Sharon Kozicki : Citation Profile


Are you Sharon Kozicki?

Bank of Canada

17

H index

21

i10 index

1557

Citations

RESEARCH PRODUCTION:

32

Articles

43

Papers

RESEARCH ACTIVITY:

   27 years (1990 - 2017). See details.
   Cites by year: 57
   Journals where Sharon Kozicki has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 40 (2.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko186
   Updated: 2019-10-15    RAS profile: 2019-02-14    
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Relations with other researchers


Works with:

Cao, Shutao (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sharon Kozicki.

Is cited by:

Williams, John (42)

Issler, João (40)

Orphanides, Athanasios (39)

Hecq, Alain (30)

Clark, Todd (28)

Guillén, Osmani (28)

Rudebusch, Glenn (24)

Vahid, Farshid (23)

Diebold, Francis (21)

Dewachter, Hans (20)

Cheung, Yin-Wong (20)

Cites to:

Tinsley, Peter (62)

Campbell, John (36)

Gertler, Mark (34)

Orphanides, Athanasios (33)

Shiller, Robert (31)

Rudebusch, Glenn (26)

Williams, John (24)

Gali, Jordi (21)

Sargent, Thomas (21)

Woodford, Michael (18)

Mankiw, N. Gregory (17)

Main data


Where Sharon Kozicki has published?


Journals with more than one article published# docs
Economic Review6
Journal of Economic Dynamics and Control6
Journal of Monetary Economics3
The North American Journal of Economics and Finance2
Journal of Macroeconomics2
Journal of Money, Credit and Banking2
Computational Economics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Research Working Paper / Federal Reserve Bank of Kansas City18
Staff Working Papers / Bank of Canada8
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)3
Working Papers / University of California, Davis, Department of Economics2

Recent works citing Sharon Kozicki (2018 and 2017)


YearTitle of citing document
2017Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-10.

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2017Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-13.

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2019Improved Inference on the Rank of a Matrix. (2018). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1812.02337.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2018An Empirical Investigation on the European Housing Market Prices. (2018). Bruzzo, Alessia ; Mazzoli, Marco. In: Review of Economics & Finance. RePEc:bap:journl:180203.

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2018The Framework for Risk Identification and Assessment. (2018). MacDonald, Cameron ; Traclet, Virginie . In: Technical Reports. RePEc:bca:bocatr:113.

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2017Quantitative Easing and Long-Term Yields in Small Open Economies. (2017). Diez de los Rios, Antonio ; Shamloo, Maral . In: Staff Working Papers. RePEc:bca:bocawp:17-26.

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2019The Secular Decline of Forecasted Interest Rates. (2019). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Analytical Notes. RePEc:bca:bocsan:19-1.

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2017A suite of inflation forecasting models. (2017). Alvarez, Luis ; Sanchez, Isabel. In: Occasional Papers. RePEc:bde:opaper:1703.

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2019VAR-Based Granger-Causality Test in the Presence of Instabilities. (2019). Rossi, Barbara ; Wang, Yiru. In: Working Papers. RePEc:bge:wpaper:1083.

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2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility. (2018). Nason, James ; Mertens, Elmar. In: BIS Working Papers. RePEc:bis:biswps:713.

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2018A time series model of interest rates with the effective lower bound. (2018). Mertens, Elmar ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:715.

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2018Assessing inflation expectations anchoring for heterogeneous agents: analysts, businesses and trade unions. (2018). Yetman, James ; Miyajima, Ken. In: BIS Working Papers. RePEc:bis:biswps:759.

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2018MEASURING THE WORLD NATURAL RATE OF INTEREST. (2018). Wynne, Mark ; Zhang, Ren. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:530-544.

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2017Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro Area Member Countries. (2017). Klose, Jens ; Belke, Ansgar. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:55:y:2017:i:6:p:1221-1238.

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2017Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures. (2017). Perron, Pierre ; Estrada, Francisco ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:711-732.

