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Eric T. Swanson
Eric T. Swanson
Professor of Economics, University of California, Irvine
Bestätigte E-Mail-Adresse bei uci.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Do actions speak louder than words? The response of asset prices to monetary policy actions and statements
R Gurkaynak, B Sack, E Swanson
International Journal of Central Banking 1 (1), 55-93, 2005
21272005
The sensitivity of long-term interest rates to economic news: Evidence and implications for macroeconomic models
RS Gürkaynak, B Sack, E Swanson
The American Economic Review 95 (1), 425-436, 2005
11762005
Measuring the Effect of the Zero Lower Bound on Medium-and Longer-Term Interest Rates
ET Swanson, JC Williams
The American Economic Review 104 (10), 3154-3185, 2014
7782014
Measuring the effects of federal reserve forward guidance and asset purchases on financial markets
ET Swanson
Journal of Monetary Economics 118, 32-53, 2021
6992021
The bond premium in a DSGE model with long-run real and nominal risks
GD Rudebusch, ET Swanson
American Economic Journal: Macroeconomics 4 (1), 105-143, 2012
5512012
Let’s twist again: A high-frequency event-study analysis of Operation Twist and its implications for QE2
ET Swanson
Brookings Papers on Economic Activity 2011 (1), 151-188, 2011
5432011
Futures prices as risk-adjusted forecasts of monetary policy
M Piazzesi, ET Swanson
Journal of Monetary Economics 55 (4), 677-691, 2008
5052008
Does inflation targeting anchor long-run inflation expectations? Evidence from the U.S., U.K., and Sweden
RS Gürkaynak, A Levin, E Swanson
Journal of the European Economic Association 8 (6), 1208-1242, 2010
469*2010
Market-based measures of monetary policy expectations
RS Gürkaynak, BP Sack, ET Swanson
Journal of Business and Economic Statistics 25 (2), 201-212, 2007
4582007
Have increases in Federal Reserve transparency improved private-sector interest rate forecasts?
ET Swanson
Journal of Money, Credit, and Banking 38 (3), 791-819, 2006
356*2006
Identifying VARS based on high frequency futures data
J Faust, ET Swanson, JH Wright
Journal of Monetary Economics 51 (6), 1107-1131, 2004
2892004
Macroeconomic implications of changes in the term premium
GD Rudebusch, BP Sack, ET Swanson
Economic Review, Federal Reserve Bank of St. Louis 89 (4), 241-269, 2007
2832007
Examining the bond premium puzzle with a DSGE model
GD Rudebusch, ET Swanson
Journal of Monetary Economics 55, S111-S126, 2008
2702008
An Alternative Explanation for the "Fed Information Effect"
M Bauer, ET Swanson
American Economic Review 113 (3), 664-700, 2023
260*2023
Monetary policy effectiveness in China: Evidence from a FAVAR model
JG Fernald, MM Spiegel, ET Swanson
Journal of International Money and Finance 49, 83-103, 2014
2322014
The bond yield "conundrum" from a macro-finance perspective
GD Rudebusch, ET Swanson, T Wu
Monetary and Economic Studies 24 (S-1), 83-109, 2006
2052006
Risk Aversion and the Labor Margin in Dynamic Equilibrium Models
ET Swanson
The American Economic Review 102 (4), 1663-1691, 2012
173*2012
Identifying the effects of monetary policy shocks on exchange rates using high frequency data
J Faust, JH Rogers, E Swanson, JH Wright
Journal of the European Economic Association 1 (5), 1031-1057, 2003
1732003
A reassessment of monetary policy surprises and high-frequency identification
MD Bauer, ET Swanson
NBER Macroeconomics Annual 37 (1), 87-155, 2023
1602023
Inflation targeting and the anchoring of inflation expectations in the western hemisphere
RS Gürkaynak, AT Levin, AN Marder, ET Swanson
Documentos de Trabajo (Banco Central de Chile), 1, 2006
1552006
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