17
H index
25
i10 index
1952
Citations
Sharon Kozicki : Citation Profile
Bank of Canada | RESEARCH PRODUCTION: 32 Articles 45 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1990 - 2020). 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:
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Main data
Where Sharon Kozicki has published?
Recent works citing Sharon Kozicki (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Predicting 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 |
| 2022 | Dimension 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 |
| 2022 | Detecting 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 |
| 2022 | Uncertainty 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 |
| 2022 | Do 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 |
| 2022 | Supply 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 |
| 2022 | Cooling 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 |
| 2022 | Measuring 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 |
| 2022 | The 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 |
| 2022 | Global 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 |
| 2022 | Constructing 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 |
| 2022 | Central 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 |
| 2021 | Technological 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 |
| 2022 | What 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 |
| 2022 | A Unified Framework to Estimate Macroeconomic Stars. (2021). Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:93166. Full description at Econpapers || Download paper |
| 2021 | When 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 |
| 2022 | A 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 |
| 2022 | Should 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 |
| 2022 | Global 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 |
| 2022 | Estimating 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 |
| 2022 | Inflation 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 |
| 2022 | Global Stagflation. (2022). Ohnsorge, Franziska ; Kose, Ayhan M ; Ha, Jongrim. In: MPRA Paper. RePEc:pra:mprapa:113306. Full description at Econpapers || Download paper |
| 2022 | Characterizing 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 |
| 2022 | Dimension 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 |
| 2022 | Dimension 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 |
| 2022 | A 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 |
| 2022 | Describing 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 |
| 2022 | Ination 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 |
| 2022 | Nowcasting 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 |
| 2022 | Normal 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 |
| 2022 | A 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 |
| 2022 | Forecasting 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:
| 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 | 4 |
| 2020 | Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 another 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 another version. Agregated cites: 6 | article | |
| 2005 | Term structure transmission of monetary policy.(2005) In: Research Working Paper. [Full Text][Citation analysis] This paper has another 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 another 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 | 42 |
| 2015 | House 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 | |
| 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 | 2 |
| 1993 | Testing for Common Features. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 409 |
| 1990 | Testing For Common Features.(1990) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 409 | paper | |
| 1993 | Testing for Common Features: Reply. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 327 |
| 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 another 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 another 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 | 64 |
| 2002 | Dynamic specifications in optimizing trend-deviation macro models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 41 |
| 2001 | Dynamic 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 | |
| 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 | 71 |
| 2004 | Permanent 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 | |
| 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 another version. Agregated cites: 71 | 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 another version. Agregated cites: 71 | 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 another version. Agregated cites: 71 | paper | |
| 2005 | Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 124 |
| 2004 | Estimating 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 | |
| 2004 | Estimating 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 | |
| 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 | 272 |
| 1997 | Shifting endpoints in the term structure of interest rates.(1997) In: Research Working Paper. [Citation analysis] This paper has another version. Agregated cites: 272 | 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 | 56 |
| 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 another version. Agregated cites: 56 | paper | |
| 2009 | Perhaps the 1970s FOMC did what it said it did In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 27 |
| 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 another 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 another 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 | 8 |
| 1997 | Predicting real growth and inflation with the yield spread In: Economic Review. [Full Text][Citation analysis] | article | 61 |
| 1999 | How useful are Taylor rules for monetary policy? In: Economic Review. [Full Text][Citation analysis] | article | 83 |
| 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 | 21 |
| 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 | 3 |
| 1998 | Term structure views of monetary policy In: Research Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 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 | 42 |
| 2003 | Alternative 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 | |
| 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 another 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 | 3 |
| 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 | 12 |
| 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 | 58 |
| 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 |
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