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Details about Taeyoung Doh

Homepage:http://www.kc.frb.org/speechbio/doh.cfm
Workplace:Economic Research, Federal Reserve Bank of Kansas City, (more information at EDIRC)

Access statistics for papers by Taeyoung Doh.

Last updated 2019-09-10. Update your information in the RePEc Author Service.

Short-id: pdo97


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Working Papers

2019

  1. Assessing Macroeconomic Tail Risks in a Data-Rich Environment
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads

2018

  1. Reconciling VAR-based Forecasts with Survey Forecasts
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads

2017

  1. Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads

2016

  1. The Equilibrium Term Structure of Equity and Interest Rates
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (1)

2015

  1. Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads

2014

  1. Yield curve and monetary policy expectations in small open economies
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (4)

2012

  1. The state space representation and estimation of a time-varying parameter VAR with stochastic volatility
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (1)

2011

  1. A Bayesian evaluation of alternative models of trend inflation
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (12)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2011) Downloads View citations (9)

2009

  1. Monetary Policy Regime Shifts and Inflation Persistence
    2009 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2008) Downloads View citations (46)

    See also Journal Article in The Review of Economics and Statistics (2014)
  2. Yield curve in an estimated nonlinear macro model
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (7)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2008

  1. Long Run Risks in the Term Structure of Interest Rates: Estimation
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2008) Downloads View citations (1)

    See also Journal Article in Journal of Applied Econometrics (2013)

2007

  1. What does the yield curve tell us about the Federal Reserve's implicit inflation target?
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (2)
    See also Journal Article in Journal of Money, Credit and Banking (2012)

2006

  1. Non-stationary hours in a DSGE model
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (4)

    See also Journal Article in Journal of Money, Credit and Banking (2007)

Journal Articles

2019

  1. Assessing the Risk of Extreme Unemployment Outcomes
    Economic Bulletin, 2019, (Aug 28, 2019), 4 Downloads
  2. Tracking U.S. GDP in Real Time
    Economic Review, 2019, (Q III), 5-19 Downloads

2018

  1. Has the Anchoring of Inflation Expectations Changed in the United States during the Past Decade?
    Economic Review, 2018, (Q I), 31-58 Downloads View citations (1)
  2. Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate
    Macro Bulletin, 2018, 1-2 Downloads

2017

  1. Changing Credit Profile of Consumers: Aging Versus the Business Cycle
    Macro Bulletin, 2017, 1-4 Downloads

2016

  1. Measuring the Stance of Monetary Policy on and off the Zero Lower Bound
    Economic Review, 2016, (Q III), 5-24 Downloads View citations (5)

2015

  1. Should monetary policy monitor risk premiums in financial markets?
    Macro Bulletin, 2015, 1-2 Downloads
    Also in Economic Review, 2015, (Q I), 7-30 (2015) Downloads

2014

  1. Evaluating alternative models of trend inflation
    International Journal of Forecasting, 2014, 30, (3), 426-448 Downloads View citations (38)
  2. Monetary Policy Regime Shifts and Inflation Persistence
    The Review of Economics and Statistics, 2014, 96, (5), 862-875 Downloads View citations (24)
    See also Working Paper (2009)

2013

  1. Has the effect of monetary policy announcements on asset prices changed?
    Economic Review, 2013, (Q III), 31-65 Downloads View citations (5)
    Also in Macro Bulletin, 2013, 3-4 (2013) Downloads View citations (2)
  2. LONG‐RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION
    Journal of Applied Econometrics, 2013, 28, (3), 478-497 View citations (2)
    See also Working Paper (2008)

2012

  1. What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target?
    Journal of Money, Credit and Banking, 2012, 44, 469-486 Downloads View citations (8)
    See also Working Paper (2007)

2011

  1. Is unemployment helpful in understanding inflation?
    Economic Review, 2011, 96, (Q IV), 5-26 Downloads View citations (1)
  2. Yield curve in an estimated nonlinear macro model
    Journal of Economic Dynamics and Control, 2011, 35, (8), 1229-1244 Downloads View citations (14)
    See also Working Paper (2009)

2010

  1. The efficacy of large-scale asset purchases at the zero lower bound
    Economic Review, 2010, 95, (Q II), 5-34 Downloads View citations (35)

2007

  1. Non-stationary Hours in a DSGE Model
    Journal of Money, Credit and Banking, 2007, 39, (6), 1357-1373 View citations (70)
    See also Working Paper (2006)

2004

  1. Analysis of loan guarantees among the Korean Chaebol affiliates
    International Economic Journal, 2004, 18, (2), 161-178 Downloads View citations (3)
 
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