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Swanson, Eric T.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,045 |
Total
Citations
587 |
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1.
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Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K. and Sweden
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Versions (2)
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Levin, Andrew T.
Federal Reserve Board Swanson, Eric T.
Federal Reserve Bank of San Francisco
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Posted:
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12 Oct 06
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Last Revised:
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23 Jul 07
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359
(38,817)
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30
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Levin, Andrew T.
Federal Reserve Board Swanson, Eric T.
Federal Reserve Bank of San Francisco
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45
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30
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Inflation targeting
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Levin, Andrew T.
Federal Reserve Board Swanson, Eric T.
Federal Reserve Bank of San Francisco
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314
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30
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inflation targeting, inflation compensation, excess sensitivity, forward rates, high-frequency data
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2.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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268
(54,729)
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75
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Measuring monetary policy surprises, FOMC statement, factor models, assest prices
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3.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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260
(56,646)
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103
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Long-term interest rates, excess volatility, inflation expectations
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4.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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256
(57,591)
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67
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monetary policy, federal funds rate, financial markets
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5.
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Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
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Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section Swanson, Eric T.
Federal Reserve Bank of San Francisco Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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Posted:
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17 Dec 02
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Last Revised:
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03 Aug 05
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228
(65,238)
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23
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Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section Swanson, Eric T.
Federal Reserve Bank of San Francisco Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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25
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23
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Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section Swanson, Eric T.
Federal Reserve Bank of San Francisco Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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203
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23
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High frequency data, identification, vector autoregression, exchange rates, monetary policy
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6.
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Futures Prices as Risk-adjusted Forecasts of Monetary Policy
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Versions (2)
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Piazzesi, Monika
University of Chicago - Booth School of Business Swanson, Eric T.
Federal Reserve Bank of San Francisco
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Posted:
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18 Jun 04
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Last Revised:
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28 Jul 07
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188
(79,323)
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79
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Piazzesi, Monika
University of Chicago - Booth School of Business Swanson, Eric T.
Federal Reserve Bank of San Francisco
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130
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79
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monetary policy
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Piazzesi, Monika
University of Chicago - Booth School of Business Swanson, Eric T.
Federal Reserve Bank of San Francisco
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58
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79
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7.
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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184
(81,024)
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30
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Interest rates, Economic forecasting
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8.
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Swanson, Eric T.
Federal Reserve Bank of San Francisco Wu, Tao
Federal Reserve Bank of San Francisco
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180
(82,621)
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28
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Treasury bonds, Federal funds rate
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9.
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Swanson, Eric T.
Federal Reserve Bank of San Francisco
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135
(107,081)
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13
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Transparency, monetary policy, forecasts
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10.
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Swanson, Eric T.
Federal Reserve Bank of San Francisco
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135
(107,081)
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1
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11.
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Faust, Jon
Board of Governors of the Federal Reserve - Division of International Finance Swanson, Eric T.
Federal Reserve Bank of San Francisco Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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122
(116,289)
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39
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partial identification, monetary policy, vector autoregressions
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12.
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Convergence and Anchoring of Yield Curves in the Euro Area
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Versions (3)
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Ehrmann , Michael
European Central Bank (ECB) Fratzscher, Marcel
DIW Berlin Gurkaynak, Refet S.
Bilkent University - Department of Economics Swanson, Eric T.
Federal Reserve Bank of San Francisco
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Posted:
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19 Oct 07
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Last Revised:
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08 Jul 08
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118
(119,411)
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12
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Ehrmann , Michael
European Central Bank (ECB) Fratzscher, Marcel
DIW Berlin Gurkaynak, Refet S.
Bilkent University - Department of Economics Swanson, Eric T.
Federal Reserve Bank of San Francisco
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6
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12
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anchoring, bond markets, convergence, credibility, EMU, euro area, monetary policy
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Ehrmann , Michael
European Central Bank (ECB) Fratzscher, Marcel
DIW Berlin Gurkaynak, Refet S.
Bilkent University - Department of Economics Swanson, Eric T.
Federal Reserve Bank of San Francisco
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38
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12
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bond markets, euro area, EMU; convergence, anchoring, credibility
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Ehrmann , Michael
European Central Bank (ECB) Fratzscher, Marcel
DIW Berlin Gurkaynak, Refet S.
Bilkent University - Department of Economics Swanson, Eric T.
Federal Reserve Bank of San Francisco
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74
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12
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bond markets, euro area, EMU, convergence, anchoring, credibility, monetary policy
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13.
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Swanson, Eric T.
Federal Reserve Bank of San Francisco
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112
(124,383)
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5
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wages, labor market
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14.
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The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks
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Versions (2)
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Swanson, Eric T.
Federal Reserve Bank of San Francisco
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Posted:
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22 Mar 09
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Last Revised:
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02 Oct 10
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109
(126,985)
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30
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Swanson, Eric T.
Federal Reserve Bank of San Francisco
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27
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Swanson, Eric T.
Federal Reserve Bank of San Francisco
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82
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yield curve, term premium, bond pricing, long-run risk
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15.
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Meyer, Laurence H.
Government of the United States of America - Division of Research and Statistics Swanson, Eric T.
Federal Reserve Bank of San Francisco Wieland, Volker
University of Frankfurt
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107
(128,721)
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10
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Simple nonlinear policy rule, signal extraction with non-normal prior, nonlinear updating
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16.
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Swanson, Eric T.
Federal Reserve Bank of San Francisco
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88
(147,119)
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17.
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Swanson, Eric T.
Federal Reserve Bank of San Francisco Anderson, Gary Stanley
Federal Reserve Board Levin, Andrew T.
Federal Reserve Board
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74
(163,699)
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15
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Business cycles, Macroeconomics, Monetary policy, Econometric models
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18.
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Swanson, Eric T.
Federal Reserve Bank of San Francisco
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69
(170,494)
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16
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signal extraction, certainty equivalence, monetary policy rules, Taylor rule
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19.
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Swanson, Eric T.
Federal Reserve Bank of San Francisco
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21
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4
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Monetary policy, Econometric models
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20.
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Swanson, Eric T.
Federal Reserve Bank of San Francisco
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16
(289,057)
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4
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21.
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Swanson, Eric T.
Federal Reserve Bank of San Francisco
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16
(289,057)
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3
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