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Details about Keith Sill

E-mail:
Homepage:http://www.philadelphiafed.org/econ/homepages/hpsill.html
Workplace:Research Department, Federal Reserve Bank of Philadelphia, (more information at EDIRC)

Access statistics for papers by Keith Sill.

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

Short-id: psi207


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Working Papers

2014

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

2011

  1. The long and large decline in state employment growth volatility
    Working Papers, Federal Reserve Bank of Philadelphia Downloads
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2007) Downloads View citations (5)
    Working Papers, Federal Reserve Bank of Philadelphia (2009) Downloads View citations (1)

    See also Journal Article in Journal of Money, Credit and Banking (2013)

2010

  1. Expectations and economic fluctuations: an analysis using survey data
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (6)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2010) Downloads View citations (2)

    See also Journal Article in The Review of Economics and Statistics (2013)

2009

  1. DSGE Model-Based Forecasting of Non-modelled Variables
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2008) Downloads

    See also Journal Article in International Journal of Forecasting (2010)

2006

  1. Macroeconomic volatility and the equity premium
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (1)
  2. 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.) Downloads View citations (4)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2003) Downloads View citations (23)

    See also Journal Article in Review of Economic Dynamics (2007)

2005

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

2003

  1. Postwar period changes in employment volatility: new evidence from state/industry panel data
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (8)

2002

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

2001

  1. A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (41)
    See also Journal Article in Journal of Monetary Economics (2004)

2000

  1. Exchange Rates, Monetary Policy Regimes, and Beliefs
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (2)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (1999) Downloads View citations (4)
  2. Regional income fluctuations: common trends and common cycles
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (5)
    See also Journal Article in The Review of Economics and Statistics (2001)
  3. Sectoral shocks and metropolitan employment growth
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (2)
    See also Journal Article in Journal of Urban Economics (2001)

1999

  1. Exchange rates and monetary policy regimes in Canada and the U.S
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (5)
  2. Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (1)

1998

  1. The cyclical behavior of regional per capita incomes in the postwar period
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (8)

1997

  1. Regional employment dynamics
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (3)

1996

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

1995

  1. 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)
  2. Some empirical evidence on money demand from a cash-in-advance model
    Working Papers, Federal Reserve Bank of Philadelphia
  3. Some monetary policy implications of increasing consumption variety
    Working Papers, Federal Reserve Bank of Philadelphia

1994

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

1992

  1. 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 Downloads View citations (1)

2013

  1. Expectations and Economic Fluctuations: An Analysis Using Survey Data
    The Review of Economics and Statistics, 2013, 95, (4), 1352-1367 Downloads View citations (52)
    See also Working Paper (2010)
  2. The Long and Large Decline in State Employment Growth Volatility
    Journal of Money, Credit and Banking, 2013, 45, (2-3), 521-534 Downloads View citations (2)
    See also Working Paper (2011)

2012

  1. Measuring economic uncertainty using the Survey of Professional Forecasters
    Business Review, 2012, (Q4), 16-27 Downloads View citations (5)

2011

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

2010

  1. DSGE model-based forecasting of non-modelled variables
    International Journal of Forecasting, 2010, 26, (2), 348-373 Downloads View citations (36)
    See also Working Paper (2009)

2009

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

2008

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

2007

  1. Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility
    Review of Economic Dynamics, 2007, 10, (4), 595-614 Downloads View citations (26)
    See also Working Paper (2006)
  2. Self-fulfilling expectations and the inflation of the 1970s: Evidence from the Livingston Survey
    Journal of Monetary Economics, 2007, 54, (2), 433-459 Downloads View citations (55)
    See also Working Paper (2002)
  3. The macroeconomics of oil shocks
    Business Review, 2007, (Q1), 21-31 Downloads View citations (19)

2005

  1. Do budget deficits cause inflation?
    Business Review, 2005, (Q3), 26-33 Downloads View citations (2)

2004

  1. A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns
    Journal of Monetary Economics, 2004, 51, (4), 781-808 Downloads View citations (181)
    See also Working Paper (2001)
  2. What accounts for the postwar decline in economic volatility?
    Business Review, 2004, (Q1), 23-31 Downloads View citations (1)

2002

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

2001

  1. Regional Income Fluctuations: Common Trends And Common Cycles
    The Review of Economics and Statistics, 2001, 83, (3), 446-456 Downloads View citations (80)
    See also Working Paper (2000)
  2. Sectoral Shocks and Metropolitan Employment Growth
    Journal of Urban Economics, 2001, 50, (3), 396-417 Downloads View citations (16)
    See also Working Paper (2000)
  3. The gains from international risk-sharing
    Business Review, 2001, (Q3), 23-32 Downloads View citations (3)

1999

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

1998

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

1997

  1. Regional economies: separating trends from cycles
    Business Review, 1997, (May), 19-31 Downloads View citations (19)
  2. The economic benefits and risks of derivative securities
    Business Review, 1997, (Jan), 15-26 Downloads View citations (3)

1996

  1. The cyclical volatility of interest rates
    Business Review, 1996, (Jan), 15-29 Downloads View citations (2)

1994

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

1993

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