Details about Keith Sill

Access statistics for papers by Keith Sill.

Last updated 2014-12-07. Update your information in the RePEc Author Service.

Short-id: psi207

Working Papers

2020

1. Measuring disagreement in probabilistic and density forecasts
   Working Papers, Federal Reserve Bank of Philadelphia

2014

2. Analyzing data revisions with a dynamic stochastic general equilibrium model
   Working Papers, Federal Reserve Bank of Philadelphia View citations (7)

2011

3. 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 (2009) View citations (1)
   Working Papers, Federal Reserve Bank of Philadelphia (2007) View citations (5)
   See also Journal Article The Long and Large Decline in State Employment Growth Volatility, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (5) (2013)

2010

4. Expectations and economic fluctuations: an analysis using survey data
   Working Papers, Federal Reserve Bank of Philadelphia View citations (6)
   Also in Working Paper Series, Federal Reserve Bank of San Francisco (2010) View citations (7)
   See also Journal Article Expectations and Economic Fluctuations: An Analysis Using Survey Data, The Review of Economics and Statistics, MIT Press (2013) View citations (93) (2013)

2009

5. DSGE Model-Based Forecasting of Non-modelled Variables
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (2)
   See also Journal Article DSGE model-based forecasting of non-modelled variables, International Journal of Forecasting, Elsevier (2010) View citations (40) (2010)

2006

6. Macroeconomic volatility and the equity premium
   Working Papers, Federal Reserve Bank of Philadelphia View citations (1)
7. 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 (4)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2003) View citations (21)
   See also Journal Article Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2007) View citations (38) (2007)

2005

8. On the stability of employment growth: a postwar view from the U.S. states
   Working Papers, Federal Reserve Bank of Philadelphia View citations (2)

2003

9. Postwar period changes in employment volatility: new evidence from state/industry panel data
   Working Papers, Federal Reserve Bank of Philadelphia View citations (11)

2002

10. Self-fulfilling expectations and the inflation of the 1970s: evidence from the Livingston Survey
    Working Papers, Federal Reserve Bank of Philadelphia View citations (1)
    See also Journal Article Self-fulfilling expectations and the inflation of the 1970s: Evidence from the Livingston Survey, Journal of Monetary Economics, Elsevier (2007) View citations (82) (2007)
11. The cyclical behavior of state employment during the postwar period
    Working Papers, Federal Reserve Bank of Philadelphia

2001

12. A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns
    Working Papers, Federal Reserve Bank of Philadelphia View citations (45)
    See also Journal Article A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns, Journal of Monetary Economics, Elsevier (2004) View citations (267) (2004)

2000

13. Exchange Rates, Monetary Policy Regimes, and Beliefs
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (2)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (1999) View citations (6)
14. Regional income fluctuations: common trends and common cycles
    Working Papers, Federal Reserve Bank of Philadelphia View citations (6)
    See also Journal Article Regional Income Fluctuations: Common Trends And Common Cycles, The Review of Economics and Statistics, MIT Press (2001) View citations (101) (2001)
15. Sectoral shocks and metropolitan employment growth
    Working Papers, Federal Reserve Bank of Philadelphia View citations (3)
    See also Journal Article Sectoral Shocks and Metropolitan Employment Growth, Journal of Urban Economics, Elsevier (2001) View citations (19) (2001)

1999

16. Exchange rates and monetary policy regimes in Canada and the U.S
    Working Papers, Federal Reserve Bank of Philadelphia View citations (4)
17. 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 (1)

1998

18. The cyclical behavior of regional per capita incomes in the postwar period
    Working Papers, Federal Reserve Bank of Philadelphia View citations (9)

1997

19. Regional employment dynamics
    Working Papers, Federal Reserve Bank of Philadelphia View citations (6)

1996

20. Common trends and common cycles in regional per capita incomes
    Working Papers, Federal Reserve Bank of Philadelphia View citations (5)

