Taeyoung Doh

Federal Reserve Bank of Kansas City

1 Memorial Dr.

Kansas City, MO 64198

United States

SCHOLARLY PAPERS

10

DOWNLOADS

690

SSRN CITATIONS
Rank 9,517

SSRN RANKINGS

Top 9,517

in Total Papers Citations

26

CROSSREF CITATIONS

93

Scholarly Papers (10)

1.

Monetary Policy Regime Shifts and Inflation Persistence

Federal Reserve Bank of Kansas City Working Paper No. 08-16
Number of pages: 29 Posted: 31 Jan 2009
Troy Davig and Taeyoung Doh
Federal Reserve Bank of Kansas City and Federal Reserve Bank of Kansas City
Downloads 163 (198,683)
Citation 33

Abstract:

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Inflation persistence, Bayesian estimation, Markov-switching, DSGE models

2.
Downloads 114 (263,291)
Citation 30

Non-Stationary Hours in a DSGE Model

FRB Philadelphia Working Paper No. 06-3
Number of pages: 19 Posted: 07 Feb 2006
Yongsung Chang, Taeyoung Doh and Frank Schorfheide
University of Rochester - Department of Economics, Federal Reserve Bank of Kansas City and University of Pennsylvania - Department of Economics
Downloads 82 (329,771)
Citation 9

Abstract:

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Bayesian Econometrics, DSGE Models, Non-stationary Hours

Non-Stationary Hours in a DSGE Model

CEPR Discussion Paper No. 5232
Number of pages: 21 Posted: 24 Oct 2005
Yongsung Chang, Taeyoung Doh and Frank Schorfheide
University of Rochester - Department of Economics, Federal Reserve Bank of Kansas City and University of Pennsylvania - Department of Economics
Downloads 32 (509,532)
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Bayesian econometrics, DSGE models, non-stationary hours

3.

Long Run Risks in the Term Structure of Interest Rates: Estimation

Federal Reserve Bank of Kansas City Working Paper No. 08-11
Number of pages: 44 Posted: 30 Jan 2009 Last Revised: 05 Mar 2013
Taeyoung Doh
Federal Reserve Bank of Kansas City
Downloads 103 (282,723)
Citation 2

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Long Run Risks, Bayesian Econometrics, Term Structure of Interest

4.

Yield Curve in an Estimated Nonlinear Macro Model

FRB of Kansas City Paper No. RWP 09-05
Number of pages: 34 Posted: 26 Feb 2009 Last Revised: 05 Mar 2013
Taeyoung Doh
Federal Reserve Bank of Kansas City
Downloads 84 (322,023)
Citation 11

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Bayesian Econometrics, DSGE Model, Term Structure of Interest Rates

5.

A Bayesian Evaluation of Alternative Models of Trend Inflation

FRB of Cleveland Working Paper No. 11-34
Number of pages: 60 Posted: 11 Jan 2012
Todd E. Clark and Taeyoung Doh
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Kansas City
Downloads 77 (339,063)
Citation 6

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Likelihood, model combination, forecasting

6.

What Does the Yield Curve Tell Us about the Federal Reserve's Implicit Inflation Target?

FRB of Kansas City Research Working Paper 07-10
Number of pages: 35 Posted: 19 Dec 2007 Last Revised: 05 Mar 2013
Taeyoung Doh
Federal Reserve Bank of Kansas City
Downloads 63 (377,967)
Citation 3

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Inflation targeting, DSGE model, term structure of interest rates

7.

Yield Curve and Monetary Policy Expectations in Small Open Economies

Federal Reserve Bank of Kansas City Working Paper No. 14-13
Number of pages: 56 Posted: 28 Nov 2014 Last Revised: 11 Feb 2016
Kwan Bong, Taeyoung Doh and Woong Yong Park
The Bank of Korea, Federal Reserve Bank of Kansas City and Seoul National University
Downloads 39 (464,837)

Abstract:

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dynamic general equilibrium model, a small open economy model, yield curve, monetary policy expectations

8.

Cash Flow and Risk Premium Dynamics in an Equilibrium Asset Pricing Model with Recursive Preferences

Federal Reserve Bank of Kansas City Working Paper No. 15-12
Number of pages: 42 Posted: 22 Nov 2015
Taeyoung Doh and Shu Wu
Federal Reserve Bank of Kansas City and The University of Kansas - Department of Economics
Downloads 34 (487,266)

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Long-run consumption risks; Time-varying risk premium; Recursive preferences

9.

Assessing Macroeconomic Tail Risks in a Data-Rich Environment

Federal Reserve Bank of Kansas City Working Paper RWP 19-12, November 2019
Number of pages: 42 Posted: 02 Dec 2019
Thomas R. Cook and Taeyoung Doh
Federal Reserve Bank of Kansas City and Federal Reserve Bank of Kansas City
Downloads 13 (611,916)

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Quantile Regressions; Tail Risks; Variable Selection; Dynamic Model Averaging

10.

Analysis of Loan Guarantees Among the Korean Chaebol Affiliates

International Economic Journal, Vol. 18, No. 2, pp.161-178
Posted: 16 Aug 2005
Keunkwan Ryu and Taeyoung Doh
Seoul National University - School of Economics and Federal Reserve Bank of Kansas City

Abstract:

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Agency problem, Chaebol, Controlling minority shareholder, Information asymmetry, Loan guarantee