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Taeyoung Doh

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This is information that was supplied by Taeyoung Doh in registering through RePEc. If you are Taeyoung Doh , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Taeyoung
Middle Name:
Last Name: Doh
Suffix:

RePEc Short-ID: pdo97

Email: [This author has chosen not to make the email address public]
Homepage: http://www.taeyoung-doh.net
Postal Address:
Phone:

Affiliation

Economic Research
Federal Reserve Bank of Kansas City
Location: Kansas City, Missouri (United States)
Homepage: http://www.kansascityfed.org/research/
Email:
Phone: (816) 881-2254
Fax:
Postal: 925 GRAND BOULEVARD, KANSAS CITY, MISSOURI 64198-0001
Handle: RePEc:edi:efrbkus (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Korean Economists

Works

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Working papers

  1. Taeyoung Doh & Michael Connolly, 2012. "The state space representation and estimation of a time-varying parameter VAR with stochastic volatility," Research Working Paper RWP 12-04, Federal Reserve Bank of Kansas City.
  2. Todd E. Clark & Taeyoung Doh, 2011. "A Bayesian evaluation of alternative models of trend inflation," Working Paper 1134, Federal Reserve Bank of Cleveland.
  3. Taeyoung Doh, 2009. "Yield curve in an estimated nonlinear macro model," Research Working Paper RWP 09-04, Federal Reserve Bank of Kansas City.
  4. Taeyoung Doh, 2008. "Long run risks in the term structure of interest rates: estimation," Research Working Paper RWP 08-11, Federal Reserve Bank of Kansas City.
  5. Troy Davig & Taeyoung Doh, 2008. "Monetary policy regime shifts and inflation persistence," Research Working Paper RWP 08-16, Federal Reserve Bank of Kansas City.
  6. Taeyoung Doh, 2007. "What does the yield curve tell us about the Federal Reserve's implicit inflation target?," Research Working Paper RWP 07-10, Federal Reserve Bank of Kansas City.
  7. Chang, Yongsung & Doh, Taeyoung & Schorfheide, Frank, 2005. "Non-stationary Hours in a DSGE Model," CEPR Discussion Papers 5232, C.E.P.R. Discussion Papers.

Articles

  1. Clark, Todd E. & Doh, Taeyoung, 2014. "Evaluating alternative models of trend inflation," International Journal of Forecasting, Elsevier, vol. 30(3), pages 426-448.
  2. Taeyoung Doh, 2013. "Long‐Run Risks In The Term Structure Of Interest Rates: Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 478-497, 04.
  3. Doh, Taeyoung & Connolly, Michael, 2013. "Has the effect of monetary policy announcements on asset prices changed?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 31-65.
  4. Taeyoung Doh, 2012. "What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 469-486, 03.
  5. Taeyoung Doh, 2011. "Is unemployment helpful in understanding inflation?," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-26.
  6. Doh, Taeyoung, 2011. "Yield curve in an estimated nonlinear macro model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1229-1244, August.
  7. Taeyoung Doh, 2010. "The efficacy of large-scale asset purchases at the zero lower bound," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-34.
  8. Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007. "Non-stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, 09.
  9. Taeyoung Doh & Keunkwan Ryu, 2004. "Analysis of loan guarantees among the Korean Chaebol affiliates," International Economic Journal, Taylor & Francis Journals, vol. 18(2), pages 161-178.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (5) 2008-01-05 2009-01-10 2009-02-07 2009-03-22 2012-01-25. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (3) 2005-09-29 2006-03-18 2009-03-22. Author is listed
  3. NEP-ECM: Econometrics (1) 2012-08-23
  4. NEP-ETS: Econometric Time Series (2) 2005-09-29 2012-08-23. Author is listed
  5. NEP-FOR: Forecasting (1) 2012-01-25
  6. NEP-MAC: Macroeconomics (8) 2005-09-29 2006-03-18 2008-01-05 2009-01-10 2009-02-07 2009-03-22 2012-01-25 2012-08-23. Author is listed
  7. NEP-MON: Monetary Economics (5) 2008-01-05 2009-01-10 2009-02-07 2009-03-22 2012-01-25. Author is listed

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