IDEAS home Printed from https://ideas.repec.org/e/pwu17.html
   My authors  Follow this author

Tao Wu

Personal Details

First Name:Tao
Middle Name:
Last Name:Wu
Suffix:
RePEc Short-ID:pwu17
700 19th Street International Monetary Fund Washington, D.C. 20431

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Tao Wu, 2008. "On the effectiveness of the Federal Reserve's new liquidity facilities," Working Papers 0808, Federal Reserve Bank of Dallas.
  2. John V. Duca & Tao Wu, 2008. "Regulation and the neo-Wicksellian approach to monetary policy," Working Papers 0807, Federal Reserve Bank of Dallas.
  3. 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.
  4. Michele Cavallo & Tao Wu, 2006. "Measuring oil-price shocks using market-based information," Working Paper Series 2006-28, Federal Reserve Bank of San Francisco.
  5. Tao Wu & Glenn Rudebusch, 2005. "The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective," Computing in Economics and Finance 2005 3, Society for Computational Economics.
  6. Tao Wu & Glenn Rudebusch, 2004. "A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy," 2004 Meeting Papers 104, Society for Economic Dynamics.
  7. Bharat Trehan & Tao Wu, 2004. "Time varying equilibrium real rates and monetary policy analysis," Working Paper Series 2004-10, Federal Reserve Bank of San Francisco.
  8. Tao Wu & Glenn Rudebusch, 2003. "Macroeconomics and the Yield Curve," Computing in Economics and Finance 2003 206, Society for Computational Economics.
  9. Tao Wu, 2001. "Stylized facts on nominal term structure and business cycles: an empirical VAR study," Working Paper Series 2002-08, Federal Reserve Bank of San Francisco.
  10. Tao Wu, 2001. "Macro factors and the affine term structure of interest rates," Working Paper Series 2002-06, Federal Reserve Bank of San Francisco.
  11. Tao Wu, 2001. "Monetary policy and the slope factor in empirical term structure estimations," Working Paper Series 2002-07, Federal Reserve Bank of San Francisco.

Articles

  1. Tao Wu, 2011. "The U.S. Money Market and the Term Auction Facility in the Financial Crisis of 2007-–2009," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 617-631, May.
  2. Tao Wu, 2010. "The Term Auction Facility’s effectiveness in the financial crisis of 2007–09," Economic Letter, Federal Reserve Bank of Dallas, vol. 5(may).
  3. John V. Duca & Tao Wu, 2009. "Regulation and the Neo-Wicksellian Approach to Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 799-807, June.
  4. Tao Wu, 2008. "Accounting for the bond-yield conundrum," Economic Letter, Federal Reserve Bank of Dallas, vol. 3(feb).
  5. Glenn D. Rudebusch & Tao Wu, 2007. "Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 395-422, March.
  6. Trehan, Bharat & Wu, Tao, 2007. "Time-varying equilibrium real rates and monetary policy analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1584-1609, May.
  7. Tao Wu, 2006. "Globalization’s effect on interest rates and the yield curve," Economic Letter, Federal Reserve Bank of Dallas, vol. 1(sep).
  8. 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.
  9. Wu, Tao, 2006. "Macro Factors and the Affine Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1847-1875, October.
  10. Tao Wu, 2005. "The long-term interest rate conundrum: not unraveled yet?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr29.
  11. Andrew H. McCallum & Tao Wu, 2005. "Do oil futures prices help predict future oil prices?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec30.
  12. Tao Wu, 2005. "Estimating the \\"neutral\\" real interest rate in real time," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct21.
  13. Tao Wu, 2004. "Two measures of employment: how different are they?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug27.
  14. Tao Wu, 2004. "Understanding deflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr2.
  15. Richard Dennis & Tao Wu, 2004. "Interest rates and monetary policy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun4.
  16. Glenn D. Rudebusch & Tao Wu, 2004. "A macro-finance model of the term structure, monetary policy, and the economy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  17. Tao Wu, 2003. "What makes the yield curve move?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun6.
  18. Tao Wu, 2003. "Stylized facts on nominal term structure and business cycles: an empirical VAR study," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 901-906.
  19. Tao Wu, 2003. "Improving the way we measure consumer prices," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug22.
  20. Glenn D. Rudebusch & Tao Wu, 2002. "Macroeconomic models for monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr19.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors

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 6 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 (5) 2004-08-02 2005-11-19 2006-05-27 2008-06-07 2008-06-07. Author is listed
  2. NEP-MON: Monetary Economics (5) 2004-08-02 2005-11-19 2006-05-27 2008-06-07 2008-06-07. Author is listed
  3. NEP-CBA: Central Banking (3) 2004-08-02 2006-05-27 2008-06-07
  4. NEP-BEC: Business Economics (1) 2006-05-27
  5. NEP-ENE: Energy Economics (1) 2006-11-25
  6. NEP-FIN: Finance (1) 2005-11-19
  7. NEP-FMK: Financial Markets (1) 2006-05-27
  8. NEP-RMG: Risk Management (1) 2008-06-07

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Tao Wu should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.