17
H index
26
i10 index
2056
Citations
Sharon Kozicki : Citation Profile
Bank of Canada | RESEARCH PRODUCTION: 32 Articles 45 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
33 years (1990 - 2023). 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:
| Cites to:
|
Main data
Where Sharon Kozicki has published?
Recent works citing Sharon Kozicki (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper |
| 2023 | What Can Earnings Calls Tell Us About the Output Gap and Inflation in Canada?. (2023). Taskin, Temel ; Gosselin, Marc-Andre. In: Discussion Papers. RePEc:bca:bocadp:23-13. Full description at Econpapers || Download paper |
| 2023 | A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models. (2023). Coletti, Donald. In: Discussion Papers. RePEc:bca:bocadp:23-23. Full description at Econpapers || Download paper |
| 2023 | The 2021–22 Surge in Inflation. (2023). Uzeda, Luis ; MacGee, James (Jim) ; Kryvtsov, Oleksiy. In: Discussion Papers. RePEc:bca:bocadp:23-3. Full description at Econpapers || Download paper |
| 2023 | Predicting Recessions in (almost) Real Time in a Big-data Setting. (2023). Gaglianone, Wagner ; Fialho, Artur Brasil ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:587. Full description at Econpapers || Download paper |
| 2023 | Expectations and the housing market: A model of house price dynamics. (2023). Ryu, Doojin ; Hong, Jengei. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1242-1266. Full description at Econpapers || Download paper |
| 2023 | The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376. Full description at Econpapers || Download paper |
| 2023 | Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314. Full description at Econpapers || Download paper |
| 2023 | Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913. Full description at Econpapers || Download paper |
| 2023 | Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x. Full description at Econpapers || Download paper |
| 2023 | Estimating the variance of a combined forecast: Bootstrap-based approach. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:445-468. Full description at Econpapers || Download paper |
| 2023 | Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x. Full description at Econpapers || Download paper |
| 2023 | The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311. Full description at Econpapers || Download paper |
| 2023 | Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach. (2023). GAO, Jiti ; Anderson, Heather ; Wei, Wei ; Vahid, Farshid ; Turnip, Guido. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002967. Full description at Econpapers || Download paper |
| 2023 | Does systematic tail risk matter?. (2023). Pereverzin, Aleksandr ; Nguyen, Linh H ; Polanski, Arnold ; Stoja, Evarist. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001706. Full description at Econpapers || Download paper |
| 2023 | Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390. Full description at Econpapers || Download paper |
| 2023 | Cooling the mortgage loan market: The effect of borrower-based limits on new mortgage lending. (2023). Melecký, Martin ; Hodula, Martin ; Szabo, Milan ; Pfeifer, Luka. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000098. Full description at Econpapers || Download paper |
| 2023 | Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study. (2023). Xu, Xiangyun ; Shi, YU ; Xie, Lijuan ; Zhong, Changbiao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:51-62. Full description at Econpapers || Download paper |
| 2023 | Macro-financial implications of central bank digital currencies. (2023). Karim, Sitara ; Lucey, Brian M ; Naeem, Muhammad Abubakr ; Irfan, Muhammad ; Rehman, Mubeen Abdur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000181. Full description at Econpapers || Download paper |
| 2023 | The Hard Road to a Soft Landing: Evidence from a (Modestly) Nonlinear Structural Model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:95448. Full description at Econpapers || Download paper |
| 2023 | Post-COVID Inflation Dynamics: Higher for Longer. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:95478. Full description at Econpapers || Download paper |
| 2023 | Supply or Demand? Policy Makers Confusion in the Presence of Hysteresis. (2023). Singh, Sanjay R ; Fatas, Antonio. In: Working Paper Series. RePEc:fip:fedfwp:96580. Full description at Econpapers || Download paper |
| 2023 | Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:9-:d:1092261. Full description at Econpapers || Download paper |
| 2023 | Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model: Evidence from Sweden before and during the coronavirus pandemic. (2023). Strid, Ingvar ; di Casola, Paola ; Belfrage, Carl-Johan ; Akkaya, Yildiz. In: Working Paper Series. RePEc:hhs:rbnkwp:0421. Full description at Econpapers || Download paper |
| 2023 | Estimation of firms inflation expectations using the survey DI. (2023). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:749. Full description at Econpapers || Download paper |
| 2023 | Local Projection Based Inference under General Conditions. (2023). Xu, Ke-Li. In: CAEPR Working Papers. RePEc:inu:caeprp:2023001. Full description at Econpapers || Download paper |
| 2023 | Sentimental Shocks and House Prices. (2023). Kapopoulos, Panayotis ; Anastasiou, Dimitris ; Zekente, Kalliopi-Maria. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09871-z. Full description at Econpapers || Download paper |
