Sharon Kozicki : Citation Profile


Bank of Canada

18

H index

27

i10 index

2151

Citations

RESEARCH PRODUCTION:

32

Articles

48

Papers

RESEARCH ACTIVITY:

   34 years (1990 - 2024). See details.
   Cites by year: 63
   Journals where Sharon Kozicki has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 42 (1.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko186
   Updated: 2026-01-17    RAS profile: 2023-02-24    
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Relations with other researchers


Works with:

Witmer, Jonathan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sharon Kozicki.

Is cited by:

Hecq, Alain (63)

Issler, João (55)

Williams, John (43)

Orphanides, Athanasios (40)

Cubadda, Gianluca (40)

Clark, Todd (39)

Rudebusch, Glenn (34)

Vahid, Farshid (32)

Dewachter, Hans (25)

Weber, Enzo (24)

Diebold, Francis (21)

Cites to:

Campbell, John (38)

Orphanides, Athanasios (38)

Rudebusch, Glenn (37)

Gertler, Mark (34)

Shiller, Robert (32)

Galí, Jordi (31)

Williams, John (29)

Sargent, Thomas (24)

Woodford, Michael (22)

Svensson, Lars (22)

Mishkin, Frederic (19)

Main data


Where Sharon Kozicki has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control6
Economic Review6
Journal of Monetary Economics3
The North American Journal of Economics and Finance2
Computational Economics2
Journal of Business & Economic Statistics2
Journal of Macroeconomics2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Research Working Paper / Federal Reserve Bank of Kansas City18
Staff Working Papers / Bank of Canada8
Discussion Papers / Bank of Canada6
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Working Papers / University of California, Davis, Department of Economics2

Recent works citing Sharon Kozicki (2025 and 2024)


YearTitle of citing document
2024Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach. (2024). Wilms, Ines ; Hecq, Alain ; Ricardo, Ivan. In: Papers. RePEc:arx:papers:2407.07973.

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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025Regularized Generalized Covariance (RGCov) Estimator. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Jasiak, Joann ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2504.18678.

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2025Forecasting House Prices. (2025). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2509.21460.

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2025Control VAR: a counterfactual based approach to inference in macroeconomics. (2025). Pala, Raimondo. In: Papers. RePEc:arx:papers:2510.23762.

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2025Time-Varying Inflation Target and Unbiased Taylor Rule Estimation. (2025). Haque, Qazi ; Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-01.

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2024The Neutral Interest Rate: Past, Present and Future. (2024). Ozhan, Galip ; Feunou, Bruno ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:24-03.

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2024Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965.

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2025Local Projections vs. VARs for structural parameter estimation. (2025). Castellanos, Juan. In: Bank of England working papers. RePEc:boe:boeewp:1116.

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2025Agent-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.

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2025Star-struck; Monetary Policy and the Neutral Rate. (2025). Garabedian, Garo. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/25.

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2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01.

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2025Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo. In: Working Papers. RePEc:dnb:dnbwpp:829.

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2024Inflation (de-)anchoring in the euro area. (2024). De Backer, Bruno ; Burban, Valentin ; Vladu, Andreea Liliana. In: Working Paper Series. RePEc:ecb:ecbwps:20242964.

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2024Does 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.

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2024Risks 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.

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2025A 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.

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2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

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2024Inflation 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.

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2025A 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.

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2024A 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.

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2024Supply 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.

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2025Modeling 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.

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2024Global 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.

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2024Chinese 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.

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2024Dynamic 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.

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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.

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2024Forecasting 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.

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2025Forecasting 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.

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2024Inflation and Disintermediation. (2024). Baron, Matthew ; Agarwal, Isha. In: Journal of Financial Economics. RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001259.

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2024How 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.

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2024Navigating 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.

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2024Local Projections. (2024). Jorda, Oscar ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:98669.

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2024A 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.

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2025Beliefs, Aggregate Risk, and the U.S. Housing Boom. (2022). Jacobson, Margaret. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-61.

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2024Why 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.

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2025Long-Run Inflation Expectations. (2025). Melosi, Leonardo ; Fisher, Jonas ; Rast, Sebastian. In: Working Paper Series. RePEc:fip:fedhwp:99677.

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2025How Do We Learn About the Long Run?. (2025). Preston, Bruce ; Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:99868.

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2024The 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.

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2024Analysis 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.

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2024Demographic 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.

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2025Long-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.

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2024Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni. In: Economics. RePEc:ice:wpaper:wp95.

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2025An 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.

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2024Decomposing 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..

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2024Modeling 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.

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202520 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.

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2024What 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.

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2024Monetary 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.

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2024US 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.

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2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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2024A 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.

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2024Inventory 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.

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2025Approximating 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.

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2024Post‐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.

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2025Predictive 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.

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2024Specification 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.

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2025Long-Run Inflation Expectations. (2025). Rast, Sebastian Sebastian ; Melosi, Leonardo ; Jonas, Jonas D. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1551.

