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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
23732005
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
12842005
Measuring the effects of federal reserve forward guidance and asset purchases on financial markets
ET Swanson
Journal of Monetary Economics 118, 32-53, 2021
8782021
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
8162014
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
6022010
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
5772012
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
5702011
Futures prices as risk-adjusted forecasts of monetary policy
M Piazzesi, ET Swanson
Journal of Monetary Economics 55 (4), 677-691, 2008
5172008
Market-based measures of monetary policy expectations
RS Gürkaynak, BP Sack, ET Swanson
Journal of Business and Economic Statistics 25 (2), 201-212, 2007
4802007
An Alternative Explanation for the "Fed Information Effect"
M Bauer, ET Swanson
American Economic Review 113 (3), 664-700, 2023
398*2023
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
379*2006
A reassessment of monetary policy surprises and high-frequency identification
MD Bauer, ET Swanson
NBER Macroeconomics Annual 37 (1), 87-155, 2023
3462023
Identifying VARS based on high frequency futures data
J Faust, ET Swanson, JH Wright
Journal of Monetary Economics 51 (6), 1107-1131, 2004
3142004
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
2862007
Examining the bond premium puzzle with a DSGE model
GD Rudebusch, ET Swanson
Journal of Monetary Economics 55, S111-S126, 2008
2792008
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
2542014
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
Convergence and Anchoring of Yield Curves in the Euro Area
M Ehrmann, M Fratzscher, RS Gürkaynak, ET Swanson
The Review of Economics and Statistics 93 (1), 350-364, 2011
191*2011
Risk Aversion and the Labor Margin in Dynamic Equilibrium Models
ET Swanson
The American Economic Review 102 (4), 1663-1691, 2012
188*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
1812003
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