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Details about Sharon Kozicki

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Workplace:Bank of Canada, (more information at EDIRC)

Access statistics for papers by Sharon Kozicki.

Last updated 2013-06-10. Update your information in the RePEc Author Service.

Short-id: pko186


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Working Papers

2009

  1. Estimating DSGE-Model-Consistent Trends for Use in Forecasting
    Working Papers, Bank of Canada Downloads View citations (1)

2007

  1. Estimation and Inference by the Method of Projection Minimum Distance
    Working Papers, Bank of Canada Downloads View citations (8)
    Also in Working Papers, University of California, Davis, Department of Economics (2007) Downloads View citations (1)
  2. Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation
    Working Papers, Bank of Canada Downloads View citations (3)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2005) Downloads View citations (6)
  3. Term Structure Transmission of Monetary Policy
    Working Papers, Bank of Canada Downloads View citations (2)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2005) Downloads View citations (3)

    See also Journal Article in The North American Journal of Economics and Finance (2008)

2006

  1. Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
    Working Papers, University of California, Davis, Department of Economics Downloads
  2. Survey-Based Estimates of the Term Structure of Expected U.S. Inflation
    Working Papers, Bank of Canada Downloads View citations (7)

2005

  1. Central Bank Estimates of the Unemployment Natural Rate
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
  2. Minding the gap: central bank estimates of the unemployment natural rate
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads
    See also Journal Article in Computational Economics (2006)

2004

  1. Estimating equilibrium real interest rates in real time
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (11)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2004) Downloads View citations (6)

    See also Journal Article in The North American Journal of Economics and Finance (2005)
  2. Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations (1)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2003) Downloads View citations (11)
    Research Working Paper, Federal Reserve Bank of Kansas City (2003) Downloads View citations (21)

    See also Journal Article in Journal of Economic Dynamics and Control (2005)

2003

  1. Alternative Sources of the Lag Dynamics of Inflation
    Computing in Economics and Finance 2003, Society for Computational Economics Downloads View citations (14)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2002) Downloads View citations (27)

2002

  1. Monetary Policy Transmission through Term Premiums
    Computing in Economics and Finance 2002, Society for Computational Economics
  2. Term premia: endogenous constraints on monetary policy
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (5)

2001

  1. Dynamic specifications in optimizing trend-deviation macro models
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (13)
    See also Journal Article in Journal of Economic Dynamics and Control (2002)
  2. Implications of real-time data for forecasting and modeling expectations
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (1)
  3. What do you expect?: imperfect policy credibility and tests of the expectations hypothesis?
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (19)
    See also Journal Article in Journal of Monetary Economics (2005)

2000

  1. THE TERM STRUCTURE OF EXPECTED INFLATION
    Computing in Economics and Finance 2000, Society for Computational Economics

1999

  1. Implications of rounding and rebasing for empirical analysis using consumer price inflation
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads
  2. Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (1)

1998

  1. Predicting inflation with the term structure spread
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (3)
  2. Term structure views of monetary policy
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (4)
  3. Vector rational error correction
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (1999)

1997

  1. Breathing room for beta
    Research Working Paper, Federal Reserve Bank of Kansas City
  2. Moving endpoints and the internal consistency of agents' ex ante forecasts
    Research Working Paper, Federal Reserve Bank of Kansas City
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1996) Downloads View citations (4)

    See also Journal Article in Computational Economics (1998)
  3. Shifting endpoints in the term structure of interest rates
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (5)
    See also Journal Article in Journal of Monetary Economics (2001)

1996

  1. Multivariate detrending under common trend restrictions: implications for business cycle research
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (1999)

1995

  1. The comovement of output and labor productivity in aggregate data for auto assembly plants
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (8)

1993

  1. Techniques for estimating dynamic comovement with an application to common international output fluctuations
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

1990

  1. Testing For Common Features
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    See also Journal Article in Journal of Business & Economic Statistics (1993)

Undated

  1. Moving Endpoints in Macrofinance
    Computing in Economics and Finance 1996, Society for Computational Economics Downloads
  2. Rational Vector Error Correction Models
    Computing in Economics and Finance 1997, Society for Computational Economics Downloads View citations (1)

Journal Articles

2012

  1. Effective Use of Survey Information in Estimating the Evolution of Expected Inflation
    Journal of Money, Credit and Banking, 2012, 44, (1), 145-169 Downloads View citations (6)
  2. Macro has progressed
    Journal of Macroeconomics, 2012, 34, (1), 23-28 Downloads View citations (2)

