Details about Sharon Kozicki

Access statistics for papers by Sharon Kozicki.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pko186

Working Papers

2024

1. Gouvernance de la politique monétaire: pratiques de la Banque du Canada pour favoriser l’efficacité de la politique monétaire
   Discussion Papers, Bank of Canada
2. Monetary Policy Governance: Bank of Canada Practices to Support Policy Effectiveness
   Discussion Papers, Bank of Canada

2023

3. Making It Real: Bringing Research Models into Central Bank Projections
   Discussion Papers, Bank of Canada
4. Summaries of Central Bank Policy Deliberations: A Canadian Context
   Discussion Papers, Bank of Canada

2020

5. Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature
   Discussion Papers, Bank of Canada View citations (3)

2017

6. Communicating Uncertainty in Monetary Policy
   Discussion Papers, Bank of Canada View citations (8)

2015

7. A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector
   Staff Working Papers, Bank of Canada View citations (3)
8. Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects
   Staff Working Papers, Bank of Canada View citations (9)

2012

9. House Price Dynamics: Fundamentals and Expectations
   Staff Working Papers, Bank of Canada View citations (20)
   See also Journal Article House price dynamics: Fundamentals and expectations, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (35) (2015)

2009

10. Estimating DSGE-Model-Consistent Trends for Use in Forecasting
    Staff Working Papers, Bank of Canada View citations (6)

2007

11. Estimation and Inference by the Method of Projection Minimum Distance
    Working Papers, University of California, Davis, Department of Economics View citations (9)
    Also in Staff Working Papers, Bank of Canada (2007) View citations (12)
12. Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation
    Staff Working Papers, Bank of Canada View citations (8)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2005) View citations (7)
13. Term Structure Transmission of Monetary Policy
    Staff Working Papers, Bank of Canada View citations (2)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2005) View citations (3)
    See also Journal Article Term structure transmission of monetary policy, The North American Journal of Economics and Finance, Elsevier (2008) View citations (5) (2008)

2006

14. Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
    Working Papers, University of California, Davis, Department of Economics View citations (4)
15. Survey-Based Estimates of the Term Structure of Expected U.S. Inflation
    Staff Working Papers, Bank of Canada View citations (13)

2005

16. Central Bank Estimates of the Unemployment Natural Rate
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
17. Minding the gap: central bank estimates of the unemployment natural rate
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (1)
    See also Journal Article Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate, Computational Economics, Springer (2006) View citations (5) (2006)

2004

18. Estimating equilibrium real interest rates in real time
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (13)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2004) View citations (21)
    See also Journal Article Estimating equilibrium real interest rates in real time, The North American Journal of Economics and Finance, Elsevier (2005) View citations (116) (2005)
19. Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2003) View citations (20)
    Research Working Paper, Federal Reserve Bank of Kansas City (2003) View citations (24)
    See also Journal Article Permanent and transitory policy shocks in an empirical macro model with asymmetric information, Journal of Economic Dynamics and Control, Elsevier (2005) View citations (66) (2005)

2003

20. Alternative Sources of the Lag Dynamics of Inflation
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (18)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2002) View citations (47)

2002

21. Monetary Policy Transmission through Term Premiums
    Computing in Economics and Finance 2002, Society for Computational Economics
22. Term premia: endogenous constraints on monetary policy
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (6)

2001

23. Dynamic specifications in optimizing trend-deviation macro models
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (13)
    See also Journal Article Dynamic specifications in optimizing trend-deviation macro models, Journal of Economic Dynamics and Control, Elsevier (2002) View citations (48) (2002)
24. Implications of real-time data for forecasting and modeling expectations
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (2)
25. What do you expect?: imperfect policy credibility and tests of the expectations hypothesis?
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (21)
    See also Journal Article What do you expect? Imperfect policy credibility and tests of the expectations hypothesis, Journal of Monetary Economics, Elsevier (2005) View citations (45) (2005)

2000

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

1999

27. Implications of rounding and rebasing for empirical analysis using consumer price inflation
    Research Working Paper, Federal Reserve Bank of Kansas City
28. 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

29. Predicting inflation with the term structure spread
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (5)
30. Term structure views of monetary policy
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (5)
31. Vector rational error correction
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (4)
    See also Journal Article Vector rational error correction, Journal of Economic Dynamics and Control, Elsevier (1999) View citations (27) (1999)

1997

32. Breathing room for beta
    Research Working Paper, Federal Reserve Bank of Kansas City
33. 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) View citations (5)
    See also Journal Article Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts, Computational Economics, Springer (1998) View citations (22) (1998)
34. 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 Shifting endpoints in the term structure of interest rates, Journal of Monetary Economics, Elsevier (2001) View citations (311) (2001)

1996

35. 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 Multivariate detrending under common trend restrictions: Implications for business cycle research, Journal of Economic Dynamics and Control, Elsevier (1999) View citations (16) (1999)

1995

36. 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

37. 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

38. Testing For Common Features
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (20)
    See also Journal Article Testing for Common Features, Journal of Business & Economic Statistics, American Statistical Association (1993) View citations (421) (1993)

Undated

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

Journal Articles

2017

1. Real GDI, Productivity, and the Terms of Trade in Canada
   Review of Income and Wealth, 2017, 63, S134-S148

2015

2. House price dynamics: Fundamentals and expectations
   Journal of Economic Dynamics and Control, 2015, 60, (C), 152-165 View citations (35)
   See also Working Paper House Price Dynamics: Fundamentals and Expectations, Staff Working Papers (2012) View citations (20) (2012)

