Details about Kurt Graden Lunsford

Access statistics for papers by Kurt Graden Lunsford.

Last updated 2023-09-08. Update your information in the RePEc Author Service.

Short-id: plu377

Working Papers

2024

1. An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts
   Working Papers, Federal Reserve Bank of Cleveland

2023

2. Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate
   Working Papers, Federal Reserve Bank of Cleveland
3. Random Walk Forecasts of Stationary Processes Have Low Bias
   Working Papers, Federal Reserve Bank of Cleveland
4. The Effects of the Federal Reserve Chair’s Testimony on Interest Rates and Stock Prices
   Working Papers, Federal Reserve Bank of Cleveland
   See also Journal Article The effects of the Federal Reserve Chair’s testimony on interest rates and stock prices, Economics Letters, Elsevier (2024) (2024)

2022

5. Advance Layoff Notices and Aggregate Job Loss
   Working Papers, Federal Reserve Bank of Cleveland
   See also Journal Article Advance layoff notices and aggregate job loss, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2024) View citations (2) (2024)

2019

6. Asymptotically Valid Bootstrap Inference for Proxy SVARs
   Working Papers, Federal Reserve Bank of Cleveland View citations (12)
   See also Journal Article Asymptotically Valid Bootstrap Inference for Proxy SVARs, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (10) (2022)

2018

7. Some Evidence on Secular Drivers of U.S. Safe Real Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2017) View citations (27)
   See also Journal Article Some Evidence on Secular Drivers of US Safe Real Rates, American Economic Journal: Macroeconomics, American Economic Association (2019) View citations (47) (2019)
8. Understanding the Aspects of Federal Reserve Forward Guidance
   Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (18)

2016

9. Monetary Policy, Residential Investment, and Search Frictions: An Empirical and Theoretical Synthesis
   Working Papers (Old Series), Federal Reserve Bank of Cleveland
10. Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (5)
    Also in Working Papers, University of Mannheim, Department of Economics (2016) View citations (28)

2015

11. Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (18)

Journal Articles

2025

1. Residual Seasonality in Five Measures of PCE Inflation
   Economic Commentary, 2025, 2025, (03), 6

2024

2. Advance layoff notices and aggregate job loss
   Journal of Applied Econometrics, 2024, 39, (3), 462-480 View citations (2)
   See also Working Paper Advance Layoff Notices and Aggregate Job Loss, Working Papers (2022) (2022)
3. The Effects of the Federal Reserve Chair’s Testimony on Treasury Interest Rates
   Economic Commentary, 2024, 2024, (01), 7
4. The effects of the Federal Reserve Chair’s testimony on interest rates and stock prices
   Economics Letters, 2024, 235, (C)
   See also Working Paper The Effects of the Federal Reserve Chair’s Testimony on Interest Rates and Stock Prices, Working Papers (2023) (2023)

2023

5. The Discrepancy Between Expenditure- and Income-Side Estimates of US Output
   Economic Commentary, 2023, 2023, (01), 7

2022

6. Asymptotically Valid Bootstrap Inference for Proxy SVARs
   Journal of Business & Economic Statistics, 2022, 40, (4), 1876-1891 View citations (10)
   See also Working Paper Asymptotically Valid Bootstrap Inference for Proxy SVARs, Working Papers (2019) View citations (12) (2019)
7. Underemployment Following the Great Recession and the COVID-19 Recession
   Economic Commentary, 2022, 2022, (01), 6

2020

8. Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance
   American Economic Review, 2020, 110, (9), 2899-2934 View citations (47)
9. Recessions and the Trend in the US Unemployment Rate
   Economic Commentary, 2020, 2021, (01), 8

2019

10. Residual Seasonality in GDP Growth Remains after Latest BEA Improvements
    Economic Commentary, 2019, (April) View citations (1)
11. Some Evidence on Secular Drivers of US Safe Real Rates
    American Economic Journal: Macroeconomics, 2019, 11, (4), 113-39 View citations (47)
    See also Working Paper Some Evidence on Secular Drivers of U.S. Safe Real Rates, NBER Working Papers (2018) View citations (4) (2018)
12. The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Comment
    American Economic Review, 2019, 109, (7), 2655-78 View citations (87)
13. Using Advance Layoff Notices as a Labor Market Indicator
    Economic Commentary, 2019, 2019, (21) View citations (2)

2018

14. Can Yield Curve Inversions Be Predicted?
    Economic Commentary, 2018, 2018, (06), 6

2017

15. Lingering Residual Seasonality in GDP Growth
    Economic Commentary, 2017, (March) View citations (4)
16. Productivity Growth and Real Interest Rates in the Long Run
    Economic Commentary, 2017, (November) View citations (5)

2015

17. Forecasting residential investment in the United States
    International Journal of Forecasting, 2015, 31, (2), 276-285 View citations (6)