18
H index
27
i10 index
2151
Citations
Bank of Canada | 18 H index 27 i10 index 2151 Citations RESEARCH PRODUCTION: 32 Articles 48 Papers RESEARCH ACTIVITY:
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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: |
| Year | Title of citing document |
|---|---|
| 2024 | Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach. (2024). Wilms, Ines ; Hecq, Alain ; Ricardo, Ivan. In: Papers. RePEc:arx:papers:2407.07973. Full description at Econpapers || Download paper |
| 2025 | VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278. Full description at Econpapers || Download paper |
| 2025 | Regularized Generalized Covariance (RGCov) Estimator. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Jasiak, Joann ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2504.18678. Full description at Econpapers || Download paper |
| 2025 | Forecasting House Prices. (2025). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2509.21460. Full description at Econpapers || Download paper |
| 2025 | Control VAR: a counterfactual based approach to inference in macroeconomics. (2025). Pala, Raimondo. In: Papers. RePEc:arx:papers:2510.23762. Full description at Econpapers || Download paper |
| 2025 | Time-Varying Inflation Target and Unbiased Taylor Rule Estimation. (2025). Haque, Qazi ; Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-01. Full description at Econpapers || Download paper |
| 2024 | The Neutral Interest Rate: Past, Present and Future. (2024). Ozhan, Galip ; Feunou, Bruno ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:24-03. Full description at Econpapers || Download paper |
| 2024 | Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965. Full description at Econpapers || Download paper |
| 2025 | Local Projections vs. VARs for structural parameter estimation. (2025). Castellanos, Juan. In: Bank of England working papers. RePEc:boe:boeewp:1116. Full description at Econpapers || Download paper |
| 2025 | Agent-based modeling at central banks: recent developments and new challenges. (2025). Hinterschweiger, Marc ; Glielmo, Aldo ; Carro, Adrian ; Uluc, Arzu ; Kaszowska-Mojsa, Jagoda ; Borsos, Andrs. In: Bank of England working papers. RePEc:boe:boeewp:1122. Full description at Econpapers || Download paper |
| 2025 | Star-struck; Monetary Policy and the Neutral Rate. (2025). Garabedian, Garo. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/25. Full description at Econpapers || Download paper |
| 2024 | Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp. Full description at Econpapers || Download paper |
| 2025 | The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01. Full description at Econpapers || Download paper |
| 2025 | Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo. In: Working Papers. RePEc:dnb:dnbwpp:829. Full description at Econpapers || Download paper |
| 2024 | Inflation (de-)anchoring in the euro area. (2024). De Backer, Bruno ; Burban, Valentin ; Vladu, Andreea Liliana. In: Working Paper Series. RePEc:ecb:ecbwps:20242964. Full description at Econpapers || Download paper |
| 2024 | Does relaxing household credit constraints hurt small business lending? Evidence from a policy change in Texas. (2024). Gumus, Inci ; Bahadir, Berrak ; Schaffer, Matthew. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001445. Full description at Econpapers || Download paper |
| 2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper |
| 2025 | A Dynare toolbox for social learning expectations. (2025). Salle, Isabelle ; Grimaud, Alex ; Vermandel, Gauthier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001763. Full description at Econpapers || Download paper |
| 2024 | Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x. Full description at Econpapers || Download paper |
| 2024 | Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603. Full description at Econpapers || Download paper |
| 2025 | A simple measure of anchoring for short-run expected inflation in FIRE models. (2025). Lansing, Kevin J ; Jrgensen, Peter Lihn. In: Economics Letters. RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005342. Full description at Econpapers || Download paper |
| 2024 | A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87. Full description at Econpapers || Download paper |
| 2024 | Supply or demand? Policy makers’ confusion in the presence of hysteresis. (2024). Singh, Sanjay ; Fatas, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002453. Full description at Econpapers || Download paper |
| 2025 | Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data. (2025). Sibbertsen, Philipp ; del Barrio Castro, Tomás ; Escribano, Alvaro. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003445. Full description at Econpapers || Download paper |
| 2024 | Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies. (2024). Huetsch, Leon ; Davis, Josh ; Fuenzalida, Cristian ; Mills, Benjamin ; Taylor, Alan M. In: Journal of International Economics. RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000436. Full description at Econpapers || Download paper |
| 2024 | Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Monge, Manuel ; Claudio-Quiroga, Gloria ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744. Full description at Econpapers || Download paper |
| 2024 | Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Klein, Tony ; Ma, Chao-Qun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000179. Full description at Econpapers || Download paper |
