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

SCHOLARLY PAPERS

9

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2,464

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Scholarly Papers (9)

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

Number of pages: 41 Posted: 02 Mar 2004
Glenn D. Rudebusch and Tao Wu
Federal Reserve Bank of San Francisco and Federal Reserve Bank of Dallas
Downloads 561 (46,360)

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No-arbitrage, yield curve, new-Keynesian

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

The Economic Journal, Vol. 118, Issue 530, pp. 906-926, July 2008
Number of pages: 21 Posted: 18 Jun 2008
Glenn D. Rudebusch and Tao Wu
Federal Reserve Bank of San Francisco and Federal Reserve Bank of Dallas
Downloads 2 (655,602)
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2.

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
Federal Reserve Bank of Dallas
Downloads 543 (48,903)

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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 and Tao Wu
Federal Reserve Board and Federal Reserve Bank of Dallas
Downloads 307 (96,539)

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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
Federal Reserve Bank of San Francisco, University of California, Irvine - Department of Economics and Federal Reserve Bank of Dallas
Downloads 298 (99,671)

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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
Federal Reserve Bank of Dallas
Downloads 215 (139,293)

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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
Federal Reserve Bank of Dallas
Downloads 205 (145,689)

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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 and Tao Wu
Federal Reserve Bank of San Francisco and Federal Reserve Bank of Dallas
Downloads 158 (183,864)

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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
Federal Reserve Bank of Dallas
Downloads 114 (237,795)

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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 and Tao Wu
Federal Reserve Bank of San Francisco and Federal Reserve Bank of Dallas
Downloads 61 (347,473)

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Interest rates, monetary policy