Taeyoung Doh
Names
| first: | Taeyoung |
| last: | Doh |
Identifer
| RePEc Short-ID: | pdo97 |
Contact
| homepage: | https://sites.google.com/view/dohtyoung |
Affiliations
-
Federal Reserve Bank of Kansas City
/ Economic Research
- EDIRC entry
- location:
Research profile
author of:
- Non-stationary Hours in a DSGE Model (RePEc:cpr:ceprdp:5232)
by Chang, Yongsung & Schorfheide, Frank & Doh, Taeyoung - Yield curve in an estimated nonlinear macro model (RePEc:eee:dyncon:v:35:y:2011:i:8:p:1229-1244)
by Doh, Taeyoung - Evaluating alternative models of trend inflation (RePEc:eee:intfor:v:30:y:2014:i:3:p:426-448)
by Clark, Todd E. & Doh, Taeyoung - A new approach to integrating expectations into VAR models (RePEc:eee:moneco:v:132:y:2022:i:c:p:24-43)
by Doh, Taeyoung & Smith, A. Lee - A Bayesian evaluation of alternative models of trend inflation (RePEc:fip:fedcwp:1134)
by Todd E. Clark & Taeyoung Doh - Monetary Policy Stance Is Tighter than Federal Funds Rate (RePEc:fip:fedfel:94991)
by Jason Choi & Taeyoung Doh & Andrew Foerster & Zinnia Martinez - Assessing the Risk of Extreme Unemployment Outcomes (RePEc:fip:fedkeb:00008)
by Thomas R. Cook & Taeyoung Doh - To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions (RePEc:fip:fedkeb:92501)
by Thomas R. Cook & Taeyoung Doh - Have Lags in Monetary Policy Transmission Shortened? (RePEc:fip:fedkeb:95391)
by Taeyoung Doh & Andrew Foerster - Has the effect of monetary policy announcements on asset prices changed? (RePEc:fip:fedker:00009)
by Michael Connolly & Taeyoung Doh - Should monetary policy monitor risk premiums in financial markets? (RePEc:fip:fedker:00022)
by Guangye Cao & Taeyoung Doh & Daniel Molling - Measuring the Stance of Monetary Policy on and off the Zero Lower Bound (RePEc:fip:fedker:00041)
by Jason Choi & Taeyoung Doh - Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade? (RePEc:fip:fedker:00060)
by Taeyoung Doh & Amy Oksol - Tracking U.S. GDP in Real Time (RePEc:fip:fedker:00079)
by Jaeheung Bae & Taeyoung Doh - How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing (RePEc:fip:fedker:90017)
by Taeyoung Doh & Sungil Kim & Shu-Kuei X. Yang - The efficacy of large-scale asset purchases at the zero lower bound (RePEc:fip:fedker:y:2010:i:qii:p:5-34:n:v.95no.2)
by Taeyoung Doh - Is unemployment helpful in understanding inflation? (RePEc:fip:fedker:y:2011:i:qiv:p:5-26:n:v.96no.4)
by Taeyoung Doh - Has the effect of monetary policy announcements on asset prices changed? (RePEc:fip:fedkmb:00002)
by Michael Connolly & Taeyoung Doh - Should monetary policy monitor risk premiums in financial markets? (RePEc:fip:fedkmb:00019)
by Guangye Cao & Taeyoung Doh & Daniel Molling - Changing Credit Profile of Consumers: Aging Versus the Business Cycle (RePEc:fip:fedkmb:00058)
by Taeyoung Doh - Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate (RePEc:fip:fedkmb:00069)
by Thomas R. Cook & Taeyoung Doh - Assessing Macroeconomic Tail Risks in a Data-Rich Environment (RePEc:fip:fedkrw:87675)
by Thomas R. Cook & Taeyoung Doh - Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements (RePEc:fip:fedkrw:88946)
by Taeyoung Doh & Dongho Song & Shu-Kuei X. Yang - Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance (RePEc:fip:fedkrw:94764)
by Taeyoung Doh & Joseph W. Gruber & Dongho Song - The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments (RePEc:fip:fedkrw:94988)
by Taeyoung Doh & Kyoo il Kim & Sungil Kim & Hwanoong Lee & Kyungho Song - What does the yield curve tell us about the Federal Reserve's implicit inflation target? (RePEc:fip:fedkrw:rwp07-10)
by Taeyoung Doh - Long run risks in the term structure of interest rates: estimation (RePEc:fip:fedkrw:rwp08-11)
by Taeyoung Doh - Monetary policy regime shifts and inflation persistence (RePEc:fip:fedkrw:rwp08-16)
by Troy Davig & Taeyoung Doh - Yield curve in an estimated nonlinear macro model (RePEc:fip:fedkrw:rwp09-04)
by Taeyoung Doh - A Bayesian evaluation of alternative models of trend inflation (RePEc:fip:fedkrw:rwp11-16)
by Todd E. Clark & Taeyoung Doh - The state space representation and estimation of a time-varying parameter VAR with stochastic volatility (RePEc:fip:fedkrw:rwp12-04)
by Michael Connolly & Taeyoung Doh - Yield curve and monetary policy expectations in small open economies (RePEc:fip:fedkrw:rwp14-13)
by Kwan Soo Bong & Taeyoung Doh & Woong Yong Park - Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences (RePEc:fip:fedkrw:rwp15-12)
by Taeyoung Doh & Shu Wu - The Equilibrium Term Structure of Equity and Interest Rates (RePEc:fip:fedkrw:rwp16-11)
by Taeyoung Doh & Shu Wu - Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data (RePEc:fip:fedkrw:rwp17-08)
by Taeyoung Doh - Reconciling VAR-based Forecasts with Survey Forecasts (RePEc:fip:fedkrw:rwp18-13)
by Taeyoung Doh & Andrew Lee Smith - Non-stationary hours in a DSGE model (RePEc:fip:fedpwp:06-3)
by Yongsung Chang & Taeyoung Doh & Frank Schorfheide - Non-stationary Hours in a DSGE Model (RePEc:mcb:jmoncb:v:39:y:2007:i:6:p:1357-1373)
by Yongsung Chang & Taeyoung Doh & Frank Schorfheide - What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? (RePEc:mcb:jmoncb:v:44:y:2012:i::p:469-486)
by Taeyoung Doh - Long Run Risks in the Term Structure of Interest Rates : Estimation (RePEc:red:sed008:137)
by Taeyoung Doh - Monetary Policy Regime Shifts and Inflation Persistence (RePEc:red:sed009:182)
by Taeyoung Doh & Troy Davig - Analysis of loan guarantees among the Korean Chaebol affiliates (RePEc:taf:intecj:v:18:y:2004:i:2:p:161-178)
by Taeyoung Doh & Keunkwan Ryu - Monetary Policy Regime Shifts and Inflation Persistence (RePEc:tpr:restat:v:96:y:2014:i:5:p:862-875)
by Troy Davig & Taeyoung Doh - Long‐Run Risks In The Term Structure Of Interest Rates: Estimation (RePEc:wly:japmet:v:28:y:2013:i:3:p:478-497)
by Taeyoung Doh - Non‐stationary Hours in a DSGE Model (RePEc:wly:jmoncb:v:39:y:2007:i:6:p:1357-1373)
by Yongsung Chang & Taeyoung Doh & Frank Schorfheide - What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target? (RePEc:wly:jmoncb:v:44:y:2012:i:2-3:p:469-486)
by Taeyoung Doh