Peter Tinsley : Citation Profile


Deceased: 2018-03

17

H index

24

i10 index

1366

Citations

RESEARCH PRODUCTION:

32

Articles

60

Papers

1

Chapters

RESEARCH ACTIVITY:

   44 years (1968 - 2012). See details.
   Cites by year: 31
   Journals where Peter Tinsley has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 32 (2.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pti14
   Updated: 2022-07-02    RAS profile:    
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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 Peter Tinsley.

Is cited by:

Williams, John (64)

Orphanides, Athanasios (50)

Rudebusch, Glenn (36)

Clark, Todd (36)

Svensson, Lars (33)

Wieland, Volker (28)

Tetlow, Robert (27)

Levin, Andrew (22)

Dewachter, Hans (20)

Swanson, Eric (18)

Coenen, Günter (18)

Cites to:

Kozicki, Sharon (54)

Campbell, John (35)

Shiller, Robert (29)

Sargent, Thomas (27)

Orphanides, Athanasios (24)

Mankiw, N. Gregory (21)

Gertler, Mark (19)

Woodford, Michael (18)

Williams, John (17)

Rudebusch, Glenn (17)

Backus, David (16)

Main data


Where Peter Tinsley has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control5
Journal of Econometrics4
Journal of Monetary Economics4
Computational Economics3
Journal of Finance2
Federal Reserve Bulletin2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)21
Research Working Paper / Federal Reserve Bank of Kansas City12
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)12
Staff Working Papers / Bank of Canada3
Computing in Economics and Finance 1996 / Society for Computational Economics2
Staff Studies / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Peter Tinsley (2021 and 2020)


YearTitle of citing document
2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

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2020A macroeconometric model for Russia. (2020). Tolepbergen, Alisher ; Bolatbayeva, Aizhan ; Abilov, Nurdaulet. In: Russian Journal of Economics. RePEc:arh:jrujec:v:6:y:2020:i:2:p:114-143.

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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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2020Effects of eligibility for central bank purchases on corporate bond spreads. (2020). Silvestrini, Andrea ; Makinen, Taneli ; Mercatanti, Andrea ; Li, Fan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1300_20.

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2020Effects of eligibility for central bank purchases on corporate bond spreads. (2020). Silvestrini, Andrea ; Mercatanti, Andrea ; Li, Fan ; Makinen, Taneli. In: BIS Working Papers. RePEc:bis:biswps:894.

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2021Learning From Disagreement in the U.S. Treasury Bond Market. (2021). Singleton, Kenneth J ; Laursen, Kristoffer T ; Giacoletti, Marco. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:395-441.

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2021Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

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2021The Consumption Euler Equation or the Keynesian Consumption Function?. (2021). Jansen, Eilev S ; Cappelen, Dne ; Boug, PL ; Swensen, Anders Rygh ; RyghSwensen, Anders. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:252-272.

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2021Euro Area Income and Wealth Effects: Aggregation Issues. (2021). Zekaite, Zivile ; de Bondt, Gabe ; Herrero, Pablo ; Gieseck, Arne. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1454-1474.

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2021Welfare costs of monetary policy uncertainty in the economy with shifting trend inflation. (2021). To, Thanh ; Doan, Thang. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:1:p:126-154.

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2021Optimal policy with occasionally binding constraints: piecewise linear solution methods. (2021). Waldron, Matt ; Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0911.

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2021Forward guidance with unanchored expectations. (2021). Gibbs, Chris ; Eusepi, Stefano ; Preston, Bruce. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_011.

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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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2021A Test of Neo-Fisherism: 1964–2019. (2021). Joshua, Hall ; Peter, Bias. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:221-251:n:8.

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2020The Effects of QQE on Long-run Inflation Expectations in Japan. (2020). Soma, Naoto ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf494.

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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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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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2020Inflation volatility in small and large advanced open economies. (2020). Balatti, Mirco . In: Working Paper Series. RePEc:ecb:ecbwps:20202448.

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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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2021Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612.

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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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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.

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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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2020Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data. (2020). Bec, Frédérique ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305436.

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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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2022An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models. (2022). Kontoghiorghes, Erricos John ; Hadjiantoni, Stella. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:1-18.

