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Emanuel Moench

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This is information that was supplied by Emanuel Moench in registering through RePEc. If you are Emanuel Moench , 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: Emanuel
Middle Name:
Last Name: Moench
Suffix:

RePEc Short-ID: pmo414

Email:
Homepage: http://www.newyorkfed.org/research/economists/moench/index.html
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Affiliation

(in no particular order)

Works

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Working papers

  1. Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2013. "Noisy information and fundamental disagreement," Staff Reports 655, Federal Reserve Bank of New York.
  2. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013. "Leverage asset pricing," Staff Reports 625, Federal Reserve Bank of New York.
  3. Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012. "Pricing TIPS and treasuries with linear regressions," Staff Reports 570, Federal Reserve Bank of New York.
  4. Eric Ghysels & Casidhe Horan & Emanuel Moench, 2012. "Forecasting through the rear-view mirror: data revisions and bond return predictability," Staff Reports 581, Federal Reserve Bank of New York.
  5. Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011. "Efficient, regression-based estimation of dynamic asset pricing models," Staff Reports 493, Federal Reserve Bank of New York.
  6. David O. Lucca & Emanuel Moench, 2011. "The pre-FOMC announcement drift," Staff Reports 512, Federal Reserve Bank of New York.
  7. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Financial intermediation, asset prices, and macroeconomic dynamics," Staff Reports 422, Federal Reserve Bank of New York.
  8. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Macro risk premium and intermediary balance sheet quantities," Staff Reports 428, Federal Reserve Bank of New York.
  9. Emanuel Moench & Serena Ng & Simon Potter, 2009. "Dynamic hierarchical factor models," Staff Reports 412, Federal Reserve Bank of New York.
  10. Carlos Carvalho & Nicholas Klagge & Emanuel Moench, 2009. "The persistent effects of a false news shock," Staff Reports 374, Federal Reserve Bank of New York.
  11. Mackowiak, Bartosz Adam & Moench, Emanuel & Wiederholt, Mirko, 2009. "Sectoral Price Data and Models of Price Setting," CEPR Discussion Papers 7339, C.E.P.R. Discussion Papers.
  12. Tobias Adrian & Emanuel Moench, 2008. "Pricing the term structure with linear regressions," Staff Reports 340, Federal Reserve Bank of New York.
  13. Mönch, Emanuel, 2005. "Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach," Working Paper Series 0544, European Central Bank.
  14. Mönch, Emanuel & Uhlig, Harald, 2004. "Towards a Monthly Business Cycle Chronology for the Euro Area," CEPR Discussion Papers 4377, C.E.P.R. Discussion Papers.

Articles

  1. Emanuel Moench & Serena Ng & Simon Potter, 2013. "Dynamic Hierarchical Factor Model," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1811-1817, December.
  2. Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2013. "Pricing the term structure with linear regressions," Journal of Financial Economics, Elsevier, vol. 110(1), pages 110-138.
  3. Emanuel Moench, 2012. "Term structure surprises: the predictive content of curvature, level, and slope," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(4), pages 574-602, 06.
  4. Emanuel Moench & Serena Ng, 2011. "A hierarchical factor analysis of U.S. housing market dynamics," Econometrics Journal, Royal Economic Society, vol. 14(1), pages C1-C24, February.
  5. Carvalho, Carlos & Klagge, Nicholas & Moench, Emanuel, 2011. "The persistent effects of a false news shock," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 597-615, September.
  6. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Macro Risk Premium and Intermediary Balance Sheet Quantities," IMF Economic Review, Palgrave Macmillan, vol. 58(1), pages 179-207, August.
  7. Emanuel Moench & James Vickery & Diego Aragon, 2010. "Why is the market share of adjustable-rate mortgages so low?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 16(Dec).
  8. Moench, Emanuel, 2008. "Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach," Journal of Econometrics, Elsevier, vol. 146(1), pages 26-43, September.
  9. Emanuel Mönch & Harald Uhlig, 2005. "Towards a Monthly Business Cycle Chronology for the Euro Area," Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2005(1), pages 43-69.

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (4) 2010-01-30 2010-02-27 2011-05-30 2013-09-13. Author is listed
  2. NEP-BEC: Business Economics (3) 2005-10-29 2010-01-30 2010-02-27
  3. NEP-CBA: Central Banking (4) 2009-07-11 2010-01-30 2010-02-27 2011-10-09. Author is listed
  4. NEP-ECM: Econometrics (3) 2005-12-01 2010-01-16 2011-05-30
  5. NEP-EEC: European Economics (1) 2005-10-29
  6. NEP-ETS: Econometric Time Series (1) 2010-01-16
  7. NEP-FMK: Financial Markets (2) 2008-09-05 2009-07-11
  8. NEP-FOR: Forecasting (4) 2005-12-01 2010-01-30 2012-12-22 2014-02-08. Author is listed
  9. NEP-IFN: International Finance (1) 2013-09-13
  10. NEP-MAC: Macroeconomics (6) 2005-10-29 2005-12-01 2010-01-30 2010-02-27 2013-09-13 2014-02-08. Author is listed
  11. NEP-ORE: Operations Research (1) 2014-02-08
  12. NEP-REG: Regulation (1) 2010-01-30

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