Economists - Emanuel Moench

Emanuel Moench

Senior Economist
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-6625
emanuel.moench@ny.frb.org


Bio	Publications	Working Papers	Social Media

Publications

The Persistent Effects of a False News Shock
With Carlos Carvalho and Nick Klagge
Journal of Empirical Finance, Forthcoming
See also >>
Federal Reserve Bank of New York Staff Reports, 374, Revised January 2011

Term Structure Surprises: The Predictive Content of Curvature, Level, and Slope
Journal of Applied Econometrics, Forthcoming

Macro Risk Premium and Intermediariy 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

Forecasting the Yield Curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
Journal of Econometrics, Vol. 146 No. 1, September 2008
Read the full text from ScienceDirect ››

Towards a Monthly Business Cycle Chronology for the Euro Area
With Harald Uhlig
Journal of Business Cycle Measurement and Analysis, 2(1), May 2005

Emanuel Moench's CV

The 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.