Eric T. Swanson - Central Bank Research Hub

Papers by year: All | 2012 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences

San Francisco Fed Working Papers [View] (Paper: 2012-17, 08.10.2012)

Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models

San Francisco Fed Working Papers [View] (Paper: 2009-26, 27.10.2009)

JEL: D81, E44

The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks

San Francisco Fed Working Papers [View] (Paper: 2008-31, 11.12.2008)

The bond premium in a DSGE model with long-run real and nominal risks

National Bank of Belgium Working Papers [View] (Paper: 143, 14.10.2008)

Examining the Bond Premium Puzzle with a DSGE Model

San Francisco Fed Working Papers [View] (Paper: 2007-25, 08.11.2007)

Convergence and Anchoring of Yield Curves in the Euro Area

San Francisco Fed Working Papers [View] (Paper: 2007-24, 19.10.2007)

JEL: E52, E58

Real Wage Cyclicality in the PSID

San Francisco Fed Working Papers [View] (Paper: 2007-15, 21.07.2007)

Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere

Central Bank of Chile Working Papers [View] (Paper: 400, 25.01.2007)

Macroeconomic Implications of Changes in the Term Premium

San Francisco Fed Working Papers [View] (Paper: 2006-46, 29.11.2006)

Futures Prices as Risk-Adjusted Forecasts of Monetary Policy

San Francisco Fed Working Papers [View] (Paper: 2006-23, 25.08.2006)

The Relative Price and Relative Productivity Channels for Aggregate Fluctuations

San Francisco Fed Working Papers [View] (Paper: 2006-20, 13.07.2006)

JEL: E32, E37, O47

The Bond Yield "Conundrum" from a Macro-Finance Perspective

San Francisco Fed Working Papers [View] (Paper: 2006-16, 20.05.2006)

Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K., and Sweden

San Francisco Fed Working Papers [View] (Paper: 2006-09, 14.03.2006)

JEL: E31, E52, E58

Market-Based Mesaures of Monetary Policy Expectations

San Francisco Fed Working Papers [View] (Paper: 2006-04, 16.02.2006)

Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models

San Francisco Fed Working Papers [View] (Paper: 2006-01, 02.02.2006)

JEL: C61, C63, E37

Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements

IJCB International Journal of Central Banking [View] (Paper: 05q2a2, 20.05.2005)

JEL: E43, E52, E58, G14

Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2004-66, 10.12.2004)

Federal Reserve Transparency and Financial Market Forecasts of Short-Term Interest Rates

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2004-6, 16.02.2004)

JEL: E43, E44, E52, E58

The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-50, 18.11.2003)

Market-Based Measures of Monetary Policy Expectations

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2002-40, 05.02.2003)

Papers by year: All | 2012 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003