Details about Peter Tinsley

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Access statistics for papers by Peter Tinsley.

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Short-id: pti14

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Working Papers

2007

1. 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)
2. 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

3. Survey-Based Estimates of the Term Structure of Expected U.S. Inflation
   Staff Working Papers, Bank of Canada View citations (13)

2005

4. Central Bank Estimates of the Unemployment Natural Rate
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
5. 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

6. 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 Research Working Paper, Federal Reserve Bank of Kansas City (2003) View citations (24)
   CFS Working Paper Series, Center for Financial Studies (CFS) (2003) View citations (20)
   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

7. 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

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

2001

10. 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)
11. 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

12. Monetary policy when the nominal short-term interest rate is zero
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (31)
    See also Journal Article Monetary Policy When the Nominal Short-Term Interest Rate is Zero, The B.E. Journal of Macroeconomics, De Gruyter (2003) View citations (122) (2003)
13. THE TERM STRUCTURE OF EXPECTED INFLATION
    Computing in Economics and Finance 2000, Society for Computational Economics

1999

14. 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

15. Rational error correction
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (1998) View citations (4)
    See also Journal Article Rational Error Correction, Computational Economics, Springer (2002) View citations (14) (2002)
16. Short rate expectations, term premiums, and central bank use of derivatives to reduce policy uncertainty
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
17. Term structure views of monetary policy
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (5)

1997

18. Asymmetric adjustments of price and output
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
    Also in Computing in Economics and Finance 1996, Society for Computational Economics View citations (7)
    See also Journal Article Asymmetric Adjustments of Price and Output, Economic Inquiry, Western Economic Association International (1997) View citations (8) (1997)
19. 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)
20. 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

21. A guide to FRB/US: a macroeconomic model of the United States
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (112)
22. Smart systems and simple agents: industry pricing by parallel rules
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

1993

23. Fitting both data and theories: polynomial adjustment costs and error- correction decision rules
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (41)
24. Interest rate policies for price stability
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

1990

25. Here's looking at you: modelling and policy use of auction price expectations
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

1989

26. The long and short of industrial strength pricing
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

1988

27. After-hours stock prices and post-crash hangovers
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article After-Hours Stock Prices and Post-Crash Hangovers, Journal of Finance, American Finance Association (1991) View citations (36) (1991)

1983

28. On logical validity and econometric modelling: the case of money supply
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

1982

29. A maximum probability approach to short-run policy
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
    See also Journal Article A maximum probability approach to short-run policy, Journal of Econometrics, Elsevier (1981) View citations (5) (1981)
30. A measure of the cost of money market volatility associated with money stock targeting
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
31. An autopsy of a conventional macroeconomic relation: the case of money demand
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
32. The short-run volatility of money stock targeting
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
    See also Journal Article The short-run volatility of money stock targeting, Journal of Monetary Economics, Elsevier (1982) View citations (9) (1982)
33. Two papers on the volatility of money stock targeting
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)

1980

34. Indicator and filter attributes of monetary aggregates: a nit-picking case for disaggregation
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
    See also Journal Article Indicator and filter attributes of monetary aggregates: A nit-picking case for disaggregation, Journal of Econometrics, Elsevier (1980) View citations (14) (1980)
35. The rational expectations approach to economic modelling
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    See also Journal Article The rational expectations approach to economic modelling, Journal of Economic Dynamics and Control, Elsevier (1982) View citations (6) (1982)

1978

36. On filtering auxiliary information in short-run monetary policy
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
    See also Journal Article On filtering auxiliary information in short-run monetary policy, Carnegie-Rochester Conference Series on Public Policy, Elsevier (1977) View citations (12) (1977)
37. The measurement of money demand
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

1976

38. Linear prediction and estimation methods for regression models with stationary stochastic coefficients
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article Linear prediction and estimation methods for regression models with stationary stochastic coefficients, Journal of Econometrics, Elsevier (1980) View citations (76) (1980)
39. On the use of optimal control in the design of monetary policy
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (14)

1975

40. On proximate exploitation of intermediate information in macroeconomic forecasting
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

1974

41. On Nerff solutions of macroeconomic tracking problems
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

1971

42. On ramps, turnpikes, and distributed lag approximations of optimal intertemporal adjustment
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
43. The use of prior information in nonlinear regression
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)

1970

44. A variable weight distributed lag model
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
45. Capital structure, precautionary balances, and valuation of the firm: the problem of financial risk
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
    See also Journal Article Capital Structure, Precautionary Balances, and Valuation of the Firm: The Problem of Financial Risk, Journal of Financial and Quantitative Analysis, Cambridge University Press (1970) View citations (5) (1970)
46. On distributed lag specifications of optimal factor adjustment paths
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
47. On optimal dynamic adjustment of quasi-fixed factors
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
48. On polynomial approximation of distributed lags
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

1969

49. Optimal factor adjustment paths: a generalization of \"stock adjustment\" decision rules
    Staff Studies, Board of Governors of the Federal Reserve System (U.S.)

