Anthony M. Diercks

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

12

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87

CROSSREF CITATIONS

62

Scholarly Papers (12)

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1.

The Reader's Guide to Optimal Monetary Policy

Number of pages: 33 Posted: 20 Jun 2017 Last Revised: 17 Aug 2019
Anthony M. Diercks
Board of Governors of the Federal Reserve System
Downloads 1,740 (16,966)
Citation 17

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Optimal Monetary Policy, Inflation, Federal Reserve

2.

News Shocks and the Production-Based Term Structure of Equity Returns

Downloads 894 (45,005)
Citation 40

News Shocks and the Production-Based Term Structure of Equity Returns

Number of pages: 67 Posted: 18 Nov 2012 Last Revised: 05 Sep 2017
Hengjie Ai, Mariano (Max) Massimiliano Croce, Anthony M. Diercks and Kai Li
University of Wisconsin-Madison, Finance Department, Bocconi University, Board of Governors of the Federal Reserve System and Peking University HSBC Business School
Downloads 789 (52,664)
Citation 9

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News Shocks, Learning, Term Structure of Equity, Duration

Production-Based Term Structure of Equity Returns

UNC Kenan-Flagler Research Paper No. 2336099
Number of pages: 42 Posted: 09 Oct 2013
Mariano (Max) Massimiliano Croce, Hengjie Ai, Anthony M. Diercks and Kai Li
Finance Department, Bocconi University, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and Peking University HSBC Business School
Downloads 105 (425,506)
Citation 3

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Term Structure, Duration, Value Premium

News Shocks and the Production-Based Term Structure of Equity Returns

CEPR Discussion Paper No. DP12661
Number of pages: 70 Posted: 05 Feb 2018
Hengjie Ai, Mariano (Max) Massimiliano Croce, Anthony M. Diercks and Kai Li
University of Wisconsin-Madison, Finance Department, Bocconi University, Board of Governors of the Federal Reserve System and Peking University HSBC Business School
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Citation 11
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3.

Taxes and the Fed: Theory and Evidence from Equities

Downloads 332 (152,841)
Citation 4

Taxes and the Fed: Theory and Evidence from Equities

FEDS Working Paper No. 2017-104
Number of pages: 72 Posted: 13 Oct 2017 Last Revised: 15 Dec 2017
Anthony M. Diercks and William Waller
Board of Governors of the Federal Reserve System and Tulane University - Finance & Economics
Downloads 217 (234,375)
Citation 3

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Federal Reserve, Fiscal policy, News Decomposition, Stock Market

Taxes, Spending, and Market Returns

Number of pages: 46 Posted: 12 Sep 2014 Last Revised: 15 Dec 2017
Anthony M. Diercks and William Waller
Board of Governors of the Federal Reserve System and Tulane University - Finance & Economics
Downloads 115 (398,101)

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fiscal policy, stock market, news decomposition

4.

When It Rains It Pours: Cascading Uncertainty Shocks

Journal of Political Economy
Number of pages: 197 Posted: 30 Jul 2019 Last Revised: 30 Mar 2023
Anthony M. Diercks, Alex Hsu and Andrea Tamoni
Board of Governors of the Federal Reserve System, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 286 (179,723)
Citation 4

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Dynamic Equilibrium Economies; Stochastic Volatility; Perturbation; Path dependency..

5.

The Equity Premium, Long-Run Risk, & Optimal Monetary Policy

FEDS Working Paper No. 2015-087, http://dx.doi.org/10.17016/FEDS.2015.087
Number of pages: 79 Posted: 08 Oct 2015 Last Revised: 24 Oct 2015
Anthony M. Diercks
Board of Governors of the Federal Reserve System
Downloads 283 (181,071)
Citation 5

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Asset Pricing, Long-run risk, Monetary policy

6.

The 283 Days of Stock Returns after the 2016 Election

Number of pages: 77 Posted: 11 Dec 2020 Last Revised: 08 Nov 2021
Anthony M. Diercks, Daniel Soques and William Waller
Board of Governors of the Federal Reserve System, University of North Carolina (UNC) at Wilmington and Tulane University - Finance & Economics
Downloads 213 (238,049)
Citation 1

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Stock Market, Taxes, TCJA

7.

Asymmetric Monetary Policy Expectations

Number of pages: 64 Posted: 28 Sep 2021 Last Revised: 02 Oct 2022
Anthony M. Diercks, Hiroatsu Tanaka and Paul Cordova
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Columbia University
Downloads 151 (321,811)

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Skewness, Federal Funds Rate Expectations, Survey of Primary Dealers, Blue Chip Survey, Monetary Policy, DSGE

8.

The Equity Premium, Long-Run Risks to R-Star, and Asymmetric Optimal Monetary Policy

Number of pages: 68 Posted: 13 Aug 2019 Last Revised: 06 Apr 2020
Anthony M. Diercks
Board of Governors of the Federal Reserve System
Downloads 130 (361,873)

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Asset Pricing, Long-Run Risk, R-Star, Monetary Policy

9.

Bury the Gold Standard? A Quantitative Exploration

NBER Working Paper No. w28015
Number of pages: 37 Posted: 16 Nov 2020 Last Revised: 20 Jul 2023
Anthony M. Diercks, Jonathan Rawls and Eric R. Sims
Board of Governors of the Federal Reserve System, University of Notre Dame and University of Michigan at Ann Arbor
Downloads 13 (931,605)
Citation 1

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10.

The Swaps Strike Back: Evaluating Expectations of One-Year Inflation

FEDS Working Paper No. 2023-61
Number of pages: 43 Posted: 29 Sep 2023
Anthony M. Diercks, Colin Campbell, Steven A. Sharpe and Daniel Soques
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of North Carolina (UNC) at Wilmington
Downloads 6 (994,470)

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Inflation expectations, Inflation swaps, Surveys, Forecasting

11.

Conflicting Signals: Implications of Divergence in Surveys and Market-Based Measures of Policy Expectations

FEDS Notes 2020-08-31 https://doi.org/10.17016/2380-7172.2568
Posted: 16 Sep 2020
Anthony M. Diercks and Isfar Munir
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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12.

A Simple Macro-Finance Measure of Risk Premia in Fed Funds Futures

FEDS Notes No. 2019-01-08
Posted: 23 Jan 2019 Last Revised: 25 Jun 2020
Anthony M. Diercks and Uri Carl
Board of Governors of the Federal Reserve System and Independent

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Other Papers (1)

Total Downloads: 62
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1.

When it Rains it Pours: Cascading Uncertainty Shocks

FEDS Working Paper No. 2020-64
Number of pages: 65 Posted: 25 Aug 2020 Last Revised: 23 Jun 2021
Anthony M. Diercks, Alex Hsu and Andrea Tamoni
Board of Governors of the Federal Reserve System, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 62

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