Daniel Soques

University of North Carolina (UNC) at Wilmington

601 South College Road

Wilmington, NC 28403

United States

http://people.uncw.edu/soquesd/index.html

SCHOLARLY PAPERS

11

DOWNLOADS

777

SSRN CITATIONS

7

CROSSREF CITATIONS

4

Scholarly Papers (11)

1.

The 283 Days of Stock Returns after the 2016 Election

Number of pages: 77 Posted: 11 Dec 2020 Last Revised: 08 Nov 2021
Anthony M. Diercks, Daniel Soques and William Waller
Board of Governors of the Federal Reserve System, University of North Carolina (UNC) at Wilmington and Tulane University - Finance & Economics
Downloads 258 (221,882)
Citation 1

Abstract:

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Stock Market, Taxes, TCJA

2.

Does the United States Lead Foreign Business Cycles?

Review, Vol. 97, Issue 2, pp. 133-158, 2015
Number of pages: 26 Posted: 19 Aug 2015 Last Revised: 24 Jul 2019
Neville Francis, Michael Owyang and Daniel Soques
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of St. Louis - Research Division and University of North Carolina (UNC) at Wilmington
Downloads 104 (479,612)

Abstract:

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3.

The Swaps Strike Back: Evaluating Expectations of One-Year Inflation

FEDS Working Paper No. 2023-61
Number of pages: 43 Posted: 29 Sep 2023
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of North Carolina (UNC) at Wilmington
Downloads 70 (615,120)
Citation 1

Abstract:

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Inflation expectations, Inflation swaps, Surveys, Forecasting

4.

Nonlinearities, Smoothing and Countercyclical Monetary Policy

FRB St. Louis Working Paper No. 2016-8
Number of pages: 39 Posted: 23 May 2016 Last Revised: 03 Jan 2019
Laura E. Jackson, Michael Owyang and Daniel Soques
Bentley University - Department of Economics, Federal Reserve Bank of St. Louis - Research Division and University of North Carolina (UNC) at Wilmington
Downloads 70 (610,385)

Abstract:

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Time-varying transition probabilities, Markov-switching, monetary policy

5.
Downloads 67 (624,619)

Contagious Switching

FRB St. Louis Working Paper No. 2019-14
Number of pages: 36 Posted: 15 May 2019
Michael Owyang, Jeremy Piger and Daniel Soques
Federal Reserve Bank of St. Louis - Research Division, University of Oregon - Department of Economics and University of North Carolina (UNC) at Wilmington
Downloads 35 (847,471)

Abstract:

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time varying transition probabilities, NAFTA, business cycle synchronization

Contagious Switching

FRB St. Louis Working Paper No. 2019-014
Number of pages: 46 Posted: 14 May 2021
Michael Owyang, Jeremy M. Piger and Daniel Soques
Federal Reserve Bank of St. Louis - Research Division, affiliation not provided to SSRN and University of North Carolina (UNC) at Wilmington
Downloads 32 (873,738)

Abstract:

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House Price Growth Interdependencies and Comovement

FRB St. Louis Working Paper No. 2019-28
Number of pages: 30 Posted: 18 Oct 2019 Last Revised: 02 Mar 2020
Jeffrey Cohen, Cletus C. Coughlin and Daniel Soques
University of Connecticut - School of Business, Federal Reserve Bank of St. Louis - Research Division and University of North Carolina (UNC) at Wilmington
Downloads 40 (807,166)

Abstract:

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housing cycles, Markov-switching, cluster analysis

House Price Growth Interdependencies and Comovement

FRB St. Louis Working Paper No. 2019-028
Number of pages: 36 Posted: 14 May 2021
Jeffrey Cohen, Cletus C. Coughlin and Daniel Soques
University of Connecticut - School of Business, Federal Reserve Bank of St. Louis - Research Division and University of North Carolina (UNC) at Wilmington
Downloads 25 (939,770)

Abstract:

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7.

Business Cycles Across Space and Time

FRB St. Louis Working Paper No. 2019-10
Number of pages: 47 Posted: 26 Mar 2019
Neville Francis, Michael Owyang and Daniel Soques
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of St. Louis - Research Division and University of North Carolina (UNC) at Wilmington
Downloads 50 (718,637)
Citation 1

Abstract:

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Markov-switching, time-varying transition probabilities, cluster analysis

8.

Business Cycles Across Space and Time

FRB St. Louis Working Paper No. 2019-010
Number of pages: 44 Posted: 14 May 2021
Neville Francis, Michael Owyang and Daniel Soques
University of North Carolina (UNC) at Chapel Hill, Federal Reserve Bank of St. Louis - Research Division and University of North Carolina (UNC) at Wilmington
Downloads 30 (866,561)
Citation 2

Abstract:

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9.

Industrial Connectedness and Business Cycle Comovements

FRB St. Louis Working Paper No. 2020-52
Number of pages: 40 Posted: 05 Jan 2021
Amy Guisinger, Michael Owyang and Daniel Soques
George Washington University, Federal Reserve Bank of St. Louis - Research Division and University of North Carolina (UNC) at Wilmington
Downloads 29 (875,215)

Abstract:

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cluster analysis, Markov-switching

10.

The Evolution of Regional Beveridge Curves

FRB St. Louis Working Paper No. 2022-37
Number of pages: 33 Posted: 30 Nov 2022
Michael Owyang, Hannah Shell and Daniel Soques
Federal Reserve Bank of St. Louis - Research Division, Federal Reserve Banks - Federal Reserve Bank of St. Louis and University of North Carolina (UNC) at Wilmington
Downloads 27 (893,334)

Abstract:

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mismatch, vacancies, clustering

11.

Impulse Response Functions for Self-Exciting Nonlinear Models

NBER Working Paper No. w31709
Number of pages: 34 Posted: 25 Sep 2023
Neville Francis, Michael Owyang and Daniel Soques
University of North Carolina (UNC) at Chapel Hill, Federal Reserve Bank of St. Louis - Research Division and University of North Carolina (UNC) at Wilmington
Downloads 7 (1,092,222)
Citation 1
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