Eric T. Swanson
Names
| first: |
Eric |
| middle: |
T. |
| last: |
Swanson |
Identifer
Contact
| homepage: |
http://www.ericswanson.org |
|
| phone: |
949-824-8305 |
| postal address: |
Department of Economics
University of California, Irvine
3151 Social Science Plaza
Irvine, CA 92697 |
Affiliations
-
University of California-Irvine
/ Department of Economics
Research profile
author of:
- Risk Aversion and the Labor Margin in Dynamic Equilibrium Models (RePEc:aea:aecrev:v:102:y:2012:i:4:p:1663-91)
by Eric T. Swanson - Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (RePEc:aea:aecrev:v:104:y:2014:i:10:p:3154-85)
by Eric T. Swanson & John C. Williams - An Alternative Explanation for the "Fed Information Effect" (RePEc:aea:aecrev:v:113:y:2023:i:3:p:664-700)
by Michael D. Bauer & Eric T. Swanson - NAIRU Uncertainty and Nonlinear Policy Rules (RePEc:aea:aecrev:v:91:y:2001:i:2:p:226-231)
by Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland - The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (RePEc:aea:aecrev:v:95:y:2005:i:1:p:425-436)
by Refet S. Gürkaynak & Brian Sack & Eric Swanson - Implications of Labor Market Frictions for Risk Aversion and Risk Premia (RePEc:aea:aejmac:v:12:y:2020:i:2:p:194-240)
by Eric T. Swanson - The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (RePEc:aea:aejmac:v:4:y:2012:i:1:p:105-43)
by Glenn D. Rudebusch & Eric T. Swanson - The Importance of Fed Chair Speeches as a Monetary Policy Tool (RePEc:aea:apandp:v:113:y:2023:p:394-400)
by Eric T. Swanson - Market-Based Measures of Monetary Policy Expectations (RePEc:bes:jnlbes:v:25:y:2007:p:201-212)
by Gurkaynak, Refet S. & Sack, Brian T. & Swanson, Eric P. - Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2 (RePEc:bin:bpeajo:v:42:y:2011:i:2011-01:p:151-207)
by Eric T. Swanson - The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates (RePEc:bin:bpeajo:v:49:y:2018:i:2018-02:p:555-572)
by Eric T. Swanson - Real Wage Cyclicality In The Panel Study Of Income Dynamics (RePEc:bla:scotjp:v:54:y:2007:i:5:p:617-647)
by Eric T. Swanson - Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy? (RePEc:bpj:bejmac:v:contributions.4:y:2004:i:1:n:10)
by Faust Jon & Swanson Eric T & Wright Jonathan H - The Relative Price and Relative Productivity Channels for Aggregate Fluctuations (RePEc:bpj:bejmac:v:contributions.6:y:2006:i:1:n:10)
by Swanson Eric T - The Fed's Response to Economic News Explains the "Fed Information Effect" (RePEc:ces:ceswps:_8151)
by Michael D. Bauer & Eric T. Swanson - A Reassessment of Monetary Policy Surprises and High-Frequency Identification (RePEc:ces:ceswps:_9642)
by Michael D. Bauer & Eric T. Swanson - Measuring the effects of unconventional monetary policy on asset prices (RePEc:chb:bcchec:v:19:y:2016:i:2:p:78-100)
by Eric T. Swanson - Inflation Targeting And The Anchoring Of Inflation Expectations In The Western Hemisphere (RePEc:chb:bcchec:v:9:y:2006:i:3:p:19-52)
by Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson - Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere (RePEc:chb:bcchsb:v11c11pp415-465)
by Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson - Measuring the Effects of Unconventional Monetary Policy on Asset Prices (RePEc:chb:bcchsb:v24c04pp105-130)
by Eric T. Swanson - Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere (RePEc:chb:bcchwp:400)
by Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson - A Reassessment of Monetary Policy Surprises and High-Frequency Identification (RePEc:cpr:ceprdp:17116)
by Bauer, Michael & Swanson, Eric T. - Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden (RePEc:cpr:ceprdp:5808)
by Levin, Andrew & Gürkaynak, Refet & Swanson, Eric T. - Convergence and Anchoring of Yield Curves in the Euro Area (RePEc:cpr:ceprdp:6456)
by Ehrmann, Michael & Fratzscher, Marcel & Gürkaynak, Refet & Swanson, Eric T. - Signal Extraction And Non-Certainty-Equivalence In Optimal Monetary Policy Rules (RePEc:cup:macdyn:v:8:y:2004:i:01:p:27-50_02)
by Swanson, Eric T. - Identifying the effects of monetary policy shocks on exchange rates using high frequency data (RePEc:ecb:ecbwps:2002167)
by Faust, Jon & Rogers, John H. & Swanson, Eric & Wright, Jonathan H. - Convergence and anchoring of yield curves in the euro area (RePEc:ecb:ecbwps:2007817)