| 2024 | (Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. Full description at Econpapers || Download paper |
| 2024 | Forecasting euro area inflation using a huge panel of survey expectations. (2024). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1042-1054. Full description at Econpapers || Download paper |
| 2025 | Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution. (2025). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:153-174. Full description at Econpapers || Download paper |
| 2024 | Inflation and Disintermediation. (2024). Baron, Matthew ; Agarwal, Isha. In: Journal of Financial Economics. RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001259. Full description at Econpapers || Download paper |
| 2024 | How supply and demand affect national house prices: The case of Ireland. (2024). O'Toole, Conor ; McQuinn, Kieran ; Egan, Paul. In: Journal of Housing Economics. RePEc:eee:jhouse:v:65:y:2024:i:c:s1051137724000251. Full description at Econpapers || Download paper |
| 2024 | Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America. (2024). Gimeno, Ricardo ; Garcia, Juan Angel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000152. Full description at Econpapers || Download paper |
| 2024 | Local Projections. (2024). Jorda, Oscar ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:98669. Full description at Econpapers || Download paper |
| 2024 | A Simple Measure of Anchoring for Short-Run Expected Inflation in FIRE Models. (2024). Lansing, Kevin ; Jorgensen, Peter. In: Working Paper Series. RePEc:fip:fedfwp:99054. Full description at Econpapers || Download paper |
| 2025 | Beliefs, Aggregate Risk, and the U.S. Housing Boom. (2022). Jacobson, Margaret. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-61. Full description at Econpapers || Download paper |
| 2024 | Why Have Long-term Treasury Yields Fallen Since the 1980s? Expected Short Rates and Term Premiums in (Quasi-) Real Time. (2024). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-54. Full description at Econpapers || Download paper |
| 2025 | Long-Run Inflation Expectations. (2025). Melosi, Leonardo ; Fisher, Jonas ; Rast, Sebastian. In: Working Paper Series. RePEc:fip:fedhwp:99677. Full description at Econpapers || Download paper |
| 2025 | How Do We Learn About the Long Run?. (2025). Preston, Bruce ; Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:99868. Full description at Econpapers || Download paper |
| 2024 | The Tale of Two Economies: Inflationary Dynamics in the Euro Area and the US in the Context of Uncertainty. (2024). Collignon, Stefan. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:7:p:157-:d:1419585. Full description at Econpapers || Download paper |
| 2024 | Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity. (2024). Jo, Gab-Je. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:117-:d:1355973. Full description at Econpapers || Download paper |
| 2024 | Demographic Change and the Housing Stock of Large and Medium-Sized Cities in the Context of Sustainable Development. (2024). Piewak-Szyjka, Monika ; Sompolska-Rzechua, Agnieszka ; Oleczuk-Paszel, Anna ; Blaszke, Magorzata. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:24:p:10907-:d:1542457. Full description at Econpapers || Download paper |
| 2025 | Long-Run Interest Rate Differentials and the Profitability of Currency Carry. (2025). Ferreira Batista Martins, Igor ; Kaebi, Mohammed Mehdi. In: Working Papers. RePEc:hhs:oruesi:2025_010. Full description at Econpapers || Download paper |
| 2024 | Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni. In: Economics. RePEc:ice:wpaper:wp95. Full description at Econpapers || Download paper |
| 2025 | An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model. (2025). Lee, Sang-Heon. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10653-x. Full description at Econpapers || Download paper |
| 2024 | Decomposing Uncertainty in Macro-Finance Term Structure Models. (2024). Byrne, Joseph ; Cao, Shuo. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:3:p:428-449.. Full description at Econpapers || Download paper |
| 2024 | Modeling the trend, persistence, and volatility of inflation in Pacific Alliance countries: an empirical application using a model with inflation bands. (2024). Rodríguez, Gabriel ; Surco, Luis ; Rodriguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00533. Full description at Econpapers || Download paper |
| 2025 | 20 Years of Central Bank Communications, and Lessons for the Future. (2025). Macklem, Tiff ; Vardy, Jill. In: RBA Annual Conference Papers. RePEc:rba:rbaacp:acp2024-02. Full description at Econpapers || Download paper |
| 2024 | What factors drive house prices in the USA? Sign restricted VAR approach. (2024). Lee, Jinwoong. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02533-4. Full description at Econpapers || Download paper |
| 2024 | Monetary policy instruments and inflation in Nigeria: a revisit of FAVAR. (2024). Akande, Emmanuel O ; Dandaura, Jeremiah D ; Akanni, Elijah. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:18:y:2024:i:1:d:10.1007_s42495-023-00119-7. Full description at Econpapers || Download paper |
| 2024 | US monetary policy, the global financial cycle and cross-country financial cycles. (2024). Gupta, Vrinda ; Dubey, Amlendu. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09680-z. Full description at Econpapers || Download paper |
