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Eric T. Swanson

Personal Details

First Name:Eric
Middle Name:T.
Last Name:Swanson
Suffix:
RePEc Short-ID:psw16
[This author has chosen not to make the email address public]
http://www.ericswanson.org
Department of Economics University of California, Irvine 3151 Social Science Plaza Irvine, CA 92697
949-824-8305
Terminal Degree:1998 Department of Economics; Stanford University (from RePEc Genealogy)

Affiliation

Department of Economics
University of California-Irvine

Irvine, California (United States)
http://www.economics.uci.edu/
RePEc:edi:deucius (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Sebastian Graves & Christopher K. Huckfeldt & Eric T. Swanson, 2023. "The Labor Demand and Labor Supply Channels of Monetary Policy," NBER Working Papers 31770, National Bureau of Economic Research, Inc.
  2. Eric T. Swanson, 2023. "The Macroeconomic Effects of the Federal Reserve's Conventional and Unconventional Monetary Policies," NBER Working Papers 31603, National Bureau of Economic Research, Inc.
  3. Eric T. Swanson, 2022. "The Federal Funds Market, Pre- and Post-2008," NBER Working Papers 29762, National Bureau of Economic Research, Inc.
  4. Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
  5. Michael D. Bauer & Eric T. Swanson, 2020. "The Fed's Response to Economic News Explains the "Fed Information Effect"," CESifo Working Paper Series 8151, CESifo.
  6. Michael D. Bauer & Eric T. Swanson, 2020. "An Alternative Explanation for the “Fed Information Effect”," NBER Working Papers 27013, National Bureau of Economic Research, Inc.
  7. Eric T. Swanson, 2018. "The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates," NBER Working Papers 25123, National Bureau of Economic Research, Inc.
  8. Eric T. Swanson, 2017. "Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets," NBER Working Papers 23311, National Bureau of Economic Research, Inc.
  9. Eric Swanson, 2015. "A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt," 2015 Meeting Papers 273, Society for Economic Dynamics.
  10. Eric T. Swanson, 2015. "Measuring the Effects of Unconventional Monetary Policy on Asset Prices," NBER Working Papers 21816, National Bureau of Economic Research, Inc.
  11. John G. Fernald & Mark M. Spiegel & Eric T. Swanson, 2014. "Monetary Policy Effectiveness in China: Evidence from a FAVAR Model," Working Paper Series 2014-7, Federal Reserve Bank of San Francisco.
  12. Eric T. Swanson & John C. Williams, 2013. "Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany," Working Paper Series 2013-21, Federal Reserve Bank of San Francisco.
  13. Eric T. Swanson, 2013. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," Working Paper Series 2013-30, Federal Reserve Bank of San Francisco.
  14. Eric T. Swanson, 2012. "Risk aversion, risk premia, and the labor margin with generalized recursive preferences," Working Paper Series 2012-17, Federal Reserve Bank of San Francisco.
  15. Eric T. Swanson & John C. Williams, 2012. "Measuring the effect of the zero lower bound on medium- and longer-term interest rates," Working Paper Series 2012-02, Federal Reserve Bank of San Francisco.
  16. Eric T. Swanson, 2011. "Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2," Working Paper Series 2011-08, Federal Reserve Bank of San Francisco.
  17. Eric T. Swanson, 2009. "Risk aversion, the labor margin, and asset pricing in DSGE models," Working Paper Series 2009-26, Federal Reserve Bank of San Francisco.
  18. Eric Swanson & Glenn Rudebusch, 2009. "Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks," 2009 Meeting Papers 29, Society for Economic Dynamics.
  19. Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Series 2008-31, Federal Reserve Bank of San Francisco.
  20. Glenn D. Rudebusch & Eric T. Swanson, 2008. "Examining the bond premium puzzle with a DSGE model," Working Paper Series 2007-25, Federal Reserve Bank of San Francisco.
  21. Eric Swanson & Glenn Rudebusch, 2008. "Long-Run Inflation Risk and the Postwar Term Premium," 2008 Meeting Papers 988, Society for Economic Dynamics.
  22. Ehrmann, Michael & Fratzscher, Marcel & Gürkaynak, Refet & Swanson, Eric T., 2007. "Convergence and Anchoring of Yield Curves in the Euro Area," CEPR Discussion Papers 6456, C.E.P.R. Discussion Papers.
  23. Eric Swanson & Gauti Eggertsson, 2007. "Optimal Time-Consistent Monetary Policy in the New Keynesian Model with Repeated Simultaneous Play," 2007 Meeting Papers 214, Society for Economic Dynamics.
  24. Eric T. Swanson, 2007. "Real wage cyclicality in the PSID," Working Paper Series 2007-15, Federal Reserve Bank of San Francisco.
  25. Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2006. "Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere," Working Papers Central Bank of Chile 400, Central Bank of Chile.
  26. Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2006. "Macroeconomic implications of changes in the term premium," Working Paper Series 2006-46, Federal Reserve Bank of San Francisco.
  27. Monika Piazzesi & Eric T. Swanson, 2006. "Futures prices as risk-adjusted forecasts of monetary policy," Working Paper Series 2006-23, Federal Reserve Bank of San Francisco.