| 2023 | The Role of Inflation Targeting in Anchoring Long-Run Inflation Expectations: Evidence from India. (2023). Pratap, Bhanu ; Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:118951. Full description at Econpapers || Download paper |
| 2023 | Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: CEIS Research Paper. RePEc:rtv:ceisrp:555. Full description at Econpapers || Download paper |
| 2023 | THE FEDERAL RESERVES IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS. (2023). Theodoridis, Konstantinos ; Mumtaz, Haroon. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1749-1775. Full description at Econpapers || Download paper |
| 2023 | Understanding trend inflation through the lens of the goods and services sectors. (2023). Wong, Benjamin ; Eo, Yunjong ; Uzeda, Luis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:751-766. Full description at Econpapers || Download paper |
| 2023 | Oil prices in the real economy. (2023). Spencer, Peter ; Shu, Haicheng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:878-897. Full description at Econpapers || Download paper |
Works by Sharon Kozicki:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases In: Bank of Canada Review. [Full Text][Citation analysis] | article | 32 |
| 2017 | Communicating Uncertainty in Monetary Policy In: Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2023 | Summaries of Central Bank Policy Deliberations: A Canadian Context In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Survey-Based Estimates of the Term Structure of Expected U.S. Inflation In: Staff Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2007 | Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2005 | Perhaps 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 nother version. Agregated cites: 7 | paper | |
| 2007 | Term Structure Transmission of Monetary Policy In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Term structure transmission of monetary policy.(2008) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2005 | Term structure transmission of monetary policy.(2005) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2007 | Estimation and Inference by the Method of Projection Minimum Distance In: Staff Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2007 | Estimation and Inference by the Method of Projection Minimum Distance.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2009 | Estimating DSGE-Model-Consistent Trends for Use in Forecasting In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2012 | House Price Dynamics: Fundamentals and Expectations In: Staff Working Papers. [Full Text][Citation analysis] | paper | 49 |
| 2015 | House price dynamics: Fundamentals and expectations.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
| 2015 | Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects In: Staff Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2015 | A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1993 | Testing for Common Features. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 417 |
| 1990 | Testing For Common Features.(1990) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 417 | paper | |
| 1993 | Testing for Common Features: Reply. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 333 |
| 2017 | Real GDI, Productivity, and the Terms of Trade in Canada In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 0 |
| 2006 | Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2004 | ¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la polÃtica monetaria? In: Monetaria. [Full Text][Citation analysis] | article | 0 |
| 1999 | Multivariate detrending under common trend restrictions: Implications for business cycle research In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 14 |
| 1996 | Multivariate detrending under common trend restrictions: implications for business cycle research.(1996) In: Research Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 1999 | Vector rational error correction In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 33 |
| 1998 | Vector rational error correction.(1998) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2001 | Term structure views of monetary policy under alternative models of agent expectations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 66 |
| 2002 | Dynamic specifications in optimizing trend-deviation macro models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 42 |
| 2001 | Dynamic specifications in optimizing trend-deviation macro models.(2001) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2005 | Permanent and transitory policy shocks in an empirical macro model with asymmetric information In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 80 |
| 2004 | Permanent and transitory policy shocks in an empirical macro model with asymmetric information.(2004) In: Proceedings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | article | |
| 2003 | Permanent and transitory policy shocks in an empirical macro model with asymmetric information.(2003) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 2004 | Permanent 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 nother version. Agregated cites: 80 | paper | |
| 2003 | Permanent 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 nother version. Agregated cites: 80 | paper | |
| 2005 | Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 128 |
