Sharon Kozicki : Citation Profile


Are you Sharon Kozicki?

Bank of Canada

17

H index

25

i10 index

1952

Citations

RESEARCH PRODUCTION:

32

Articles

45

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 65
   Journals where Sharon Kozicki has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 41 (2.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko186
   Updated: 2023-01-28    RAS profile: 2019-02-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Witmer, Jonathan (2)

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

Is cited by:

Guillén, Osmani (60)

Hecq, Alain (54)

Issler, João (53)

Williams, John (42)

Orphanides, Athanasios (39)

Clark, Todd (36)

Cubadda, Gianluca (34)

Rudebusch, Glenn (34)

Vahid, Farshid (28)

Dewachter, Hans (23)

Weber, Enzo (22)

Cites to:

Tinsley, Peter (67)

Campbell, John (38)

Orphanides, Athanasios (34)

Gertler, Mark (34)

Shiller, Robert (32)

Rudebusch, Glenn (32)

Galí, Jordi (31)

Sargent, Thomas (27)

Williams, John (26)

Svensson, Lars (19)

Mishkin, Frederic (19)

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
Journal of Business & Economic Statistics2
Computational Economics2
Journal of Macroeconomics2
Journal of Money, Credit and Banking2
The North American Journal of Economics and Finance2

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
Discussion Papers / Bank of Canada3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Working Papers / University of California, Davis, Department of Economics2

Recent works citing Sharon Kozicki (2023 and 2022)


YearTitle of citing document
2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

Full description at Econpapers || Download paper

2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

Full description at Econpapers || Download paper

2022Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557.

Full description at Econpapers || Download paper

2022Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature. (2022). Sekkel, Rodrigo ; Matveev, Dmitry ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:22-9.

Full description at Econpapers || Download paper

2022Do crop prices share common trends and common cycles?. (2022). Vatsa, Puneet. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:363-382.

Full description at Econpapers || Download paper

2022Supply or Demand? Policy Makers Confusion in the Presence of Hysteresis. (2022). Singh, Sanjay R ; Fatas, Antonio. In: Working Papers. RePEc:cda:wpaper:347.

Full description at Econpapers || Download paper

2022Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending. (2022). Melecký, Martin ; Pfeifer, Lukas ; Szabo, Milan ; Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2022/3.

Full description at Econpapers || Download paper

2022Measuring trend inflation in India. (2022). Behera, Harendra ; Patra, Michael Debabrata. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000331.

Full description at Econpapers || Download paper

2022The excess sensitivity of long-term interest rates and central bank credibility. (2022). Park, Kwangyong. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002972.

Full description at Econpapers || Download paper

2022Global temperatures and greenhouse gases: A common features approach. (2022). Vahid, Farshid ; Gao, Jiti ; Chen, LI. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:240-254.

Full description at Econpapers || Download paper

2022Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795.

Full description at Econpapers || Download paper

2022Central bank digital currency: A review and some macro-financial implications. (2022). Siklos, Pierre L ; Chen, Hongyi. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000146.

Full description at Econpapers || Download paper

2021Technological progress and monetary policy: Managing the fourth industrial revolution. (2021). Poloz, Stephen S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s026156062100022x.

Full description at Econpapers || Download paper

2022What the current yield curve says, and what the future prices of energy do. (2022). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x.

Full description at Econpapers || Download paper

2022A Unified Framework to Estimate Macroeconomic Stars. (2021). Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:93166.

Full description at Econpapers || Download paper

2021When domestic and foreign QE overlap: evidence from Sweden. (2021). Stockhammar, Par ; di Casola, Paola. In: Working Paper Series. RePEc:hhs:rbnkwp:0404.

Full description at Econpapers || Download paper

2022A Quantitative Evaluation of Interest Rate Liberalization Reform in China. (2022). Zhang, Zhengyi ; Cai, Zongwu ; Peng, Yan ; Yuan, Jing. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202214.

Full description at Econpapers || Download paper

2022Should they stay or should they go? Negative interest rate policies under review. (2022). Beckmann, Joscha ; Jannsen, Nils ; Gern, Klaus-Jurgen. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:4:d:10.1007_s10368-022-00547-4.

Full description at Econpapers || Download paper

2022Global Stagflation. (2022). Ohnsorge, Franziska ; Kose, Ayhan M ; Ha, Jongrim. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2204.

Full description at Econpapers || Download paper

2022Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach. (2022). GAO, Jiti ; Anderson, Heather ; Vahid, Farshid ; Turnip, Guido ; Wei, Wei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-12.

Full description at Econpapers || Download paper

2022Inflation trends in Asia: implications for central banks. (2022). Poon, Aubrey ; Garcia, Juan Angel. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:74:y:2022:i:3:p:671-700..

