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Emanuel Moench

Personal Details

First Name:Emanuel
Middle Name:
Last Name:Moench
Suffix:
RePEc Short-ID:pmo414
https://www.bundesbank.de/en/emanuel-moench
Deutsche Bundesbank Wilhelm-Epstein-Str. 14 60431 Frankfurt am Main
+49 69 9566 2312
Terminal Degree:2006 Wirtschaftswissenschaftliche Fakultät; Humboldt-Universität Berlin (from RePEc Genealogy)

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Moench, Emanuel & Soofi Siavash, Soroosh, 2021. "What Moves Treasury Yields?," CEPR Discussion Papers 15978, C.E.P.R. Discussion Papers.
  2. Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel, 2020. "Procyclical asset management and bond risk premia," Discussion Papers 38/2020, Deutsche Bundesbank.
  3. Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2020. "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," Staff Reports 934, Federal Reserve Bank of New York.
  4. de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019. "OTC discount," Discussion Papers 42/2019, Deutsche Bundesbank.
  5. Eusepi, Stefano & Moench, Emanuel & Preston, Bruce & Viana de Carvalho, Carlos, 2019. "Anchored Inflation Expectations," CEPR Discussion Papers 13900, C.E.P.R. Discussion Papers.
    • Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2020. "Anchored inflation expectations," CAMA Working Papers 2020-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. David O. Lucca & Emanuel Moench, 2018. "The Pre-FOMC Announcement Drift: More Recent Evidence," Liberty Street Economics 20181116a, Federal Reserve Bank of New York.
  7. Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
  8. Stefano Eusepi & Emanuel Moench & Bruce Preston & Carlos Carvalho, 2015. "What drives long-run inflation expectations?," 2015 Meeting Papers 1228, Society for Economic Dynamics.
  9. Richard K. Crump & Stefano Eusepi & David O. Lucca & Emanuel Moench, 2014. "Data Insight: Which Growth Rate? It’s a Weighty Subject," Liberty Street Economics 20141229, Federal Reserve Bank of New York.
  10. Richard K. Crump & Troy A. Davig & Stefano Eusepi & Emanuel Moench, 2014. "Connecting “The Dots”: Disagreement in the Federal Open Market Committee," Liberty Street Economics 20140925a, Federal Reserve Bank of New York.
  11. Tobias Adrian & Richard K. Crump & Benjamin Mills & Emanuel Moench, 2014. "Treasury Term Premia: 1961-Present," Liberty Street Economics 20140512, Federal Reserve Bank of New York.
  12. Stefano Eusepi & Richard Crump & Emanuel Moench & Philippe Andrade, 2014. "Noisy Information and Fundamental Disagreement," 2014 Meeting Papers 797, Society for Economic Dynamics.
  13. Weiling Liu & Emanuel Moench, 2014. "What predicts U.S. recessions?," Staff Reports 691, Federal Reserve Bank of New York.
  14. Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe, 2014. "Interest Rate Derivatives and Monetary Policy Expectations," Liberty Street Economics 20141205b, Federal Reserve Bank of New York.
  15. Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe, 2014. "Survey Measures of Expectations for the Policy Rate," Liberty Street Economics 20141205a, Federal Reserve Bank of New York.
  16. Tobias Adrian & Richard K. Crump & Emanuel Moench, 2013. "Do Treasury Term Premia Rise around Monetary Tightenings?," Liberty Street Economics 20130415, Federal Reserve Bank of New York.
  17. Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2013. "Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement?," Liberty Street Economics 20130107, Federal Reserve Bank of New York.
  18. Philippe Andrade & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2013. "Fundamental disagreement," Staff Reports 655, Federal Reserve Bank of New York.
  19. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013. "Dynamic Leverage Asset Pricing," Staff Reports 625, Federal Reserve Bank of New York.
  20. Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2013. "Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting," Liberty Street Economics 20130909, Federal Reserve Bank of New York.
  21. Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012. "Decomposing real and nominal yield curves," Staff Reports 570, Federal Reserve Bank of New York.
  22. David O. Lucca & Emanuel Moench, 2012. "The Puzzling Pre-FOMC Announcement “Drift”," Liberty Street Economics 20120711, Federal Reserve Bank of New York.
  23. 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.
  24. Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2011. "A Look at the Accuracy of Policy Expectations," Liberty Street Economics 20110822, Federal Reserve Bank of New York.
  25. David O. Lucca & Emanuel Moench, 2011. "The pre-FOMC announcement drift," Staff Reports 512, Federal Reserve Bank of New York.
  26. Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011. "Regression-based estimation of dynamic asset pricing models," Staff Reports 493, Federal Reserve Bank of New York.
  27. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Financial intermediation, asset prices, and macroeconomic dynamics," Staff Reports 422, Federal Reserve Bank of New York.
  28. 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.
  29. Emanuel Moench & Serena Ng & Simon M. Potter, 2009. "Dynamic hierarchical factor models," Staff Reports 412, Federal Reserve Bank of New York.
  30. Carlos Carvalho & Nicholas Klagge & Emanuel Moench, 2009. "The persistent effects of a false news shock," Staff Reports 374, Federal Reserve Bank of New York.
  31. 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.
  32. Tobias Adrian & Emanuel Moench, 2008. "Pricing the term structure with linear regressions," Staff Reports 340, Federal Reserve Bank of New York.
  33. Mönch, Emanuel, 2005. "Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach," Working Paper Series 544, European Central Bank.
  34. 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. Edward S. Knotek & Michael Lamla & Emanuel Moench & Robert W. Rich & Raphael Schoenle & Michael Weber, 2021. "Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2021(03), pages 1-3, February.
  2. Moench, Emanuel & Stein, Tobias, 2019. "Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 156-161.
  3. Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018. "Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability," Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 678-714.
  4. Liu, Weiling & Moench, Emanuel, 2016. "What predicts US recessions?," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1138-1150.
  5. Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2016. "Fundamental disagreement," Journal of Monetary Economics, Elsevier, vol. 83(C), pages 106-128.
  6. Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui, 2016. "Decomposing real and nominal yield curves," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 182-200.
  7. David O. Lucca & Emanuel Moench, 2015. "The Pre-FOMC Announcement Drift," Journal of Finance, American Finance Association, vol. 70(1), pages 329-371, February.
  8. Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015. "Regression-based estimation of dynamic asset pricing models," Journal of Financial Economics, Elsevier, vol. 118(2), pages 211-244.
  9. 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.
  10. 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.
  11. 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, June.
  12. Emanuel Moench & Serena Ng, 2011. "A hierarchical factor analysis of U.S. housing market dynamics," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 1-24, February.
  13. 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.
  14. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Macro Risk Premium and Intermediary Balance Sheet Quantities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 58(1), pages 179-207, August.
  15. Diego Aragon & Emanuel Moench & James Vickery, 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).
  16. Maćkowiak, Bartosz & Moench, Emanuel & Wiederholt, Mirko, 2009. "Sectoral price data and models of price setting," Journal of Monetary Economics, Elsevier, vol. 56(S), pages 78-99.
  17. 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.
  18. Emanuel Mönch & Harald Uhlig, 2005. "Towards a Monthly Business Cycle Chronology for the Euro Area," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(1), pages 43-69.

