Personal Details
First Name: Tao
Middle Name:
Last Name: Wu
Suffix:
RePEc Short-ID: pwu17
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Homepage:
Postal Address:
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Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Tao Wu, 2008.
"On the effectiveness of the Federal Reserve's new liquidity facilities,"
Working Papers
0808, Federal Reserve Bank of Dallas.
[Downloadable!]
- John V. Duca & Tao Wu, 2008.
"Regulation and the neo-Wicksellian approach to monetary policy,"
Working Papers
0807, Federal Reserve Bank of Dallas.
[Downloadable!]
Published as: - 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: - Michele Cavallo & Tao Wu, 2006.
"Measuring oil-price shocks using market-based information,"
Working Paper Series
2006-28, Federal Reserve Bank of San Francisco.
[Downloadable!]
- Bharat Trehan & Tao Wu, 2004.
"Time varying equilibrium real rates and monetary policy analysis,"
Working Papers in Applied Economic Theory
2004-10, Federal Reserve Bank of San Francisco.
[Downloadable!]
Published as: - Glenn D. Rudebusch & Tao Wu, 2004.
"The recent shift in term structure behavior from a no-arbitrage macro-finance perspective,"
Working Papers in Applied Economic Theory
2004-25, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: - Tao Wu & Glenn Rudebusch, 2004.
"A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy,"
2004 Meeting Papers
104, Society for Economic Dynamics.
[Downloadable!]
Other versions:
Published as:
- Glenn Rudebusch & Tao Wu, 2004.
"A macro-finance model of the term structure, monetary policy, and the economy,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
- GlennD. Rudebusch & Tao Wu, 2008.
"A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy,"
Economic Journal,
Royal Economic Society, vol. 118(530), pages 906-926, 07.
[Downloadable!] (restricted)
- Tao Wu & Glenn Rudebusch, 2003.
"Macroeconomics and the Yield Curve,"
Computing in Economics and Finance 2003
206, Society for Computational Economics.
- Tao Wu, 2001.
"Macro factors and the affine term structure of interest rates,"
Working Papers in Applied Economic Theory
2002-06, Federal Reserve Bank of San Francisco.
[Downloadable!]
Published as: - Tao Wu, 2001.
"Stylized facts on nominal term structure and business cycles: an empirical VAR study,"
Working Papers in Applied Economic Theory
2002-08, Federal Reserve Bank of San Francisco.
[Downloadable!]
Published as: - Tao Wu, 2001.
"Monetary policy and the slope factor in empirical term structure estimations,"
Working Papers in Applied Economic Theory
2002-07, Federal Reserve Bank of San Francisco.
[Downloadable!]
Articles
- John V. Duca & Tao Wu, 2009.
"Regulation and the Neo-Wicksellian Approach to Monetary Policy,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 41(4), pages 799-807, 06.
[Downloadable!] (restricted)
Other versions: - Tao Wu, 2008.
"Accounting for the bond-yield conundrum,"
Economic Letter,
Federal Reserve Bank of Dallas, issue Feb.
[Downloadable!]
- Glenn D. Rudebusch & Tao Wu, 2007.
"Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 39(2-3), pages 395-422, 03.
[Downloadable!] (restricted)
- Trehan, Bharat & Wu, Tao, 2007.
"Time-varying equilibrium real rates and monetary policy analysis,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 31(5), pages 1584-1609, May.
[Downloadable!] (restricted)
Other versions: - Tao Wu, 2006.
"Globalization’s effect on interest rates and the yield curve,"
Economic Letter,
Federal Reserve Bank of Dallas, issue Sep.
[Downloadable!]
- 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: - Wu, Tao, 2006.
"Macro Factors and the Affine Term Structure of Interest Rates,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 38(7), pages 1847-1875, October.
[Downloadable!] (restricted)
Other versions: - Tao Wu, 2006.
"The national economy : slower growth, moderating inflationary pressure,"
Expand Your Insight,
Federal Reserve Bank of Dallas, issue Oct.
