Emanuel Moench
Economics and Econometrics · with Adrian · 2008–2016
A researcher in the Science corpus: 5 papers; trusts 24 researchers and is trusted by 16 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 74 citations into it; #5,734 of 23,481 by trust here, #5,722 by citations
- Finance — 66 citations into it; #3,084 of 10,518 by trust here, #2,555 by citations
- Management Science and Operations Research — 6 citations into it
Whom Emanuel Moench trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- James H. Stock
- Jushan Bai
- Serena Ng
- Mark W. Watson
- Hedibert Freitas Lopes
- Robin Brooks
- M. Forni
- Qiang Dai
- Domenico Giannone
- G. Duffee
Who trusts Emanuel Moench overall
- Jushan Bai
- Sydney C. Ludvigson
- Peng Wang
- Todd E. Clark
- Tobias Adrian
- Serena Ng
- Hanan Naser
- Drew D. Creal
- António Afonso
- M. D. Pooter
Papers from Emanuel Moench's perspective
Ordered by how strongly the researchers Emanuel Moench trusts endorse each paper. Same corpus, a different order for every researcher.
- Are more data always better for factor analysis
- International Business Cycles: World, Region, and Country-Specific Factors
- Determining the Number of Factors in Approximate Factor Models
- Nowcasting: the real time informational content of macroeconomic data releases
- Forecasting Using Principal Components From a Large Number of Predictors
- Monetary Policy in a Data-Rich Environment
- Specification Analysis of Affine Term Structure Models
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Global Yield Curve Dynamics and Interactions : A Dynamic
- BAYESIAN MODEL ASSESSMENT IN FACTOR ANALYSIS
Their papers
- Forecasting the Yield Curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach (2008) — 308 citations
- Dynamic Hierarchical Factor Models (2013) — 155 citations
- Pricing the Term Structure with Linear Regressions (2013) — 576 citations
- Decomposing real and nominal yield curves (2016) — 159 citations
- Macro Risk Premium and Intermediary Balance Sheet Quantities (2010) — 114 citations