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Emanuel Moench

Global rank #4265 95%

Institution: Frankfurt School of Finance

Primary Field: Macro (weighted toward more recent publications)

Homepage: https://www.fs.de/moench

First Publication: 2008

Most Recent: 2025

RePEc ID: pmo414 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.02 0.00 0.00 6.03
Last 10 Years 0.00 4.59 1.01 0.00 10.19
All Time 0.00 10.29 3.02 0.00 23.59

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 13.36

Publications (16)

Year Article Journal Tier Authors
2025 Natural disasters as macroeconomic tail risks Journal of Econometrics A 2
2023 Anchored Inflation Expectations American Economic Journal: Macroeconomics A 4
2022 What moves treasury yields? Journal of Financial Economics A 2
2022 Would households understand average inflation targeting? Journal of Monetary Economics A 4
2019 Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber Journal of Monetary Economics A 2
2018 Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability The Review of Financial Studies A 3
2016 Decomposing real and nominal yield curves Journal of Monetary Economics A 5
2016 Fundamental disagreement Journal of Monetary Economics A 4
2016 What predicts US recessions? International Journal of Forecasting B 2
2015 Regression-based estimation of dynamic asset pricing models Journal of Financial Economics A 3
2015 The Pre-FOMC Announcement Drift Journal of Finance A 2
2013 Pricing the term structure with linear regressions Journal of Financial Economics A 3
2013 Dynamic Hierarchical Factor Model Review of Economics and Statistics A 3
2012 Term structure surprises: the predictive content of curvature, level, and slope Journal of Applied Econometrics B 1
2009 Sectoral price data and models of price setting Journal of Monetary Economics A 3
2008 Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach Journal of Econometrics A 1