Full description at Econpapers || Download paper

2022Global Stagflation. (2022). Ohnsorge, Franziska ; Kose, Ayhan M ; Ha, Jongrim. In: MPRA Paper. RePEc:pra:mprapa:113306.

Full description at Econpapers || Download paper

2022Characterizing the Anchoring Effects of Official Forecasts on Private Expectations. (2022). Barrera, Carlos. In: MPRA Paper. RePEc:pra:mprapa:114258.

Full description at Econpapers || Download paper

2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:534.

Full description at Econpapers || Download paper

2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc.

Full description at Econpapers || Download paper

2022A Dynamic Factor and Neural Networks Analysis of the Co-movement of Public Revenues in the EMU. (2022). Magazzino, Cosimo ; Mele, Marco. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:8:y:2022:i:2:d:10.1007_s40797-021-00155-2.

Full description at Econpapers || Download paper

2022Describing of central banks’ monetary policy in the context to linear and nonlinear taylor rule: the case of Turkey. (2022). Altunoz, Utku. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:6:d:10.1007_s11135-022-01329-5.

Full description at Econpapers || Download paper

2022Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel.. (2022). Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202211.

Full description at Econpapers || Download paper

2022Nowcasting tail risk to economic activity at a weekly frequency. (2022). Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:843-866.

Full description at Econpapers || Download paper

2022Normal but skewed?. (2022). Sentana, Enrique ; Bei, Xinyue ; Amengual, Dante. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:7:p:1295-1313.

Full description at Econpapers || Download paper

2022A Bayesian time?varying autoregressive model for improved short?term and long?term prediction. (2022). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:181-200.

Full description at Econpapers || Download paper

2022Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure. (2022). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi. In: Working Papers. RePEc:wyi:wpaper:002606.

Full description at Econpapers || Download paper

Works by Sharon Kozicki:


