Emanuel Moench
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Emanuel |
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Moench |
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Frankfurt School of Finance and Management
Research profile
author of:
- Anchored Inflation Expectations (RePEc:aea:aejmac:v:15:y:2023:i:1:p:1-47)
by Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston - Fundamental disagreement (RePEc:bfr:banfra:524)
by P. Andrade & R. Crump & S. Eusepi & E. Moench - Household Beliefs about Fiscal Dominance (RePEc:bfr:banfra:986)
by Philippe Andrade & Erwan Gautier & Eric Mengus & Emanuel Mönch & Tobias Schmidt - The term structures of global yields (RePEc:bis:bisbpc:102-02)
by Emanuel Mönch - The asymmetric and persistent effects of Fed policy on global bond yields (RePEc:bis:biswps:1195)
by Tobias Adrian & Gaston Gelos & Nora Lamersdorf & Emanuel Moench - The Pre-FOMC Announcement Drift (RePEc:bla:jfinan:v:70:y:2015:i:1:p:329-371)
by David O. Lucca & Emanuel Moench - Regression Based Estimation of Dynamic Asset Pricing Models (RePEc:cpr:ceprdp:10449)
by Moench, Emanuel & Adrian, Tobias & Crump, Richard K. - Dynamic Leverage Asset Pricing (RePEc:cpr:ceprdp:11466)
by Adrian, Tobias & , & Shin, Hyun Song - Anchored Inflation Expectations (RePEc:cpr:ceprdp:13900)
by Carvalho, Carlos & Eusepi, Stefano & , & Preston, Bruce - Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates (RePEc:cpr:ceprdp:15122)
by Cao, Shuo & Crump, Richard K. & , - Procyclical Asset Management and Bond Risk Premia (RePEc:cpr:ceprdp:15123)
by Barbu, Alexandru & Fricke, Christoph & , - What Moves Treasury Yields? (RePEc:cpr:ceprdp:15978)
by Moench, Emanuel & Soofi Siavash, Soroosh - Equity premium predictability over the business cycle (RePEc:cpr:ceprdp:16357)
by , & Stein, Tobias - Safe asset scarcity, collateral reuse, and market functioning (RePEc:cpr:ceprdp:16439)
by Jank, Stephan & Moench, Emanuel & Schneider, Michael - Would Households Understand Average Inflation Targeting? (RePEc:cpr:ceprdp:16786)
by Hoffmann, Mathias & Moench, Emanuel & Pavlova, Lora & Schultefrankenfeld, Guido - Towards a Monthly Business Cycle Chronology for the Euro Area (RePEc:cpr:ceprdp:4377)
by Uhlig, Harald & Mönch, Emanuel - Sectoral Price Data and Models of Price Setting (RePEc:cpr:ceprdp:7339)
by Mackowiak, Bartosz & Wiederholt, Mirko & Moench, Emanuel - Household Beliefs about Fiscal Dominance (RePEc:ebg:heccah:1535)
by Andrade, Philippe & Gautier, Erwan & Mengus, Eric & Moench, Emanuel & Schmidt, Tobias - The ECB’s price stability framework: past experience, and current and future challenges (RePEc:ecb:ecbops:2021269)
by Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander - Climate change and monetary policy in the euro area (RePEc:ecb:ecbops:2021271)
by Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad - Clear, consistent and engaging: ECB monetary policy communication in a changing world (RePEc:ecb:ecbops:2021274)
by Assenmacher, Katrin & Glöckler, Gabriel & Holton, Sarah & Trautmann, Peter & Ioannou, Demosthenes & Mee, Simon & Alonso, Conception & Argiri, Eleni & Arigoni, Filippo & Bakk-Simon, Klára & Bergbauer, - Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (RePEc:ecb:ecbwps:2005544)
by Mönch, Emanuel - A hierarchical factor analysis of U.S. housing market dynamics (RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c1-c24)
by Emanuel Moench & Serena Ng - Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach (RePEc:eee:econom:v:146:y:2008:i:1:p:26-43)
by Moench, Emanuel - Natural disasters as macroeconomic tail risks (RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002653)
by Chavleishvili, Sulkhan & Moench, Emanuel - The persistent effects of a false news shock (RePEc:eee:empfin:v:18:y:2011:i:4:p:597-615)
by Carvalho, Carlos & Klagge, Nicholas & Moench, Emanuel - What predicts US recessions? (RePEc:eee:intfor:v:32:y:2016:i:4:p:1138-1150)
by Liu, Weiling & Moench, Emanuel - Pricing the term structure with linear regressions (RePEc:eee:jfinec:v:110:y:2013:i:1:p:110-138)
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel - Regression-based estimation of dynamic asset pricing models (RePEc:eee:jfinec:v:118:y:2015:i:2:p:211-244)