  28. Levin, Andrew & Gürkaynak, Refet & Swanson, Eric T., 2006. "Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden," CEPR Discussion Papers 5808, C.E.P.R. Discussion Papers.
  29. Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The bond yield \"conundrum\" from a macro-finance perspective," Working Paper Series 2006-16, Federal Reserve Bank of San Francisco.
  30. Eric T. Swanson, 2006. "The relative price and relative productivity channels for aggregate fluctuations," Working Paper Series 2006-20, Federal Reserve Bank of San Francisco.
  31. Gary S. Anderson & Andrew T. Levin & Eric T. Swanson, 2006. "Higher-order perturbation solutions to dynamic, discrete-time rational expectations models," Working Paper Series 2006-01, Federal Reserve Bank of San Francisco.
  32. Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2006. "Market-based measures of monetary policy expectations," Working Paper Series 2006-04, Federal Reserve Bank of San Francisco.
  33. Eric T. Swanson, 2005. "Optimal nonlinear policy: signal extraction with a non-normal prior," Working Paper Series 2005-24, Federal Reserve Bank of San Francisco.
  34. Eric Swanson & Gary Anderson & Andrew Levin, 2005. "Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Computing in Economics and Finance 2005 146, Society for Computational Economics.
  35. Andrew Levin & Eric Swanson, 2004. "Optimal Monetary Policy in an Imperfect World," Computing in Economics and Finance 2004 235, Society for Computational Economics.
  36. (Kim | Lopez-Salido | Swanson) & Andrew Levin, 2004. "The magnitude and Cyclical Behavior of Financial Market Frictions," Computing in Economics and Finance 2004 224, Society for Computational Economics.
  37. Eric T. Swanson, 2004. "Federal Reserve transparency and financial market forecasts of short-term interest rates," Finance and Economics Discussion Series 2004-06, Board of Governors of the Federal Reserve System (U.S.).
  38. Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2004. "Do actions speak louder than words? the response of asset prices to monetary policy actions and statements," Finance and Economics Discussion Series 2004-66, Board of Governors of the Federal Reserve System (U.S.).
  39. Eric Swanson & Gary Anderson & Andrew Levin, 2004. "Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Econometric Society 2004 North American Winter Meetings 576, Econometric Society.
  40. Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2003. "The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models," Finance and Economics Discussion Series 2003-50, Board of Governors of the Federal Reserve System (U.S.).
  41. Jon Faust & Eric T. Swanson & Jonathan H. Wright, 2002. "Identifying vars based on high frequency futures data," International Finance Discussion Papers 720, Board of Governors of the Federal Reserve System (U.S.).
  42. Faust, Jon & Rogers, John H. & Swanson, Eric & Wright, Jonathan H., 2002. "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," Working Paper Series 167, European Central Bank.
  43. Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001. "NAIRU uncertainty and nonlinear policy rules," Finance and Economics Discussion Series 2001-01, Board of Governors of the Federal Reserve System (U.S.).
  44. Eric Swanson, 2000. "On Signal Extraction and Non-Certainty-Equivalence in Optimal Monetary Policy Rules," Econometric Society World Congress 2000 Contributed Papers 1085, Econometric Society.
  45. Eric T. Swanson, 1999. "Models of sectoral reallocation," Finance and Economics Discussion Series 1999-03, Board of Governors of the Federal Reserve System (U.S.).
  46. Eric T. Swanson, 1999. "Measuring the cyclicality of real wages: how important is aggregation across industries?," Finance and Economics Discussion Series 1999-52, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
  2. Eric T. Swanson, 2023. "The Importance of Fed Chair Speeches as a Monetary Policy Tool," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 394-400, May.
  3. Michael D. Bauer & Eric T. Swanson, 2023. "An Alternative Explanation for the "Fed Information Effect"," American Economic Review, American Economic Association, vol. 113(3), pages 664-700, March.
  4. Swanson, Eric T., 2021. "Measuring the effects of federal reserve forward guidance and asset purchases on financial markets," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 32-53.
  5. Eric T. Swanson, 2020. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 194-240, April.
  6. Eric Swanson, 2018. "Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 290-321, April.
  7. Eric T. Swanson, 2018. "The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 555-572.
  8. Eric T. Swanson, 2016. "Measuring the effects of unconventional monetary policy on asset prices," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(2), pages 78-100, August.
  9. Fernald, John G. & Spiegel, Mark M. & Swanson, Eric T., 2014. "Monetary policy effectiveness in China: Evidence from a FAVAR model," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 83-103.
  10. Eric T. Swanson & John C. Williams, 2014. "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," American Economic Review, American Economic Association, vol. 104(10), pages 3154-3185, October.
