0 176 3 5 20 512
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 225 4 8 20 620
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 134 3 5 13 475
Identifying vars based on high frequency futures data 0 0 0 238 0 1 9 755
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 39 1 3 8 95
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 10 5 8 17 45
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 19 0 2 39 113
Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere 1 1 2 140 6 9 26 513
Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 0 0 0 64 2 4 16 301
Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2 0 1 3 220 4 9 25 651
Long-Run Inflation Risk and the Postwar Term Premium 0 1 1 18 4 7 20 104
Macroeconomic implications of changes in the term premium 1 2 2 201 1 6 14 641
Market-Based Measures of Monetary Policy Expectations 0 1 2 281 4 6 26 773
Market-based measures of monetary policy expectations 0 0 0 401 3 9 23 1,038
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 0 0 0 52 0 0 6 139
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 0 0 0 52 1 4 21 173
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 10 266
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets 0 0 1 104 0 6 32 396
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets 0 1 19 235 4 43 167 879
Measuring the Effects of Unconventional Monetary Policy on Asset Prices 0 0 0 114 2 5 17 203
Measuring the cyclicality of real wages: how important is aggregation across industries? 0 0 0 85 0 0 8 401
Measuring the effect of the zero lower bound on medium- and longer-term interest rates 1 1 1 149 4 6 17 468
Models of sectoral reallocation 0 0 0 84 2 2 5 263
Monetary Policy Effectiveness in China: Evidence from a FAVAR Model 0 0 0 137 1 3 26 326
Monetary Policy Effectiveness in China: Evidence from a FAVAR Model 0 0 0 107 2 3 12 185
NAIRU uncertainty and nonlinear policy rules 0 0 0 112 0 9 14 476
On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules 0 0 0 41 3 4 14 293
On signal extraction and non-certainty-equivalence in optimal monetary policy rules 0 0 0 65 0 1 3 244
Optimal Monetary Policy in an Imperfect World 0 0 0 0 1 2 10 217
Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior 0 0 0 17 2 2 8 122
Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior 0 0 0 34 2 5 11 152
Optimal Time-Consistent Monetary Policy in the New Keynesian Model with Repeated Simultaneous Play 0 1 2 33 3 5 15 107
Real wage cyclicality in the PSID 0 0 0 49 1 5 17 165
Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models 0 0 0 0 0 0 8 171
Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks 0 0 0 0 1 1 11 270
Risk aversion, risk premia, and the labor margin with generalized recursive preferences 0 0 0 47 0 1 14 136
Risk aversion, the labor margin, and asset pricing in DSGE models 0 0 1 149 3 7 19 337
The Bond Yield “Conundrum” from a Macro-Finance Perspective 0 0 0 416 5 8 16 1,017
The Fed's Response to Economic News Explains the "Fed Information Effect" 0 1 4 85 2 7 22 304
The Fed's Response to Economic News Explains the “Fed Information Effect” 0 1 2 43 3 10 25 65
The Fed's response to economic news explains the "Fed information effect" 0 1 2 34 3 6 19 63
The Federal Funds Market, Pre- and Post-2008 0 0 1 53 2 6 10 48
The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates 0 0 0 34 8 10 15 97
The Labor Demand and Labor Supply Channels of Monetary Policy 0 1 3 19 2 7 25 79
The Macroeconomic Effects of the Federal Reserve's Conventional and Unconventional Monetary Policies 0 1 3 25 8 17 35 99
The bond premium in a DSGE model with long-run real and nominal risks 0 0 1 240 5 15 23 514
The bond premium in a DSGE model with long-run real and nominal risks 0 0 0 343 7 15 31 717
The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models 0 0 0 335 2 4 14 1,065
The magnitude and Cyclical Behavior of Financial Market Frictions 0 0 0 208 1 4 20 672
The relative price and relative productivity channels for aggregate fluctuations 0 0 0 63 0 0 6 255
Total Working Papers 7 34 118 9,295 199 477 1,657 30,305

