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Details about Taeyoung Doh

Homepage:https://sites.google.com/view/dohtyoung
Workplace:Economic Research, Federal Reserve Bank of Kansas City, (more information at EDIRC)

Access statistics for papers by Taeyoung Doh.

Last updated 2023-09-30. Update your information in the RePEc Author Service.

Short-id: pdo97


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Working Papers

2023

  1. Shocks, Frictions, and Policy Regimes: Understanding Inflation after the COVID-19 Pandemic
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads

2022

  1. Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads
  2. The Economic Effects of a Rapid Increase in the Minimum Wage: Evidence from South Korea Experiments
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (2)

2020

  1. Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (8)

2019

  1. Assessing Macroeconomic Tail Risks in a Data-Rich Environment
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (7)

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 (3)

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 (3)

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 (4)

2011

  1. A Bayesian evaluation of alternative models of trend inflation
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (10)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2011) Downloads View citations (17)

2009

  1. Monetary Policy Regime Shifts and Inflation Persistence
    2009 Meeting Papers, Society for Economic Dynamics View citations (13)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2008) Downloads View citations (57)

    See also Journal Article Monetary Policy Regime Shifts and Inflation Persistence, The Review of Economics and Statistics, MIT Press (2014) Downloads View citations (54) (2014)
  2. Yield curve in an estimated nonlinear macro model
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (8)
    See also Journal Article Yield curve in an estimated nonlinear macro model, Journal of Economic Dynamics and Control, Elsevier (2011) Downloads View citations (23) (2011)

2008

  1. Long Run Risks in the Term Structure of Interest Rates: Estimation
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2008) Downloads View citations (4)

    See also Journal Article LONG‐RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (2) (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 (3)
    See also Journal Article What Does the Yield Curve Tell Us about the Federal Reserve’s Implicit Inflation Target?, Journal of Money, Credit and Banking, Blackwell Publishing (2012) Downloads View citations (4) (2012)

2006

  1. Non-stationary hours in a DSGE model
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (15)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (5)

    See also Journal Article Non-stationary Hours in a DSGE Model, Journal of Money, Credit and Banking, Blackwell Publishing (2007) View citations (91) (2007)

Journal Articles

2023

  1. Failure of Silicon Valley Bank Reduced Local Consumer Spending but Had Limited Effect on Aggregate Spending
    Economic Bulletin, 2023, 4 Downloads
  2. The Employment Effect of an Increase in the National Minimum Wage: Review of International Evidence
    Economic Review, 2023, vol. 108, (no. 2), 15 Downloads
    Also in Economic Review, 2023, vol. 108, (no. 2), 15 (2023) Downloads

2022

  1. A new approach to integrating expectations into VAR models
    Journal of Monetary Economics, 2022, 132, (C), 24-43 Downloads View citations (1)
  2. Have Lags in Monetary Policy Transmission Shortened?
    Economic Bulletin, 2022, (December 21, 2022), 3 Downloads View citations (1)
  3. Monetary Policy Stance Is Tighter than Federal Funds Rate
    FRBSF Economic Letter, 2022, 2022, (30), 5 Downloads View citations (7)

2021

  1. How You Say It Matters: Text Analysis of FOMC Statements Using Natural Language Processing
    Economic Review, 2021, 106, (no.1), 25-40 Downloads View citations (2)
  2. To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions
    Economic Bulletin, 2021, (June 2, 2021), 5 Downloads

2019

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

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 (9)
  2. Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate
    Macro Bulletin, 2018, (October 24, 2018), 1-2 Downloads View citations (1)

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 (11)

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 (67)
  2. Monetary Policy Regime Shifts and Inflation Persistence
    The Review of Economics and Statistics, 2014, 96, (5), 862-875 Downloads View citations (54)
    See also Working Paper Monetary Policy Regime Shifts and Inflation Persistence, 2009 Meeting Papers (2009) View citations (13) (2009)

2013

  1. Has the effect of monetary policy announcements on asset prices changed?
    Economic Review, 2013, (Q III), 31-65 Downloads View citations (8)
    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 Long Run Risks in the Term Structure of Interest Rates: Estimation, 2008 Meeting Papers (2008) Downloads View citations (6) (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, (2‐3), 469-486 Downloads View citations (4)
    Also in Journal of Money, Credit and Banking, 2012, 44, 469-486 (2012) Downloads View citations (12)

    See also Working Paper What does the yield curve tell us about the Federal Reserve's implicit inflation target?, Research Working Paper (2007) Downloads View citations (3) (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 (23)
    See also Working Paper Yield curve in an estimated nonlinear macro model, Research Working Paper (2009) Downloads View citations (8) (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 (41)

2007

  1. Non-stationary Hours in a DSGE Model
    Journal of Money, Credit and Banking, 2007, 39, (6), 1357-1373 View citations (91)
    Also in Journal of Money, Credit and Banking, 2007, 39, (6), 1357-1373 (2007) Downloads View citations (6)

    See also Working Paper Non-stationary hours in a DSGE model, Working Papers (2006) Downloads View citations (15) (2006)

2004

  1. Analysis of loan guarantees among the Korean Chaebol affiliates
    International Economic Journal, 2004, 18, (2), 161-178 Downloads View citations (5)
 
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