| Do actions speak louder than words? The response of asset prices to monetary policy actions and statements R Gurkaynak, B Sack, E Swanson International Journal of Central Banking 1 (1), 55-93, 2005 | 2167 | 2005 |
| The sensitivity of long-term interest rates to economic news: Evidence and implications for macroeconomic models RS Gürkaynak, B Sack, E Swanson The American Economic Review 95 (1), 425-436, 2005 | 1198 | 2005 |
| Measuring the Effect of the Zero Lower Bound on Medium-and Longer-Term Interest Rates ET Swanson, JC Williams The American Economic Review 104 (10), 3154-3185, 2014 | 779 | 2014 |
| Measuring the effects of federal reserve forward guidance and asset purchases on financial markets ET Swanson Journal of Monetary Economics 118, 32-53, 2021 | 729 | 2021 |
| The bond premium in a DSGE model with long-run real and nominal risks GD Rudebusch, ET Swanson American Economic Journal: Macroeconomics 4 (1), 105-143, 2012 | 554 | 2012 |
| Let’s twist again: A high-frequency event-study analysis of Operation Twist and its implications for QE2 ET Swanson Brookings Papers on Economic Activity 2011 (1), 151-188, 2011 | 545 | 2011 |
| Futures prices as risk-adjusted forecasts of monetary policy M Piazzesi, ET Swanson Journal of Monetary Economics 55 (4), 677-691, 2008 | 509 | 2008 |
| Does inflation targeting anchor long-run inflation expectations? Evidence from the U.S., U.K., and Sweden RS Gürkaynak, A Levin, E Swanson Journal of the European Economic Association 8 (6), 1208-1242, 2010 | 477* | 2010 |
| Market-based measures of monetary policy expectations RS Gürkaynak, BP Sack, ET Swanson Journal of Business and Economic Statistics 25 (2), 201-212, 2007 | 467 | 2007 |
| Have increases in Federal Reserve transparency improved private-sector interest rate forecasts? ET Swanson Journal of Money, Credit, and Banking 38 (3), 791-819, 2006 | 361* | 2006 |
| An Alternative Explanation for the "Fed Information Effect" M Bauer, ET Swanson American Economic Review 113 (3), 664-700, 2023 | 295* | 2023 |
| Identifying VARS based on high frequency futures data J Faust, ET Swanson, JH Wright Journal of Monetary Economics 51 (6), 1107-1131, 2004 | 292 | 2004 |
| Macroeconomic implications of changes in the term premium GD Rudebusch, BP Sack, ET Swanson Economic Review, Federal Reserve Bank of St. Louis 89 (4), 241-269, 2007 | 280 | 2007 |
| Examining the bond premium puzzle with a DSGE model GD Rudebusch, ET Swanson Journal of Monetary Economics 55, S111-S126, 2008 | 270 | 2008 |
| Monetary policy effectiveness in China: Evidence from a FAVAR model JG Fernald, MM Spiegel, ET Swanson Journal of International Money and Finance 49, 83-103, 2014 | 240 | 2014 |
| The bond yield "conundrum" from a macro-finance perspective GD Rudebusch, ET Swanson, T Wu Monetary and Economic Studies 24 (S-1), 83-109, 2006 | 205 | 2006 |
| A reassessment of monetary policy surprises and high-frequency identification MD Bauer, ET Swanson NBER Macroeconomics Annual 37 (1), 87-155, 2023 | 189 | 2023 |
| Risk Aversion and the Labor Margin in Dynamic Equilibrium Models ET Swanson The American Economic Review 102 (4), 1663-1691, 2012 | 178* | 2012 |
| Identifying the effects of monetary policy shocks on exchange rates using high frequency data J Faust, JH Rogers, E Swanson, JH Wright Journal of the European Economic Association 1 (5), 1031-1057, 2003 | 173 | 2003 |
| Inflation targeting and the anchoring of inflation expectations in the western hemisphere RS Gürkaynak, AT Levin, AN Marder, ET Swanson Documentos de Trabajo (Banco Central de Chile), 1, 2006 | 155 | 2006 |
Refet S. GürkaynakBilkent University在 bilkent.edu.tr 的电子邮件经过验证
