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Moench, Emanuel


 SSRN Author Rank: 5,336 by Downloads
 

Federal Reserve Bank of New York


 33 Liberty St.
 New York, NY 10045
 United States
 +1(212)7206625 (Phone)
 +1(212)7201582 (Fax)
 HOME PAGE: http://www.newyorkfed.org/research/economists/moench/index.html
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. Moench, Emanuel's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,814
Total
Citations
89
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Pre-FOMC Announcement Drift | Show Abstract | Download |
Journal of Finance, Forthcoming, FRB of New York Staff Report No. 512
Working Paper Series
Lucca, David O.
Federal Reserve Banks - Federal Reserve Bank of New York
Moench, Emanuel
Federal Reserve Bank of New York
Posted:
07 Sep 11
Last Revised:
01 Aug 13
2,026
(3,549)
4

2.  
Pricing the Term Structure with Linear Regressions | Show Abstract | Download |
FRB of New York Staff Report No. 340
Working Paper Series
Adrian, Tobias
Federal Reserve Bank of New York
Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York
Moench, Emanuel
Federal Reserve Bank of New York
Posted:
22 Mar 09
Last Revised:
07 May 13
457
(35,591)
15

3.  
Forecasting the Yield Curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach | Show Abstract | Download |
EFA 2005 Moscow Meetings, ECB Working Paper No. 544, AFA 2007 Chicago Meetings Paper
Working Paper Series
Moench, Emanuel
Federal Reserve Bank of New York
Posted:
06 Mar 05
372
(45,906)
18

4.   Incl. Electronic Paper
Carvalho, Carlos
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Klagge, Nicholas
Federal Reserve Bank of New York
Moench, Emanuel
Federal Reserve Bank of New York
Posted:
21 May 09
Last Revised:
17 Nov 11
329
(53,221)
1

5.  
Financial Intermediation, Asset Prices and Macroeconomic Dynamics | Show Abstract | Download |
FRB of New York Staff Report No. 422
Working Paper Series
Adrian, Tobias
Federal Reserve Bank of New York
Moench, Emanuel
Federal Reserve Bank of New York
Shin, Hyun Song
Bank for International Settlements
Posted:
07 Jan 10
317
(55,695)
19

6.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Horan, Casidhe
The Stephen M. Ross School of Business at the University of Michigan
Moench, Emanuel
Federal Reserve Bank of New York
Posted:
13 Nov 12
Last Revised:
22 Mar 14
297
(60,009)
2

7.   Incl. Electronic Paper
Moench, Emanuel
Federal Reserve Bank of New York
Uhlig, Harald
University of Chicago - Department of Economics
Posted:
01 Apr 04
Last Revised:
18 Nov 08
230
(78,836)
1

8.   Incl. Electronic Paper
Abrahams, Michael G.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Adrian, Tobias
Federal Reserve Bank of New York
Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York
Moench, Emanuel
Federal Reserve Bank of New York
Posted:
03 Sep 12
Last Revised:
07 Dec 13
133
(131,549)
 

9.  
Moench, Emanuel
Federal Reserve Bank of New York
Posted:
01 Mar 07
126
(137,388)
 

10.   Incl. Electronic Paper
Adrian, Tobias
Federal Reserve Bank of New York
Moench, Emanuel
Federal Reserve Bank of New York
Shin, Hyun Song
Bank for International Settlements
Posted:
03 Feb 10
Last Revised:
31 Jan 11
105
(157,425)
14

11.  
Dynamic Hierarchical Factor Models | Show Abstract | Download |
FRB of New York Staff Report No. 412
Working Paper Series
Moench, Emanuel
Federal Reserve Bank of New York
Ng, Serena
Columbia University
Potter, Simon
Federal Reserve Bank of New York
Posted:
15 Dec 09
Last Revised:
31 Jul 11
102
(160,631)
9

12.  
Regression-Based Estimation of Dynamic Asset Pricing Models | Show Abstract | Download |
FRB of New York Staff Report No. 493
Working Paper Series
Adrian, Tobias
Federal Reserve Bank of New York
Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York
Moench, Emanuel
Federal Reserve Bank of New York
Posted:
12 May 11
Last Revised:
09 Dec 14
101
(161,728)
 

13.  
Why is the Market Share of Adjustable-Rate Mortgages so Low? | Show Abstract | Download |
Current Issues in Economics and Finance, Vol. 16, No. 8, December 2010
Working Paper Series
Moench, Emanuel
Federal Reserve Bank of New York
Vickery, James I.
Federal Reserve Bank of New York
Aragon, David
affiliation not provided to SSRN
Posted:
09 Jan 11
97
(166,293)
2

14.  
Leverage Asset Pricing | Show Abstract | Download |
FRB of New York Staff Report No. 625
Working Paper Series
Adrian, Tobias
Federal Reserve Bank of New York
Moench, Emanuel
Federal Reserve Bank of New York
Shin, Hyun Song
Bank for International Settlements
Posted:
05 Sep 13
59
(222,646)
 

15.   Incl. Electronic Paper
Andrade, Philippe
Banque de France
Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York
Eusepi, Stefano
Federal Reserve Bank of New York
Moench, Emanuel
Federal Reserve Bank of New York
Posted:
11 Jan 14
Last Revised:
07 Dec 14
35
(277,042)
 

16.  
What Predicts U.S. Recessions? | Show Abstract | Download |
FRB of New York Staff Report No. 691
Working Paper Series
Liu, Weiling
Harvard Business School
Moench, Emanuel
Federal Reserve Bank of New York
Posted:
13 Sep 14
24
(313,652)
 

17.  
A Hierarchical Factor Analysis of U.S. Housing Market Dynamics | Show Abstract | Download |
Econometrics Journal, Vol. 14, No. 1, pp. C1-C24, 2011
Accepted Paper Series
Moench, Emanuel
Federal Reserve Bank of New York
Ng, Serena
Columbia University
Posted:
28 Feb 11
2
(409,012)
2

18.  
Sectoral Price Data and Models of Price Setting | Show Abstract | Download |
CEPR Discussion Paper No. DP7339
Working Paper Series
Maćkowiak, Bartosz
European Central Bank (ECB)
Moench, Emanuel
Federal Reserve Bank of New York
Wiederholt, Mirko
Northwestern University - Department of Economics
Posted:
26 Aug 09
2
(409,012)
 


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