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Risk aversion, the labor margin, and asset pricing in DSGE models
Swanson, Eric T. - 2009
Persistent link: https://www.econbiz.de/10003899601
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Optimal nonlinear policy : signal extraction with a non-normal prior
Swanson, Eric T. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003416257
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The relative price and relative productivity channels for aggregate fluctuations
Swanson, Eric T. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003417840
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Let’s twist again : a high-frequency event-study analysis of operation twist and its implications for QE2
Swanson, Eric T. - 2011
This paper undertakes a modern event-study analysis of Operation Twist and compares its effects to those that should be expected for the recent quantitative policy announced by the Federal Reserve, dubbed “QE2”. We first show that Operation Twist and QE2 are similar in magnitude. We identify...
Persistent link: https://www.econbiz.de/10008859074
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Risk aversion, risk premia, and the labor margin with generalized recursive preferences
Swanson, Eric T. - 2012
Persistent link: https://www.econbiz.de/10009625212
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Implications of labor market frictions for risk aversion and risk premia
Swanson, Eric T. - 2013
Persistent link: https://www.econbiz.de/10010191344
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The Bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003784686
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Higher-order perturbation solutions to dynamic, discrete-time rational expectations models
Swanson, Eric T. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003416302
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Market-based measures of monetary policy expectations
Gürkaynak, Refet S. (contributor); Sack, Brian (contributor) - 2006
Persistent link: https://www.econbiz.de/10003416330
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Does inflation targeting anchor long-run inflation expectations? : evidence from long-term bond yields in the US, UK, and Sweden
Gürkaynak, Refet S. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003416406