Tao Wu

Federal Reserve Bank of Dallas

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

Federal Reserve Bank of San Francisco

101 Market Street

San Francisco, CA 94105

United States

  • Federal Reserve Bank of Dallas

  • Federal Reserve Bank of San Francisco

SCHOLARLY PAPERS

9

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3,224

TOTAL CITATIONS
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Top 6,342

in Total Papers Citations

238

Scholarly Papers (9)

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1.

On the Effectiveness of the Federal Reserve's New Liquidity Facilities

Federal Reserve Bank of Dallas Working Paper No. 2008-08
Number of pages: 31 Posted: 24 May 2008
Tao Wu and Tao Wu
Federal Reserve Bank of San FranciscoFederal Reserve Bank of Dallas
Downloads 643 (83,398)
Citation 10

Abstract:

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2.

A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy

Number of pages: 41 Posted: 02 Mar 2004
Glenn D. Rudebusch, Tao Wu and Tao Wu
Federal Reserve Bank of San Francisco and Federal Reserve Bank of San FranciscoFederal Reserve Bank of Dallas
Downloads 623 (86,993)
Citation 127

Abstract:

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No-arbitrage, yield curve, new-Keynesian

3.

Do Oil Futures Prices Help Predict Future Oil Prices?

FRBSF Economic Letter No. 2005-38
Number of pages: 4 Posted: 03 Dec 2011
Andrew H. McCallum, Tao Wu and Tao Wu
Board of Governors of the Federal Reserve System and Federal Reserve Bank of San FranciscoFederal Reserve Bank of Dallas
Downloads 551 (101,425)
Citation 9

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crude oil, forecasting, futures market, spot market

4.

The Bond Yield 'Conundrum' from a Macro-Finance Perspective

FRB of San Francisco Working Paper No. 2006-16
Number of pages: 42 Posted: 26 Jul 2007
Glenn D. Rudebusch, Eric T. Swanson, Tao Wu and Tao Wu
Federal Reserve Bank of San Francisco, University of California, Irvine - Department of Economics and Federal Reserve Bank of San FranciscoFederal Reserve Bank of Dallas
Downloads 439 (133,827)
Citation 36

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Treasury bonds, Federal funds rate

5.

Monetary Policy and the Slope Factor in Empirical Term Structure Estimations

FRB of San Francisco Working Papers No. 2002-07
Number of pages: 25 Posted: 29 Apr 2005
Tao Wu and Tao Wu
Federal Reserve Bank of San FranciscoFederal Reserve Bank of Dallas
Downloads 284 (215,310)
Citation 3

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monetary policy

6.

Macro Factors and the Affine Term Structure of Interest Rates

FRB of San Francisco Working Papers No. 2002-06
Number of pages: 50 Posted: 29 Apr 2005
Tao Wu and Tao Wu
Federal Reserve Bank of San FranciscoFederal Reserve Bank of Dallas
Downloads 245 (249,821)
Citation 19

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bonds, monetary policy

7.

The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective

FRB of San Francisco Working Paper No. 2004-25
Number of pages: 39 Posted: 19 Jan 2005
Glenn D. Rudebusch, Tao Wu and Tao Wu
Federal Reserve Bank of San Francisco and Federal Reserve Bank of San FranciscoFederal Reserve Bank of Dallas
Downloads 203 (298,675)
Citation 17

Abstract:

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8.

Stylized Facts on Nominal Term Structure and Business Cycles: An Empirical VAR Study

FRB of San Francisco Working Papers No. 2002-08
Number of pages: 12 Posted: 29 Apr 2005
Tao Wu and Tao Wu
Federal Reserve Bank of San FranciscoFederal Reserve Bank of Dallas
Downloads 145 (400,359)
Citation 1

Abstract:

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Vector autoregression,

9.

Time Varying Equilibrium Real Rates and Monetary Policy Analysis

FRB of San Francisco Working Paper No. 2004-10
Number of pages: 37 Posted: 13 Oct 2004
Bharat Trehan, Tao Wu and Tao Wu
Federal Reserve Bank of San Francisco and Federal Reserve Bank of San FranciscoFederal Reserve Bank of Dallas
Downloads 91 (563,190)
Citation 16

Abstract:

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Interest rates, monetary policy