Sharon Kozicki : Citation Profile

Are you Sharon Kozicki?

Bank of Canada

17

H index

22

i10 index

1746

Citations

RESEARCH PRODUCTION:

32

Articles

44

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 58
   Journals where Sharon Kozicki has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 41 (2.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko186
   Updated: 2021-10-16    RAS profile: 2019-02-14    
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Relations with other researchers

Works with:

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 (42)

Williams, John (42)

Issler, João (41)

Orphanides, Athanasios (39)

Clark, Todd (32)

Hecq, Alain (32)

Rudebusch, Glenn (27)

Vahid, Farshid (23)

Weber, Enzo (21)

Dewachter, Hans (21)

Diebold, Francis (21)

Cites to:

Tinsley, Peter (62)

Campbell, John (36)

Orphanides, Athanasios (34)

Gertler, Mark (34)

Shiller, Robert (31)

Galí, Jordi (29)

Rudebusch, Glenn (28)

Williams, John (25)

Sargent, Thomas (21)

Woodford, Michael (17)

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

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 (U.S.)3
Discussion Papers / Bank of Canada2
Working Papers / University of California, Davis, Department of Economics2

Recent works citing Sharon Kozicki (2021 and 2020)

YearTitle of citing document
2021Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

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2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2020The Excess Sensitivity of Long-term Interest rates and Central Bank Credibility. (2020). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:2029.

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2020How Much Better Is Commitment Policy Than Discretionary Policy? Evidence From Six Developed Economies. (2020). Patrick, Scott C. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:2:p:28:n:8.

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2020The Link between Labor Cost Inflation and Price Inflation in the Euro Area. (2020). Vansteenkiste, Isabel ; Ciccarelli, Matteo ; Bobeica, Elena. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v27c04pp071-148.

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2021Multivariate Hermite polynomials and information matrix tests. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2103.

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2021Normal but Skewed?. (2021). Sentana, Enrique ; Bei, Xinyue ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2104.

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2020Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05.

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2020Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666.

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2020Learning, house prices and macro-financial linkages. (2020). Gandre, Pauline. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-10.

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2020Monetary policy and the yield curve. (2020). Smith, Julie K ; Gamber, Edward N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00018.

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2021On the empirical relations between producers expectations and economic growth. (2021). Rosich, Lucia I ; Lanzilotta, Bibiana ; Brida, Juan G. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00393.

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2020Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20202471.

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2021The changing link between labor cost and price inflation in the United States. (2021). BOBEICA, Elena ; Vansteenkiste, Isabel ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20212583.

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2020Tourism boycotts and animosity: A study of seven events. (2020). Li, Xiang ; Yen, Dorothy A ; McManus, Richard ; Yu, Qionglei. In: Annals of Tourism Research. RePEc:eee:anture:v:80:y:2020:i:c:s0160738319301495.

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2020Comovement amongst the demand for New Zealand tourism. (2020). Vatsa, Puneet. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320301092.

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2021MoNK: Mortgages in a New-Keynesian model. (2021). Ustek, Roman ; Kydland, Finn E ; Garriga, Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030227x.

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2021Get the lowdown: The international side of the fall in the U.S. natural rate of interest. (2021). Martinez-Garcia, Enrique. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000699.

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2020Equilibrium real interest rates and the financial cycle: Empirical evidence for Euro area member countries. (2020). Klose, Jens ; Belke, Ansgar. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:357-366.

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2020Optimal targeted reduction in reserve requirement ratio in China. (2020). Wei, Xiaoyun ; Han, Liyan ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:1-15.

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2020Is the slope of the Phillips curve time-varying? Evidence from unobserved components models. (2020). Fu, Bowen. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:320-340.

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2020Taylor Rule implementation of the optimal policy at the zero lower bound: Does the cost channel matter?. (2020). Ghosh, Taniya ; Chattopadhyay, Siddhartha. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:351-366.

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2021Robust consumption and portfolio choices with habit formation. (2021). Wang, Shibo ; Li, Tongtong ; Yang, Jinqiang. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:227-246.