1995

21. 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) View citations (1)
22. Some empirical evidence on money demand from a cash-in-advance model
    Working Papers, Federal Reserve Bank of Philadelphia
23. Some monetary policy implications of increasing consumption variety
    Working Papers, Federal Reserve Bank of Philadelphia

1994

24. Money, output, and the cyclical volatility of the term structure
    Working Papers, Federal Reserve Bank of Philadelphia View citations (1)

1992

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

Journal Articles

2014

1. Forecast disagreement in the Survey of Professional Forecasters
   Business Review, 2014, (Q2), 15-24 View citations (3)

2013

2. Expectations and Economic Fluctuations: An Analysis Using Survey Data
   The Review of Economics and Statistics, 2013, 95, (4), 1352-1367 View citations (93)
   See also Working Paper Expectations and economic fluctuations: an analysis using survey data, Working Papers (2010) View citations (6) (2010)
3. The Long and Large Decline in State Employment Growth Volatility
   Journal of Money, Credit and Banking, 2013, 45, (2-3), 521-534 View citations (5)
   See also Working Paper The long and large decline in state employment growth volatility, Working Papers (2011) (2011)

2012

4. Measuring economic uncertainty using the Survey of Professional Forecasters
   Business Review, 2012, (Q4), 16-27 View citations (9)

2011

5. Inflation dynamics and the New Keynesian Phillips curve
   Business Review, 2011, (Q1), 17-25 View citations (3)

2010

6. DSGE model-based forecasting of non-modelled variables
   International Journal of Forecasting, 2010, 26, (2), 348-373 View citations (40)
   See also Working Paper DSGE Model-Based Forecasting of Non-modelled Variables, NBER Working Papers (2009) View citations (1) (2009)

2009

7. News about the future and economic fluctuations
   Business Review, 2009, (Q4), 22-33 View citations (2)

2008

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

2007

9. 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 (38)
   See also Working Paper Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility, International Finance Discussion Papers (2006) View citations (4) (2006)
10. 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 (82)
    See also Working Paper Self-fulfilling expectations and the inflation of the 1970s: evidence from the Livingston Survey, Working Papers (2002) View citations (1) (2002)
11. The macroeconomics of oil shocks
    Business Review, 2007, (Q1), 21-31 View citations (25)

2005

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

2004

13. A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns
    Journal of Monetary Economics, 2004, 51, (4), 781-808 View citations (267)
    See also Working Paper A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns, Working Papers (2001) View citations (45) (2001)
14. What accounts for the postwar decline in economic volatility?
    Business Review, 2004, (Q1), 23-31 View citations (1)

2002

15. Widening the wage gap: the skill premium and technology
    Business Review, 2002, (Q4), 25-32 View citations (3)

2001

16. Regional Income Fluctuations: Common Trends And Common Cycles
    The Review of Economics and Statistics, 2001, 83, (3), 446-456 View citations (101)
    See also Working Paper Regional income fluctuations: common trends and common cycles, Working Papers (2000) View citations (6) (2000)
17. Sectoral Shocks and Metropolitan Employment Growth
    Journal of Urban Economics, 2001, 50, (3), 396-417 View citations (19)
    See also Working Paper Sectoral shocks and metropolitan employment growth, Working Papers (2000) View citations (3) (2000)
18. The gains from international risk-sharing
    Business Review, 2001, (Q3), 23-32 View citations (3)

1999

19. Forecasts, indicators and monetary policy
    Business Review, 1999, (May), 3-14 View citations (2)

1998

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

1997

22. Regional economies: separating trends from cycles
    Business Review, 1997, (May), 19-31 View citations (19)
23. The economic benefits and risks of derivative securities
    Business Review, 1997, (Jan), 15-26 View citations (2)

1996

24. The cyclical volatility of interest rates
    Business Review, 1996, (Jan), 15-29 View citations (3)

1994

25. Managing the public debt
    Business Review, 1994, (Jul), 3-13 View citations (1)

1993

26. Predicting stock-market volatility
    Business Review, 1993, (Jan), 15-28 View citations (1)