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 4 13 87 5 12 41 231
CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA 0 0 1 27 1 1 6 121
Convergence and Anchoring of Yield Curves in the Euro Area 0 0 1 129 1 2 6 398
Convergence and anchoring of yield curves in the Euro area 0 0 2 68 2 2 7 213
Convergence and anchoring of yield curves in the euro area 0 0 1 150 1 3 13 496
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 0 2 7 141 1 11 51 641
Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 0 1 3 403 4 11 41 1,212
Do actions speak louder than words? the response of asset prices to monetary policy actions and statements 0 0 0 127 3 5 22 517
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden 1 2 2 222 2 3 11 739
Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden 1 1 7 586 3 5 25 1,419
Examining the bond premium puzzle with a DSGE model 0 0 2 311 2 3 10 642
Federal Reserve transparency and financial market forecasts of short-term interest rates 0 1 1 241 0 2 7 1,136
Futures Prices as Risk-adjusted Forecasts of Monetary Policy 0 0 0 154 2 6 33 526
Futures prices as risk-adjusted forecasts of monetary policy 0 0 4 140 2 9 48 436
Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 2 6 275
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 1 0 0 4 217
Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy 0 0 0 0 0 1 4 240
Higher-order perturbation solutions to dynamic, discrete-time rational expectations models 0 0 2 292 0 5 16 668
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 1 3 171 0 2 6 478
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 1 2 134 0 5 8 449
Identifying the effects of monetary policy shocks on exchange rates using high frequency data 0 0 0 224 0 1 3 586
Identifying vars based on high frequency futures data 0 0 2 232 2 4 12 726
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 1 39 0 0 7 81
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 0 0 19 0 1 8 71
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 1 1 8 0 1 7 20
Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere 1 1 5 131 1 3 17 432
Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 1 1 3 54 3 10 29 223
Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2 1 1 1 210 1 7 27 593
Long-Run Inflation Risk and the Postwar Term Premium 0 0 0 16 0 0 2 68
Macroeconomic implications of changes in the term premium 1 1 2 198 2 3 15 605
Market-based measures of monetary policy expectations 0 0 1 392 3 8 24 978
Market-based measures of monetary policy expectations 0 0 4 270 0 9 24 714
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 1 1 2 40 4 6 15 108
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 0 0 0 47 2 6 13 119
Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany 0 0 1 103 0 1 4 249
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets 6 15 46 147 22 62 219 444
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets 0 1 7 95 1 17 74 324
Measuring the Effects of Unconventional Monetary Policy on Asset Prices 0 0 3 103 0 4 15 162
Measuring the cyclicality of real wages: how important is aggregation across industries? 0 0 0 83 0 2 4 384
Measuring the effect of the zero lower bound on medium- and longer-term interest rates 0 0 1 146 1 2 18 429
Models of sectoral reallocation 0 0 0 83 0 0 3 250
Monetary Policy Effectiveness in China: Evidence from a FAVAR Model 0 0 1 102 1 4 8 157
Monetary Policy Effectiveness in China: Evidence from a FAVAR Model 0 0 4 132 0 5 13 283
NAIRU uncertainty and nonlinear policy rules 0 0 0 110 0 0 3 457
On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules 0 0 0 39 0 0 4 272
On signal extraction and non-certainty-equivalence in optimal monetary policy rules 0 1 1 65 1 4 9 235
Optimal Monetary Policy in an Imperfect World 0 0 0 0 1 2 7 200
Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior 0 0 0 16 0 0 3 105
Optimal Time-Consistent Monetary Policy in the New Keynesian Model with Repeated Simultaneous Play 0 0 4 25 0 1 8 81
Optimal nonlinear policy: signal extraction with a non-normal prior 0 0 0 33 0 0 3 139
Real wage cyclicality in the PSID 0 0 0 48 0 1 5 143
Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models 0 0 0 0 0 2 7 155
Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks 0 0 0 0 0 6 20 207
Risk aversion, risk premia, and the labor margin with generalized recursive preferences 0 0 4 46 1 2 11 113
Risk aversion, the labor margin, and asset pricing in DSGE models 0 1 4 139 0 2 10 296
The Fed's Response to Economic News Explains the "Fed Information Effect" 1 2 4 20 1 7 22 37
The Fed's Response to Economic News Explains the "Fed Information Effect" 3 6 13 41 6 17 43 58
The Fed's Response to Economic News Explains the “Fed Information Effect” 0 3 6 37 0 5 19 30
The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates 0 0 0 32 1 4 14 69
The bond premium in a DSGE model with long-run real and nominal risks 0 0 0 230 0 0 12 466
The bond premium in a DSGE model with long-run real and nominal risks 1 1 3 340 1 1 11 669
The bond yield \"conundrum\" from a macro-finance perspective 0 0 0 413 2 6 8 990
The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models 0 0 2 334 1 3 17 1,036
The magnitude and Cyclical Behavior of Financial Market Frictions 1 1 1 202 1 2 8 641
The relative price and relative productivity channels for aggregate fluctuations 0 0 1 61 0 0 6 237
Total Working Papers 20 50 179 8,490 88 311 1,176 25,696


