Access Statistics for Sharon Kozicki

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative Sources of the Lag Dynamics of Inflation 4 11 25 134 5 16 40 282
Alternative sources of the lag dynamics of inflation 2 2 8 87 3 4 19 236
Breathing room for beta 0 1 2 95 0 2 7 415
Central Bank Estimates of the Unemployment Natural Rate 0 0 0 1 0 5 56 246
Dynamic specifications in optimizing trend-deviation macro models 4 8 17 157 9 27 81 795
Estimating equilibrium real interest rates in real time 1 4 24 96 2 13 69 315
Estimating equilibrium real interest rates in real-time 2 4 23 90 12 30 90 298
Estimation and Inference by the Method of Projection Minimum Distance 0 5 24 95 3 15 70 174
Implications of real-time data for forecasting and modeling expectations 1 1 6 36 8 10 20 165
Implications of rounding and rebasing for empirical analysis using consumer price inflation 1 2 7 93 20 49 145 903
Minding the gap: central bank estimates of the unemployment natural rate 0 6 14 88 6 18 70 274
Monetary Policy Transmission through Term Premiums 0 0 0 0 1 4 17 120
Moving Endpoints in Macrofinance 0 2 11 109 2 6 34 510
Moving endpoints and the internal consistency of agents' ex ante forecasts 1 2 7 58 3 7 22 602
Moving endpoints and the internal consistency of agents' ex ante forecasts 0 0 4 22 2 3 22 173
Multivariate detrending under common trend restrictions: implications for business cycle research 2 2 19 115 7 11 58 327
Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation 1 8 33 84 2 16 58 234
Perhaps the FOMC did what it said it did: an alternative interpretation of the Great Inflation 1 1 7 68 3 6 26 192
Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information 0 0 0 0 2 8 29 282
Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information 0 3 5 139 4 10 25 386
Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information 1 2 6 92 1 4 15 299
Permanent and transitory policy shocks in an empirical macro model with asymmetric information 0 0 8 89 2 5 26 245
Predicting inflation with the term structure spread 3 6 22 258 7 13 53 596
Rational Vector Error Correction Models 0 0 3 77 1 1 8 155
Shifting endpoints in the term structure of interest rates 2 8 30 232 3 13 60 533
Survey-Based Estimates of the Term Structure of Expected U.S. Inflation 0 5 27 140 6 18 67 318
THE TERM STRUCTURE OF EXPECTED INFLATION 0 0 0 0 5 12 54 547
Techniques for estimating dynamic comovement with an application to common international output fluctuations 0 0 0 0 0 1 12 85
Term Structure Transmission of Monetary Policy 1 11 33 135 3 21 76 278
Term premia: endogenous constraints on monetary policy 0 0 8 65 0 2 22 278
Term structure transmission of monetary policy 1 3 18 194 3 11 40 370
Term structure views of monetary policy 1 1 10 133 3 5 21 300
Testing For Common Features 4 17 49 299 5 25 76 688
Testing for Common Featurs 0 0 0 0 3 9 27 291
The comovement of output and labor productivity in aggregate data for auto assembly plants 0 0 0 0 1 7 29 335
Vector rational error correction 2 4 12 163 6 23 75 613
What do you expect?: imperfect policy credibility and tests of the expectations hypothesis? 2 4 14 89 6 15 51 295
Total Working Papers 37 123 476 3,533 149 445 1,670 13,155

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 1 2 13 0 2 5 38
Dynamic specifications in optimizing trend-deviation macro models 0 1 10 58 1 5 30 201
Estimating equilibrium real interest rates in real time 0 1 15 46 3 7 34 129
Estimating forward-looking Euler equations - discussion 0 0 0 0 0 0 4 51
How do data revisions affect the evaluation and conduct of monetary policy? 1 4 14 71 1 8 28 196
How useful are Taylor rules for monetary policy? 17 27 116 203 23 37 175 332
Longer-term perspectives on the yield curve and monetary policy 1 6 18 85 1 9 41 194
Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate 0 1 4 29 0 2 16 109
Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts 0 0 1 16 2 4 13 162
Multivariate detrending under common trend restrictions: Implications for business cycle research 1 1 7 32 1 1 15 96
Permanent and transitory policy shocks in an empirical macro model with asymmetric information 0 0 8 67 0 1 16 157
Permanent and transitory policy shocks in an empirical macro model with asymmetric information 1 1 6 47 1 2 11 161
Predicting real growth and inflation with the yield spread 2 11 56 130 7 23 104 246
Rounding Error: A Distorting Influence on Index Data 0 0 0 1 1 8 16 116
Shifting endpoints in the term structure of interest rates 5 13 62 222 5 17 88 416
Term structure views of monetary policy under alternative models of agent expectations 0 1 8 89 0 1 15 207
Testing for Common Features 0 0 0 0 21 76 226 1,153
Testing for Common Features: Reply 0 0 0 0 0 4 15 167
The productivity growth slowdown: diverging trends in the manufacturing and service sectors 2 3 22 39 4 15 67 104
Vector rational error correction 0 2 7 27 0 4 20 132
What do you expect? Imperfect policy credibility and tests of the expectations hypothesis 6 8 29 103 6 9 41 224
Why do central banks monitor so many inflation indicators? 0 1 15 197 1 8 43 669
Total Journal Articles 36 82 400 1,475 78 243 1,023 5,260

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Statistics updated 2009-12-07