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel - What moves treasury yields? (RePEc:eee:jfinec:v:146:y:2022:i:3:p:1016-1043)
by Moench, Emanuel & Soofi-Siavash, Soroosh - Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber (RePEc:eee:moneco:v:108:y:2019:i:c:p:156-161)
by Moench, Emanuel & Stein, Tobias - Would households understand average inflation targeting? (RePEc:eee:moneco:v:129:y:2022:i:s:p:s52-s66)
by Hoffmann, Mathias & Moench, Emanuel & Pavlova, Lora & Schultefrankenfeld, Guido - Sectoral price data and models of price setting (RePEc:eee:moneco:v:56:y:2009:i:s:p:s78-s99)
by Maćkowiak, Bartosz & Moench, Emanuel & Wiederholt, Mirko - Fundamental disagreement (RePEc:eee:moneco:v:83:y:2016:i:c:p:106-128)
by Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel - Decomposing real and nominal yield curves (RePEc:eee:moneco:v:84:y:2016:i:c:p:182-200)
by Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui - Anchored inflation expectations (RePEc:een:camaaa:2020-25)
by Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston - Household Beliefs about Fiscal Dominance (RePEc:fip:fedbwp:99721)
by Philippe Andrade & Erwan Gautier & Eric Mengus & Emanuel Moench - Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary (RePEc:fip:fedcec:89985)
by Edward S. Knotek & Michael Lamla & Emanuel Moench & Robert W. Rich & Raphael Schoenle & Michael Weber - Why is the market share of adjustable-rate mortgages so low? (RePEc:fip:fednci:y:2010:i:dec:n:v.16no.8)
by Diego Aragon & Emanuel Moench & James Vickery - A Look at the Accuracy of Policy Expectations (RePEc:fip:fednls:86762)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench - The Puzzling Pre-FOMC Announcement “Drift” (RePEc:fip:fednls:86814)
by David O. Lucca & Emanuel Moench - Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? (RePEc:fip:fednls:86850)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench - Do Treasury Term Premia Rise around Monetary Tightenings? (RePEc:fip:fednls:86867)
by Tobias Adrian & Richard K. Crump & Emanuel Moench - Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting (RePEc:fip:fednls:86893)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench - Treasury Term Premia: 1961-Present (RePEc:fip:fednls:86948)
by Tobias Adrian & Richard K. Crump & Benjamin Mills & Emanuel Moench - Connecting “The Dots”: Disagreement in the Federal Open Market Committee (RePEc:fip:fednls:86978)
by Richard K. Crump & Troy Davig & Stefano Eusepi & Emanuel Moench - Survey Measures of Expectations for the Policy Rate (RePEc:fip:fednls:86999)
by Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe - Interest Rate Derivatives and Monetary Policy Expectations (RePEc:fip:fednls:87000)
by Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe - Data Insight: Which Growth Rate? It’s a Weighty Subject (RePEc:fip:fednls:87004)
by Richard K. Crump & Stefano Eusepi & David O. Lucca & Emanuel Moench - The Pre-FOMC Announcement Drift: More Recent Evidence (RePEc:fip:fednls:87294)
by David O. Lucca & Emanuel Moench - Pricing the term structure with linear regressions (RePEc:fip:fednsr:340)
by Tobias Adrian & Emanuel Moench - The persistent effects of a false news shock (RePEc:fip:fednsr:374)
by Carlos Carvalho & Nicholas Klagge & Emanuel Moench - Dynamic hierarchical factor models (RePEc:fip:fednsr:412)
by Emanuel Moench & Serena Ng & Simon M. Potter - Financial intermediation, asset prices, and macroeconomic dynamics (RePEc:fip:fednsr:422)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - Macro risk premium and intermediary balance sheet quantities (RePEc:fip:fednsr:428)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - Regression-based estimation of dynamic asset pricing models (RePEc:fip:fednsr:493)
by Tobias Adrian & Richard K. Crump & Emanuel Moench - The pre-FOMC announcement drift (RePEc:fip:fednsr:512)
by David O. Lucca & Emanuel Moench - Decomposing real and nominal yield curves (RePEc:fip:fednsr:570)
by Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench - Forecasting through the rear-view mirror: data revisions and bond return predictability (RePEc:fip:fednsr:581)
