Publications

Macro Risk Premium and Intermediariy Balance Sheet Quantities
With Tobias Adrian and Hyun Song Shin
IMF Economic Review, Forthcoming

A Hierarchical Factor Analysis of US Housing Market Dynamics  
With Serena Ng
Econometrics Journal, Forthcoming
40 pages / 330 kb

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.