Emanuel Moench

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Richard K. CrumpFederal Reserve Bank of New YorkVerifisert e-postadresse på ny.frb.org
Tobias AdrianFinancial Counsellor and Director, International Monetary FundVerifisert e-postadresse på imf.org
Stefano EusepiBrown UniversityVerifisert e-postadresse på brown.edu
Serena NgColumbia UniversityVerifisert e-postadresse på columbia.edu
David LuccaJane StreetVerifisert e-postadresse på janestreet.com
Hyun Song ShinEconomic Adviser and Head of Monetary and Economic Department, Bank for International SettlementsVerifisert e-postadresse på bis.org
Philippe AndradeFederal Reserve Bank of BostonVerifisert e-postadresse på bos.frb.org
Bruce PrestonUNSW SydneyVerifisert e-postadresse på unsw.edu.au
Carlos Viana de CarvalhoKapitalo Investimentos and PUC-Rio (Economics department)Verifisert e-postadresse på econ.puc-rio.br
Michael SchneiderDeutsche BundesbankVerifisert e-postadresse på bundesbank.de
Bartosz MaćkowiakDirectorate General Research, European Central BankVerifisert e-postadresse på ecb.int
James VickeryFederal Reserve Bank of PhiladelphiaVerifisert e-postadresse på phil.frb.org
Weiling LiuAssistant Professor at Northeastern UniversityVerifisert e-postadresse på northeastern.edu
Mirko WiederholtProfessor of Economics, LMU MunichVerifisert e-postadresse på econ.lmu.de
Loriana PelizzonSAFE Goethe University Frankfurt and Ca' Foscari University of VeniceVerifisert e-postadresse på unive.it
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillVerifisert e-postadresse på unc.edu
Shuo CaoShenzhen Stock ExchangeVerifisert e-postadresse på szse.cn

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Emanuel Moench

Professor of Financial and Monetary Economics, Frankfurt School of Finance and Management

Verifisert e-postadresse på fs.de - Startside

Empirical Macro-Finance


Tittel Sorter etter sitater Sorter etter år Sorter etter tittel	Sitert av Sitert av	År
Pricing the term structure with linear regressions T Adrian, RK Crump, E Moench Journal of Financial Economics 110 (1), 110-138, 2013	840	2013
The pre‐FOMC announcement drift DO Lucca, E Moench The Journal of finance 70 (1), 329-371, 2015	776	2015
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach E Moench Journal of Econometrics 146 (1), 26-43, 2008	359	2008
Decomposing real and nominal yield curves M Abrahams, T Adrian, RK Crump, E Moench, R Yu Journal of Monetary Economics 84, 182-200, 2016	236	2016
Fundamental disagreement P Andrade, RK Crump, S Eusepi, E Moench Journal of Monetary Economics 83, 106-128, 2016	218	2016
Dynamic hierarchical factor models E Moench, S Ng, S Potter Review of Economics and Statistics 95 (5), 1811-1817, 2013	214	2013
Financial intermediation, asset prices, and macroeconomic dynamics T Adrian, E Moench, HS Shin Staff Report, 2010	212	2010
Macro risk premium and intermediary balance sheet quantities T Adrian, E Moench, HS Shin IMF Economic Review 58 (1), 179-207, 2010	175	2010
What predicts US recessions? W Liu, E Moench International Journal of Forecasting 32 (4), 1138-1150, 2016	160	2016
Anchored inflation expectations C Carvalho, S Eusepi, E Moench, B Preston American Economic Journal: Macroeconomics 15 (1), 1-47, 2023	159	2023
The term structure of expectations and bond yields RK Crump, S Eusepi, E Moench Staff report, 2016	143	2016
Sectoral Price Data and Models of Price Setting B Mackowiak, E Moench, M Wiederholt Journal of Monetary Economics 56, 78, 2009	141	2009
Term structure surprises: the predictive content of curvature, level, and slope E Mönch Journal of Applied Econometrics 27 (4), 574-602, 2012	137	2012
Towards a monthly business cycle chronology for the euro area E Mönch, H Uhlig SFB 649 Discussion Paper, 2005	134	2005
Forecasting through the rearview mirror: Data revisions and bond return predictability E Ghysels, C Horan, E Moench The Review of Financial Studies 31 (2), 678-714, 2018	127	2018
The persistent effects of a false news shock C Carvalho, N Klagge, E Moench Journal of Empirical Finance 18 (4), 597-615, 2011	127	2011
Regression-based estimation of dynamic asset pricing models T Adrian, RK Crump, E Moench Journal of Financial Economics 118 (2), 211-244, 2015	120	2015
A hierarchical factor analysis of US housing market dynamics E Moench, S Ng The Econometrics Journal 14 (1), C1-C24, 2011	87	2011
Dynamic leverage asset pricing T Adrian, E Moench, HS Shin CEPR Discussion Paper No. DP11466, 2016	79	2016
Why is the market share of adjustable-rate mortgages so low? E Moench, J Vickery, D Aragon Current Issues in Economics and Finance 16 (8), 1, 2010	73	2010

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