2012

3. Effective Use of Survey Information in Estimating the Evolution of Expected Inflation
   Journal of Money, Credit and Banking, 2012, 44, (1), 145-169 View citations (69)
4. Macro has progressed
   Journal of Macroeconomics, 2012, 34, (1), 23-28 View citations (4)

2011

5. 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 (14)
6. Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases
   Bank of Canada Review, 2011, 2011, (Spring), 13-25 View citations (34)

2009

7. Parsing shocks: real-time revisions to gap and growth projections for Canada
   Review, 2009, 91, (Jul), 247-266 View citations (6)
8. Perhaps the 1970s FOMC did what it said it did
   Journal of Monetary Economics, 2009, 56, (6), 842-855 View citations (31)

2008

9. Term structure transmission of monetary policy
   The North American Journal of Economics and Finance, 2008, 19, (1), 71-92 View citations (5)
   See also Working Paper Term Structure Transmission of Monetary Policy, Staff Working Papers (2007) View citations (2) (2007)

2006

10. Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate
    Computational Economics, 2006, 27, (2), 295-327 View citations (5)
    See also Working Paper Minding the gap: central bank estimates of the unemployment natural rate, Research Working Paper (2005) View citations (1) (2005)

2005

11. Estimating equilibrium real interest rates in real time
    The North American Journal of Economics and Finance, 2005, 16, (3), 395-413 View citations (116)
    See also Working Paper Estimating equilibrium real interest rates in real time, Research Working Paper (2004) View citations (13) (2004)
12. Estimating forward-looking Euler equations - discussion
    Proceedings, 2005, 115-125
13. Longer-term perspectives on the yield curve and monetary policy
    Economic Review, 2005, (Q IV), 5-33 View citations (11)
14. Permanent and transitory policy shocks in an empirical macro model with asymmetric information
    Journal of Economic Dynamics and Control, 2005, 29, (11), 1985-2015 View citations (66)
    Also in Proceedings, 2004, (Mar) (2004) View citations (3)
    See also Working Paper Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information, Computing in Economics and Finance 2004 (2004) View citations (1) (2004)
15. What do you expect? Imperfect policy credibility and tests of the expectations hypothesis
    Journal of Monetary Economics, 2005, 52, (2), 421-447 View citations (45)
    See also Working Paper What do you expect?: imperfect policy credibility and tests of the expectations hypothesis?, Research Working Paper (2001) View citations (21) (2001)

2004

16. How do data revisions affect the evaluation and conduct of monetary policy?
    Economic Review, 2004, 89, (Q I), 5-38 View citations (25)
17. Rounding Error: A Distorting Influence on Index Data
    Journal of Money, Credit and Banking, 2004, 36, (3), 319-38 View citations (14)
18. ¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria?
    Monetaria, 2004, XXVII, (4), 369-405

2002

19. Comments on 'Forecasting with a real-time data set for macroeconomists'
    Journal of Macroeconomics, 2002, 24, (4), 541-557 View citations (12)
20. Dynamic specifications in optimizing trend-deviation macro models
    Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1585-1611 View citations (48)
    See also Working Paper Dynamic specifications in optimizing trend-deviation macro models, Research Working Paper (2001) View citations (13) (2001)

2001

21. Shifting endpoints in the term structure of interest rates
    Journal of Monetary Economics, 2001, 47, (3), 613-652 View citations (311)
    See also Working Paper Shifting endpoints in the term structure of interest rates, Research Working Paper (1997) View citations (5) (1997)
22. Term structure views of monetary policy under alternative models of agent expectations
    Journal of Economic Dynamics and Control, 2001, 25, (1-2), 149-184 View citations (85)
23. Why do central banks monitor so many inflation indicators?
    Economic Review, 2001, 86, (Q III), 5-42 View citations (7)

1999

24. How useful are Taylor rules for monetary policy?
    Economic Review, 1999, 84, (Q II), 5-33 View citations (93)
25. Multivariate detrending under common trend restrictions: Implications for business cycle research
    Journal of Economic Dynamics and Control, 1999, 23, (7), 997-1028 View citations (16)
    See also Working Paper Multivariate detrending under common trend restrictions: implications for business cycle research, Research Working Paper (1996) View citations (1) (1996)
26. Vector rational error correction
    Journal of Economic Dynamics and Control, 1999, 23, (9-10), 1299-1327 View citations (27)
    See also Working Paper Vector rational error correction, Research Working Paper (1998) View citations (4) (1998)

1998

27. Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts
    Computational Economics, 1998, 11, (1-2), 21-40 View citations (22)
    See also Working Paper Moving endpoints and the internal consistency of agents' ex ante forecasts, Research Working Paper (1997) (1997)

1997

28. Predicting real growth and inflation with the yield spread
    Economic Review, 1997, 82, (Q IV), 39-57 View citations (74)
29. The productivity growth slowdown: diverging trends in the manufacturing and service sectors
    Economic Review, 1997, (Q I), 31-46 View citations (11)

1993

30. Testing for Common Features
    Journal of Business & Economic Statistics, 1993, 11, (4), 369-80 View citations (421)
    See also Working Paper Testing For Common Features, NBER Technical Working Papers (1990) View citations (20) (1990)
31. Testing for Common Features: Reply
    Journal of Business & Economic Statistics, 1993, 11, (4), 393-95 View citations (344)