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Details about Tao Wu

E-mail:
Postal address:700 19th Street International Monetary Fund Washington, D.C. 20431
Workplace:International Monetary Fund (IMF), (more information at EDIRC)

Access statistics for papers by Tao Wu.

Last updated 2012-03-29. Update your information in the RePEc Author Service.

Short-id: pwu17


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Working Papers

2012

  1. Measuring Oil-Price Shocks Using Market-Based Information
    IMF Working Papers, International Monetary Fund Downloads View citations (1)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) Downloads View citations (4)
    Working Papers, Federal Reserve Bank of Dallas (2009) Downloads View citations (2)

2008

  1. On the effectiveness of the Federal Reserve's new liquidity facilities
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (12)
  2. Regulation and the neo-Wicksellian approach to monetary policy
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (9)
    See also Journal Article in Journal of Money, Credit and Banking (2009)

2006

  1. The bond yield "conundrum" from a macro-finance perspective
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (33)
    See also Journal Article in Monetary and Economic Studies (2006)

2005

  1. The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads

2004

  1. A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations (118)
    See also Journal Article in Economic Journal (2008)

2003

  1. Macroeconomics and the Yield Curve
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (18)

Journal Articles

2011

  1. The U.S. Money Market and the Term Auction Facility in the Financial Crisis of 2007-–2009
    The Review of Economics and Statistics, 2011, 93, (2), 617-631 Downloads View citations (13)

2010

  1. The Term Auction Facility’s effectiveness in the financial crisis of 2007–09
    Economic Letter, 2010, 5, (may) Downloads View citations (1)

2009

  1. Regulation and the Neo-Wicksellian Approach to Monetary Policy
    Journal of Money, Credit and Banking, 2009, 41, (4), 799-807 Downloads View citations (12)
    See also Working Paper (2008)

2008

  1. A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy
    Economic Journal, 2008, 118, (530), 906-926 Downloads View citations (92)
    Also in Proceedings, 2004, (Mar) (2004) Downloads View citations (41)

    See also Working Paper (2004)
  2. Accounting for the bond-yield conundrum
    Economic Letter, 2008, 3, (feb) Downloads View citations (3)

2007

  1. Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models
    Journal of Money, Credit and Banking, 2007, 39, (2-3), 395-422 Downloads View citations (72)
  2. Time-varying equilibrium real rates and monetary policy analysis
    Journal of Economic Dynamics and Control, 2007, 31, (5), 1584-1609 Downloads View citations (34)

2006

  1. Globalization’s effect on interest rates and the yield curve
    Economic Letter, 2006, 1, (sep) Downloads View citations (1)
  2. Macro Factors and the Affine Term Structure of Interest Rates
    Journal of Money, Credit and Banking, 2006, 38, (7), 1847-1875 Downloads View citations (50)
  3. The Bond Yield "Conundrum" from a Macro-Finance Perspective
    Monetary and Economic Studies, 2006, 24, (S1), 83-109 Downloads View citations (57)
    See also Working Paper (2006)

2005

  1. Do oil futures prices help predict future oil prices?
    FRBSF Economic Letter, 2005, (dec30) Downloads View citations (25)
  2. Estimating the "neutral" real interest rate in real time
    FRBSF Economic Letter, 2005, (oct21) Downloads View citations (5)
  3. The long-term interest rate conundrum: not unraveled yet?
    FRBSF Economic Letter, 2005, (apr29) Downloads View citations (6)

2004

  1. Interest rates and monetary policy: conference summary
    FRBSF Economic Letter, 2004, (jun4) Downloads
  2. Two measures of employment: how different are they?
    FRBSF Economic Letter, 2004, (aug27) Downloads
  3. Understanding deflation
    FRBSF Economic Letter, 2004, (apr2) Downloads

2003

  1. Improving the way we measure consumer prices
    FRBSF Economic Letter, 2003, (aug22) Downloads
  2. Stylized facts on nominal term structure and business cycles: an empirical VAR study
    Applied Economics, 2003, 35, (8), 901-906 Downloads View citations (6)
  3. What makes the yield curve move?
    FRBSF Economic Letter, 2003, (jun6) Downloads View citations (2)

2002

  1. Macroeconomic models for monetary policy
    FRBSF Economic Letter, 2002, (apr19) Downloads
 
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