Faculty of Economics and Business Administration Publications Database

Author

Prof. Dr. Emanuel Mönch


Department

  • Money and Macroeconomics

Chair

  • Kooptations-Professur Geldpolitik und Finanzmärkte

Academic / Professional Positions

  • Since Feb 2015: Head of Research, Deutsche Bundesbank, Research Centre
  • Since May 2018: Professor of Economics, Goethe University Frankfurt
  • Jan 2014 – Jan 2015: Research Officer, Federal Reserve Bank of New York
  • Sep – Dec 2014: Adjunct Associate Professor, Columbia University, Economics Department
  • Apr 2011– Dec 2013: Senior Economist, Federal Reserve Bank of New York
  • Sep – Dec 2013, Sep – Dec 2012: Adjunct Assistant Professor, Columbia University, Economics Department
  • Aug 2007 – Mar 2011: Economist, Federal Reserve Bank of New York, Research and Statistics Group

Education

  • 2002 – 2006: Ph.D. Economics (Dr. rer. pol.), Humboldt-Universität zu Berlin
  • 1996 – 2002: M.A. Economics (Dipl.-Vw.), Humboldt-Universität zu Berlin
  • 1999 – 2002: M.A. Statistics (Statisticien Economiste), Ecole Nationale de la Statistique et de l’Administration Economique

Research Interests

  • Risk Premium Modeling
  • Financial Intermediation, Asset Prices, and Macroeconomic Dynamics
  • Asset Price Anomalies
  • Business Cycle Analysis and Macroeconomic Forecasting
  • Modeling Macroeconomic Expectations

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Author Publications

Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability
Review of Financial Studies
Selected
2017 Ghysels, Eric
Horan, Casidhe
Mönch, Emanuel
Fundamental disagreement
Journal of Monetary Economics
Selected
2016 Andrade, Philippe
Crump, Richard K.
Eusepi, Stefano
Mönch, Emanuel
Decomposing real and nominal yield curves
Journal of Monetary Economics
Selected
2016 Abrahams, Michael
Adrian, Tobias
Crump, Richard K.
Mönch, Emanuel
Yu, Rui
What predicts US recessions?
International Journal of Forecasting
2016 Liu, Weiling
Mönch, Emanuel
The Pre‐FOMC Announcement Drift
Journal of Finance
Selected
2015 Lucca, David O.
Mönch, Emanuel
Regression-based estimation of dynamic asset pricing models
Journal of Financial Economics
Selected
2015 Adrian, Tobias
Crump, Richard K.
Mönch, Emanuel
Dynamic Hierarchical Factor Models
Review of Economics and Statistics
Selected
2013
Mönch, Emanuel
Ng, Serena
Potter, Simon
Pricing the term structure with linear regressions
Journal of Financial Economics
Selected
2013 Adrian, Tobias
Crump, Richard K.
Mönch, Emanuel
Term structure surprises: the predictive content of curvature, level, and slope
Journal of Applied Econometrics
2012
Mönch, Emanuel
A hierarchical factor analysis of U.S. housing market dynamics
The Econometrics Journal
2011
Mönch, Emanuel
Ng, Serena
The persistent effects of a false news shock
Journal of Empirical Finance
2011 Carvalho, Carlos
Klagge, Nicholas
Mönch, Emanuel
Why Is the Market Share of Adjustable-Rate Mortgages So Low?
Current Issues in Economics and Finance
2010
Mönch, Emanuel
Vickery, James
Aragon, Diego
Macro Risk Premium and Intermediary Balance Sheet Quantities
IMF Economic Review
2010 Adrian, Tobias
Mönch, Emanuel
Shin, Hyun Song
Sectoral price data and models of price setting
Journal of Monetary Economics
Selected
2009 Maćkowiak, Bartosz
Mönch, Emanuel
Wiederholt, Mirko
Sectoral Price Data and Models of Price Setting
Journal of Monetary Economics
Selected
2009 Mackowiak, Bartosz
Mönch, Emanuel
Wiederholt, Mirko
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
Journal of Econometrics
Selected
2008
Mönch, Emanuel
Towards a Monthly Business Cycle Chronology for the Euro Area
Journal of Business Cycle Measurement and Analysis
2005
Mönch, Emanuel
Uhlig, Harald