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2017Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis . In: Bank of England working papers. RePEc:boe:boeewp:0655.

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2019The Quarterly Japanese Economic Model (Q-JEM): 2019 version. (2019). Kido, Yosuke ; Hirakata, Naohisa ; Shinohara, Takeshi ; Murakoshi, Tomonori ; Kishaba, Yui ; Kanafuji, Akihiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp19e07.

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2017Extracting and analyzing the warming trend in global and hemispheric temperatures. (2017). Perron, Pierre ; Estrada, Francisco. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-008.

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2017The common sources of business cycles in Trans-Pacific countries and the U.S.? A comparison with NAFTA. (2017). Yagihashi, Takeshi ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2017-03.

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2017Instability, imprecision and inconsistent use of equilibrium real interest rate estimates. (2017). Wieland, Volker ; Beyer, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11927.

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2017Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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2018The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43. (2018). Bielecki, Marcin ; Penalver, Adrian ; Brand, Claus. In: Occasional Paper Series. RePEc:ecb:ecbops:2018217.

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2017Inflation anchoring in the euro area. (2017). Speck, Christian . In: Working Paper Series. RePEc:ecb:ecbwps:20171998.

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2018The natural rate of interest and the financial cycle. (2018). Krustev, Georgi. In: Working Paper Series. RePEc:ecb:ecbwps:20182168.

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2018Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model. (2018). Kaihatsu, Sohei ; Nakajima, Jouchi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:59:y:2018:i:c:p:69-83.

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2017Speculative behavior in a housing market: Boom and bust. (2017). Zheng, Min ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:50-64.

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2018The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market. (2018). della Chang, Jui-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:15-28.

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2017Bootstrapping the GMM overidentification test under first-order underidentification. (2017). Gonalves, Silvia ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:43-71.

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2017Staying at zero with affine processes: An application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Pegoraro, Fulvio. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:348-366.

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2019Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects. (2019). Gagliardini, Patrick ; Gourieroux, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:613-637.

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2019Inference on functionals under first order degeneracy. (2019). Fang, Zheng ; Chen, Qihui. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:459-481.

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2019Testing subspace Granger causality. (2019). Al-Sadoon, Majid M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:42-61.

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2018Some implications of learning for price stability. (2018). Preston, Bruce ; Giannoni, Marc P ; Eusepi, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:106:y:2018:i:c:p:1-20.

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2017Addressing household indebtedness: Monetary, fiscal or macroprudential policy?. (2017). Zubairy, Sarah ; Alpanda, Sami. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:47-73.

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2018Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Doshi, Hitesh ; Liu, Rui ; Jacobs, Kris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:99-122.

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2019Global trends in interest rates. (2019). Giannone, Domenico ; Del Negro, Marco ; Tambalotti, Andrea ; Giannoni, Marc P. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:248-262.

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2017Forecasting inflation: Phillips curve effects on services price measures. (2017). Zaman, Saeed ; Tallman, Ellis. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:442-457.

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2018What do professional forecasters actually predict?. (2018). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311.

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2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

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2018Understanding survey-based inflation expectations. (2018). Berge, Travis J. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:788-801.

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2019The natural rate of interest and the financial cycle. (2019). Krustev, Georgi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:193-210.

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2017A structural model for the housing and credit market in Italy. (2017). Nobili, Andrea ; Zollino, Francesco. In: Journal of Housing Economics. RePEc:eee:jhouse:v:36:y:2017:i:c:p:73-87.

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2017International house price cycles, monetary policy and credit. (2017). Bauer, Gregory. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

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2018Cross-border asset holdings and comovements in sovereign bond markets. (2018). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:189-206.

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2019Instability, imprecision and inconsistent use of equilibrium real interest rate estimates. (2019). Wieland, Volker ; Robert, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:1-14.