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2020The policy mix in the US and EMU: Evidence from a SVAR analysis. (2020). Afonso, Antonio ; Gonalves, Luis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300822.

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2020Unconventional monetary policy and financialization of commodities. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304844.

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2021The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321.

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2021Estimating the Bank of Mexico’s reaction function in the last three decades: A Bayesian DSGE approach with rolling-windows. (2021). Zamarripa, Rene. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000024.

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2020Estimating nonlinear dynamic equilibrium models by matching impulse responses. (2020). Ruge-Murcia, Francisco. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303840.

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2020Inference in second-order identified models. (2020). Kleibergen, Frank ; Hall, Alastair R ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:346-372.

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2020Cash-flow or return predictability at long horizons? The case of earnings yield. (2020). Xu, Danielle ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:172-192.

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2020Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies. (2020). Nilavongse, Rachatar ; Bekiros, Stelios ; Uddin, Gazi Salah. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300590.

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2020Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries. (2020). Wróblewska, Justyna ; Dąbrowski, Marek ; Wroblewska, Justyna ; Dbrowski, Marek A. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:34-49.

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2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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2021Forecast heuristics, consumer expectations, and New-Keynesian macroeconomics: A Horse race. (2021). Sacht, Stephen ; Jang, Tae-Seok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:493-511.

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2021Ties that bind: Estimating the natural rate of interest for small open economies. (2021). Martínez García, Enrique ; Grossman, Valerie ; Wynne, Mark A ; Martinez-Garcia, Enrique ; Zhang, Ren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620302710.

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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.

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2020Bubbles and house price dispersion in the United States during 1975–2017. (2020). Zhu, Shenghao ; Zeng, Ting ; Tang, Yang. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418303215.

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2020Can learning explain boom-bust cycles in asset prices? An application to the US housing boom. (2020). Caines, Colin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301816.

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2021Policy Rules and Economic Performance. (2021). Prodan, Ruxandra ; Papell, David H ; Nikolsko-Rzhevskyy, Alex. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000045.

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2020Equilibrium real interest rates for the BRICS countries. (2020). Klose, Jens. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300025.

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2020The dynamics of energy prices and the Norwegian economy: A common trends and common cycles analysis. (2020). Basnet, Hem C ; Vatsa, Puneet. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302920.

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2021Endogenous forecast switching near the zero lower bound. (2021). Lansing, Kevin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:153-169.

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2020Prospects for inflation in a high pressure economy: Is the Phillips curve dead or is it just hibernating?. (2020). Mishkin, Frederic S ; Hooper, Peter ; Sufi, Amir. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:1:p:26-62.

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2021Ties 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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2021Get the Lowdown: The International Side of the Fall in the U.S. Natural Rate of Interest. (2020). Martínez García, Enrique ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88968.

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2020Estimates of r* Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy. (2020). Laforte, Jean-Philippe ; Gonzalez-Astudillo, Manuel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-85.

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2021Multivariate Hermite polynomials and information matrix tests. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_07.

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2020Simultaneous Indirect Inference, Impulse Responses and ARMA Models. (2020). Lopez, Beatriz Peraza ; Khalaf, Lynda. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:12-:d:340306.

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2020Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008.

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2020What Can the Data Tell Us about the Equilibrium Real Interest Rate?. (2020). Kiley, Michael. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:2:a:5.

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2020Predicting Downside Risks to House Prices and Macro-Financial Stability. (2020). Shahid, Sohaib ; Valckx, Nico ; Katagiri, Mitsuru ; Deghi, Andrea. In: IMF Working Papers. RePEc:imf:imfwpa:2020/011.

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2021A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Liu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202102.

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2020Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. (2020). Franses, Philip Hans ; Wiemann, Thomas. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09986-0.

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2020Unconventional Monetary Policy in a Small Open Economy. (2020). Popiel, Michal ; MacDonald, Margaux. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:5:d:10.1007_s11079-020-09583-6.

