Access Statistics for Peter Tinsley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A guide to FRB/US: a macroeconomic model of the United States 16 41 183 1,115 21 69 365 2,815
A maximum probability approach to short-run policy 0 0 0 0 2 4 13 144
A measure of the cost of money market volatility associated with money stock targeting 0 0 0 0 2 4 14 149
A variable weight distributed lag model 0 0 0 0 1 5 30 383
After-hours stock prices and post-crash hangovers 0 0 0 0 6 14 38 2,235
Alternative Sources of the Lag Dynamics of Inflation 0 0 15 107 0 5 33 238
Alternative sources of the lag dynamics of inflation 0 5 15 76 0 8 37 208
An autopsy of a conventional macroeconomic relation: the case of money demand 0 0 0 0 5 6 9 99
Asymmetric Adjustments of Price and Output 1 3 6 107 2 5 11 340
Asymmetric adjustments of price and output 1 2 4 131 4 8 15 555
Capital structure, precautionary balances, and valuation of the firm: the problem of financial risk 0 0 0 1 0 1 15 539
Central Bank Estimates of the Unemployment Natural Rate 0 0 0 1 4 12 48 166
Dynamic specifications in optimizing trend-deviation macro models 0 5 17 135 9 31 83 697
Fitting both data and theories: polynomial adjustment costs and error- correction decision rules 0 0 0 2 3 9 42 351
Here's looking at you: modelling and policy use of auction price expectations 0 0 0 0 1 2 7 130
Indicator and filter attributes of monetary aggregates: a nit-picking case for disaggregation 0 0 0 0 1 1 10 105
Interest rate policies for price stability 0 0 0 0 0 2 11 127
Linear prediction and estimation methods for regression models with stationary stochastic coefficients 0 0 0 2 8 28 107 506
Minding the gap: central bank estimates of the unemployment natural rate 0 3 17 73 2 17 57 195
Monetary Policy Transmission through Term Premiums 0 0 0 0 0 2 10 103
Monetary policy when the nominal short-term interest rate is zero 1 2 27 325 3 15 91 1,286
Moving Endpoints in Macrofinance 1 3 7 98 5 13 61 476
Moving endpoints and the internal consistency of agents' ex ante forecasts 1 4 6 51 1 5 17 580
Moving endpoints and the internal consistency of agents' ex ante forecasts 1 4 7 17 2 11 24 148
On Nerff solutions of macroeconomic tracking problems 0 0 0 1 1 3 26 337
On distributed lag specifications of optimal factor adjustment paths 0 0 0 0 0 0 1 125
On filtering auxiliary information in short-run monetary policy 0 0 0 0 0 0 1 102
On logical validity and econometric modelling: the case of money supply 0 0 0 0 0 0 9 145
On optimal dynamic adjustment of quasi-fixed factors 0 0 0 0 0 0 4 158
On polynomial approximation of distributed lags 0 0 0 0 0 0 0 313
On proximate exploitation of intermediate information in macroeconomic forecasting 0 0 0 0 3 3 13 122
On ramps, turnpikes, and distributed lag approximations of optimal intertemporal adjustment 0 0 0 0 0 0 3 255
On the use of optimal control in the design of monetary policy 0 0 0 0 2 4 16 155
Optimal factor adjustment paths: a generalization of "stock adjustment" decision rules 0 0 0 1 2 4 17 241
Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation 0 2 25 48 2 13 74 165
Perhaps the FOMC did what it said it did: an alternative interpretation of the Great Inflation 3 5 10 58 3 8 35 162
Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information 0 0 0 0 2 5 24 249
Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information 0 1 2 132 0 7 27 356
Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information 3 5 20 86 4 11 46 281
Permanent and transitory policy shocks in an empirical macro model with asymmetric information 0 2 11 79 2 5 31 215
Rational Vector Error Correction Models 0 1 5 74 1 3 10 147
Rational error correction 0 1 4 119 5 13 28 529
Shifting endpoints in the term structure of interest rates 0 5 33 200 2 8 54 467
