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Phuong Ngo

Cleveland State University

Asisstant Professor

Cleveland, OH 44115

United States

SCHOLARLY PAPERS

5

DOWNLOADS

464

TOTAL CITATIONS

1

Scholarly Papers (5)

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1.

Risk Premia at the ZLB: A Macroeconomic Interpretation

Downloads 235 (261,408)
Citation 1

Risk Premia at the ZLB: A Macroeconomic Interpretation

FRB of Chicago Working Paper No. WP-2020-01
Number of pages: 49 Posted: 27 Apr 2020
Francois Gourio and Phuong Ngo
Federal Reserve Bank of Chicago and Cleveland State University
Downloads 235 (322,303)
Citation 1

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zero lower bound, liquidity trap, stock market, inflation premia, term

2.

Downward Nominal Rigidities and Bond Premia

Downloads 87 (447,215)

Downward Nominal Rigidities and Bond Premia

FRB of Chicago Working Paper No. 2024-09
Number of pages: 47 Posted: 03 Apr 2024
Francois Gourio and Phuong Ngo
Federal Reserve Bank of Chicago and Cleveland State University
Downloads 87 (767,205)

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Term Premium, Bond premium, Phillips curve, Inflation, Asymmetry, Skewness

3.

Disagreement about Monetary Policy and the Equity Term Structure

Number of pages: 46 Posted: 17 Nov 2025
Hamilton Galindo Gil, Maksim Isakin and Phuong Ngo
Cleveland State University, Cleveland State University and Cleveland State University
Downloads 62 (970,490)

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heterogeneous agents, belief disagreement, equity term structure, monetary policy

4.

Auxiliary State Method: Theory and Application

Number of pages: 28 Posted: 30 Jul 2024
Phuong Ngo
Cleveland State University
Downloads 43 (1,157,785)

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Stochastic simulation, auxiliary state method, downward nominal rigidities, asymmetry, nonlinear DSGE, non-elliptical ergodic distribution

5.

Auxiliary State Method and its Application

Number of pages: 17 Posted: 01 Apr 2024
Phuong Ngo
Cleveland State University
Downloads 37 (1,222,651)

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Stochastic simulation, projection method, downward nominal rigidities, asymmetry, DSGE, non-rectangular and nonparallel state space