[Downloadable!]
- Fiona Sigalla, 2006.
"Regional update: the Texas economy: cooling but still strong,"
Expand Your Insight,
Federal Reserve Bank of Dallas, issue Oct.
[Downloadable!]
- Tao Wu, 2005.
"The long-term interest rate conundrum: not unraveled yet?,"
FRBSF Economic Letter,
Federal Reserve Bank of San Francisco, issue Apr 29.
[Downloadable!]
- Tao Wu & Andrew McCallum, 2005.
"Do oil futures prices help predict future oil prices?,"
FRBSF Economic Letter,
Federal Reserve Bank of San Francisco, issue Dec 30.
[Downloadable!]
- Tao Wu, 2005.
"Estimating the "neutral" real interest rate in real time,"
FRBSF Economic Letter,
Federal Reserve Bank of San Francisco, issue Oct 21.
[Downloadable!]
- Tao Wu, 2004.
"Two measures of employment: how different are they?,"
FRBSF Economic Letter,
Federal Reserve Bank of San Francisco, issue Aug 27.
[Downloadable!]
- Glenn Rudebusch & Tao Wu, 2004.
"A macro-finance model of the term structure, monetary policy, and the economy,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Other versions:
- Glenn D. Rudebusch & Tao Wu, 2003.
"A macro-finance model of the term structure, monetary policy, and the economy,"
Working Papers in Applied Economic Theory
2003-17, Federal Reserve Bank of San Francisco.
[Downloadable!]
- Tao Wu & Glenn Rudebusch, 2004.
"A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy,"
2004 Meeting Papers
104, Society for Economic Dynamics.
[Downloadable!]
Published as: - Tao Wu, 2004.
"Understanding deflation,"
FRBSF Economic Letter,
Federal Reserve Bank of San Francisco, issue Apr 2.
[Downloadable!]
- Richard Dennis & Tao Wu, 2004.
"Interest rates and monetary policy: conference summary,"
FRBSF Economic Letter,
Federal Reserve Bank of San Francisco, issue Jun 4.
[Downloadable!]
- Tao Wu, 2003.
"Stylized facts on nominal term structure and business cycles: an empirical VAR study,"
Applied Economics,
Taylor and Francis Journals, vol. 35(8), pages 901-906, January.
[Downloadable!] (restricted)
Other versions: - Tao Wu, 2003.
"Improving the way we measure consumer prices,"
FRBSF Economic Letter,
Federal Reserve Bank of San Francisco, issue Aug 22.
[Downloadable!]
- Tao Wu, 2003.
"What makes the yield curve move?,"
FRBSF Economic Letter,
Federal Reserve Bank of San Francisco, issue Jun 6.
[Downloadable!]
- Glenn D. Rudebusch & Tao Wu, 2002.
"Macroeconomic models for monetary policy,"
FRBSF Economic Letter,
Federal Reserve Bank of San Francisco, issue Apr 19.
[Downloadable!]
NEP Fields
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-BEC: Business Economics (2) 2005-05-23 2006-05-27
- NEP-CBA: Central Banking (4) 2004-08-02 2004-10-21 2006-05-27 2008-06-07 Author is listed
- NEP-ENE: Energy Economics (1) 2006-11-25
- NEP-FIN: Finance (2) 2005-05-23 2005-11-19
- NEP-FMK: Financial Markets (1) 2006-05-27
- NEP-MAC: Macroeconomics (7) 2003-10-28 2004-08-02 2005-05-23 2005-11-19 2006-05-27 2008-06-07 2008-06-07 Author is listed
- NEP-MON: Monetary Economics (6) 2003-10-28 2004-08-02 2005-11-19 2006-05-27 2008-06-07 2008-06-07 Author is listed
- NEP-RMG: Risk Management (2) 2005-05-23 2008-06-07
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This page was last updated on 2009-10-27.
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