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Convergence and Anchoring of Yield Curves in the Euro Area 1 1 5 92 4 6 21 324
Convergence of long-term bond yields in the euro area 1 1 1 57 1 2 7 114
Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 9 20 61 661 41 112 356 2,429
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? 1 2 6 121 2 6 20 521
Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden 0 1 5 141 1 11 33 526
Examining the bond premium puzzle with a DSGE model 1 3 7 240 3 8 33 583
Financial market imperfections and macroeconomics: conference summary 0 0 0 31 0 0 1 92
Future prices as risk-adjusted forecasts of monetary policy 0 0 0 106 1 6 33 517
Futures prices as risk-adjusted forecasts of monetary policy 0 4 11 254 4 18 76 784
Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? 0 3 9 120 3 8 27 328
INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE 0 0 1 70 0 5 14 284
Identifying VARS based on high frequency futures data 0 1 9 244 2 7 32 534
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data 0 1 2 153 1 4 16 480
Implications of Labor Market Frictions for Risk Aversion and Risk Premia 0 1 3 3 3 7 20 25
Inflation targeting and the anchoring of inflation expectations in the western hemisphere 0 0 3 150 2 4 19 472
Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2 3 6 13 190 6 19 52 814
Macroeconomic implications of changes in the term premium 1 2 6 168 3 6 26 487
Macroeconomic models for monetary policy: conference summary 0 0 0 14 0 0 1 74
Market-Based Measures of Monetary Policy Expectations 0 0 1 180 3 7 23 457
Measuring the Cyclicality of Real Wages: How Important Is the Firm's Point of View? 0 0 0 16 0 1 8 113
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 1 2 4 125 3 22 96 508
Measuring the effects of federal reserve forward guidance and asset purchases on financial markets 5 9 9 9 18 33 33 33
Measuring the effects of unconventional monetary policy on asset prices 1 1 4 43 2 4 20 125
Monetary policy effectiveness in China: Evidence from a FAVAR model 0 0 7 98 2 5 38 474
NAIRU Uncertainty and Nonlinear Policy Rules 0 0 1 45 0 1 5 277
On signal extraction and non-certainty-equivalence in optimal monetary policy rules 0 0 2 111 0 1 8 491
Operation Twist and the effect of large-scale asset purchases 0 0 1 47 1 6 15 157
Optimal nonlinear policy: signal extraction with a non-normal prior 0 0 2 35 0 0 4 126
REAL WAGE CYCLICALITY IN THE PANEL STUDY OF INCOME DYNAMICS 0 0 0 5 0 0 2 41
Risk Aversion and the Labor Margin in Dynamic Equilibrium Models 0 2 2 43 1 5 18 240
Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences 0 1 6 28 0 5 36 136
SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES 0 0 2 59 0 2 12 181
Structural and cyclical economic factors 0 0 0 15 1 3 10 75
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 0 2 6 199 2 5 30 578
The Bond Yield "Conundrum" from a Macro-Finance Perspective 0 0 0 180 3 5 20 629
The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates 0 1 4 7 1 6 20 38
The Relative Price and Relative Productivity Channels for Aggregate Fluctuations 0 0 2 51 0 1 7 201
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models 2 6 12 870 2 16 67 2,104
The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models 0 0 1 212 0 2 7 795
The zero lower bound and longer-term yields 0 0 0 12 0 1 2 52
What we do and don't know about the term premium 1 1 3 124 1 4 15 282
Would an inflation target help anchor U.S. inflation expectations? 0 1 1 38 1 4 10 128
Total Journal Articles 27 72 212 5,367 118 368 1,293 17,629


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere 0 0 4 52 0 4 21 333
Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany 0 0 0 0 1 1 7 45
Measuring the Effects of Unconventional Monetary Policy on Asset Prices 2 4 8 64 3 11 48 223
Total Chapters 2 4 12 116 4 16 76 601


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 29 0 3 15 100
Total Software Items 0 0 1 29 0 3 15 100


Statistics updated 2021-06-03