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Eric T. Swanson

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Personal Details

First Name: Eric
Middle Name: T.
Last Name: Swanson
Suffix:

RePEc Short-ID: psw16

Email:
Homepage: http://www.ericswanson.org
Postal Address: Department of Economics University of California, Irvine 3151 Social Science Plaza Irvine, CA 92697
Phone: 949-824-8305

Affiliation

Department of Economics
University of California-Irvine
Location: Irvine, California (United States)
Homepage: http://www.economics.uci.edu/
Email:
Phone: (949) 824-5788
Fax:
Postal: Irvine, CA 92697-3125
Handle: RePEc:edi:deucius (more details at EDIRC)

Works

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Working papers

  1. Fernald, John G. & Spiegel, Mark M. & Swanson, Eric T., 2014. "Monetary policy effectiveness in China: evidence from a FAVAR model," Working Paper Series 2014-7, Federal Reserve Bank of San Francisco.
  2. Eric T. Swanson & John C. Williams, 2013. "Measuring the effect of the zero lower bound on yields and exchange rates," Working Paper Series 2013-21, Federal Reserve Bank of San Francisco.
  3. Eric T. Swanson, 2013. "Implications of labor market frictions for risk aversion and risk premia," Working Paper Series 2013-30, Federal Reserve Bank of San Francisco.
  4. Eric T. Swanson, 2012. "Risk aversion, risk premia, and the labor margin with generalized recursive preferences," Working Paper Series 2012-17, Federal Reserve Bank of San Francisco.
  5. Eric T. Swanson & John C. Williams, 2012. "Measuring the effect of the zero lower bound on medium- and longer-term interest rates," Working Paper Series 2012-02, Federal Reserve Bank of San Francisco.
  6. Eric T. Swanson, 2011. "Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2," Working Paper Series 2011-08, Federal Reserve Bank of San Francisco.
  7. Eric Swanson & Glenn Rudebusch, 2009. "Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks," 2009 Meeting Papers 29, Society for Economic Dynamics.
  8. Eric T. Swanson, 2009. "Risk aversion, the labor margin, and asset pricing in DSGE models," Working Paper Series 2009-26, Federal Reserve Bank of San Francisco.
  9. Eric Swanson & Glenn Rudebusch, 2008. "Long-Run Inflation Risk and the Postwar Term Premium," 2008 Meeting Papers 988, Society for Economic Dynamics.
  10. Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Research 143, National Bank of Belgium.
  11. Glenn D. Rudebusch & Eric T. Swanson, 2008. "Examining the bond premium puzzle with a DSGE model," Working Paper Series 2007-25, Federal Reserve Bank of San Francisco.
  12. Eric Swanson & Gauti Eggertsson, 2007. "Optimal Time-Consistent Monetary Policy in the New Keynesian Model with Repeated Simultaneous Play," 2007 Meeting Papers 214, Society for Economic Dynamics.
  13. Eric T. Swanson, 2007. "Real wage cyclicality in the PSID," Working Paper Series 2007-15, Federal Reserve Bank of San Francisco.
  14. Ehrmann, Michael & Fratzscher, Marcel & Gürkaynak, Refet S. & Swanson, Eric T, 2007. "Convergence and Anchoring of Yield Curves in the Euro Area," CEPR Discussion Papers 6456, C.E.P.R. Discussion Papers.
  15. Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The bond yield "conundrum" from a macro-finance perspective," Working Paper Series 2006-16, Federal Reserve Bank of San Francisco.
  16. Refet S. Gürkaynak & Andrew T. Levin & Eric T. Swanson, 2006. "Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden," Working Paper Series 2006-09, Federal Reserve Bank of San Francisco.
  17. Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2006. "Macroeconomic implications of changes in the term premium," Working Paper Series 2006-46, Federal Reserve Bank of San Francisco.
  18. Eric Swanson & Gary Anderson & Andrew Levin, 2006. "Higher-order perturbation solutions to dynamic, discrete-time rational expectations models," Working Paper Series 2006-01, Federal Reserve Bank of San Francisco.
  19. Eric T. Swanson, 2006. "The relative price and relative productivity channels for aggregate fluctuations," Working Paper Series 2006-20, Federal Reserve Bank of San Francisco.
  20. Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2006. "Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere," Working Papers Central Bank of Chile 400, Central Bank of Chile.
  21. Refet Gurkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," Macroeconomics 0504013, EconWPA.
  22. Eric Swanson & Gary Anderson & Andrew Levin, 2005. "Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Computing in Economics and Finance 2005 146, Society for Computational Economics.
  23. Eric Swanson, 2005. "Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior," Computing in Economics and Finance 2005 147, Society for Computational Economics.
  24. Eric T. Swanson, 2004. "Federal Reserve transparency and financial market forecasts of short-term interest rates," Finance and Economics Discussion Series 2004-06, Board of Governors of the Federal Reserve System (U.S.).
  25. Andrew Levin & Eric Swanson, 2004. "Optimal Monetary Policy in an Imperfect World," Computing in Economics and Finance 2004 235, Society for Computational Economics.
  26. (Kim | Lopez-Salido | Swanson) & Andrew Levin, 2004. "The magnitude and Cyclical Behavior of Financial Market Frictions," Computing in Economics and Finance 2004 224, Society for Computational Economics.
  27. Monika Piazzesi & Eric Swanson, 2004. "Futures Prices as Risk-adjusted Forecasts of Monetary Policy," NBER Working Papers 10547, National Bureau of Economic Research, Inc.
  28. Eric Swanson & Gary Anderson & Andrew Levin, 2003. "Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Computing in Economics and Finance 2003 64, Society for Computational Economics.
  29. Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2003. "The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models," Finance and Economics Discussion Series 2003-50, Board of Governors of the Federal Reserve System (U.S.).
  30. Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," NBER Working Papers 9660, National Bureau of Economic Research, Inc.
  31. Jon Faust & Eric Swanson & and Jonathan H. Wright, 2002. "Identifying vars based on high frequency futures data," International Finance Discussion Papers 720, Board of Governors of the Federal Reserve System (U.S.).