  11. Eric T. Swanson, 2013. "The zero lower bound and longer-term yields," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue sept30.
  12. Eric T. Swanson, 2012. "Risk Aversion and the Labor Margin in Dynamic Equilibrium Models," American Economic Review, American Economic Association, vol. 102(4), pages 1663-1691, June.
  13. Eric T. Swanson, 2012. "Structural and cyclical economic factors," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun11.
  14. Glenn D. Rudebusch & Eric T. Swanson, 2012. "The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 105-143, January.
  15. Michael Ehrmann & Marcel Fratzscher & Refet S Güürkaynak & Eric T Swanson, 2011. "Convergence and Anchoring of Yield Curves in the Euro Area," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 350-364, February.
  16. Titan Alon & Eric T. Swanson, 2011. "Operation Twist and the effect of large-scale asset purchases," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr25.
  17. Eric T. Swanson, 2011. "Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(1 (Spring), pages 151-207.
  18. Eric T. Swanson, 2010. "Financial market imperfections and macroeconomics: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug23.
  19. Refet S Gürkaynak & Andrew Levin & Eric Swanson, 2010. "Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden," Journal of the European Economic Association, MIT Press, vol. 8(6), pages 1208-1242, December.
  20. Eric T. Swanson, 2009. "Macroeconomic models for monetary policy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul20.
  21. Piazzesi, Monika & Swanson, Eric T., 2008. "Futures prices as risk-adjusted forecasts of monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 677-691, May.
  22. Eric T. Swanson, 2008. "Convergence of long-term bond yields in the euro area," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov21.
  23. Rudebusch, Glenn D. & Swanson, Eric T., 2008. "Examining the bond premium puzzle with a DSGE model," Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages 111-126, October.
  24. Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2007. "Macroeconomic implications of changes in the term premium," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 241-270.
  25. Eric T. Swanson, 2007. "What we do and don't know about the term premium," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul20.
  26. Gurkaynak, Refet S. & Sack, Brian T. & Swanson, Eric P., 2007. "Market-Based Measures of Monetary Policy Expectations," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 201-212, April.
  27. Eric T. Swanson, 2007. "Real Wage Cyclicality In The Panel Study Of Income Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(5), pages 617-647, November.
  28. Swanson, Eric T., 2006. "Optimal nonlinear policy: signal extraction with a non-normal prior," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 185-203, February.
  29. Eric T. Swanson, 2006. "Would an inflation target help anchor U.S. inflation expectations?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug11.
  30. Swanson, Eric T., 2006. "Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(3), pages 791-819, April.
  31. Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2006. "Inflation Targeting And The Anchoring Of Inflation Expectations In The Western Hemisphere," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(3), pages 19-52, December.
  32. Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The Bond Yield "Conundrum" from a Macro-Finance Perspective," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 83-109, December.
  33. Swanson Eric T, 2006. "The Relative Price and Relative Productivity Channels for Aggregate Fluctuations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(1), pages 1-39, October.
  34. Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
  35. Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2005. "The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models," American Economic Review, American Economic Association, vol. 95(1), pages 425-436, March.
  36. Swanson, Eric T., 2004. "Signal Extraction And Non-Certainty-Equivalence In Optimal Monetary Policy Rules," Macroeconomic Dynamics, Cambridge University Press, vol. 8(1), pages 27-50, February.
  37. Faust, Jon & Swanson, Eric T. & Wright, Jonathan H., 2004. "Identifying VARS based on high frequency futures data," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1107-1131, September.
  38. Eric T. Swanson, 2004. "Measuring the Cyclicality of Real Wages: How Important Is the Firm's Point of View?," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 362-377, February.
  39. Faust Jon & Swanson Eric T & Wright Jonathan H, 2004. "Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-31, October.
  40. Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1031-1057, September.
  41. Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2003. "The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  42. Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001. "NAIRU Uncertainty and Nonlinear Policy Rules," American Economic Review, American Economic Association, vol. 91(2), pages 226-231, May.

