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
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SSRN RANKINGS

Top 20,564

in Total Papers Downloads

2,749

SSRN CITATIONS
Rank 16,781

SSRN RANKINGS

Top 16,781

in Total Papers Citations

13

CROSSREF CITATIONS

39

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 1,067 (20,451)
Citation 9

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 729 (34,691)
Citation 8

Abstract:

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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 (312,101)
Citation 1

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Term Structure, Duration, Value Premium

3.
Downloads 595 ( 46,278)
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 168 (184,280)

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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 168 (184,280)

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 168 (184,280)

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 91 (294,308)

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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 223 (142,131)
Citation 4

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 32 (474,593)

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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 20 (540,661)

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