  32. Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2002. "Market-based measures of monetary policy expectations," Finance and Economics Discussion Series 2002-40, Board of Governors of the Federal Reserve System (U.S.).
  33. Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001. "NAIRU uncertainty and nonlinear policy rules," Finance and Economics Discussion Series 2001-01, Board of Governors of the Federal Reserve System (U.S.).
  34. Eric T. Swanson, 2000. "On signal extraction and non-certainty-equivalence in optimal monetary policy rules," Finance and Economics Discussion Series 2000-32, Board of Governors of the Federal Reserve System (U.S.).
  35. Eric Swanson, 1999. "Models of sectoral reallocation," Finance and Economics Discussion Series 1999-03, Board of Governors of the Federal Reserve System (U.S.).
  36. Eric T. Swanson, 1999. "Measuring the cyclicality of real wages: how important is aggregation across industries?," Finance and Economics Discussion Series 1999-52, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Eric Swanson, 2013. "The zero lower bound and longer-term yields," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue sept30.
  2. Eric Swanson, 2012. "Structural and cyclical economic factors," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun11.
  3. Glenn D. Rudebusch & Eric T. Swanson, 2012. "The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 105-43, January.
  4. Eric T. Swanson, 2012. "Risk Aversion and the Labor Margin in Dynamic Equilibrium Models," American Economic Review, American Economic Association, vol. 102(4), pages 1663-91, June.
  5. Eric T. Swanson, 2011. "Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(1 (Spring), pages 151-207.
  6. Titan Alon & Eric Swanson, 2011. "Operation Twist and the effect of large-scale asset purchases," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr25.
  7. Michael Ehrmann & Marcel Fratzscher & Refet S Güürkaynak & Eric T Swanson, 2011. "Convergence and Anchoring of Yield Curves in the Euro Area," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 350-364, February.
  8. Refet S Gürkaynak & Andrew Levin & Eric Swanson, 2010. "Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden," Journal of the European Economic Association, MIT Press, vol. 8(6), pages 1208-1242, December.
  9. Eric Swanson, 2010. "Financial market imperfections and macroeconomics: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug23.
  10. Eric Swanson, 2009. "Macroeconomic models for monetary policy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul20.
  11. Rudebusch, Glenn D. & Swanson, Eric T., 2008. "Examining the bond premium puzzle with a DSGE model," Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages S111-S126, October.
  12. Eric T. Swanson, 2008. "Convergence of long-term bond yields in the euro area," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov21.
  13. Gurkaynak, Refet S. & Sack, Brian T. & Swanson, Eric P., 2007. "Market-Based Measures of Monetary Policy Expectations," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 201-212, April.
  14. Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2007. "Macroeconomic implications of changes in the term premium," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 241-270.
  15. Eric T. Swanson, 2007. "Real Wage Cyclicality In The Panel Study Of Income Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(5), pages 617-647, November.
  16. Eric T. Swanson, 2007. "What we do and don't know about the term premium," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul20.
  17. Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2006. "Inflation Targeting And The Anchoring Of Inflation Expectations In The Western Hemisphere," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(3), pages 19-52, December.
  18. Swanson, Eric T., 2006. "Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(3), pages 791-819, April.
  19. Eric Swanson, 2006. "Would an inflation target help anchor U.S. inflation expectations?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug11.
  20. Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The Bond Yield "Conundrum" from a Macro-Finance Perspective," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 83-109, December.
  21. Swanson Eric T, 2006. "The Relative Price and Relative Productivity Channels for Aggregate Fluctuations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(1), pages 1-39, October.
  22. Swanson, Eric T., 2006. "Optimal nonlinear policy: signal extraction with a non-normal prior," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 185-203, February.
  23. Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
  24. Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2005. "The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models," American Economic Review, American Economic Association, vol. 95(1), pages 425-436, March.
  25. Faust Jon & Swanson Eric T & Wright Jonathan H, 2004. "Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-31, October.
  26. Swanson, Eric T., 2004. "Signal Extraction And Non-Certainty-Equivalence In Optimal Monetary Policy Rules," Macroeconomic Dynamics, Cambridge University Press, vol. 8(01), pages 27-50, February.
  27. Eric T. Swanson, 2004. "Measuring the Cyclicality of Real Wages: How Important Is the Firm's Point of View?," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 362-377, February.
  28. Monika Piazzesi & Eric Swanson, 2004. "Future prices as risk-adjusted forecasts of monetary policy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  29. Faust, Jon & Swanson, Eric T. & Wright, Jonathan H., 2004. "Identifying VARS based on high frequency futures data," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1107-1131, September.
  30. Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1031-1057, 09.
  31. Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2003. "The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  32. Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001. "NAIRU Uncertainty and Nonlinear Policy Rules," American Economic Review, American Economic Association, vol. 91(2), pages 226-231, May.
  33. Eric T. Swanson, 2000. "On signal extraction and non-certainty-equivalence in optimal monetary policy rules," Proceedings, Federal Reserve Bank of San Francisco.