2011

  1. ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE
    International Economic Review, 2011, 52, (2), 461-487 View citations (1)
  2. Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases
    Bank of Canada Review, 2011, 2011, (Spring), 13-25 Downloads View citations (1)

2009

  1. Parsing shocks: real-time revisions to gap and growth projections for Canada
    Review, 2009, (Jul), 247-266 Downloads
  2. Perhaps the 1970s FOMC did what it said it did
    Journal of Monetary Economics, 2009, 56, (6), 842-855 Downloads View citations (10)

2008

  1. Term structure transmission of monetary policy
    The North American Journal of Economics and Finance, 2008, 19, (1), 71-92 Downloads View citations (1)
    See also Working Paper (2007)

2006

  1. Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate
    Computational Economics, 2006, 27, (2), 295-327 Downloads View citations (5)
    See also Working Paper (2005)

2005

  1. Estimating equilibrium real interest rates in real time
    The North American Journal of Economics and Finance, 2005, 16, (3), 395-413 Downloads View citations (34)
    See also Working Paper (2004)
  2. Estimating forward-looking Euler equations - discussion
    Proceedings, 2005, 115-125
  3. Longer-term perspectives on the yield curve and monetary policy
    Economic Review, 2005, (Q IV), 5-33 Downloads View citations (9)
  4. Permanent and transitory policy shocks in an empirical macro model with asymmetric information
    Journal of Economic Dynamics and Control, 2005, 29, (11), 1985-2015 Downloads View citations (22)
    Also in Proceedings, 2004, (Mar) (2004) Downloads View citations (2)

    See also Working Paper (2004)
  5. What do you expect? Imperfect policy credibility and tests of the expectations hypothesis
    Journal of Monetary Economics, 2005, 52, (2), 421-447 Downloads View citations (24)
    See also Working Paper (2001)

2004

  1. How do data revisions affect the evaluation and conduct of monetary policy?
    Economic Review, 2004, (Q I), 5-38 Downloads View citations (19)
  2. Rounding Error: A Distorting Influence on Index Data
    Journal of Money, Credit and Banking, 2004, 36, (3), 319-38 View citations (9)
  3. ¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria?
    Monetaria, 2004, XXVII, (4), 369-405 Downloads

2002

  1. Comments on 'Forecasting with a real-time data set for macroeconomists'
    Journal of Macroeconomics, 2002, 24, (4), 541-557 Downloads View citations (10)
  2. Dynamic specifications in optimizing trend-deviation macro models
    Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1585-1611 Downloads View citations (40)
    See also Working Paper (2001)

2001

  1. Shifting endpoints in the term structure of interest rates
    Journal of Monetary Economics, 2001, 47, (3), 613-652 Downloads View citations (154)
    See also Working Paper (1997)
  2. Term structure views of monetary policy under alternative models of agent expectations
    Journal of Economic Dynamics and Control, 2001, 25, (1-2), 149-184 Downloads View citations (54)
  3. Why do central banks monitor so many inflation indicators?
    Economic Review, 2001, (Q III), 5-42 Downloads View citations (5)

1999

  1. How useful are Taylor rules for monetary policy?
    Economic Review, 1999, (Q II), 5-33 Downloads View citations (79)
  2. Multivariate detrending under common trend restrictions: Implications for business cycle research
    Journal of Economic Dynamics and Control, 1999, 23, (7), 997-1028 Downloads View citations (11)
    See also Working Paper (1996)
  3. Vector rational error correction
    Journal of Economic Dynamics and Control, 1999, 23, (9-10), 1299-1327 Downloads View citations (21)
    See also Working Paper (1998)

1998

  1. Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts
    Computational Economics, 1998, 11, (1-2), 21-40 Downloads View citations (12)
    See also Working Paper (1997)

1997

  1. Predicting real growth and inflation with the yield spread
    Economic Review, 1997, (Q IV), 39-57 Downloads View citations (50)
  2. The productivity growth slowdown: diverging trends in the manufacturing and service sectors
    Economic Review, 1997, (Q I), 31-46 Downloads View citations (7)

1993

  1. Testing for Common Features
    Journal of Business & Economic Statistics, 1993, 11, (4), 369-80 View citations (253)
    See also Working Paper (1990)
  2. Testing for Common Features: Reply
    Journal of Business & Economic Statistics, 1993, 11, (4), 393-95 View citations (232)
 
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