Emanuel Moench: search on Z-Library

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1

Term structure surprises: the predictive content of curvature, level, and slope

Journal:

Journal of Applied Econometrics

Year:

2012

Language:

english

File:

PDF, 388 KB

english, 2012

2

The Pre-FOMC Announcement Drift

LUCCA, DAVID O., MOENCH, EMANUEL

Journal:

The Journal of Finance

Year:

2015

Language:

english

File:

PDF, 615 KB

english, 2015

3

Pricing the term structure with linear regressions

Adrian, Tobias, Crump, Richard K., Moench, Emanuel

Journal:

Journal of Financial Economics

Year:

2013

Language:

english

File:

PDF, 1.38 MB

english, 2013

4

What predicts US recessions?

Liu, Weiling, Moench, Emanuel

Journal:

International Journal of Forecasting

Year:

2016

Language:

english

File:

PDF, 1.78 MB

english, 2016

5

Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber

Moench, Emanuel, Stein, Tobias

Journal:

Journal of Monetary Economics

Year:

2019

Language:

english

File:

PDF, 362 KB

english, 2019

6

Regression-based estimation of dynamic asset pricing models

Adrian, Tobias, Crump, Richard K., Moench, Emanuel

Journal:

Journal of Financial Economics

Year:

2015

Language:

english

File:

PDF, 899 KB

english, 2015

7

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

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 5.82 MB

english, 2008

8

A hierarchical factor analysis of U.S. housing market dynamics

Emanuel Moench, Serena Ng

Journal:

The Econometrics Journal

Year:

2011

Language:

english

File:

PDF, 481 KB

english, 2011

9

Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber

Moench, Emanuel, Stein, Tobias

Journal:

Journal of Monetary Economics

Year:

2019

File:

PDF, 362 KB

2019

10

Sectoral price data and models of price setting

Bartosz Maćkowiak, Emanuel Moench, Mirko Wiederholt

Journal:

Journal of Monetary Economics

Year:

2009

Language:

english

File:

PDF, 404 KB

english, 2009

11

The persistent effects of a false news shock

Carlos Carvalho, Nicholas Klagge, Emanuel Moench

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 1.46 MB

english, 2011

12

Dynamic Hierarchical Factor Models

Moench, Emanuel, Ng, Serena, Potter, Simon

Journal:

Review of Economics and Statistics

Year:

2013

Language:

english

File:

PDF, 183 KB

english, 2013

13

Macro Risk Premium and Intermediary Balance Sheet Quantities

Adrian, Tobias, Moench, Emanuel, Shin, Hyun Song

Journal:

IMF Economic Review

Year:

2010

Language:

english

File:

PDF, 475 KB

english, 2010

14

Fundamental disagreement

Andrade, Philippe, Crump, Richard K., Eusepi, Stefano, Moench, Emanuel

Journal:

Journal of Monetary Economics

Year:

2016

Language:

english

File:

PDF, 1.32 MB

english, 2016

15

Decomposing real and nominal yield curves

Abrahams, Michael, Adrian, Tobias, Crump, Richard K., Moench, Emanuel, Yu, Rui

Journal:

Journal of Monetary Economics

Year:

2016

Language:

english

File:

PDF, 1.92 MB

english, 2016

16

Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability

Ghysels, Eric, Horan, Casidhe, Moench, Emanuel

Journal:

Review of Financial Studies

Year:

2017

Language:

english

File:

PDF, 664 KB

english, 2017

17

Anchored Inflation Expectations

Carvalho, Carlos, Eusepi, Stefano, Moench, Emanuel, Preston, Bruce

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 4.43 MB

english, 2017

18

The Pre-FOMC Announcement Drift

Lucca, David O., Moench, Emanuel

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 1.06 MB

english, 2012

19

What Predicts U.S. Recessions?

Liu, Weiling, Moench, Emanuel

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 651 KB

english, 2014

20

Dynamic Hierarchical Factor Models

Moench, Emanuel, Ng, Serena, Potter, Simon

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 217 KB

english, 2011

21

The Persistent Effects of a False News Shock

Carvalho, Carlos, Klagge, Nicholas, Moench, Emanuel

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 605 KB

english, 2011

22

Pricing the Term Structure with Linear Regressions

Adrian, Tobias, Crump, Richard K., Moench, Emanuel

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 916 KB

english, 2012

23

Financial Intermediation, Asset Prices and Macroeconomic Dynamics

Adrian, Tobias, Moench, Emanuel, Shin, Hyun Song

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 273 KB

english, 2010

24

Pricing TIPS and Treasuries with Linear Regressions

Abrahams, Michael G., Adrian, Tobias, Crump, Richard K., Moench, Emanuel

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 972 KB

english, 2012

25

Why is the Market Share of Adjustable-Rate Mortgages so Low?

Moench, Emanuel, Vickery, James I., Aragon, David

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 426 KB

english, 2010

26

Towards a Monthly Business Cycle Chronology for the Euro Area

Moench, Emanuel, Uhlig, Harald

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 603 KB

english, 2004