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Economics and Finance

D-Index
40
Citations
14652
World Ranking
2226
National Ranking
1270

Overview

Eric T. Swanson is a researcher affiliated with the University of California, Irvine in the United States. Their academic focus lies predominantly within the broad field of Economics, Econometrics, and Finance, encompassing 36 publications. Within this domain, their work spans several subfields including Economics and Econometrics, General Economics, Econometrics and Finance, Finance, and Accounting.

Their research interests concentrate on several key topics, notably:

  • Monetary Policy and Economic Impact
  • Market Dynamics and Volatility
  • Fiscal Policies and Political Economy
  • Global Financial Crisis and Policies
  • Housing Market and Economics
  • Economic, financial, and policy analysis
  • Economic Growth and Productivity

Eric T. Swanson has contributed to various academic venues, with multiple publications in prestigious outlets. The most frequent publication venues are:

  • SSRN Electronic Journal
  • Journal of International Money and Finance
  • Journal of Monetary Economics
  • American Economic Review
  • NBER Macroeconomics Annual

Among recent notable papers authored or co-authored by Swanson are:

  • Measuring the effects of federal reserve forward guidance and asset purchases on financial markets, 2020, Journal of Monetary Economics
  • An Alternative Explanation for the "Fed Information Effect", 2023, American Economic Review
  • A Reassessment of Monetary Policy Surprises and High-Frequency Identification, 2023, NBER Macroeconomics Annual
  • The Fed's Response to Economic News Explains the 'Fed Information Effect', 2020, SSRN Electronic Journal
  • A Reassessment of Monetary Policy Surprises and High-Frequency Identification, 2022, SSRN Electronic Journal

Eric T. Swanson collaborates regularly with several colleagues. Frequent co-authors include:

  • Michael D. Bauer
  • Sebastian Graves
  • Christopher Huckfeldt
  • Brain Sack

Best Publications

  • Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements

    Refet S. Gurkaynak;Brian P. Sack;Eric T. Swanson

  • Do actions speak louder than words? the response of asset prices to monetary policy actions and statements

    Refet Gürkaynak;Brian P. Sack;Eric Swanson

  • Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates

    Eric T. Swanson;John C. Williams

  • The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models

    Refet S. Gürkaynak;Brian Sack;Eric Swanson

  • Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets

    Eric T Swanson

  • Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2

    Eric T. Swanson

  • Futures prices as risk-adjusted forecasts of monetary policy $

    Monika Piazzesi;Eric T. Swanson

  • The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks

    Glenn D. Rudebusch;Eric T. Swanson

  • Market-based measures of monetary policy expectations

    Refet S. Gürkaynak;Brian P. Sack;Eric T. Swanson

  • Macroeconomic implications of changes in the term premium

    Glenn D. Rudebusch;Brian P. Sack;Eric T. Swanson

  • Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden

    Refet S. Gürkaynak;Andrew Levin;Eric Swanson

  • Examining the bond premium puzzle with a DSGE model

    Glenn D. Rudebusch;Eric T. Swanson

  • Identifying VARS based on high frequency futures data

    Jon Faust;Eric T. Swanson;Jonathan H. Wright

  • Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts

    Eric T. Swanson

  • A Reassessment of Monetary Policy Surprises and High-Frequency Identification

    Unknown

  • Monetary Policy Effectiveness in China: Evidence from a FAVAR Model

    John G. Fernald;Mark M. Spiegel;Eric T. Swanson

  • The Bond Yield "Conundrum" from a Macro-Finance Perspective

    Glenn D. Rudebusch;Eric T. Swanson;Tao Wu

  • An Alternative Explanation for the “Fed Information Effect”

    Michael D. Bauer;Eric T. Swanson

  • Convergence and Anchoring of Yield Curves in the Euro Area

    Michael Ehrmann;Marcel Fratzscher;Refet S. Gürkaynak;Eric T. Swanson

  • Inflation targeting and the anchoring of inflation expectations in the western hemisphere

    Refet S. Gürkaynak;Andrew T. Levin;Andrew N. Marder;Eric T. Swanson

  • Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden

    Refet S. Gürkaynak;Andrew T. Levin;Eric T. Swanson

  • Identifying the effects of monetary policy shocks on exchange rates using high frequency data

    Jon Faust;John H. Rogers;Eric T. Swanson;Jonathan H. Wright

Frequent Co-Authors

Glenn D. Rudebusch
Glenn D. Rudebusch Brookings Institution
Andrew T. Levin
Andrew T. Levin Dartmouth College
Brian P. Sack
Brian P. Sack D. E. Shaw group
John C. Williams
John C. Williams Federal Reserve Bank of New York
Jon Faust
Jon Faust Johns Hopkins University
Jonathan H. Wright
Jonathan H. Wright Johns Hopkins University
Michael Ehrmann
Michael Ehrmann Frankfurt School of Finance & Management
Monika Piazzesi
Monika Piazzesi Stanford University
Marcel Fratzscher
Marcel Fratzscher German Institute for Economic Research

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