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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
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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. Liu, Weiling & Moench, Emanuel, 2014. "What predicts U.S. recessions?," Staff Reports, Federal Reserve Bank of New York 691, Federal Reserve Bank of New York.
  2. Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2013. "Noisy information and fundamental disagreement," Staff Reports, Federal Reserve Bank of New York 655, Federal Reserve Bank of New York.
  3. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013. "Leverage asset pricing," Staff Reports, Federal Reserve Bank of New York 625, Federal Reserve Bank of New York.
  4. Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012. "Pricing TIPS and treasuries with linear regressions," Staff Reports, Federal Reserve Bank of New York 570, Federal Reserve Bank of New York.
  5. Eric Ghysels & Casidhe Horan & Emanuel Moench, 2012. "Forecasting through the rear-view mirror: data revisions and bond return predictability," Staff Reports, Federal Reserve Bank of New York 581, Federal Reserve Bank of New York.
  6. Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011. "Efficient, regression-based estimation of dynamic asset pricing models," Staff Reports, Federal Reserve Bank of New York 493, Federal Reserve Bank of New York.
  7. David O. Lucca & Emanuel Moench, 2011. "The pre-FOMC announcement drift," Staff Reports, Federal Reserve Bank of New York 512, Federal Reserve Bank of New York.
  8. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Financial intermediation, asset prices, and macroeconomic dynamics," Staff Reports, Federal Reserve Bank of New York 422, Federal Reserve Bank of New York.
  9. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Macro risk premium and intermediary balance sheet quantities," Staff Reports, Federal Reserve Bank of New York 428, Federal Reserve Bank of New York.
  10. Carlos Carvalho & Nicholas Klagge & Emanuel Moench, 2009. "The persistent effects of a false news shock," Staff Reports, Federal Reserve Bank of New York 374, Federal Reserve Bank of New York.
  11. Emanuel Moench & Serena Ng & Simon Potter, 2009. "Dynamic hierarchical factor models," Staff Reports, Federal Reserve Bank of New York 412, Federal Reserve Bank of New York.
  12. Mackowiak, Bartosz Adam & Moench, Emanuel & Wiederholt, Mirko, 2009. "Sectoral Price Data and Models of Price Setting," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7339, C.E.P.R. Discussion Papers.
  13. Tobias Adrian & Emanuel Moench, 2008. "Pricing the term structure with linear regressions," Staff Reports, Federal Reserve Bank of New York 340, Federal Reserve Bank of New York.
  14. Mönch, Emanuel, 2005. "Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach," Working Paper Series, European Central Bank 0544, European Central Bank.
  15. Mönch, Emanuel & Uhlig, Harald, 2004. "Towards a Monthly Business Cycle Chronology for the Euro Area," CEPR Discussion Papers, C.E.P.R. 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, 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., John Wiley & Sons, Ltd., vol. 27(4), pages 574-602, 06.
  4. Carvalho, Carlos & Klagge, Nicholas & Moench, Emanuel, 2011. "The persistent effects of a false news shock," Journal of Empirical Finance, Elsevier, Elsevier, vol. 18(4), pages 597-615, September.
  5. Emanuel Moench & Serena Ng, 2011. "A hierarchical factor analysis of U.S. housing market dynamics," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 14(1), pages C1-C24, February.
  6. 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, Federal Reserve Bank of New York, vol. 16(Dec).
  7. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Macro Risk Premium and Intermediary Balance Sheet Quantities," IMF Economic Review, Palgrave Macmillan, Palgrave Macmillan, vol. 58(1), pages 179-207, August.
  8. Moench, Emanuel, 2008. "Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach," Journal of Econometrics, Elsevier, 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, 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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