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Works by Sharon Kozicki:


YearTitleTypeCited
2011Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases In: Bank of Canada Review.
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article32
2017Communicating Uncertainty in Monetary Policy In: Discussion Papers.
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paper8
2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature In: Discussion Papers.
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paper3
2023Summaries of Central Bank Policy Deliberations: A Canadian Context In: Discussion Papers.
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paper0
2023Making It Real: Bringing Research Models into Central Bank Projections In: Discussion Papers.
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paper1
2024Monetary Policy Governance: Bank of Canada Practices to Support Policy Effectiveness In: Discussion Papers.
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paper0
2024Gouvernance de la politique monétaire : pratiques de la Banque du Canada pour favoriser l’efficacité de la politique monétaire In: Discussion Papers.
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paper0
2006Survey-Based Estimates of the Term Structure of Expected U.S. Inflation In: Staff Working Papers.
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paper13
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.
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This paper has nother version. Agregated cites: 7
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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 nother version. Agregated cites: 6
article
2005Term structure transmission of monetary policy.(2005) In: Research Working Paper.
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This paper has nother version. Agregated cites: 6
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2007Estimation and Inference by the Method of Projection Minimum Distance In: Staff Working Papers.
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paper15
2007Estimation and Inference by the Method of Projection Minimum Distance.(2007) In: Working Papers.
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2009Estimating DSGE-Model-Consistent Trends for Use in Forecasting In: Staff Working Papers.
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paper7
2012House Price Dynamics: Fundamentals and Expectations In: Staff Working Papers.
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paper54
2015House price dynamics: Fundamentals and expectations.(2015) In: Journal of Economic Dynamics and Control.
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2015Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects In: Staff Working Papers.
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paper11
2015A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector In: Staff Working Papers.
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paper3
1993Testing for Common Features. In: Journal of Business & Economic Statistics.
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article435
1990Testing For Common Features.(1990) In: NBER Technical Working Papers.
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This paper has nother version. Agregated cites: 435
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1993Testing for Common Features: Reply. In: Journal of Business & Economic Statistics.
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article348
2017Real GDI, Productivity, and the Terms of Trade in Canada In: Review of Income and Wealth.
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article0
2006Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models In: Working Papers.
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paper4
2004¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria? In: Monetaria.
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article0
1999Multivariate detrending under common trend restrictions: Implications for business cycle research In: Journal of Economic Dynamics and Control.
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article14
1996Multivariate detrending under common trend restrictions: implications for business cycle research.(1996) In: Research Working Paper.
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This paper has nother version. Agregated cites: 14
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1999Vector rational error correction In: Journal of Economic Dynamics and Control.
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article22
1998Vector rational error correction.(1998) In: Research Working Paper.
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2001Term structure views of monetary policy under alternative models of agent expectations In: Journal of Economic Dynamics and Control.
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article68
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 nother version. Agregated cites: 42
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2005Permanent and transitory policy shocks in an empirical macro model with asymmetric information In: Journal of Economic Dynamics and Control.
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article83
2003Permanent and transitory policy shocks in an empirical macro model with asymmetric information.(2003) In: Research Working Paper.
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2004Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information.(2004) In: Computing in Economics and Finance 2004.
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2003Permanent and transitory policy shocks in an empirical macro model with asymmetric information.(2003) In: CFS Working Paper Series.
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2005Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance.
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article131
2004Estimating equilibrium real interest rates in real time.(2004) In: Research Working Paper.
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2004Estimating equilibrium real interest rates in real-time.(2004) In: Discussion Paper Series 1: Economic Studies.
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2002Comments on Forecasting with a real-time data set for macroeconomists In: Journal of Macroeconomics.
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article17
2012Macro has progressed In: Journal of Macroeconomics.
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article4
2001Shifting endpoints in the term structure of interest rates In: Journal of Monetary Economics.
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article302
1997Shifting endpoints in the term structure of interest rates.(1997) In: Research Working Paper.
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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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article61
2001What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?.(2001) In: Research Working Paper.
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2009Perhaps the 1970s FOMC did what it said it did In: Journal of Monetary Economics.
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article31
2004Permanent and transitory policy shocks in an empirical macro model with asymmetric information In: Proceedings.
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article3
1993Techniques for estimating dynamic comovement with an application to common international output fluctuations In: Finance and Economics Discussion Series.
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paper2
1995The comovement of output and labor productivity in aggregate data for auto assembly plants In: Finance and Economics Discussion Series.
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paper8
1996Moving endpoints and the internal consistency of agents ex ante forecasts In: Finance and Economics Discussion Series.
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1997Moving endpoints and the internal consistency of agents ex ante forecasts.(1997) In: Research Working Paper.
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1998Moving Endpoints and the Internal Consistency of Agents Ex Ante Forecasts..(1998) In: Computational Economics.
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2005Estimating forward-looking Euler equations - discussion In: Proceedings.
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article0
1997The productivity growth slowdown: diverging trends in the manufacturing and service sectors In: Economic Review.
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article11
1997Predicting real growth and inflation with the yield spread In: Economic Review.
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article75
1999How useful are Taylor rules for monetary policy? In: Economic Review.
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article88
2001Why do central banks monitor so many inflation indicators? In: Economic Review.
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article7
2004How do data revisions affect the evaluation and conduct of monetary policy? In: Economic Review.
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article22
2005Longer-term perspectives on the yield curve and monetary policy In: Economic Review.
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article12
1997Breathing room for beta In: Research Working Paper.
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paper0
1998Predicting inflation with the term structure spread In: Research Working Paper.
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paper5
1998Term structure views of monetary policy In: Research Working Paper.
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paper4
1999Implications of rounding and rebasing for empirical analysis using consumer price inflation In: Research Working Paper.
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paper0
2001Implications of real-time data for forecasting and modeling expectations In: Research Working Paper.
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paper2
2002Term premia : endogenous constraints on monetary policy In: Research Working Paper.
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