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Should monetary policy monitor risk premiums in financial markets?

Doh, Taeyoung; Cao, Guangye; Molling, Daniel - In: Economic review 100 (2015) 1, pp. 7-30

Persistent link: https://www.econbiz.de/10011326138

Monetary policy regime shifts and inflation persistence

Davig, Troy; Doh, Taeyoung - In: The review of economics and statistics 96 (2014) 5, pp. 862-875

Persistent link: https://www.econbiz.de/10010470575

Yield curve and monetary policy expectations in small open economies

Bong, Kwan Soo; Doh, Taeyoung; Park, Woong-yong - 2014

Persistent link: https://www.econbiz.de/10010477718

Yield Curve and Monetary Policy Expectations in Small Open Economies

Bong, Kwan - 2016

This paper estimates a New Keynesian dynamic stochastic general equilibrium (DSGE) model in small open economies using the yield curve data as well as standard macro data. The DSGE model is estimated on the data of three inflation-targeting small open economies (Australia, Canada, and New...

Persistent link: https://www.econbiz.de/10013005619

How you say it matters : text analysis of FOMC statements using natural language processing

Doh, Taeyoung; Kim, Sungil; Yang, Shu-Kuei - In: Economic review 106 (2021) 1, pp. 25-40

Persistent link: https://www.econbiz.de/10012692549

Monetary Policy Regime Shifts and Inflation Persistence

Davig, Troy - 2013

This paper reports the results of estimating a Markov-Switching New Keynesian (MSNK) model using Bayesian methods. The broadest and best fitting MSNK model is a four-regime model allowing independent changes in the regimes governing monetary policy and the volatility of the shocks. We use the...

Persistent link: https://www.econbiz.de/10012710823