Chapters

  1. Eric T. Swanson & John C. Williams, 2013. "Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 2-21 National Bureau of Economic Research, Inc.
  2. Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2007. "Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere," Central Banking, Analysis, and Economic Policies Book Series, in: Frederic S. Miskin & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.), Monetary Policy under Inflation Targeting, edition 1, volume 11, chapter 11, pages 415-465 Central Bank of Chile.

NEP Fields

39 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2006-05-27 2009-11-14
  2. NEP-CBA: Central Banking (18) 2002-10-18 2002-11-04 2006-01-01 2006-03-18 2006-04-01 2006-05-27 2006-09-16 2006-10-28 2006-11-25 2006-12-16 2007-09-24 2007-10-27 2007-11-17 2007-11-24 2008-11-11 2009-01-10 2011-03-26 2013-09-13. Author is listed
  3. NEP-CMP: Computational Economics (1) 2006-03-18
  4. NEP-DGE: Dynamic General Equilibrium (10) 2000-01-31 2006-03-18 2006-08-05 2007-11-24 2008-11-11 2009-01-10 2009-11-14 2012-10-13 2013-10-18 2014-03-22. Author is listed
  5. NEP-EEC: European Economics (4) 2006-04-01 2007-09-24 2007-10-27 2007-11-17
  6. NEP-ETS: Econometric Time Series (1) 2002-04-25
  7. NEP-FIN: Finance (2) 2003-04-27 2004-04-04
  8. NEP-FMK: Financial Markets (6) 2004-04-04 2006-03-18 2006-04-01 2006-05-27 2006-09-16 2007-11-24. Author is listed
  9. NEP-FOR: Forecasting (4) 2006-03-18 2006-04-01 2006-09-16 2006-12-16
  10. NEP-IFN: International Finance (3) 2002-11-04 2004-07-18 2013-09-13
  11. NEP-LAB: Labour Economics (1) 2007-08-08
  12. NEP-MAC: Macroeconomics (23) 2003-04-27 2004-01-18 2004-04-04 2004-06-13 2005-04-16 2005-11-19 2006-01-01 2006-03-18 2006-03-18 2006-04-01 2006-05-27 2006-08-05 2006-09-16 2006-10-28 2006-11-25 2007-09-24 2007-10-27 2007-11-17 2007-11-24 2009-01-10 2012-03-21 2013-09-13 2014-03-22. Author is listed
  13. NEP-MFD: Microfinance (1) 2004-08-16
  14. NEP-MON: Monetary Economics (21) 2000-10-05 2002-10-18 2002-10-27 2004-01-18 2004-04-04 2004-07-18 2005-04-16 2005-05-23 2006-03-18 2006-04-01 2006-05-27 2006-09-16 2006-10-28 2006-11-25 2007-09-24 2007-10-27 2007-11-17 2012-03-21 2013-04-13 2013-09-13 2014-03-22. Author is listed
  15. NEP-OPM: Open Economy Macroeconomics (1) 2013-09-13
  16. NEP-RMG: Risk Management (4) 2002-10-18 2002-11-04 2003-04-27 2004-01-18
  17. NEP-TRA: Transition Economics (1) 2014-03-22
  18. NEP-UPT: Utility Models & Prospect Theory (4) 2009-11-14 2012-10-13 2013-10-18 2014-03-22

Statistics

This author is among the top 5% authors according to these criteria:
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  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
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  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
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  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  25. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
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