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2021Impact of the ECB Quantitative Easing on the International Investment Position. (2021). CEZAR, Rafael ; Silvestrini, Maeva. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:241-263.

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2021QE in the euro area: Has the PSPP benefited peripheral bonds?. (2021). Gros, Daniel ; Belke, Ansgar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100069x.

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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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2021Modeling persistent interest rates with double-autoregressive processes. (2021). Hansen, Anne Lundgaard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002545.

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2020Value and patience: The value premium in a dividend-growth model with hyperbolic discounting. (2020). Schindler, Nilufer ; Hens, Thorsten. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:161-179.

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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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2021Inspecting the mechanism of quantitative easing in the euro area. (2021). Yogo, Motohiro ; Koulischer, Francois ; Nguyen, Benoit. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:1-20.

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2021Unconventional monetary policy and the portfolio choice of international mutual funds. (2021). Elard, Ilaf ; Cenedese, Gino. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000061.

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

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2021Quantitative Easing and Financial Risk Taking: Evidence from Agency Mortgage REITs. (2020). Frame, W ; Steiner, Eva. In: Working Papers. RePEc:fip:feddwp:88322.

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2020Short-term Planning, Monetary Policy, and Macroeconomic Persistence. (2020). Lopez-Salido, David ; Herbst, Edward ; Gust, Christopher J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-03.

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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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2021The Term Structure of Expectations. (2021). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard ; Preston, Bruce. In: Staff Reports. RePEc:fip:fednsr:93341.

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

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2021Inflation Expectations and Central Bank Communication with Unknown Prior. (2021). Tsuruga, Tomohiro ; Okuda, Tatsushi. In: IMES Discussion Paper Series. RePEc:ime:imedps:21-e-07.

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2021The Power of Central Bank Balance Sheets. (2021). Orphanides, Athanasios. In: IMES Discussion Paper Series. RePEc:ime:imedps:21-e-10.

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2021The Power of Central Bank Balance Sheets. (2021). Orphanides, Athanasios. In: Monetary and Economic Studies. RePEc:ime:imemes:v:39:y:2021:p:35-54.

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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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2021Monetary Policy Effectiveness under the Ultra-Low Interest Rate Environment: Evidence from Yield Curve Dynamics in Japan. (2021). Shiratsuka, Shigenori. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2021-012.

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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 fiscal–monetary policy mix in the euro area: challenges at the zero lower bound. (2020). Orphanides, Athanasios. In: Economic Policy. RePEc:oup:ecpoli:v:35:y:2020:i:103:p:461-517..

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2020Monetary Policy Transmission to Russia and Eastern Europe. (2020). Grigoriadis, Theocharis ; Stann, Carsten M. In: Comparative Economic Studies. RePEc:pal:compes:v:62:y:2020:i:2:d:10.1057_s41294-020-00114-3.

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2020Outreach and Effects of the ECB Corporate Sector Purchase Programme. (2020). Jakl, Jakub. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2020:y:2020:i:3:id:729:p:291-314.

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2020Self-fulfillment degree of economic expectations within an integrated space: The European Union case study. (2020). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:4:p:5-32.

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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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2020Trend inflation meets macro-finance: the puzzling behavior of price dispersion. (2020). Rabitsch, Katrin ; Kaszab, Lorant ; Marsal, Ales. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp304.

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2022PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES. (2022). Phillips, Peter ; Cho, Jin Seo. In: International Economic Review. RePEc:wly:iecrev:v:63:y:2022:i:1:p:391-456.

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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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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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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.

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2020The Research–Policy Nexus: ZLB, JMCB, and FOMC. (2020). Williams, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:s2:p:601-605.

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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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2020Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility. (2020). Nason, James ; Mertens, Elmar. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:4:p:1485-1520.

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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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2020The ruling of the Federal Constitutional Court concerning the public sector purchase program: A practical way forward. (2020). Wieland, Volker ; Siekmann, Helmut. In: IMFS Working Paper Series. RePEc:zbw:imfswp:140.