1968

50. The labor market and potential output of the Federal Reserve-MIT econometric model: a preliminary report
    Staff Studies, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

Undated

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

Journal Articles

2012

1. 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 (20)
   Also in Journal of Money, Credit and Banking, 2012, 44, (1), 145-169 (2012) View citations (69)

2009

2. Perhaps the 1970s FOMC did what it said it did
   Journal of Monetary Economics, 2009, 56, (6), 842-855 View citations (31)

2008

3. 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

4. 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

5. 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)
6. 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)

2003

7. Monetary Policy When the Nominal Short-Term Interest Rate is Zero
   The B.E. Journal of Macroeconomics, 2003, 3, (1), 65 View citations (122)
   See also Working Paper Monetary policy when the nominal short-term interest rate is zero, Finance and Economics Discussion Series (2000) View citations (31) (2000)

2002

8. 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)
9. Rational Error Correction
   Computational Economics, 2002, 19, (2), 197-225 View citations (14)
   Also in Journal of Economic Dynamics and Control, 1999, 23, (9-10), 1299-1327 (1999) View citations (27)
   See also Working Paper Rational error correction, Finance and Economics Discussion Series (1998) View citations (3) (1998)

2001

10. 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)
11. 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)

1998

12. 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

13. Asymmetric Adjustments of Price and Output
    Economic Inquiry, 1997, 35, (3), 631-52 View citations (8)
    See also Working Paper Asymmetric adjustments of price and output, Finance and Economics Discussion Series (1997) View citations (8) (1997)
14. The role of expectations in the FRB/US macroeconomic model
    Federal Reserve Bulletin, 1997, 83, (Apr), 227-245 View citations (94)

1996

15. Effective interest rate policies for price stability
    Economic Modelling, 1996, 13, (2), 289-314 View citations (1)

1991

16. After-Hours Stock Prices and Post-Crash Hangovers
    Journal of Finance, 1991, 46, (1), 159-78 View citations (36)
    See also Working Paper After-hours stock prices and post-crash hangovers, Finance and Economics Discussion Series (1988) (1988)

1990

17. The transmission channels of monetary policy: how have they changed?
    Federal Reserve Bulletin, 1990, (Dec), 985-1008 View citations (22)

1982

18. Policy Robustness: Specification and Simulation of a Monthly Money Market Model
    Journal of Money, Credit and Banking, 1982, 14, (4), 829-56 View citations (16)
19. The rational expectations approach to economic modelling
    Journal of Economic Dynamics and Control, 1982, 4, (1), 125-147 View citations (6)
    See also Working Paper The rational expectations approach to economic modelling, Special Studies Papers (1980) View citations (1) (1980)
20. The short-run volatility of money stock targeting
    Journal of Monetary Economics, 1982, 10, (2), 215-237 View citations (9)
    See also Working Paper The short-run volatility of money stock targeting, Special Studies Papers (1982) View citations (11) (1982)

1981

21. A maximum probability approach to short-run policy
    Journal of Econometrics, 1981, 15, (1), 31-48 View citations (5)
    See also Working Paper A maximum probability approach to short-run policy, Special Studies Papers (1982) View citations (2) (1982)
22. An expose of disguised deposits
    Journal of Econometrics, 1981, 15, (1), 117-137 View citations (3)
23. The Impact of Uncertainty on the Feasibility of Humphrey-Hawkins Objectives
    Journal of Finance, 1981, 36, (2), 489-96

1980

24. Indicator and filter attributes of monetary aggregates: A nit-picking case for disaggregation
    Journal of Econometrics, 1980, 14, (1), 61-91 View citations (14)
    See also Working Paper Indicator and filter attributes of monetary aggregates: a nit-picking case for disaggregation, Special Studies Papers (1980) View citations (9) (1980)
25. Linear prediction and estimation methods for regression models with stationary stochastic coefficients
    Journal of Econometrics, 1980, 12, (2), 103-142 View citations (76)
    See also Working Paper Linear prediction and estimation methods for regression models with stationary stochastic coefficients, Special Studies Papers (1976) (1976)

1977

26. On filtering auxiliary information in short-run monetary policy
    Carnegie-Rochester Conference Series on Public Policy, 1977, 7, (1), 39-84 View citations (12)
    See also Working Paper On filtering auxiliary information in short-run monetary policy, Special Studies Papers (1978) View citations (3) (1978)

1976

27. On the Use of Feedback Control in the Design of Aggregate Monetary Policy
    American Economic Review, 1976, 66, (2), 349-55 View citations (15)

1971

28. A Variable Adjustment Model of Labor Demand
    International Economic Review, 1971, 12, (3), 482-510 View citations (19)

1970

29. Capital Structure, Precautionary Balances, and Valuation of the Firm: The Problem of Financial Risk
    Journal of Financial and Quantitative Analysis, 1970, 5, (1), 33-62 View citations (5)
    See also Working Paper Capital structure, precautionary balances, and valuation of the firm: the problem of financial risk, Special Studies Papers (1970) View citations (5) (1970)

Chapters

1976

1. Optimal Macroeconomic Control Policies
   A chapter in Annals of Economic and Social Measurement, Volume 5, number 2, 1976, pp 191-203 View citations (5)