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2017Fed speak on main street: Central bank communication and household expectations. (2017). Binder, Carola. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:52:y:2017:i:c:p:238-251.

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2018What does the yield curve imply about investor expectations?. (2018). Gaus, Eric ; Sinha, Arunima. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:248-265.

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2017Innocent Bystanders? Monetary policy and inequality. (2017). Kueng, Lorenz ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Silvia, John . In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:70-89.

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2019Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries. (2019). Vataja, Juuso ; Kuosmanen, Petri. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:211-222.

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2019Historical decoupling in the EU: Evidence from time-frequency analysis. (2019). Kapounek, Svatopluk ; Kuerova, Zuzana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:265-280.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2018Intertemporal Similarity of Economic Time Series. (2018). Franses, Philip Hans ; Wiemann, T ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:109916.

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2019Do African economies grow similarly?. (2019). Franses, Philip Hans. In: Econometric Institute Research Papers. RePEc:ems:eureir:118357.

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2017Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models. (2017). McAleer, Michael ; Kobayashi, M ; Chen, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:99788.

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2017The Effect of the Feds Large-scale Asset Purchases on Inflation Expectations. (2017). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:17097.

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2018Should the Fed regularly evaluate its monetary policy framework?. (2018). Tootell, Geoffrey ; Rosengren, Eric ; Olivei, Giovanni ; Fuhrer, Jeffrey. In: Working Papers. RePEc:fip:fedbwp:18-8.

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2017Measuring the World Natural Rate of Interest. (2017). Wynne, Mark ; Zhang, Ren. In: Globalization Institute Working Papers. RePEc:fip:feddgw:315.

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2017Estimating the Natural Rate of Interest in an Open Economy. (2017). Wynne, Mark ; Zhang, Ren. In: Globalization Institute Working Papers. RePEc:fip:feddgw:316.

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2019Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies. (2019). Zhang, Ren ; Wynne, Mark ; Martínez García, Enrique ; Martinez-Garcia, Enrique ; Grossman, Valerie. In: Globalization Institute Working Papers. RePEc:fip:feddgw:359.

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2017Understanding Survey Based Inflation Expectations. (2017). Berge, Travis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-46.

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2018Measuring the Natural Rate of Interest : A Note on Transitory Shocks. (2018). Lewis, Kurt F ; Vazquez-Grande, Francisco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-59.

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2017Bond Premiums and the Natural Real Rate of Interest. (2017). Smith, Andrew ; Hakkio, Craig. In: Economic Review. RePEc:fip:fedker:00048.

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2017An endogenously clustered factor approach to international business cycles. (2017). Owyang, Michael ; Savascin, ozge ; Francis, Neville. In: Working Papers. RePEc:fip:fedlwp:2012-014.

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2017The term structure of expectations and bond yields. (2017). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:775.

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2018Land-Use Regulations, Property Values, and Rents: Decomposing the Effects of the California Coastal Act. (2018). Severen, Christopher ; Plantinga, Andrew. In: Working Papers. RePEc:fip:fedpwp:17-33.

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2018Estimating Unobservable Inflation Expectations in the New Keynesian Phillips Curve. (2018). Rondina, Francesca. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:6-:d:130264.

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2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

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2018Trend Inflation and Inflation Compensation. (2018). Poon, Aubrey ; Garcia, Juan Angel. In: IMF Working Papers. RePEc:imf:imfwpa:18/154.

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2017U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules. (2017). Chang, Yoosoon ; Kwak, Boreum . In: Caepr Working Papers. RePEc:inu:caeprp:2017016.

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2018The Policy Mix in the US and EMU: Evidence from a SVAR Analysis. (2018). Gonçalves, Luís ; Afonso, Antonio ; Gonalves, Luis. In: Working Papers REM. RePEc:ise:remwps:wp0282018.

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2018A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence. (2018). Vouldis, Angelos ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Patrinos, Panagiotis ; Tsionas, Efthymios G. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9628-6.