Software components

  1. Eric Swanson, 2017. "Code and data files for "Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences"," Computer Codes 13-261, Review of Economic Dynamics.

Chapters

  1. Eric T. Swanson, 2023. "The federal funds market, pre- and post-2008," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 10, pages 220-236, Edward Elgar Publishing.
  2. Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155, National Bureau of Economic Research, Inc.
  3. Eric T. Swanson, 2016. "Measuring the Effects of Unconventional Monetary Policy on Asset Prices," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 4, pages 105-130, Central Bank of Chile.
  4. Eric T. Swanson & John C. Williams, 2013. "Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 2-21, National Bureau of Economic Research, Inc.
  5. Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2007. "Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere," Central Banking, Analysis, and Economic Policies Book Series, in: Frederic S. Miskin & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Monetary Policy under Inflation Targeting, edition 1, volume 11, chapter 11, pages 415-465, Central Bank of Chile.

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  13. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
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  15. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 57 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (37) 2003-04-27 2004-01-18 2004-04-04 2004-06-13 2005-04-16 2005-11-19 2006-01-01 2006-03-18 2006-03-18 2006-04-01 2006-05-27 2006-08-05 2006-09-16 2006-10-28 2006-11-25 2007-09-24 2007-10-27 2007-11-24 2009-01-10 2012-03-21 2013-09-13 2014-03-22 2014-12-08 2014-12-19 2015-08-07 2015-12-28 2017-04-23 2018-11-05 2019-04-29 2020-03-16 2020-04-06 2020-05-04 2021-04-19 2022-03-21 2022-04-18 2022-05-02 2022-05-16. Author is listed
  2. NEP-MON: Monetary Economics (36) 2000-10-05 2002-10-18 2002-10-27 2004-01-18 2004-04-04 2004-07-18 2005-04-16 2005-05-23 2006-03-18 2006-04-01 2006-05-27 2006-09-16 2006-10-28 2006-11-25 2007-09-24 2007-10-27 2012-03-21 2013-04-13 2013-09-13 2014-03-22 2014-12-08 2014-12-19 2015-12-28 2016-11-06 2017-04-23 2018-11-05 2020-03-16 2020-04-06 2020-05-04 2021-04-19 2022-03-21 2022-04-18 2022-05-02 2022-05-16 2023-10-09 2023-11-06. Author is listed
  3. NEP-CBA: Central Banking (28) 2002-10-18 2002-11-04 2002-11-18 2006-01-01 2006-03-18 2006-04-01 2006-05-27 2006-09-16 2006-10-28 2006-11-25 2006-12-16 2007-09-24 2007-10-27 2007-11-24 2008-11-11 2009-01-10 2011-03-26 2013-09-13 2014-12-19 2015-12-28 2018-11-05 2020-03-16 2020-04-06 2021-04-19 2022-03-21 2022-04-18 2023-10-09 2023-11-06. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (11) 2000-01-31 2006-03-18 2006-08-05 2007-11-24 2008-11-11 2009-01-10 2009-11-14 2012-10-13 2013-10-18 2014-03-22 2015-08-07. Author is listed
  5. NEP-FMK: Financial Markets (7) 2004-04-04 2006-03-18 2006-04-01 2006-05-27 2006-09-16 2007-11-24 2022-03-21. Author is listed
  6. NEP-UPT: Utility Models and Prospect Theory (5) 2009-11-14 2012-10-13 2013-10-18 2014-03-22 2019-04-29. Author is listed
  7. NEP-FOR: Forecasting (4) 2006-03-18 2006-04-01 2006-09-16 2006-12-16
  8. NEP-RMG: Risk Management (4) 2002-10-18 2002-11-04 2003-04-27 2004-01-18
  9. NEP-EEC: European Economics (3) 2006-04-01 2007-09-24 2007-10-27
  10. NEP-IFN: International Finance (3) 2002-11-04 2004-07-18 2013-09-13
  11. NEP-BEC: Business Economics (2) 2006-05-27 2009-11-14
  12. NEP-FIN: Finance (2) 2003-04-27 2004-04-04
  13. NEP-LAB: Labour Economics (2) 2007-08-08 2023-11-06
  14. NEP-TRA: Transition Economics (2) 2014-03-22 2014-12-19
  15. NEP-BAN: Banking (1) 2022-03-21
  16. NEP-CMP: Computational Economics (1) 2006-03-18
  17. NEP-CNA: China (1) 2014-12-19
  18. NEP-ETS: Econometric Time Series (1) 2002-04-25
  19. NEP-HIS: Business, Economic and Financial History (1) 2022-03-21
  20. NEP-MFD: Microfinance (1) 2004-08-16
  21. NEP-OPM: Open Economy Macroeconomics (1) 2013-09-13

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