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 1 2 7 101 1 2 15 292
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 1 5 12 2 5 20 46
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 0 0 1 32 0 2 9 102
A Reassessment of Monetary Policy Surprises and High-Frequency Identification 2 6 39 69 10 28 160 255
A reassessment of monetary policy surprises and high-frequency identification 0 0 3 27 4 6 11 37
An Alternative Explanation for the “Fed Information Effect” 0 1 5 36 2 6 21 109
CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA 0 0 0 28 0 1 2 133
Convergence and Anchoring of Yield Curves in the Euro Area 0 0 0 129 1 1 1 405
Convergence and anchoring of yield curves in the Euro area 0 0 0 70 0 0 0 219
Convergence and anchoring of yield curves in the euro area 0 0 0 151 1 1 2 503
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 1 2 7 170 2 4 17 820
Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 0 1 7 423 2 4 35 1,359
Do actions speak louder than words? the response of asset prices to monetary policy actions and statements 0 0 0 142 4 8 16 628
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden 0 0 0 230 3 3 6 775
Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden 1 2 7 600 2 4 19 1,469
Examining the bond premium puzzle with a DSGE model 0 0 0 312 0 0 2 659
Federal Reserve transparency and financial market forecasts of short-term interest rates 0 0 0 241 0 0 1 1,141
Futures Prices as Risk-adjusted Forecasts of Monetary Policy 0 0 0 155 0 1 3 587
Futures prices as risk-adjusted forecasts of monetary policy 0 0 2 146 0 0 5 578
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 1 1 2 282
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 1 1 1 220
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 1 1 1 245
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 0 0 2 296 2 2 7 691
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 1 176 0 0 2 491
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 134 0 0 1 460
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 1 225 0 0 5 599
Identifying vars based on high frequency futures data 0 0 0 238 0 0 1 744
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 39 0 0 1 86
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 1 10 0 0 1 28
Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere 0 0 2 138 2 3 14 485
Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 0 0 4 63 0 2 15 278
Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2 1 1 1 216 2 2 11 624
Long-Run Inflation Risk and the Postwar Term Premium 0 0 0 17 0 0 0 84
Macroeconomic implications of changes in the term premium 0 0 0 199 0 1 2 625
Market-based measures of monetary policy expectations 0 1 1 401 2 4 9 1,015
Market-based measures of monetary policy expectations 1 2 3 279 2 4 7 745
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 1 1 4 50 1 2 9 149
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 0 0 0 50 0 1 2 131
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 1 256
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets 0 0 1 103 0 0 7 362
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets 0 1 8 212 2 5 40 691
Measuring the Effects of Unconventional Monetary Policy on Asset Prices 0 0 1 113 0 0 3 185
Measuring the cyclicality of real wages: how important is aggregation across industries? 0 0 1 85 0 0 3 393
Measuring the effect of the zero lower bound on medium- and longer-term interest rates 0 1 2 148 0 1 6 448
Models of sectoral reallocation 0 0 0 84 0 0 1 257
Monetary Policy Effectiveness in China: Evidence from a FAVAR Model 0 0 1 137 1 1 3 299
Monetary Policy Effectiveness in China: Evidence from a FAVAR Model 0 0 2 106 0 0 2 172
NAIRU uncertainty and nonlinear policy rules 0 0 0 112 1 1 1 462
On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules 0 0 1 41 0 0 2 279
On signal extraction and non-certainty-equivalence in optimal monetary policy rules 0 0 0 65 0 0 0 240
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 1 3 31 0 2 4 91
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 1 148
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 1 1 257
Risk aversion, risk premia, and the labor margin with generalized recursive preferences 0 0 1 47 0 0 2 121
Risk aversion, the labor margin, and asset pricing in DSGE models 0 0 2 148 0 0 5 318
The Fed's Response to Economic News Explains the "Fed Information Effect" 0 1 8 79 3 7 32 276
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 0 1 1 39
The Federal Funds Market, Pre- and Post-2008 0 0 1 52 0 0 3 38
The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates 0 0 0 34 0 0 5 82
The Labor Demand and Labor Supply Channels of Monetary Policy 0 0 1 16 1 6 24 53
The Macroeconomic Effects of the Federal Reserve's Conventional and Unconventional Monetary Policies 0 0 4 21 1 6 31 59
The bond premium in a DSGE model with long-run real and nominal risks 0 1 4 237 2 3 9 489
The bond premium in a DSGE model with long-run real and nominal risks 0 1 2 343 0 1 3 684
The bond yield \"conundrum\" from a macro-finance perspective 0 0 0 415 0 0 1 997
The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models 0 0 0 335 1 1 1 1,050
The magnitude and Cyclical Behavior of Financial Market Frictions 1 2 2 208 2 3 3 652
The relative price and relative productivity channels for aggregate fluctuations 0 0 1 63 0 0 6 249
Total Working Papers 9 28 149 9,140 62 139 638 28,485