by Ehrmann, Michael & Fratzscher, Marcel & Swanson, Eric & Gürkaynak, Refet S. - Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy (RePEc:ecm:nawm04:576)
by Eric Swanson & Gary Anderson & Andrew Levin - On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules (RePEc:ecm:wc2000:1085)
by Eric Swanson - Optimal nonlinear policy: signal extraction with a non-normal prior (RePEc:eee:dyncon:v:30:y:2006:i:2:p:185-203)
by Swanson, Eric T. - Monetary policy effectiveness in China: Evidence from a FAVAR model (RePEc:eee:jimfin:v:49:y:2014:i:pa:p:83-103)
by Fernald, John G. & Spiegel, Mark M. & Swanson, Eric T. - Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (RePEc:eee:moneco:v:118:y:2021:i:c:p:32-53)
by Swanson, Eric T. - Identifying VARS based on high frequency futures data (RePEc:eee:moneco:v:51:y:2004:i:6:p:1107-1131)
by Faust, Jon & Swanson, Eric T. & Wright, Jonathan H. - Futures prices as risk-adjusted forecasts of monetary policy (RePEc:eee:moneco:v:55:y:2008:i:4:p:677-691)
by Piazzesi, Monika & Swanson, Eric T. - Examining the bond premium puzzle with a DSGE model (RePEc:eee:moneco:v:55:y:2008:i:s1:p:s111-s126)
by Rudebusch, Glenn D. & Swanson, Eric T. - The federal funds market, pre- and post-2008 (RePEc:elg:eechap:20173_10)
by Eric T. Swanson - Would an inflation target help anchor U.S. inflation expectations? (RePEc:fip:fedfel:y:2006:i:aug11:n:2006-20)
by Eric T. Swanson - What we do and don't know about the term premium (RePEc:fip:fedfel:y:2007:i:jul20:n:2007-21)
by Eric T. Swanson - Convergence of long-term bond yields in the euro area (RePEc:fip:fedfel:y:2008:i:nov21:n:2008-37)
by Eric T. Swanson - Macroeconomic models for monetary policy: conference summary (RePEc:fip:fedfel:y:2009:i:jul20:n:2009-23)
by Eric T. Swanson - Financial market imperfections and macroeconomics: conference summary (RePEc:fip:fedfel:y:2010:i:aug23:n:2010-25)
by Eric T. Swanson - Operation Twist and the effect of large-scale asset purchases (RePEc:fip:fedfel:y:2011:i:apr25:n:2011-13)
by Titan Alon & Eric T. Swanson - Structural and cyclical economic factors (RePEc:fip:fedfel:y:2012:i:jun11:n:2012-18)
by Eric T. Swanson - The zero lower bound and longer-term yields (RePEc:fip:fedfel:y:2013:i:sept30:n:2013-28)
by Eric T. Swanson - Inflation targeting and the anchoring of inflation expectations in the western hemisphere (RePEc:fip:fedfer:y:2007:p:25-47)
by Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson - On signal extraction and non-certainty-equivalence in optimal monetary policy rules (RePEc:fip:fedfpr:y:2000:x:5)
by Eric T. Swanson - The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models (RePEc:fip:fedfpr:y:2003:i:mar:x:8)
by Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson - Future prices as risk-adjusted forecasts of monetary policy (RePEc:fip:fedfpr:y:2004:i:mar:x:1)
by Monika Piazzesi & Eric T. Swanson - Optimal nonlinear policy: signal extraction with a non-normal prior (RePEc:fip:fedfwp:2005-24)
by Eric T. Swanson - Higher-order perturbation solutions to dynamic, discrete-time rational expectations models (RePEc:fip:fedfwp:2006-01)
by Gary S. Anderson & Andrew T. Levin & Eric T. Swanson - Market-based measures of monetary policy expectations (RePEc:fip:fedfwp:2006-04)
by Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson - Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden (RePEc:fip:fedfwp:2006-09)
by Refet S. Gürkaynak & Andrew T. Levin & Eric T. Swanson - The bond yield \"conundrum\" from a macro-finance perspective (RePEc:fip:fedfwp:2006-16)
by Glenn D. Rudebusch & Eric T. Swanson & Tao Wu - The relative price and relative productivity channels for aggregate fluctuations (RePEc:fip:fedfwp:2006-20)
by Eric T. Swanson - Futures prices as risk-adjusted forecasts of monetary policy (RePEc:fip:fedfwp:2006-23)
by Monika Piazzesi & Eric T. Swanson - Macroeconomic implications of changes in the term premium (RePEc:fip:fedfwp:2006-46)
by Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson - Real wage cyclicality in the PSID (RePEc:fip:fedfwp:2007-15)
by Eric T. Swanson - Convergence and anchoring of yield curves in the Euro area (RePEc:fip:fedfwp:2007-24)
by Michael Ehrmann & Marcel Fratzscher & Refet S. Gürkaynak & Eric T. Swanson - Examining the bond premium puzzle with a DSGE model (RePEc:fip:fedfwp:2007-25)