| 2025 | The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f. Full description at Econpapers || Download paper |
| 2024 | A Unified Theory for Arma Models with Varying Coefficients: One Solution Fits All.. (2024). Canepa, Alessandra ; Karanasos, Menelaos ; Magdalinos, Anastasios ; Paraskevopoulos, Alexandros. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202413. Full description at Econpapers || Download paper |
| 2024 | Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1513-1533. Full description at Econpapers || Download paper |
| 2025 | Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts. (2025). Knüppel, Malte ; Vladu, Andreea L ; Knppel, Malte. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:359-379. Full description at Econpapers || Download paper |
| 2024 | Post‐COVID inflation dynamics: Higher for longer. (2024). Verbrugge, Randal ; Zaman, Saeed. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:871-893. Full description at Econpapers || Download paper |
| 2025 | Predictive Power of Key Financial Variables During the Unconventional Monetary Policy Era. (2025). Kuosmanen, Petri ; Vataja, Juuso. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:856-866. Full description at Econpapers || Download paper |
| 2024 | Specification testing for conditional moment restrictions under local identification failure. (2024). Gospodinov, Nikolay ; Dovonon, Prosper. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:3:p:849-891. Full description at Econpapers || Download paper |
| 2025 | Long-Run Inflation Expectations. (2025). Rast, Sebastian Sebastian ; Melosi, Leonardo ; Jonas, Jonas D. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1551. Full description at Econpapers || Download paper |
| 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 | 8 |
| 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 |
| 2023 | Making It Real: Bringing Research Models into Central Bank Projections In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Monetary Policy Governance: Bank of Canada Practices to Support Policy Effectiveness In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Gouvernance de la politique monétaire : pratiques de la Banque du Canada pour favoriser l’efficacité de la politique monétaire 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 | 13 |
| 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 | 7 |
| 2012 | House Price Dynamics: Fundamentals and Expectations In: Staff Working Papers. [Full Text][Citation analysis] | paper | 54 |
| 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: 54 | article | |
| 2015 | Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 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 | 435 |
| 1990 | Testing For Common Features.(1990) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 435 | paper | |
| 1993 | Testing for Common Features: Reply. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 348 |
| 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 | 4 |
| 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 | 22 |
| 1998 | Vector rational error correction.(1998) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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 | 68 |
| 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 | 83 |
| 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: 83 | 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: 83 | 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: 83 | paper | |
| 2005 | Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 131 |
| 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: 131 | 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: 131 | paper | |
| 2002 | Comments on Forecasting with a real-time data set for macroeconomists In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 17 |
| 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 | 302 |
| 1997 | Shifting endpoints in the term structure of interest rates.(1997) In: Research Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 302 | 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 | 61 |
| 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: 61 | paper | |
| 2009 | Perhaps the 1970s FOMC did what it said it did In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 31 |
| 2004 | Permanent and transitory policy shocks in an empirical macro model with asymmetric information In: Proceedings. [Full Text][Citation analysis] | article | 3 |
| 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 | 18 |
| 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: 18 | 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: 18 | 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 | 75 |
| 1999 | How useful are Taylor rules for monetary policy? In: Economic Review. [Full Text][Citation analysis] | article | 88 |
| 2001 | Why do central banks monitor so many inflation indicators? In: Economic Review. [Full Text][Citation analysis] | article | 7 |
| 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 | 12 |
| 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 | 54 |
| 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: 54 | 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 | 6 |
| 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 | 17 |
| 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 | 73 |
| 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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