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 2 5 13 40 9 27 83 171
An Alternative Explanation for the "Fed Information Effect" 0 0 3 39 2 8 65 215
Convergence and Anchoring of Yield Curves in the Euro Area 0 0 1 98 1 4 17 359
Convergence of long-term bond yields in the euro area 0 0 1 59 2 2 7 124
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 12 38 141 1,220 66 184 862 5,148
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 0 0 3 134 2 7 29 583
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden 0 1 7 185 3 14 39 664
Examining the bond premium puzzle with a DSGE model 0 0 0 267 3 5 25 680
Financial market imperfections and macroeconomics: conference summary 0 0 0 32 2 5 5 100
Futures prices as risk-adjusted forecasts of monetary policy 0 1 2 274 6 10 25 961
Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? 0 2 8 158 0 4 36 474
INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE 0 0 0 75 2 2 14 317
Identifying VARS based on high frequency futures data 0 1 2 276 2 8 39 663
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 1 1 158 1 7 17 522
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 1 2 3 13 2 4 11 65
Inflation targeting and the anchoring of inflation expectations in the western hemisphere 0 0 3 166 4 9 27 531
Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2 0 1 4 218 4 8 33 938
Macroeconomic implications of changes in the term premium 3 4 5 192 6 8 15 557
Macroeconomic models for monetary policy: conference summary 0 0 0 14 2 4 9 85
Market-Based Measures of Monetary Policy Expectations 1 1 5 207 2 6 26 538
Measuring the Cyclicality of Real Wages: How Important Is the Firm's Point of View? 0 0 1 17 3 3 11 128
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 0 0 4 138 48 73 118 707
Measuring the effects of federal reserve forward guidance and asset purchases on financial markets 4 11 36 243 24 46 202 871
Measuring the effects of unconventional monetary policy on asset prices 0 0 0 55 1 7 24 189
Monetary policy effectiveness in China: Evidence from a FAVAR model 0 1 5 121 2 6 32 605
NAIRU Uncertainty and Nonlinear Policy Rules 0 0 0 46 0 0 5 286
Operation Twist and the effect of large-scale asset purchases 0 0 0 55 1 4 10 206
Optimal nonlinear policy: signal extraction with a non-normal prior 0 0 0 36 5 5 9 147
REAL WAGE CYCLICALITY IN THE PANEL STUDY OF INCOME DYNAMICS 0 0 1 8 2 2 4 54
Risk Aversion and the Labor Margin in Dynamic Equilibrium Models 0 0 2 52 0 1 20 285
Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences 0 0 1 35 0 3 16 193
SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES 0 0 0 63 0 0 5 196
Structural and cyclical economic factors 0 0 0 15 2 2 8 102
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 0 0 4 222 4 8 42 701
The Bond Yield "Conundrum" from a Macro-Finance Perspective 1 1 1 190 3 5 19 692
The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates 0 0 2 17 3 19 36 103
The Importance of Fed Chair Speeches as a Monetary Policy Tool 0 1 6 14 1 7 22 50
The Macroeconomic Effects of the Federal Reserve’s Conventional and Unconventional Monetary Policies 0 5 28 34 9 33 152 190
The Relative Price and Relative Productivity Channels for Aggregate Fluctuations 0 0 0 52 5 5 12 227
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models 1 1 11 953 9 16 71 2,359
The zero lower bound and longer-term yields 0 0 0 12 1 5 7 63
What we do and don't know about the term premium 0 0 0 136 1 1 7 335
Would an inflation target help anchor U.S. inflation expectations? 0 0 0 39 0 0 0 138
Total Journal Articles 25 77 304 6,378 245 577 2,216 22,522
3 registered items for which data could not be found

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 5 8 34 19 40 104 188
Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere 0 1 1 60 3 6 17 379
Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany 0 0 0 0 2 4 13 68
Measuring the Effects of Unconventional Monetary Policy on Asset Prices 0 0 0 72 2 5 10 281
The federal funds market, pre- and post-2008 0 0 1 3 2 2 10 16
Total Chapters 2 6 10 169 28 57 154 932

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 3 6 10 131
Total Software Items 0 0 0 36 3 6 10 131

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Statistics updated 2026-05-06