by Glenn D. Rudebusch & Eric T. Swanson - The bond premium in a DSGE model with long-run real and nominal risks (RePEc:fip:fedfwp:2008-31)
by Glenn D. Rudebusch & Eric T. Swanson - Risk aversion, the labor margin, and asset pricing in DSGE models (RePEc:fip:fedfwp:2009-26)
by Eric T. Swanson - Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2 (RePEc:fip:fedfwp:2011-08)
by Eric T. Swanson - Measuring the effect of the zero lower bound on medium- and longer-term interest rates (RePEc:fip:fedfwp:2012-02)
by Eric T. Swanson & John C. Williams - Risk aversion, risk premia, and the labor margin with generalized recursive preferences (RePEc:fip:fedfwp:2012-17)
by Eric T. Swanson - Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany (RePEc:fip:fedfwp:2013-21)
by Eric T. Swanson & John C. Williams - Implications of Labor Market Frictions for Risk Aversion and Risk Premia (RePEc:fip:fedfwp:2013-30)
by Eric T. Swanson - Monetary Policy Effectiveness in China: Evidence from a FAVAR Model (RePEc:fip:fedfwp:2014-07)
by John G. Fernald & Mark M. Spiegel & Eric T. Swanson - The Fed's Response to Economic News Explains the “Fed Information Effect” (RePEc:fip:fedfwp:87543)
by Michael D. Bauer & Eric T. Swanson - Models of sectoral reallocation (RePEc:fip:fedgfe:1999-03)
by Eric T. Swanson - Measuring the cyclicality of real wages: how important is aggregation across industries? (RePEc:fip:fedgfe:1999-52)
by Eric T. Swanson - On signal extraction and non-certainty-equivalence in optimal monetary policy rules (RePEc:fip:fedgfe:2000-32)
by Eric T. Swanson - NAIRU uncertainty and nonlinear policy rules (RePEc:fip:fedgfe:2001-01)
by Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland - Market-based measures of monetary policy expectations (RePEc:fip:fedgfe:2002-40)
by Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson - The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models (RePEc:fip:fedgfe:2003-50)
by Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson - Federal Reserve transparency and financial market forecasts of short-term interest rates (RePEc:fip:fedgfe:2004-06)
by Eric T. Swanson - Do actions speak louder than words? the response of asset prices to monetary policy actions and statements (RePEc:fip:fedgfe:2004-66)
by Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson - Identifying vars based on high frequency futures data (RePEc:fip:fedgif:720)
by Jon Faust & Eric T. Swanson & Jonathan H. Wright - Identifying the effects of monetary policy shocks on exchange rates using high frequency data (RePEc:fip:fedgif:739)
by Jon Faust & John H. Rogers & Eric T. Swanson & Jonathan H. Wright - Macroeconomic implications of changes in the term premium (RePEc:fip:fedlrv:y:2007:i:jul:p:241-270:n:v.89no.4)
by Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson - Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (RePEc:ijc:ijcjou:y:2005:q:2:a:2)
by Refet S Gürkaynak & Brian Sack & Eric Swanson - The Bond Yield "Conundrum" from a Macro-Finance Perspective (RePEc:ime:imemes:v:24:y:december:i:s1:p:83-109)
by Glenn D. Rudebusch & Eric T. Swanson & Tao Wu - Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? (RePEc:mcb:jmoncb:v:38:y:2006:i:3:p:791-819)
by Swanson, Eric T. - The bond premium in a DSGE model with long-run real and nominal risks (RePEc:nbb:reswpp:200810-18)
by Glenn D. Rudebusch & Eric T. Swanson - Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany (RePEc:nbr:nberch:13157)
by Eric T. Swanson & John C. Williams - A Reassessment of Monetary Policy Surprises and High-Frequency Identification (RePEc:nbr:nberch:14657)
by Michael D. Bauer & Eric T. Swanson - Futures Prices as Risk-adjusted Forecasts of Monetary Policy (RePEc:nbr:nberwo:10547)
by Monika Piazzesi & Eric Swanson - Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (RePEc:nbr:nberwo:20486)
by Eric T. Swanson & John C. Williams - Monetary Policy Effectiveness in China: Evidence from a FAVAR Model (RePEc:nbr:nberwo:20518)
by John Fernald & Mark M. Spiegel & Eric T. Swanson - Measuring the Effects of Unconventional Monetary Policy on Asset Prices (RePEc:nbr:nberwo:21816)
by Eric T. Swanson - Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets (RePEc:nbr:nberwo:23311)
by Eric T. Swanson - The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates (RePEc:nbr:nberwo:25123)
