Anthony M. Diercks

Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis

Economist

20th and C Streets, NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 20,896

SSRN RANKINGS

Top 20,896

in Total Papers Downloads

2,591

SSRN CITATIONS
Rank 19,127

SSRN RANKINGS

Top 19,127

in Total Papers Citations

8

CROSSREF CITATIONS

32

Scholarly Papers (6)

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: Monetary and Financial Market Analysis
Downloads 974 (22,559)
Citation 5

Abstract:

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Optimal Monetary Policy, Inflation, Federal Reserve

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

Number of pages: 67 Posted: 18 Nov 2012 Last Revised: 05 Sep 2017
University of Minnesota - Twin Cities - Carlson School of Management, Finance Department, Bocconi University, Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 723 (33,655)
Citation 6

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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
Finance Department, Bocconi University, University of Minnesota - Twin Cities - Carlson School of Management, Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 83 (300,968)

Abstract:

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Term Structure, Duration, Value Premium

3.
Downloads 563 ( 47,655)
Citation 1

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: Monetary and Financial Market Analysis and Tulane University - Finance & Economics
Downloads 158 (187,393)

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Federal Reserve, Fiscal policy, News Decomposition, Stock Market

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: Monetary and Financial Market Analysis and Tulane University - Finance & Economics
Downloads 158 (187,393)

Abstract:

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Federal Reserve, Fiscal policy, News Decomposition, Stock Market

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: Monetary and Financial Market Analysis and Tulane University - Finance & Economics
Downloads 158 (187,393)

Abstract:

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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: Monetary and Financial Market Analysis and Tulane University - Finance & Economics
Downloads 89 (288,012)

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fiscal policy, stock market, news decomposition

4.

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: Monetary and Financial Market Analysis
Downloads 218 (139,965)
Citation 3

Abstract:

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Asset Pricing, Long-run risk, Monetary policy

5.

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

Number of pages: 68 Posted: 13 Aug 2019
Anthony M. Diercks
Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis
Downloads 17 (545,372)

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

6.

When It Rains It Pours: Cascading Uncertainty Shocks

Number of pages: 42 Posted: 30 Jul 2019
Anthony M. Diercks, Alex Hsu and Andrea Tamoni
Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 13 (563,410)

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Dynamic Equilibrium Economies; Stochastic Volatility; Asymmetric Impulse Responses; Perturbation