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 3 3 18 22 8 15 61 76
An Alternative Explanation for the "Fed Information Effect" 1 3 13 35 3 16 51 146
Convergence and Anchoring of Yield Curves in the Euro Area 0 0 0 97 0 1 2 342
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 4 19 119 1,049 29 124 541 4,125
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 0 2 5 129 0 3 10 549
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden 0 1 6 175 2 5 19 621
Examining the bond premium puzzle with a DSGE model 0 1 3 266 1 3 9 651
Financial market imperfections and macroeconomics: conference summary 1 1 1 32 1 1 1 95
Future prices as risk-adjusted forecasts of monetary policy 0 0 0 107 0 0 2 594
Futures prices as risk-adjusted forecasts of monetary policy 0 0 1 272 1 2 12 933
Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? 1 2 6 149 1 12 26 431
INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE 0 0 0 75 1 1 7 303
Identifying VARS based on high frequency futures data 0 3 5 273 0 4 9 620
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 0 2 157 2 6 9 502
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 9 0 0 0 53
Inflation targeting and the anchoring of inflation expectations in the western hemisphere 0 0 3 163 0 0 8 504
Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2 0 0 5 213 2 4 20 900
Macroeconomic implications of changes in the term premium 0 0 1 187 0 1 7 540
Macroeconomic models for monetary policy: conference summary 0 0 0 14 1 2 2 76
Market-Based Measures of Monetary Policy Expectations 0 0 7 199 0 1 14 508
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 1 133 1 2 8 584
Measuring the effects of federal reserve forward guidance and asset purchases on financial markets 4 7 40 198 13 40 159 632
Measuring the effects of unconventional monetary policy on asset prices 0 0 1 55 0 1 4 165
Monetary policy effectiveness in China: Evidence from a FAVAR model 0 1 4 115 3 8 23 570
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 1 1 5 502
Operation Twist and the effect of large-scale asset purchases 0 0 4 54 3 6 22 192
Optimal nonlinear policy: signal extraction with a non-normal prior 0 0 0 36 0 0 2 138
REAL WAGE CYCLICALITY IN THE PANEL STUDY OF INCOME DYNAMICS 1 1 1 7 2 2 3 49
Risk Aversion and the Labor Margin in Dynamic Equilibrium Models 0 0 3 50 0 0 5 264
Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences 0 0 2 34 1 1 6 176
SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES 0 0 0 62 0 0 0 190
Structural and cyclical economic factors 0 0 0 15 0 2 7 94
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 0 1 5 215 3 6 26 653
The Bond Yield "Conundrum" from a Macro-Finance Perspective 0 0 4 189 2 2 8 669
The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates 0 0 1 15 1 1 5 66
The Importance of Fed Chair Speeches as a Monetary Policy Tool 1 2 5 8 2 5 19 25
The Relative Price and Relative Productivity Channels for Aggregate Fluctuations 0 0 0 52 0 0 5 215
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models 0 5 28 939 2 11 57 2,271
The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models 0 0 0 212 2 3 3 801
The zero lower bound and longer-term yields 0 0 0 12 1 1 2 56
What we do and don't know about the term premium 0 0 0 135 0 0 2 326
Would an inflation target help anchor U.S. inflation expectations? 0 0 0 39 0 0 2 138
Total Journal Articles 16 53 294 6,430 89 293 1,183 21,860


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 2 5 25 2 3 18 77
Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere 0 0 2 59 1 1 5 362
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 1 55
Measuring the Effects of Unconventional Monetary Policy on Asset Prices 0 0 1 72 2 3 5 269
The federal funds market, pre- and post-2008 0 0 2 2 0 2 5 6
Total Chapters 2 2 10 158 5 10 34 769


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 1 36 0 0 5 120
Total Software Items 0 0 1 36 0 0 5 120


Statistics updated 2025-02-05