Short rate expectations, term premiums, and central bank use of derivatives to reduce policy uncertainty 3 4 18 240 6 12 63 1,070
Smart systems and simple agents: industry pricing by parallel rules 1 2 3 73 7 10 35 971
Survey-Based Estimates of the Term Structure of Expected U.S. Inflation 4 11 39 107 8 27 96 238
THE TERM STRUCTURE OF EXPECTED INFLATION 0 0 0 0 2 12 61 480
Term Structure Transmission of Monetary Policy 2 9 59 100 5 23 127 191
Term premia: endogenous constraints on monetary policy 0 0 9 56 2 7 44 249
Term structure transmission of monetary policy 0 7 30 172 0 16 68 322
Term structure views of monetary policy 1 4 6 122 3 7 17 276
The labor market and potential output of the Federal Reserve-MIT econometric model: a preliminary report 0 0 0 1 0 1 7 226
The long and short of industrial strength pricing 0 0 0 0 0 3 5 231
The measurement of money demand 0 0 0 0 1 3 45 252
The rational expectations approach to economic modelling 0 0 0 0 0 2 15 179
The short-run volatility of money stock targeting 0 0 0 0 1 3 9 80
The use of prior information in nonlinear regression 0 0 0 0 0 1 5 173
Two papers on the volatility of money stock targeting 0 0 0 0 0 0 0 80
Vector rational error correction 1 6 18 147 6 18 64 528
What do you expect?: imperfect policy credibility and tests of the expectations hypothesis? 2 4 13 74 6 16 49 235
Total Working Papers 42 141 609 4,131 158 525 2,277 22,880

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Variable Adjustment Model of Labor Demand 0 0 2 18 2 3 8 92
A maximum probability approach to short-run policy 0 0 1 1 0 0 4 12
After-Hours Stock Prices and Post-Crash Hangovers 1 1 4 15 13 31 86 235
An expose of disguised deposits 0 0 1 1 0 0 2 11
Asymmetric Adjustments of Price and Output 0 0 0 0 2 3 8 104
Dynamic specifications in optimizing trend-deviation macro models 0 1 8 46 2 5 33 167
Effective interest rate policies for price stability 0 1 3 18 1 3 18 128
Indicator and filter attributes of monetary aggregates: A nit-picking case for disaggregation 0 0 1 4 1 1 5 15
Linear prediction and estimation methods for regression models with stationary stochastic coefficients 2 3 19 39 3 9 52 93
Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate 0 2 7 25 3 9 22 93
Monetary Policy When the Nominal Short-Term Interest Rate is Zero 0 1 12 133 2 11 73 563
Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts 0 1 6 15 0 1 10 148
On filtering auxiliary information in short-run monetary policy 1 1 1 1 1 1 1 1
On the Use of Feedback Control in the Design of Aggregate Monetary Policy 0 0 2 18 3 4 12 77
Permanent and transitory policy shocks in an empirical macro model with asymmetric information 0 4 20 58 0 6 35 138
Permanent and transitory policy shocks in an empirical macro model with asymmetric information 0 0 9 40 0 4 27 146
Policy Robustness: Specification and Simulation of a Monthly Money Market Model 0 0 3 9 0 1 13 71
Rational Error Correction 0 2 6 41 1 6 12 155
Shifting endpoints in the term structure of interest rates 3 18 46 157 7 26 84 317
Term structure transmission of monetary policy 1 2 2 2 5 7 7 7
Term structure views of monetary policy under alternative models of agent expectations 2 3 14 78 3 5 26 188
The Impact of Uncertainty on the Feasibility of Humphrey-Hawkins Objectives 0 0 0 1 1 1 3 16
The rational expectations approach to economic modelling 0 1 3 8 0 2 7 21
The role of expectations in the FRB/US macroeconomic model 3 4 19 48 7 16 62 137
The short-run volatility of money stock targeting 0 0 1 3 0 1 5 12
The transmission channels of monetary policy: how have they changed? 0 0 0 0 5 15 46 78
Vector rational error correction 0 1 8 20 3 7 35 108
What do you expect? Imperfect policy credibility and tests of the expectations hypothesis 2 7 23 71 5 13 52 177
Total Journal Articles 15 53 221 870 70 191 748 3,310

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Statistics updated 2008-10-02