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2018Same-sex marriage laws and demand for mortgage credit. (2018). Miller, Joshua J ; Park, Kevin A. In: Review of Economics of the Household. RePEc:kap:reveho:v:16:y:2018:i:2:d:10.1007_s11150-016-9356-7.

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2018Equilibrium Real Interest Rates for the BRICS Countries. (2018). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:201814.

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2018Historical Decoupling in the EU: Evidence from Time-Frequency Analysis. (2018). Kucerova, Zuzana ; Kapounek, Svatopluk. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:75_2018.

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2018Is euro area lowflation here to stay ? Insights from a time-varying parameter model with survey data. (2018). Wauters, Joris ; Stevens, Arnoud. In: Working Paper Research. RePEc:nbb:reswpp:201810-355.

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2019A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data. (2019). Ng, Serena ; Guha, Rishab. In: NBER Chapters. RePEc:nbr:nberch:14269.

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2017A time-frequency analysis of the Canadian macroeconomy and the yield curve. (2017). Ojo, Mustapha Olalekan ; Soares, Maria Joana ; Aguiar-Conraria, Luis. In: NIPE Working Papers. RePEc:nip:nipewp:12/2017.

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2018Real-time forecasting with macro-finance models in the presence of a zero lower bound. (2018). Krippner, Leo ; Lewis, Michelle. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2018/4.

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2018Testing for Co-jumps in Financial Markets. (2018). Novotn, Jan ; Urga, Giovanni. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:118-128..

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2017The Unreliability of Output-Gap Estimates in Real Time. (2017). Malik, Wasim ; Ul, Ahsan. In: The Pakistan Development Review. RePEc:pid:journl:v:56:y:2017:i:3:p:193-219.

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2019The Neo-Fisherianism to Escape Zero Lower Bound. (2019). Chattopadhyay, Siddhartha. In: MPRA Paper. RePEc:pra:mprapa:92669.

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2019Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries. (2019). Wróblewska, Justyna ; Dbrowski, Marek A. In: MPRA Paper. RePEc:pra:mprapa:93813.

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2017Can Learning Explain Boom-Bust Cycles in Asset Prices? An Application to the US Housing Boom. (2017). Caines, Colin. In: 2017 Meeting Papers. RePEc:red:sed017:695.

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2017Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro-Area Member Countries. (2017). Klose, Jens ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201712.

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2018Equilibrium Real Interest Rates, Secular Stagnation, and the Financial Cycle: Empirical Evidence for Euro-Area Member Countries. (2018). Klose, Jens ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201801.

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2018The natural yield curve: its concept and measurement. (2018). Imakubo, Kei ; Nakajima, Jouchi ; Kojima, Haruki . In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1289-3.

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2018Estimating the natural rate of interest in an open economy. (2018). Wynne, Mark ; Zhang, Ren. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1315-5.

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2017Yield curve responses to market sentiments and monetary policy. (2017). Demary, Markus. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0167-3.

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2017Consumption habits and humps. (2017). Munk, Claus ; Wagner, Sebastian ; Seifried, Frank Thomas ; Kraft, Holger. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0984-1.

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2018Central bank credibility and the expectations channel: evidence based on a new credibility index. (2018). Lucotte, Yannick ; Ringuede, Sebastien ; Levieuge, Gregory. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:154:y:2018:i:3:d:10.1007_s10290-018-0308-6.

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2017Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models. (2017). McAleer, Michael ; Kobayashi, Masahito ; Chen, Jinghui . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170022.

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2017Testing for volatility co-movement in bivariate stochastic volatility models. (2017). McAleer, Michael ; Chen, Jinghui ; Kobayashi, Masahito . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1710.

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2018Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule. (2018). perez, rafaela ; Ruiz, J ; Lafuente, J A. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1819.