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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 Peter Tinsley:


YearTitleTypeCited
1976On the Use of Feedback Control in the Design of Aggregate Monetary Policy. In: American Economic Review.
[Full Text][Citation analysis]
article15
2006Survey-Based Estimates of the Term Structure of Expected U.S. Inflation In: Staff Working Papers.
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paper12
2007Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation In: Staff Working Papers.
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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.
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paper6
2008Term structure transmission of monetary policy.(2008) In: The North American Journal of Economics and Finance.
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This paper has another version. Agregated cites: 6
article
2005Term structure transmission of monetary policy.(2005) In: Research Working Paper.
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This paper has another version. Agregated cites: 6
paper
1981The Impact of Uncertainty on the Feasibility of Humphrey-Hawkins Objectives. In: Journal of Finance.
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article0
1991 After-Hours Stock Prices and Post-Crash Hangovers. In: Journal of Finance.
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article34
1988After-hours stock prices and post-crash hangovers.(1988) In: Finance and Economics Discussion Series.
[Citation analysis]
This paper has another version. Agregated cites: 34
paper
2003Monetary Policy When the Nominal Short-Term Interest Rate is Zero In: The B.E. Journal of Macroeconomics.
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article144
2000Monetary policy when the nominal short-term interest rate is zero.(2000) In: Finance and Economics Discussion Series.
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paper
1970Capital Structure, Precautionary Balances, and Valuation of the Firm: The Problem of Financial Risk In: Journal of Financial and Quantitative Analysis.
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article3
1970Capital structure, precautionary balances, and valuation of the firm: the problem of financial risk.(1970) In: Special Studies Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
1977On filtering auxiliary information in short-run monetary policy In: Carnegie-Rochester Conference Series on Public Policy.
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article10
1978On filtering auxiliary information in short-run monetary policy.(1978) In: Special Studies Papers.
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paper
1999Vector rational error correction In: Journal of Economic Dynamics and Control.
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article37
1998Rational error correction.(1998) In: Finance and Economics Discussion Series.
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1998Vector rational error correction.(1998) In: Research Working Paper.
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2002Rational Error Correction..(2002) In: Computational Economics.
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2001Term structure views of monetary policy under alternative models of agent expectations In: Journal of Economic Dynamics and Control.
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article63
2002Dynamic specifications in optimizing trend-deviation macro models In: Journal of Economic Dynamics and Control.
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article42
2001Dynamic specifications in optimizing trend-deviation macro models.(2001) In: Research Working Paper.
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This paper has another version. Agregated cites: 42
paper
2005Permanent and transitory policy shocks in an empirical macro model with asymmetric information In: Journal of Economic Dynamics and Control.
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article71
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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paper
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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1982The rational expectations approach to economic modelling In: Journal of Economic Dynamics and Control.
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article7
1980The rational expectations approach to economic modelling.(1980) In: Special Studies Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
1996Effective interest rate policies for price stability In: Economic Modelling.
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article1
1980Linear prediction and estimation methods for regression models with stationary stochastic coefficients In: Journal of Econometrics.
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article63
1976Linear prediction and estimation methods for regression models with stationary stochastic coefficients.(1976) In: Special Studies Papers.
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This paper has another version. Agregated cites: 63
paper
1980Indicator and filter attributes of monetary aggregates : A nit-picking case for disaggregation In: Journal of Econometrics.
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article14
1980Indicator and filter attributes of monetary aggregates: a nit-picking case for disaggregation.(1980) In: Special Studies Papers.
[Citation analysis]
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1981An expose of disguised deposits In: Journal of Econometrics.
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article3
1981A maximum probability approach to short-run policy In: Journal of Econometrics.
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article6
1982A maximum probability approach to short-run policy.(1982) In: Special Studies Papers.
[Citation analysis]
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paper
1982The short-run volatility of money stock targeting In: Journal of Monetary Economics.
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article9
1982The short-run volatility of money stock targeting.(1982) In: Special Studies Papers.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
2001Shifting endpoints in the term structure of interest rates In: Journal of Monetary Economics.
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article271
1997Shifting endpoints in the term structure of interest rates.(1997) In: Research Working Paper.
[Citation analysis]
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2005What do you expect? Imperfect policy credibility and tests of the expectations hypothesis In: Journal of Monetary Economics.
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