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Eric T. Swanson

Global rank #1190 98%

Institution: University of California-Irvine

Primary Field: Macro (weighted toward more recent publications)

Homepage: http://www.ericswanson.org

First Publication: 2001

Most Recent: 2023

RePEc ID: psw16 ↗

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 1.01 2.01 0.00 0.00 8.04
Last 10 Years 1.01 4.02 4.02 0.00 16.09
All Time 5.36 10.22 9.38 0.00 51.28

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 25.08

Publications (19)

Year Article Journal Tier Authors
2023 An Alternative Explanation for the "Fed Information Effect" American Economic Review S 2
2021 Measuring the effects of federal reserve forward guidance and asset purchases on financial markets Journal of Monetary Economics A 1
2020 Implications of Labor Market Frictions for Risk Aversion and Risk Premia American Economic Journal: Macroeconomics A 1
2018 The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates Brookings Papers on Economic Activity B 1
2018 Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences Review of Economic Dynamics B 1
2014 Monetary policy effectiveness in China: Evidence from a FAVAR model Journal of International Money and Finance B 3
2014 Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates American Economic Review S 2
2012 The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks American Economic Journal: Macroeconomics A 2
2012 Risk Aversion and the Labor Margin in Dynamic Equilibrium Models American Economic Review S 1
2011 Convergence and Anchoring of Yield Curves in the Euro Area Review of Economics and Statistics A 4
2011 Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2 Brookings Papers on Economic Activity B 1
2008 Futures prices as risk-adjusted forecasts of monetary policy Journal of Monetary Economics A 2
2008 Examining the bond premium puzzle with a DSGE model Journal of Monetary Economics A 2
2006 Optimal nonlinear policy: signal extraction with a non-normal prior Journal of Economic Dynamics and Control B 1
2005 The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models American Economic Review S 3
2005 Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements International Journal of Central Banking B 3
2004 Identifying VARS based on high frequency futures data Journal of Monetary Economics A 3
2004 Measuring the Cyclicality of Real Wages: How Important Is the Firm's Point of View? Review of Economics and Statistics A 1
2001 NAIRU Uncertainty and Nonlinear Policy Rules American Economic Review S 3