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MEASURING CENTRAL BANK COMMUNICATION: AN AUTOMATED APPROACH WITH APPLICATION TO FOMC STATEMENTS
Lucca, David O.; Trebbi, Francesco - 2009
Persistent link: https://www.econbiz.de/10008317828
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Pricing the term structure with linear regressions
Adrian, Tobias; Crump, Richard K.; Moench, Emanuel - In: Journal of financial economics 110 (2013) 1, pp. 110-138
Persistent link: https://www.econbiz.de/10010174651
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Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
Moench, Emanuel - In: Journal of econometrics 146 (2008) 1, pp. 26-43
Persistent link: https://www.econbiz.de/10008109086
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Sectoral price data and models of price setting
Maćkowiak, Bartosz; Moench, Emanuel; Wiederholt, Mirko - In: Journal of monetary economics 56 (2009), pp. S78
Persistent link: https://www.econbiz.de/10008324705
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Term structure surprises: the predictive content of curvature, level, and slope
Moench, Emanuel - In: Journal of applied econometrics 27 (2012) 4, pp. 574-603
Persistent link: https://www.econbiz.de/10010026025
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The persistent effects of a false news shock
Carvalho, Carlos; Klagge, Nicholas; Moench, Emanuel - In: Journal of empirical finance 18 (2011) 4, pp. 597-616
Persistent link: https://www.econbiz.de/10009291036
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A hierarchical factor analysis of U.S. housing market dynamics
Moench, Emanuel; Ng, Serena - In: The econometrics journal 14 (2011) 1, pp. C1
Persistent link: https://www.econbiz.de/10008845130
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Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
Moench, Emanuel - In: Journal of econometrics 146 (2008) 1, pp. 26-44
Persistent link: https://www.econbiz.de/10008881138
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Sectoral price data and models of price setting
Maćkowiak, Bartosz; Moench, Emanuel; Wiederholt, Mirko - In: Journal of monetary economics 56 (2009), pp. 7-29
Persistent link: https://www.econbiz.de/10008883076