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Emanuel Moench

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
http://www.newyorkfed.org/research/economists/moench/index.html
Deutsche Bundesbank Wilhelm-Epstein-Str. 14 60431 Frankfurt am Main
+49 69 9566 2312
Frankfurt, Germany
http://www.bundesbank.de/

: 0 69 / 95 66 - 34 55
0 69 / 95 66 30 77
Postfach 10 06 02, 60006 Frankfurt
RePEc:edi:dbbgvde (more details at EDIRC)
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  1. Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
  2. Stefano Eusepi & Emanuel Moench & Bruce Preston & Carlos Carvalho, 2015. "What drives long-run inflation expectations?," 2015 Meeting Papers 1228, Society for Economic Dynamics.
  3. Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015. "Regression Based Estimation of Dynamic Asset Pricing Models," CEPR Discussion Papers 10449, C.E.P.R. Discussion Papers.
  4. Liu, Weiling & Moench, Emanuel, 2014. "What predicts U.S. recessions?," Staff Reports 691, Federal Reserve Bank of New York.
  5. P. Andrade & R. Crump & S. Eusepi & E. Moench, 2014. "Fundamental disagreement," Working papers 524, Banque de France.
  6. Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2013. "Noisy information and fundamental disagreement," Staff Reports 655, Federal Reserve Bank of New York.
  7. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013. "Leverage asset pricing," Staff Reports 625, Federal Reserve Bank of New York.
  8. 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.
  9. 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.
  10. 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.
  11. David O. Lucca & Emanuel Moench, 2011. "The pre-FOMC announcement drift," Staff Reports 512, Federal Reserve Bank of New York.
  12. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Financial intermediation, asset prices, and macroeconomic dynamics," Staff Reports 422, Federal Reserve Bank of New York.
  13. 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.
  14. Emanuel Moench & Serena Ng & Simon M. Potter, 2009. "Dynamic hierarchical factor models," Staff Reports 412, Federal Reserve Bank of New York.
  15. Carlos Carvalho & Nicholas Klagge & Emanuel Moench, 2009. "The persistent effects of a false news shock," Staff Reports 374, Federal Reserve Bank of New York.
  16. 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.
  17. Tobias Adrian & Emanuel Moench, 2008. "Pricing the term structure with linear regressions," Staff Reports 340, Federal Reserve Bank of New York.
  18. 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.
  19. 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.
  1. 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.
  2. David O. Lucca & Emanuel Moench, 2015. "The Pre-FOMC Announcement Drift," Journal of Finance, American Finance Association, vol. 70(1), pages 329-371, 02.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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).
  10. Maćkowiak, Bartosz & Moench, Emanuel & Wiederholt, Mirko, 2009. "Sectoral price data and models of price setting," Journal of Monetary Economics, Elsevier, vol. 56(S), pages S78-S99.
  11. 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.
  12. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 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 (9) 2005-12-01 2010-01-30 2010-02-27 2013-09-13 2014-02-08 2014-09-25 2015-01-09 2015-11-15 2016-05-21. Author is listed
  2. NEP-CBA: Central Banking (5) 2009-07-11 2010-01-30 2010-02-27 2011-10-09 2015-11-15. Author is listed
  3. NEP-BAN: Banking (4) 2010-01-30 2010-02-27 2011-05-30 2013-09-13
  4. NEP-ECM: Econometrics (4) 2005-12-01 2010-01-16 2011-05-30 2015-03-05
  5. NEP-FOR: Forecasting (4) 2005-12-01 2010-01-30 2012-12-22 2014-02-08
  6. NEP-BEC: Business Economics (2) 2010-01-30 2010-02-27
  7. NEP-FMK: Financial Markets (2) 2008-09-05 2009-07-11
  8. NEP-ETS: Econometric Time Series (1) 2010-01-16
  9. NEP-IFN: International Finance (1) 2013-09-13
  10. NEP-MFD: Microfinance (1) 2015-03-05
  11. NEP-MON: Monetary Economics (1) 2015-11-15
  12. NEP-ORE: Operations Research (1) 2014-02-08
  13. NEP-REG: Regulation (1) 2010-01-30

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