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Connor M. Brennan

Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

3

DOWNLOADS

363

TOTAL CITATIONS

8

Scholarly Papers (3)

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1.

Monetary Policy Shocks: Data or Methods?

FEDS Working Paper No. 2024-011R1
Number of pages: 54 Posted: 14 Mar 2024
Connor M. Brennan, Margaret Jacobson, Christian Matthes and Todd B. Walker
Board of Governors of the Federal Reserve System, Federal Reserve Board, Indiana University Bloomington - Department of Economics and Indiana University Bloomington - Department of Economics
Downloads 177 (428,796)
Citation 3

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High-frequency monetary policy shocks, Monetary policy transmission, Empirical monetary economics

2.

Constructing High-Frequency Monetary Policy Surprises from Sofr Futures

Downloads 115 (640,165)
Citation 5

Constructing High-Frequency Monetary Policy Surprises from Sofr Futures

FEDS Working Paper No. 2024-34
Number of pages: 9 Posted: 11 Jun 2024
Miguel Acosta, Connor M. Brennan and Margaret Jacobson
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 73 (895,539)
Citation 5

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Monetary surprises, Causal estimates of monetary policy, High-frequency identification

Constructing High-Frequency Monetary Policy Surprises from Sofr Futures

Number of pages: 8 Posted: 03 Jun 2024
Miguel Acosta, Connor M. Brennan and Margaret Jacobson
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 42 (1,196,631)

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monetary policy surprises, high-frequency identification, empirical macroeconomics

3.

Measuring Job Loss During the Pandemic Recession in Real Time with Twitter Data

FEDS Working Paper No. 2023-35
Number of pages: 16 Posted: 06 Jun 2023
Anbar Aizenman, Connor M. Brennan, Tomaz Cajner, Cynthia Doniger and Jacob Williams
Independent, 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 Board of Governors of the Federal Reserve System
Downloads 71 (875,328)

Abstract:

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Job Loss, Natural Language Processing, Neural Networks