by Eric Ghysels & Casidhe Horan & Emanuel Moench - Dynamic Leverage Asset Pricing (RePEc:fip:fednsr:625)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - Fundamental disagreement (RePEc:fip:fednsr:655)
by Philippe Andrade & Richard K. Crump & Stefano Eusepi & Emanuel Moench - What predicts U.S. recessions? (RePEc:fip:fednsr:691)
by Weiling Liu & Emanuel Moench - The term structure of expectations and bond yields (RePEc:fip:fednsr:775)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench - Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates (RePEc:fip:fednsr:88406)
by Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench - The Term Structure of Expectations (RePEc:fip:fednsr:93341)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston - Is There Hope for the Expectations Hypothesis? (RePEc:fip:fednsr:98133)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench - How Do We Learn About the Long Run? (RePEc:fip:fednsr:99868)
by Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston - Unknown item RePEc:hum:wpaper:sfb649dp2005-023 (paper)
- Carbon Intensity, Productivity, and Growth (RePEc:lie:wpaper:115)
by Soroosh Soofi-Siavash & Emanuel Moench - What Moves Treasury Yields? (RePEc:lie:wpaper:88)
by Soroosh Soofi-Siavash & Emanuel Moench - Towards a Monthly Business Cycle Chronology for the Euro Area (RePEc:oec:stdkaa:5km7v183t48r)
by Emanuel Mönch & Harald Uhlig - Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability (RePEc:oup:rfinst:v:31:y:2018:i:2:p:678-714.)
by Eric Ghysels & Casidhe Horan & Emanuel Moench - Macro Risk Premium and Intermediary Balance Sheet Quantities (RePEc:pal:imfecr:v:58:y:2010:i:1:p:179-207)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - Sectoral Price Data and Models of Price Setting (RePEc:red:sed009:666)
by Mirko Wiederholt & Emanuel Moench & Bartosz Maćkowiak - Financial Intermediation, Asset Prices, and Macroeconomic Dynamics (RePEc:red:sed010:297)
by Hyun Song Shin & Emanuel Moench & Tobias Adrian - Noisy Information and Fundamental Disagreement (RePEc:red:sed014:797)
by Stefano Eusepi & Richard Crump & Emanuel Moench & Philippe Andrade - What drives long-run inflation expectations? (RePEc:red:sed015:1228)
by Stefano Eusepi & Emanuel Moench & Bruce Preston & Carlos Carvalho - Procyclical asset management and bond risk premia (RePEc:srk:srkwps:2021116)
by Barbu, Alexandru & Fricke, Christoph & Moench, Emanuel - Dynamic Hierarchical Factor Model (RePEc:tpr:restat:v:95:y:2013:i:5:p:1811-1817)
by Emanuel Moench & Serena Ng & Simon Potter - A hierarchical factor analysis of U.S. housing market dynamics (RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24)
by Emanuel Moench & Serena Ng - Term structure surprises: the predictive content of curvature, level, and slope (RePEc:wly:japmet:v:27:y:2012:i:4:p:574-602)
by Emanuel Moench - Would households understand average inflation targeting? (RePEc:zbw:bubdps:172022)
by Hoffmann, Mathias & Pavlova, Lora & Mönch, Emanuel & Schultefrankenfeld, Guido - Equity premium predictability over the business cycle (RePEc:zbw:bubdps:252021)
by Mönch, Emanuel & Stein, Tobias - Forceful or persistent: Wow the ECB's new inflation target affects households' inflation expectations (RePEc:zbw:bubdps:279574)
by Hoffmann, Mathias & Mönch, Emanuel & Pavlova, Lora & Schultefrankenfeld, Guido - Procyclical asset management and bond risk premia (RePEc:zbw:bubdps:382020)
by Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel - Safe asset shortage and collateral reuse (RePEc:zbw:bubdps:392021)
by Jank, Stephan & Mönch, Emanuel & Schneider, Michael - OTC discount (RePEc:zbw:bubdps:422019)
by de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael - OTC discount (RePEc:zbw:safewp:298)
by de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael - Safe asset shortage and collateral reuse (RePEc:zbw:safewp:355)
by Jank, Stephan & Mönch, Emanuel & Schneider, Michael - Towards a monthly business cycle chronology for the euro area (RePEc:zbw:sfb649:sfb649dp2005-023)
by Mönch, Emanuel & Uhlig, Harald - Forceful or persistent: How the ECB's new inflation target affects households' inflation expectations (RePEc:zbw:zewdip:312570)
by Hoffmann, Mathias & Mönch, Emanuel & Pavlova, Lora & Schultefrankenfeld, Guido