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Information about:
Eric Thomas Swanson

Personal Details | Affiliation | Works
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Other registered authors

Personal Details

First Name: Eric
Middle Name: Thomas
Last Name: Swanson
Suffix:

RePEc Short-ID: psw16

Email:
Homepage: http://www.ericswanson.us
Postal Address: Economic Research, MS 1130 Federal Reserve Bank of San Francisco 101 Market St San Francisco, CA 94105
Phone: 415-974-3172

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Number of Citations, Weighted by Simple Impact Factor
  3. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Recursive Impact Factor
  5. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  8. h, where author has written h papers that have each been cited at least h times.

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. Glenn D. Rudebusch & Eric T. Swanson, 2007. "Examining the bond premium puzzle with a DSGE model," Working Paper Series 2007-25, Federal Reserve Bank of San Francisco. [Downloadable!]

  3. Eric T. Swanson, 2007. "Real wage cyclicality in the PSID," Working Paper Series 2007-15, Federal Reserve Bank of San Francisco. [Downloadable!]

  4. 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. [Downloadable!]
    Published as:

  5. 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. [Downloadable!]
    Other versions:

  6. 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. [Downloadable!]
    Published as:

  7. 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. [Downloadable!]

  8. 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. [Downloadable!]
    Published as:

  9. 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. [Downloadable!]
    Published as:

  10. 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.

  11. 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. [Downloadable!]
    Other versions:
    Published as:

  12. Eric Swanson, 2005. "Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior," Computing in Economics and Finance 2005 147, Society for Computational Economics. [Downloadable!]
    Other versions:
    Published as:

  13. (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. [Downloadable!]
    Other versions:

  14. Andrew Levin & Eric Swanson, 2004. "Optimal Monetary Policy in an Imperfect World," Computing in Economics and Finance 2004 235, Society for Computational Economics.

  15. Monika Piazzesi & Eric Swanson, 2004. "Futures Prices as Risk-adjusted Forecasts of Monetary Policy," NBER Working Papers 10547, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  16. 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.). [Downloadable!]

  17. 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.). [Downloadable!]
    Published as:

  18. 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.
    Other versions:

  19. 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. [Downloadable!] (restricted)
    Other versions:
    Published as:

  20. 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.). [Downloadable!]
    Published as:

  21. 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.). [Downloadable!]
    Other versions:

  22. 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.). [Downloadable!]
    Published as:

  23. 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.). [Downloadable!]
    Other versions:
    Published as:

  24. Eric Swanson, 1999. "Models of sectoral reallocation," Finance and Economics Discussion Series 1999-03, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  25. 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.). [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. 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. [Downloadable!]
    Other versions:

  3. 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 Jul 20. [Downloadable!]

  4. 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. [Downloadable!]
    Other versions:
    Published as:

  5. 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. [Downloadable!]
    Other versions:

  6. 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. [Downloadable!] (restricted)
    Other versions:

  7. Eric Swanson, 2006. "The Relative Price and Relative Productivity Channels for Aggregate Fluctuations," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 6(1), pages 1293-1293. [Downloadable!] (restricted)
    Other versions:

  8. Eric Swanson, 2006. "Would an inflation target help anchor U.S. inflation expectations?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Aug 11. [Downloadable!]

  9. Refet S. Gurkaynak & 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. [Downloadable!] (restricted)

  10. 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. [Downloadable!]
    Other versions:

  11. 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, January. [Downloadable!]

  12. Jon Faust & Eric Swanson & Jonathan Wright, 2004. "Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy?," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 4(1), pages 1246-1246. [Downloadable!] (restricted)

  13. 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. [Downloadable!] (restricted)
    Other versions:

  14. 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, 02. [Downloadable!] (restricted)

  15. Monika Piazzesi & Eric Swanson, 2004. "Future prices as risk-adjusted forecasts of monetary policy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
    Other versions:

  16. 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. [Downloadable!] (restricted)
    Other versions:

  17. 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. [Downloadable!]
    Other versions:

  18. 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. [Downloadable!] (restricted)
    Other versions:

  19. Eric T. Swanson, 2000. "On signal extraction and non-certainty-equivalence in optimal monetary policy rules," Proceedings, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:

NEP Fields

28 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-05-27
  2. NEP-CBA: Central Banking (14) 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 Author is listed
  3. NEP-CMP: Computational Economics (1) 2006-03-18
  4. NEP-DGE: Dynamic General Equilibrium (4) 2000-01-31 2006-03-18 2006-08-05 2007-11-24
  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 (2) 2002-11-04 2004-07-18
  11. NEP-LAB: Labour Economics (1) 2007-08-08
  12. NEP-MAC: Macroeconomics (19) 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 Author is listed
  13. NEP-MFD: Microfinance (1) 2004-08-16
  14. NEP-MON: Monetary Economics (17) 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 Author is listed
  15. NEP-RMG: Risk Management (4) 2002-10-18 2002-11-04 2003-04-27 2004-01-18
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This page was last updated on 2008-7-22.

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