Chapters

  1. Emanuel Mönch, 2019. "The term structures of global yields," BIS Papers chapters, in: Bank for International Settlements (ed.), Asia-Pacific fixed income markets: evolving structure, participation and pricing, volume 102, pages 3-15, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works, Weighted by Simple Impact Factor
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  5. Number of Citations, Discounted by Citation Age
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  7. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
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  20. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
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  24. Closeness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (21) 2010-01-30 2010-02-27 2013-09-13 2014-02-08 2014-09-25 2015-01-09 2015-11-15 2016-05-21 2019-09-09 2020-02-10 2020-02-17 2020-02-24 2020-02-24 2020-02-24 2020-02-24 2020-03-02 2020-03-02 2020-03-09 2020-03-23 2020-08-10 2020-09-14. Author is listed
  2. NEP-MON: Monetary Economics (11) 2015-11-15 2019-09-09 2020-02-10 2020-02-17 2020-02-24 2020-02-24 2020-02-24 2020-03-02 2020-03-16 2020-03-23 2020-08-10. Author is listed
  3. NEP-CBA: Central Banking (6) 2009-07-11 2010-01-30 2010-02-27 2011-10-09 2015-11-15 2019-09-09. Author is listed
  4. NEP-FMK: Financial Markets (6) 2008-09-05 2009-07-11 2016-09-04 2019-12-02 2021-01-18 2021-03-22. Author is listed
  5. NEP-BAN: Banking (4) 2010-01-30 2010-02-27 2011-05-30 2013-09-13
  6. NEP-ECM: Econometrics (3) 2010-01-16 2011-05-30 2015-03-05
  7. NEP-FOR: Forecasting (3) 2010-01-30 2012-12-22 2014-02-08
  8. NEP-BEC: Business Economics (2) 2010-01-30 2010-02-27
  9. NEP-IFN: International Finance (2) 2013-09-13 2016-09-04
  10. NEP-MST: Market Microstructure (2) 2019-12-02 2021-01-18
  11. NEP-CFN: Corporate Finance (1) 2019-12-02
  12. NEP-ETS: Econometric Time Series (1) 2010-01-16
  13. NEP-MFD: Microfinance (1) 2015-03-05
  14. NEP-ORE: Operations Research (1) 2014-02-08
  15. NEP-REG: Regulation (1) 2010-01-30
  16. NEP-RMG: Risk Management (1) 2020-09-14
  17. NEP-UPT: Utility Models & Prospect Theory (1) 2020-02-24

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