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2020Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic. (2020). Demircan, Hamza ; Cakmakli, Cem . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2016.

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2020The Impact of Forward Guidance and Large-scale Asset Purchase Programs on Commodity Markets. (2020). Rafiq, Shuddhasattwa ; Gomis-Porqueras, Pedro ; Yao, Wenying. In: MPRA Paper. RePEc:pra:mprapa:102781.

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2020Local Projections, Autocorrelation, and Efficiency. (2020). Lusompa, Amaze. In: MPRA Paper. RePEc:pra:mprapa:99856.

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2021Multivariate Hermite polynomials and information matrix tests. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Paper series. RePEc:rim:rimwps:21-12.

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2021Have Business Cycles Become More Synchronous After NAFTA?. (2021). Vatsa, Puneet. In: American Business Review. RePEc:ris:ambsrv:0026.

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2020Identifying shocks to business cycles with asynchronous propagation. (2020). Weber, Enzo ; Trenkler, Carsten. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1563-z.

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2020A time–frequency analysis of the Canadian macroeconomy and the yield curve. (2020). Ojo, Mustapha Olalekan ; Soares, Maria Joana ; Aguiar-Conraria, Luis. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1580-y.

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2021Direct Forecasting for Applied Regional Analysis. (2021). Brady, Ryan R. In: Departmental Working Papers. RePEc:usn:usnawp:67.

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2021Housing Yields. (2021). Colonnello, Stefano ; Xiong, Qizhou ; Marf, Roberto . In: Working Papers. RePEc:ven:wpaper:2021:21.

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2020Forecasting inflation gap persistence: Do financial sector professionals differ from nonfinancial sector ones?. (2020). Dixon, Huw ; Heravi, Saeed ; Easaw, Joshy. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:461-474.

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2020Differencing versus nondifferencing in factor‐based forecasting. (2020). Choi, In ; Jeong, Hanbat. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:728-750.

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2021Measuring the slowly evolving trend in US inflation with professional forecasts. (2021). Smith, Gregor ; Nason, James. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:1:p:1-17.

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2021Is euro area lowflation here to stay? Insights from a time?varying parameter model with survey data. (2021). Wauters, Joris ; Stevens, Arnoud. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:566-586.

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2021A Time?Series Model of Interest Rates with the Effective Lower Bound. (2021). Mertens, Elmar ; Johannsen, Benjamin K. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:5:p:1005-1046.

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2021A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Niu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: Working Papers. RePEc:wyi:wpaper:002581.

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2021Dynamics and synchronization of global equilibrium interest rates. (2021). Milivojevic, Lazar ; Beyer, Robert . In: IMFS Working Paper Series. RePEc:zbw:imfswp:146.

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2020Natural rate chimera and bond pricing reality. (2020). Goy, Gavin W ; Brand, Claus ; Lemke, Wolfgang. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224546.

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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]		article31
2017Communicating Uncertainty in Monetary Policy In: Discussion Papers.
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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature 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]		paper9
2007Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation In: Staff Working Papers.
[Full Text][Citation analysis]		paper6
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.
[Full Text][Citation analysis]		paper5
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.
[Full Text][Citation analysis]		paper15
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.
[Full Text][Citation analysis]		paper4
2012House Price Dynamics: Fundamentals and Expectations In: Staff Working Papers.
[Full Text][Citation analysis]		paper34
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.
[Full Text][Citation analysis]		paper6
2015A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
1993Testing for Common Features. In: Journal of Business & Economic Statistics.
[Citation analysis]		article358
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.
[Citation analysis]		article324
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.
[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.
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1999Multivariate detrending under common trend restrictions: Implications for business cycle research In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article13
1996Multivariate detrending under common trend restrictions: implications for business cycle research.(1996) In: Research Working Paper.
[Citation analysis]
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1999Vector rational error correction In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article22
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.
[Full Text][Citation analysis]		article54
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.
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2005Permanent and transitory policy shocks in an empirical macro model with asymmetric information In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article65
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.
[Full Text][Citation analysis]		article101
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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