YearTitleTypeCited
2011Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases In: Bank of Canada Review.
[Full Text][Citation analysis]
article32
2017Communicating Uncertainty in Monetary Policy In: Discussion Papers.
[Full Text][Citation analysis]
paper4
2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature In: Discussion Papers.
[Full Text][Citation analysis]
paper1
2023Summaries of Central Bank Policy Deliberations: A Canadian Context In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2006Survey-Based Estimates of the Term Structure of Expected U.S. Inflation In: Staff Working Papers.
[Full Text][Citation analysis]
paper12
2007Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation In: Staff Working Papers.
[Full Text][Citation analysis]
paper7
2005Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation.(2005) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2007Term Structure Transmission of Monetary Policy In: Staff Working Papers.
[Full Text][Citation analysis]
paper6
2008Term structure transmission of monetary policy.(2008) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2005Term structure transmission of monetary policy.(2005) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2007Estimation and Inference by the Method of Projection Minimum Distance In: Staff Working Papers.
[Full Text][Citation analysis]
paper15
2007Estimation and Inference by the Method of Projection Minimum Distance.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2009Estimating DSGE-Model-Consistent Trends for Use in Forecasting In: Staff Working Papers.
[Full Text][Citation analysis]
paper6
2012House Price Dynamics: Fundamentals and Expectations In: Staff Working Papers.
[Full Text][Citation analysis]
paper42
2015House price dynamics: Fundamentals and expectations.(2015) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
article
2015Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects In: Staff Working Papers.
[Full Text][Citation analysis]
paper8
2015A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector In: Staff Working Papers.
[Full Text][Citation analysis]
paper2
1993Testing for Common Features. In: Journal of Business & Economic Statistics.
[Citation analysis]
article409
1990Testing For Common Features.(1990) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 409
paper
1993Testing for Common Features: Reply. In: Journal of Business & Economic Statistics.
[Citation analysis]
article327
2017Real GDI, Productivity, and the Terms of Trade in Canada In: Review of Income and Wealth.
[Full Text][Citation analysis]
article0
2006Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models In: Working Papers.
[Full Text][Citation analysis]
paper3
2004¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria? In: Monetaria.
[Full Text][Citation analysis]
article0
1999Multivariate detrending under common trend restrictions: Implications for business cycle research In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article14
1996Multivariate detrending under common trend restrictions: implications for business cycle research.(1996) In: Research Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 14
paper
1999Vector rational error correction In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article33
1998Vector rational error correction.(1998) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2001Term structure views of monetary policy under alternative models of agent expectations In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article64
2002Dynamic specifications in optimizing trend-deviation macro models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article41
2001Dynamic specifications in optimizing trend-deviation macro models.(2001) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2005Permanent and transitory policy shocks in an empirical macro model with asymmetric information In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article71
2004Permanent and transitory policy shocks in an empirical macro model with asymmetric information.(2004) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
article
2003Permanent and transitory policy shocks in an empirical macro model with asymmetric information.(2003) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
2004Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information.(2004) In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
2003Permanent and transitory policy shocks in an empirical macro model with asymmetric information.(2003) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
2005Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article124
2004Estimating equilibrium real interest rates in real time.(2004) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124
paper
2004Estimating equilibrium real interest rates in real-time.(2004) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124
paper
2002Comments on Forecasting with a real-time data set for macroeconomists In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article12
2012Macro has progressed In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article4
2001Shifting endpoints in the term structure of interest rates In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article272
1997Shifting endpoints in the term structure of interest rates.(1997) In: Research Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 272
paper
2005What do you expect? Imperfect policy credibility and tests of the expectations hypothesis In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article56
2001What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?.(2001) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2009Perhaps the 1970s FOMC did what it said it did In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article27
1993Techniques for estimating dynamic comovement with an application to common international output fluctuations In: Finance and Economics Discussion Series.
[Citation analysis]
paper2
1995The comovement of output and labor productivity in aggregate data for auto assembly plants In: Finance and Economics Discussion Series.
[Citation analysis]
paper8
1996Moving endpoints and the internal consistency of agents ex ante forecasts In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper17
1997Moving endpoints and the internal consistency of agents ex ante forecasts.(1997) In: Research Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
1998Moving Endpoints and the Internal Consistency of Agents Ex Ante Forecasts..(1998) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2005Estimating forward-looking Euler equations - discussion In: Proceedings.
[Citation analysis]
article0
1997The productivity growth slowdown: diverging trends in the manufacturing and service sectors In: Economic Review.
[Full Text][Citation analysis]
article8
1997Predicting real growth and inflation with the yield spread In: Economic Review.
[Full Text][Citation analysis]
article61
1999How useful are Taylor rules for monetary policy? In: Economic Review.
[Full Text][Citation analysis]
article83
2001Why do central banks monitor so many inflation indicators? In: Economic Review.
[Full Text][Citation analysis]
article6
2004How do data revisions affect the evaluation and conduct of monetary policy? In: Economic Review.
[Full Text][Citation analysis]
article21
2005Longer-term perspectives on the yield curve and monetary policy In: Economic Review.
[Full Text][Citation analysis]
article10
1997Breathing room for beta In: Research Working Paper.
[Citation analysis]
paper0
1998Predicting inflation with the term structure spread In: Research Working Paper.
[Full Text][Citation analysis]
paper3
1998Term structure views of monetary policy In: Research Working Paper.
[Full Text][Citation analysis]
paper2
1999Implications of rounding and rebasing for empirical analysis using consumer price inflation In: Research Working Paper.
[Full Text][Citation analysis]
paper0
2001Implications of real-time data for forecasting and modeling expectations In: Research Working Paper.
[Full Text][Citation analysis]
paper2
2002Term premia : endogenous constraints on monetary policy In: Research Working Paper.
[Full Text][Citation analysis]
paper6
2002Alternative sources of the lag dynamics of inflation In: Research Working Paper.
[Full Text][Citation analysis]
paper42
2003Alternative Sources of the Lag Dynamics of Inflation.(2003) In: Computing in Economics and Finance 2003.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2005Minding the gap : central bank estimates of the unemployment natural rate In: Research Working Paper.
[Full Text][Citation analysis]
paper3
2006Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate.(2006) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2009Parsing shocks: real-time revisions to gap and growth projections for Canada In: Review.
[Full Text][Citation analysis]
article3
2011ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE In: International Economic Review.
[Citation analysis]
article12
2004Rounding Error: A Distorting Influence on Index Data. In: Journal of Money, Credit and Banking.
[Citation analysis]
article13
2012Effective Use of Survey Information in Estimating the Evolution of Expected Inflation In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article58
2000THE TERM STRUCTURE OF EXPECTED INFLATION In: Computing in Economics and Finance 2000.
[Citation analysis]
paper0
2002Monetary Policy Transmission through Term Premiums In: Computing in Economics and Finance 2002.
[Citation analysis]
paper0
2005Central Bank Estimates of the Unemployment Natural Rate In: Computing in Economics and Finance 2005.
[Citation analysis]
paper0
Moving Endpoints in Macrofinance In: Computing in Economics and Finance 1996.
[Full Text][Citation analysis]
paper0
Rational Vector Error Correction Models In: Computing in Economics and Finance 1997.
[Full Text][Citation analysis]
paper0
1999Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information In: Computing in Economics and Finance 1999.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team