Working Papers

The Persistent Effects of a False News Shock
With Carlos Carvalho and Nick Klagge
Federal Reserve Bank of New York Staff Reports, 374, Revised March 2010

Financial Intermediation, Asset Prices, and Macroeconomic Dynamics
With Tobias Adrian and Hyun Song Shin
Federal Reserve Bank of New York Staff Reports, 422, January 2010

Dynamic Hierarchical Factor Models  
With Serena Ng and Simon Potter
Federal Reserve Bank of New York Staff Reports, 412, December 2009
46 pages / 312 kb
See also ››
Data Appendix  

Pricing the Term Structure with Linear Regressions
With Tobias Adrian
Federal Reserve Bank of New York Staff Reports, 340, October 2008

Conditional Asset Pricing with a Large Information Set
Working Paper

Term Structure Surprises: The Predictive Content of Curvature, Level, and Slope
Working Paper

Work in Progress

Economic Activity, Expectations, and the Term Structure of Interest Rates
With Stefano Eusepi

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.