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2019VAR-based Granger-causality test in the presence of instabilities. (2019). Rossi, Barbara ; Wang, Yiru. In: Economics Working Papers. RePEc:upf:upfgen:1642.

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2017Accounting for productivity growth in a small open economy: Sector-specific technological change and relative prices of trade. (2017). Cao, Shutao. In: Working Paper Series. RePEc:vuw:vuwecf:6203.

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2019Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment. (2019). Tondl, Gabriele ; Lukmanova, Elizaveta ; Feldkircher, Martin. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp289.

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2019Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment. (2019). Tondl, Gabriele ; Lukmanova, Elizaveta ; Feldkircher, Martin. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:7090.

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2018Identifying contagion. (2018). Dungey, Mardi ; Renault, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:2:p:227-250.

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2017A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations. (2017). Lanne, Markku ; Luoto, Jani. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:5:p:969-995.

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More than 100 citations found, this list is not complete...

Works by Sharon Kozicki:


YearTitleTypeCited
2011Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases In: Bank of Canada Review.
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2017Communicating Uncertainty in Monetary Policy In: Discussion Papers.
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2006Survey-Based Estimates of the Term Structure of Expected U.S. Inflation In: Staff Working Papers.
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2007Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation In: Staff Working Papers.
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2005Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation.(2005) In: Research Working Paper.
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2007Term Structure Transmission of Monetary Policy In: Staff Working Papers.
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2008Term structure transmission of monetary policy.(2008) In: The North American Journal of Economics and Finance.
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2005Term structure transmission of monetary policy.(2005) In: Research Working Paper.
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2007Estimation and Inference by the Method of Projection Minimum Distance In: Staff Working Papers.
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2007Estimation and Inference by the Method of Projection Minimum Distance.(2007) In: Working Papers.
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2009Estimating DSGE-Model-Consistent Trends for Use in Forecasting In: Staff Working Papers.
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2012House Price Dynamics: Fundamentals and Expectations In: Staff Working Papers.
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2015House price dynamics: Fundamentals and expectations.(2015) In: Journal of Economic Dynamics and Control.
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2015Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects In: Staff Working Papers.
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2015A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector In: Staff Working Papers.
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paper1
1993Testing for Common Features. In: Journal of Business & Economic Statistics.
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1990Testing For Common Features.(1990) In: NBER Technical Working Papers.
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1993Testing for Common Features: Reply. In: Journal of Business & Economic Statistics.
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2017Real GDI, Productivity, and the Terms of Trade in Canada In: Review of Income and Wealth.
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2006Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models In: Working Papers.
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2004¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria? In: Monetaria.
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1999Multivariate detrending under common trend restrictions: Implications for business cycle research In: Journal of Economic Dynamics and Control.
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1996Multivariate detrending under common trend restrictions: implications for business cycle research.(1996) In: Research Working Paper.
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1999Vector rational error correction In: Journal of Economic Dynamics and Control.
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1998Vector rational error correction.(1998) In: Research Working Paper.
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2001Term structure views of monetary policy under alternative models of agent expectations In: Journal of Economic Dynamics and Control.
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article47
2002Dynamic specifications in optimizing trend-deviation macro models In: Journal of Economic Dynamics and Control.
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article39
2001Dynamic specifications in optimizing trend-deviation macro models.(2001) In: Research Working Paper.
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2005Permanent and transitory policy shocks in an empirical macro model with asymmetric information In: Journal of Economic Dynamics and Control.
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2004Permanent and transitory policy shocks in an empirical macro model with asymmetric information.(2004) In: Proceedings.
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2003Permanent and transitory policy shocks in an empirical macro model with asymmetric information.(2003) In: Research Working Paper.
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2004Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information.(2004) In: Computing in Economics and Finance 2004.
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2003Permanent and transitory policy shocks in an empirical macro model with asymmetric information.(2003) In: CFS Working Paper Series.
