Details about Tao Wu

Access statistics for papers by Tao Wu.

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

Short-id: pwu17

Working Papers

2009

1. Measuring oil-price shocks using market-based information
   Working Papers, Federal Reserve Bank of Dallas View citations (2)
   Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) View citations (5)

2008

2. On the effectiveness of the Federal Reserve's new liquidity facilities
   Working Papers, Federal Reserve Bank of Dallas View citations (15)
3. Regulation and the neo-Wicksellian approach to monetary policy
   Working Papers, Federal Reserve Bank of Dallas View citations (9)
   See also Journal Article Regulation and the Neo-Wicksellian Approach to Monetary Policy, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (13) (2009)

2006

4. The bond yield \"conundrum\" from a macro-finance perspective
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (58)
   See also Journal Article The Bond Yield "Conundrum" from a Macro-Finance Perspective, Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan (2006) View citations (79) (2006)

2005

5. The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective
   Computing in Economics and Finance 2005, Society for Computational Economics
   Also in Working Paper Series, Federal Reserve Bank of San Francisco (2004) View citations (16)

2004

6. A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy
   2004 Meeting Papers, Society for Economic Dynamics View citations (142)
   Also in Working Paper Series, Federal Reserve Bank of San Francisco (2003) View citations (14)
   See also Journal Article A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy, Economic Journal, Royal Economic Society (2008) View citations (224) (2008)
7. Time varying equilibrium real rates and monetary policy analysis
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (7)
   See also Journal Article Time-varying equilibrium real rates and monetary policy analysis, Journal of Economic Dynamics and Control, Elsevier (2007) View citations (65) (2007)

2003

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

2001

9. Macro factors and the affine term structure of interest rates
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (14)
   See also Journal Article Macro Factors and the Affine Term Structure of Interest Rates, Journal of Money, Credit and Banking, Blackwell Publishing (2006) View citations (79) (2006)
10. Monetary policy and the slope factor in empirical term structure estimations
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (6)
11. Stylized facts on nominal term structure and business cycles: an empirical VAR study
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (1)
    See also Journal Article Stylized facts on nominal term structure and business cycles: an empirical VAR study, Applied Economics, Taylor & Francis Journals (2003) View citations (12) (2003)

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 View citations (24)

2010

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

2009

3. Regulation and the Neo-Wicksellian Approach to Monetary Policy
   Journal of Money, Credit and Banking, 2009, 41, (4), 799-807 View citations (13)
   See also Working Paper Regulation and the neo-Wicksellian approach to monetary policy, Working Papers (2008) View citations (9) (2008)

2008

4. A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy
   Economic Journal, 2008, 118, (530), 906-926 View citations (224)
   Also in Proceedings, 2004, (Mar) (2004) View citations (41)
   See also Working Paper A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy, 2004 Meeting Papers (2004) View citations (142) (2004)
5. Accounting for the bond-yield conundrum
   Economic Letter, 2008, 3, (feb) View citations (2)

2007

6. 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 View citations (99)
7. Time-varying equilibrium real rates and monetary policy analysis
   Journal of Economic Dynamics and Control, 2007, 31, (5), 1584-1609 View citations (65)
   See also Working Paper Time varying equilibrium real rates and monetary policy analysis, Working Paper Series (2004) View citations (7) (2004)

2006

8. Globalization’s effect on interest rates and the yield curve
   Economic Letter, 2006, 1, (sep) View citations (1)
9. Macro Factors and the Affine Term Structure of Interest Rates
   Journal of Money, Credit and Banking, 2006, 38, (7), 1847-1875 View citations (79)
   See also Working Paper Macro factors and the affine term structure of interest rates, Working Paper Series (2001) View citations (14) (2001)
10. The Bond Yield "Conundrum" from a Macro-Finance Perspective
    Monetary and Economic Studies, 2006, 24, (S1), 83-109 View citations (79)
    See also Working Paper The bond yield \"conundrum\" from a macro-finance perspective, Working Paper Series (2006) View citations (58) (2006)

2005

11. Do oil futures prices help predict future oil prices?
    FRBSF Economic Letter, 2005, (dec30) View citations (26)
12. Estimating the \\"neutral\\" real interest rate in real time
    FRBSF Economic Letter, 2005, (oct21) View citations (6)
13. The long-term interest rate conundrum: not unraveled yet?
    FRBSF Economic Letter, 2005, (apr29) View citations (13)

2004

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

2003

17. Improving the way we measure consumer prices
    FRBSF Economic Letter, 2003, (aug22)
18. Stylized facts on nominal term structure and business cycles: an empirical VAR study
    Applied Economics, 2003, 35, (8), 901-906 View citations (12)
    See also Working Paper Stylized facts on nominal term structure and business cycles: an empirical VAR study, Working Paper Series (2001) View citations (1) (2001)
19. What makes the yield curve move?
    FRBSF Economic Letter, 2003, (jun6) View citations (4)

2002

20. Macroeconomic models for monetary policy
    FRBSF Economic Letter, 2002, (apr19) View citations (1)