by Eric T. Swanson - Implications of Labor Market Frictions for Risk Aversion and Risk Premia (RePEc:nbr:nberwo:25764)
by Eric T. Swanson - An Alternative Explanation for the “Fed Information Effect” (RePEc:nbr:nberwo:27013)
by Michael D. Bauer & Eric T. Swanson - The Federal Funds Market, Pre- and Post-2008 (RePEc:nbr:nberwo:29762)
by Eric T. Swanson - A Reassessment of Monetary Policy Surprises and High-Frequency Identification (RePEc:nbr:nberwo:29939)
by Michael D. Bauer & Eric T. Swanson - The Macroeconomic Effects of the Federal Reserve's Conventional and Unconventional Monetary Policies (RePEc:nbr:nberwo:31603)
by Eric T. Swanson - The Labor Demand and Labor Supply Channels of Monetary Policy (RePEc:nbr:nberwo:31770)
by Sebastian Graves & Christopher K. Huckfeldt & Eric T. Swanson - Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data (RePEc:nbr:nberwo:9660)
by Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright - Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (RePEc:pra:mprapa:820)
by Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T - Code and data files for "Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences" (RePEc:red:ccodes:13-261)
by Eric Swanson - Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences (RePEc:red:issued:13-261)
by Eric Swanson - Optimal Time-Consistent Monetary Policy in the New Keynesian Model with Repeated Simultaneous Play (RePEc:red:sed007:214)
by Eric Swanson & Gauti Eggertsson - Long-Run Inflation Risk and the Postwar Term Premium (RePEc:red:sed008:988)
by Eric Swanson & Glenn Rudebusch - Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks (RePEc:red:sed009:29)
by Eric Swanson & Glenn Rudebusch - Convergence And Anchoring Of Yield Curves In The Euro Area (RePEc:red:sed009:897)
by Refet Gurkaynak & Marcel Fratzscher & Eric Swanson & Michael Ehrmann - Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models (RePEc:red:sed010:138)
by Eric Swanson - Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 (RePEc:red:sed011:982)
by Eric T. Swanson - Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (RePEc:red:sed012:462)
by John Williams & Eric Swanson - Implications of Labor Market Frictions for Risk Aversion and Risk Premia (RePEc:red:sed013:1137)
by Eric Swanson - A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt (RePEc:red:sed015:273)
by Eric Swanson - Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets (RePEc:red:sed016:1222)
by Eric Swanson - Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy (RePEc:sce:scecf3:64)
by Eric Swanson & Gary Anderson & Andrew Levin - The magnitude and Cyclical Behavior of Financial Market Frictions (RePEc:sce:scecf4:224)
by (Kim | Lopez-Salido | Swanson) & Andrew Levin - Optimal Monetary Policy in an Imperfect World (RePEc:sce:scecf4:235)
by Andrew Levin & Eric Swanson - Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy (RePEc:sce:scecf5:146)
by Eric Swanson & Gary Anderson & Andrew Levin - Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior (RePEc:sce:scecf5:147)
by Eric Swanson - Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data (RePEc:tpr:jeurec:v:1:y:2003:i:5:p:1031-1057)
by Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright - Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden (RePEc:tpr:jeurec:v:8:y:2010:i:6:p:1208-1242)
by Refet S Gürkaynak & Andrew Levin & Eric Swanson - Measuring the Cyclicality of Real Wages: How Important Is the Firm's Point of View? (RePEc:tpr:restat:v:86:y:2004:i:1:p:362-377)
by Eric T. Swanson - Convergence and Anchoring of Yield Curves in the Euro Area (RePEc:tpr:restat:v:93:y:2011:i:1:p:350-364)
by Michael Ehrmann & Marcel Fratzscher & Refet S Güürkaynak & Eric T Swanson - A Reassessment of Monetary Policy Surprises and High-Frequency Identification (RePEc:ucp:macann:doi:10.1086/723574)
by Michael D. Bauer & Eric T. Swanson - Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (RePEc:wpa:wuwpma:0504013)
by Refet Gurkaynak & Brian Sack & Eric Swanson - The Fed's response to economic news explains the "Fed information effect" (RePEc:zbw:imfswp:155)
by Bauer, Michael D. & Swanson, Eric T. - A reassessment of monetary policy surprises and high-frequency identification (RePEc:zbw:imfswp:165)
by Bauer, Michael D. & Swanson, Eric T.