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2005Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance.
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article86
2004Estimating equilibrium real interest rates in real time.(2004) In: Research Working Paper.
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2004Estimating equilibrium real interest rates in real-time.(2004) In: Discussion Paper Series 1: Economic Studies.
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2002Comments on Forecasting with a real-time data set for macroeconomists In: Journal of Macroeconomics.
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2012Macro has progressed In: Journal of Macroeconomics.
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2001Shifting endpoints in the term structure of interest rates In: Journal of Monetary Economics.
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article193
1997Shifting endpoints in the term structure of interest rates.(1997) In: Research Working Paper.
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paper
2005What do you expect? Imperfect policy credibility and tests of the expectations hypothesis In: Journal of Monetary Economics.
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article50
2001What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?.(2001) In: Research Working Paper.
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2009Perhaps the 1970s FOMC did what it said it did In: Journal of Monetary Economics.
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article17
1993Techniques for estimating dynamic comovement with an application to common international output fluctuations In: Finance and Economics Discussion Series.
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paper2
1995The comovement of output and labor productivity in aggregate data for auto assembly plants In: Finance and Economics Discussion Series.
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paper8
1996Moving endpoints and the internal consistency of agents ex ante forecasts In: Finance and Economics Discussion Series.
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paper12
1997Moving endpoints and the internal consistency of agents ex ante forecasts.(1997) In: Research Working Paper.
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paper
1998Moving Endpoints and the Internal Consistency of Agents Ex Ante Forecasts..(1998) In: Computational Economics.
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article
2005Estimating forward-looking Euler equations - discussion In: Proceedings.
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1997The productivity growth slowdown: diverging trends in the manufacturing and service sectors In: Economic Review.
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article7
1997Predicting real growth and inflation with the yield spread In: Economic Review.
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article56
1999How useful are Taylor rules for monetary policy? In: Economic Review.
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article79
2001Why do central banks monitor so many inflation indicators? In: Economic Review.
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article6
2004How do data revisions affect the evaluation and conduct of monetary policy? In: Economic Review.
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2005Longer-term perspectives on the yield curve and monetary policy In: Economic Review.
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1997Breathing room for beta In: Research Working Paper.
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1998Predicting inflation with the term structure spread In: Research Working Paper.
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1998Term structure views of monetary policy In: Research Working Paper.
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paper2
1999Implications of rounding and rebasing for empirical analysis using consumer price inflation In: Research Working Paper.
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2001Implications of real-time data for forecasting and modeling expectations In: Research Working Paper.
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2002Term premia : endogenous constraints on monetary policy In: Research Working Paper.
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paper6
2002Alternative sources of the lag dynamics of inflation In: Research Working Paper.
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paper36
2003Alternative Sources of the Lag Dynamics of Inflation.(2003) In: Computing in Economics and Finance 2003.
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2005Minding the gap : central bank estimates of the unemployment natural rate In: Research Working Paper.
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paper3
2006Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate.(2006) In: Computational Economics.
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article
2009Parsing shocks: real-time revisions to gap and growth projections for Canada In: Review.
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article2
2011ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE In: International Economic Review.
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article3
2004Rounding Error: A Distorting Influence on Index Data. In: Journal of Money, Credit and Banking.
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article10
2012Effective Use of Survey Information in Estimating the Evolution of Expected Inflation In: Journal of Money, Credit and Banking.
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article30
2000THE TERM STRUCTURE OF EXPECTED INFLATION In: Computing in Economics and Finance 2000.
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paper0
2002Monetary Policy Transmission through Term Premiums In: Computing in Economics and Finance 2002.
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2005Central Bank Estimates of the Unemployment Natural Rate In: Computing in Economics and Finance 2005.
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paper0
Moving Endpoints in Macrofinance In: Computing in Economics and Finance 1996.
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paper0
Rational Vector Error Correction Models In: Computing in Economics and Finance 1997.
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paper0
1999Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information In: Computing in Economics and Finance 1999.
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paper0

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