| Home > Research > People |
|
Emanuel Moench |
![]() |
Senior Economist Phone (212) 720-6625 |
|
|
|
Publications Dynamic Hierarchical Factor Models With Serena Ng and Simon Potter Review of Economics and Statistics, Forthcoming See also Federal Reserve Bank of New York Staff Reports 412 , Revised July 2011 Data Appendix Pricing the Term Structure with Linear Regressions With Tobias Adrian and Richard K. Crump Journal of Financial Economics, Forthcoming See also >> Federal Reserve Bank of New York Staff Reports, Revised May 2012 The Persistent Effects of a False News Shock With Carlos Carvalho and Nick Klagge Journal of Empirical Finance, Vol. 18 No.4, September 2011 See also >> Federal Reserve Bank of New York Staff Reports, 374, Revised January 2011 Journal of Applied Econometrics, Vol. 27 No.4, June/July 2012 Macro Risk Premium and Intermediary Balance Sheet Quantities With Tobias Adrian and Hyun Song Shin IMF Economic Review, Vol. 58, July 2010 A Hierarchical Factor Analysis of US Housing MarketDynamics With Serena Ng Econometrics Journal, Vol. 14, February 2011 40 pages / 330 kb Why Is the Market Share of Adjustable-Rate Mortgages So Low? With James Vickery and Diego Aragon Federal Reserve Bank of New York Current Issues in Economics and Finance, Volume 16, Number 8, December 2010 Sectoral Price Data and Models of Price Setting With Bartosz Mackowiak and Mirko Wiederholt Journal of Monetary Economics, Vol. 56, October 2009 Journal of Econometrics, Vol. 146 No. 1, September 2008 With Harald Uhlig Journal of Business Cycle Measurement and Analysis, 2(1), May 2005, 340The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System. |