| 2004 | Estimating equilibrium real interest rates in real time.(2004) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 128 | paper | |
| 2004 | Estimating equilibrium real interest rates in real-time.(2004) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 128 | paper | |
| 2002 | Comments on Forecasting with a real-time data set for macroeconomists In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 12 |
| 2012 | Macro has progressed In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 4 |
| 2001 | Shifting endpoints in the term structure of interest rates In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 285 |
| 1997 | Shifting endpoints in the term structure of interest rates.(1997) In: Research Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 285 | paper | |
| 2005 | What do you expect? Imperfect policy credibility and tests of the expectations hypothesis In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 58 |
| 2001 | What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?.(2001) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2009 | Perhaps the 1970s FOMC did what it said it did In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 28 |
| 1993 | Techniques for estimating dynamic comovement with an application to common international output fluctuations In: Finance and Economics Discussion Series. [Citation analysis] | paper | 2 |
| 1995 | The comovement of output and labor productivity in aggregate data for auto assembly plants In: Finance and Economics Discussion Series. [Citation analysis] | paper | 8 |
| 1996 | Moving endpoints and the internal consistency of agents ex ante forecasts In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 17 |
| 1997 | Moving endpoints and the internal consistency of agents ex ante forecasts.(1997) In: Research Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 1998 | Moving Endpoints and the Internal Consistency of Agents Ex Ante Forecasts..(1998) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2005 | Estimating forward-looking Euler equations - discussion In: Proceedings. [Citation analysis] | article | 0 |
| 1997 | The productivity growth slowdown: diverging trends in the manufacturing and service sectors In: Economic Review. [Full Text][Citation analysis] | article | 11 |
| 1997 | Predicting real growth and inflation with the yield spread In: Economic Review. [Full Text][Citation analysis] | article | 74 |
| 1999 | How useful are Taylor rules for monetary policy? In: Economic Review. [Full Text][Citation analysis] | article | 85 |
| 2001 | Why do central banks monitor so many inflation indicators? In: Economic Review. [Full Text][Citation analysis] | article | 6 |
| 2004 | How do data revisions affect the evaluation and conduct of monetary policy? In: Economic Review. [Full Text][Citation analysis] | article | 22 |
| 2005 | Longer-term perspectives on the yield curve and monetary policy In: Economic Review. [Full Text][Citation analysis] | article | 10 |
| 1997 | Breathing room for beta In: Research Working Paper. [Citation analysis] | paper | 0 |
| 1998 | Predicting inflation with the term structure spread In: Research Working Paper. [Full Text][Citation analysis] | paper | 5 |
| 1998 | Term structure views of monetary policy In: Research Working Paper. [Full Text][Citation analysis] | paper | 4 |
| 1999 | Implications of rounding and rebasing for empirical analysis using consumer price inflation In: Research Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Implications of real-time data for forecasting and modeling expectations In: Research Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 2002 | Term premia : endogenous constraints on monetary policy In: Research Working Paper. [Full Text][Citation analysis] | paper | 6 |
| 2002 | Alternative sources of the lag dynamics of inflation In: Research Working Paper. [Full Text][Citation analysis] | paper | 53 |
| 2003 | Alternative Sources of the Lag Dynamics of Inflation.(2003) In: Computing in Economics and Finance 2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2005 | Minding the gap : central bank estimates of the unemployment natural rate In: Research Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate.(2006) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2009 | Parsing shocks: real-time revisions to gap and growth projections for Canada In: Review. [Full Text][Citation analysis] | article | 5 |
| 2011 | ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE In: International Economic Review. [Citation analysis] | article | 13 |
| 2004 | Rounding Error: A Distorting Influence on Index Data. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 13 |
| 2012 | Effective Use of Survey Information in Estimating the Evolution of Expected Inflation In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 67 |
| 2000 | THE TERM STRUCTURE OF EXPECTED INFLATION In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| 2002 | Monetary Policy Transmission through Term Premiums In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2005 | Central Bank Estimates of the Unemployment Natural Rate In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| Moving Endpoints in Macrofinance In: Computing in Economics and Finance 1996. [Full Text][Citation analysis] | paper | 0 | |
| Rational Vector Error Correction Models In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 | |
| 1999 | Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team