Details about Keith Sill

Access statistics for papers by Keith Sill.

Last updated 2009-09-21. Update your information in the RePEc Author Service.

Short-id: psi207

Working Papers

2009

1. DSGE Model-Based Forecasting of Non-modelled Variables
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2008)
2. The long and large decline in state employment growth volatility
   Working Papers, Federal Reserve Bank of Philadelphia
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2007) View citations

2006

3. Macroeconomic volatility and the equity premium
   Working Papers, Federal Reserve Bank of Philadelphia
4. Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2003) View citations
   See also Journal Article in Review of Economic Dynamics (2007)

2005

5. On the stability of employment growth: a postwar view from the U.S. states
   Working Papers, Federal Reserve Bank of Philadelphia View citations

2003

6. Postwar period changes in employment volatility: new evidence from state/industry panel data
   Working Papers, Federal Reserve Bank of Philadelphia View citations

2002

7. Self-fulfilling expectations and the inflation of the 1970s: evidence from the Livingston Survey
   Working Papers, Federal Reserve Bank of Philadelphia View citations
   See also Journal Article in Journal of Monetary Economics (2007)
8. The cyclical behavior of state employment during the postwar period
   Working Papers, Federal Reserve Bank of Philadelphia

2001

9. A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns
   Working Papers, Federal Reserve Bank of Philadelphia View citations
   See also Journal Article in Journal of Monetary Economics (2004)

2000

10. Exchange Rates, Monetary Policy Regimes, and Beliefs
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
    Also in Working Papers, Federal Reserve Bank of Philadelphia (1999) View citations
11. Regional income fluctuations: common trends and common cycles
    Working Papers, Federal Reserve Bank of Philadelphia View citations
    See also Journal Article in The Review of Economics and Statistics (2001)
12. Sectoral shocks and metropolitan employment growth
    Working Papers, Federal Reserve Bank of Philadelphia View citations
    See also Journal Article in Journal of Urban Economics (2001)

1999

13. Exchange rates and monetary policy regimes in Canada and the U.S
    Working Papers, Federal Reserve Bank of Philadelphia View citations
14. Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning
    Working Papers, Federal Reserve Bank of Philadelphia View citations

1998

15. The cyclical behavior of regional per capita incomes in the postwar period
    Working Papers, Federal Reserve Bank of Philadelphia View citations

1997

16. Regional employment dynamics
    Working Papers, Federal Reserve Bank of Philadelphia View citations

1996

17. Common trends and common cycles in regional per capita incomes
    Working Papers, Federal Reserve Bank of Philadelphia View citations

1995

18. Macroeconomic risk and Treasury bill pricing: an application of the FACTOR-ARCH model
    Working Papers, Federal Reserve Bank of Philadelphia
    Also in Working Papers, Federal Reserve Bank of Philadelphia (1993)
19. Some empirical evidence on money demand from a cash-in-advance model
    Working Papers, Federal Reserve Bank of Philadelphia
20. Some monetary policy implications of increasing consumption variety
    Working Papers, Federal Reserve Bank of Philadelphia

1994

21. Money, output, and the cyclical volatility of the term structure
    Working Papers, Federal Reserve Bank of Philadelphia

1992

22. An empirical investigation of money demand in the cash-in-advance model framework
    Working Papers, Federal Reserve Bank of Philadelphia

Journal Articles

2008

1. The evolution of the world income distribution
   Business Review, 2008, (Q2), 23-32

2007

2. Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility
   Review of Economic Dynamics, 2007, 10, (4), 595-614 View citations
   See also Working Paper (2006)
3. Self-fulfilling expectations and the inflation of the 1970s: Evidence from the Livingston Survey
   Journal of Monetary Economics, 2007, 54, (2), 433-459 View citations
   See also Working Paper (2002)
4. The macroeconomics of oil shocks
   Business Review, 2007, (Q1), 21-31

2005

5. Do budget deficits cause inflation?
   Business Review, 2005, (Q3), 26-33

2004

6. A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns
   Journal of Monetary Economics, 2004, 51, (4), 781-808 View citations
   See also Working Paper (2001)
7. What accounts for the postwar decline in economic volatility?
   Business Review, 2004, (Q1), 23-31 View citations

2002

8. Widening the wage gap: the skill premium and technology
   Business Review, 2002, (Q4), 25-32

2001

9. Regional Income Fluctuations: Common Trends And Common Cycles
   The Review of Economics and Statistics, 2001, 83, (3), 446-456 View citations
   See also Working Paper (2000)
10. Sectoral Shocks and Metropolitan Employment Growth
    Journal of Urban Economics, 2001, 50, (3), 396-417 View citations
    See also Working Paper (2000)
11. The gains from international risk-sharing
    Business Review, 2001, (Q3), 23-32 View citations

1999

12. Forecasts, indicators and monetary policy
    Business Review, 1999, (May), 3-14 View citations

1998

13. An Empirical Investigation of Money Demand: Evidence from a Cash-In-Advance Model
    Canadian Journal of Economics, 1998, 31, (1), 125-147 View citations
14. Restructuring during recessions: a silver lining in the cloud?
    Business Review, 1998, (May), 15-31

1997

15. Regional economies: separating trends from cycles
    Business Review, 1997, (May), 19-31 View citations
16. The economic benefits and risks of derivative securities
    Business Review, 1997, (Jan), 15-26

1996

17. The cyclical volatility of interest rates
    Business Review, 1996, (Jan), 15-29 View citations

1994

18. Managing the public debt
    Business Review, 1994, (Jul), 3-13 View citations

1993

19. Predicting stock-market volatility
    Business Review, 1993, (Jan), 15-28