Emanuel Moench - Central Bank Research Hub

Papers by year: All | 2016 | 2014 | 2012 | 2011 | 2010 | 2009 | 2008 | 2005

Title Other author(s)

The Term Structure of Expectations and Bond Yields

New York Fed Staff reports [View] (Paper: 775, 06.05.2016)

JEL: D84, E44, G12

Fundamental disagreement

Bank of France Working Papers [View] (Paper: 524, 24.11.2014)

JEL: D83, D84, E37

What Predicts U.S. Recessions?

New York Fed Staff reports [View] (Paper: 691, 08.09.2014)

JEL: C52, C53, E32, E37

Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability

New York Fed Staff reports [View] (Paper: 581, 30.11.2012)

Pricing TIPS and Treasuries with Linear Regressions

New York Fed Staff reports [View] (Paper: 570, 30.11.2012)

The Pre-FOMC Announcement Drift

New York Fed Staff reports [View] (Paper: 512, 03.09.2011)

Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models

New York Fed Staff reports [View] (Paper: 493, 07.05.2011)

Why Is the Market Share of Adjustable-Rate Mortgages So Low?

New York Fed Current issues [View] (Paper: ci16-08, 07.01.2011)

Macro Risk Premium and Intermediary Balance Sheet Quantities

New York Fed Staff reports [View] (Paper: 428, 26.01.2010)

Financial Intermediation, Asset Prices, and Macroeconomic Dynamics

New York Fed Staff reports [View] (Paper: 422, 06.01.2010)

JEL: G10, G12

Dynamic Hierarchical Factor Models

New York Fed Staff reports [View] (Paper: 412, 14.12.2009)

The Persistent Effects of a False News Shock

New York Fed Staff reports [View] (Paper: 374, 21.05.2009)

JEL: G10, G14

Pricing the Term Structure with Linear Regressions

New York Fed Staff reports [View] (Paper: 340, 07.11.2008)

JEL: G10, G12

Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (forthcoming)

European Central Bank Working papers [View] (Paper: 0544, 11.11.2005)

Papers by year: All | 2016 | 2014 | 2012 | 2011 | 2010 | 2009 | 2008 | 2005