Eric T. Swanson
Eric T. Swanson
Professor of Economics, University of California, Irvine
Verified email at - Homepage
Cited by
Cited by
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
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
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
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
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
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
Futures prices as risk-adjusted forecasts of monetary policy
M Piazzesi, ET Swanson
Journal of Monetary Economics 55 (4), 677-691, 2008
Market-based measures of monetary policy expectations
RS Gürkaynak, BP Sack, ET Swanson
Journal of Business and Economic Statistics 25 (2), 201-212, 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
Examining the bond premium puzzle with a DSGE model
GD Rudebusch, ET Swanson
Journal of Monetary Economics 55, S111-S126, 2008
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
Identifying VARS based on high frequency futures data
J Faust, ET Swanson, JH Wright
Journal of Monetary Economics 51 (6), 1107-1131, 2004
Measuring the effects of Federal Reserve forward guidance and asset purchases on financial markets
ET Swanson
Journal of Monetary Economics, 2020
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
Convergence and Anchoring of Yield Curves in the Euro Area
M Ehrmann, M Fratzscher, RS Gürkaynak, ET Swanson
The Review of Economics and Statistics 93 (1), 350-364, 2011
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
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
Risk Aversion and the Labor Margin in Dynamic Equilibrium Models
ET Swanson
The American Economic Review 102 (4), 1663-1691, 2012
Inflation targeting and the anchoring of inflation expectations in the western hemisphere
RS Gürkaynak, AT Levin, AN Marder, ET Swanson
Series on Central Banking, Analysis, and Economic Policies, no. 11, 2007
Do Federal Reserve policy surprises reveal superior information about the economy?
J Faust, ET Swanson, JH Wright
Contributions in Macroeconomics 4 (1), 10, 2004
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