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 15 54 296 1,423 39 125 945 3,787
A maximum probability approach to short-run policy 0 0 0 0 3 7 18 163
A measure of the cost of money market volatility associated with money stock targeting 0 0 0 0 0 1 9 159
A variable weight distributed lag model 0 0 0 0 0 1 9 393
After-hours stock prices and post-crash hangovers 0 0 0 0 6 15 53 2,294
Alternative Sources of the Lag Dynamics of Inflation 5 9 23 130 8 16 38 277
Alternative sources of the lag dynamics of inflation 0 2 7 85 1 3 20 233
An autopsy of a conventional macroeconomic relation: the case of money demand 0 0 0 0 1 2 7 107
Asymmetric Adjustments of Price and Output 0 0 4 111 2 5 22 362
Asymmetric adjustments of price and output 0 2 6 138 0 3 18 575
Capital structure, precautionary balances, and valuation of the firm: the problem of financial risk 0 0 0 1 0 0 10 550
Central Bank Estimates of the Unemployment Natural Rate 0 0 0 1 4 8 72 246
Dynamic specifications in optimizing trend-deviation macro models 3 4 15 153 12 25 81 786
Fitting both data and theories: polynomial adjustment costs and error- correction decision rules 0 0 0 2 4 15 54 410
Here's looking at you: modelling and policy use of auction price expectations 0 0 0 0 1 1 6 136
Indicator and filter attributes of monetary aggregates: a nit-picking case for disaggregation 0 0 0 0 0 1 6 111
Interest rate policies for price stability 0 0 0 0 0 0 3 130
Linear prediction and estimation methods for regression models with stationary stochastic coefficients 0 0 0 2 12 33 137 648
Minding the gap: central bank estimates of the unemployment natural rate 2 8 15 88 6 18 70 268
Monetary Policy Transmission through Term Premiums 0 0 0 0 2 3 16 119
Monetary policy when the nominal short-term interest rate is zero 0 4 37 365 1 12 93 1,386
Moving Endpoints in Macrofinance 0 5 11 109 1 7 32 508
Moving endpoints and the internal consistency of agents' ex ante forecasts 0 1 6 57 3 5 19 599
Moving endpoints and the internal consistency of agents' ex ante forecasts 0 0 5 22 1 2 23 171
On Nerff solutions of macroeconomic tracking problems 0 0 0 1 7 18 63 402
On distributed lag specifications of optimal factor adjustment paths 0 0 0 0 0 0 1 126
On filtering auxiliary information in short-run monetary policy 0 0 0 0 3 7 12 114
On logical validity and econometric modelling: the case of money supply 0 0 0 0 1 2 11 157
On optimal dynamic adjustment of quasi-fixed factors 0 0 0 0 0 1 3 161
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 0 1 17 139
On ramps, turnpikes, and distributed lag approximations of optimal intertemporal adjustment 0 0 0 0 0 0 4 259
On the use of optimal control in the design of monetary policy 0 0 0 0 2 4 14 172
Optimal factor adjustment paths: a generalization of "stock adjustment" decision rules 0 0 0 1 1 1 11 253
Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation 2 10 35 83 3 19 61 232
Perhaps the FOMC did what it said it did: an alternative interpretation of the Great Inflation 0 1 7 67 1 5 24 189
Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information 0 0 0 0 4 6 29 280
Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information 2 3 6 139 5 8 22 382
Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information 1 2 5 91 3 4 16 298
Permanent and transitory policy shocks in an empirical macro model with asymmetric information 0 0 9 89 3 3 25 243
Rational Vector Error Correction Models 0 1 3 77 0 1 7 154
Rational error correction 0 0 7 127 1 5 21 553
Shifting endpoints in the term structure of interest rates 5 8 29 230 8 14 60 530
Short rate expectations, term premiums, and central bank use of derivatives to reduce policy uncertainty 2 2 14 256 5 8 45 1,124
Smart systems and simple agents: industry pricing by parallel rules 0 0 2 75 2 5 22 995
Survey-Based Estimates of the Term Structure of Expected U.S. Inflation 5 5 30 140 9 12 68 312
THE TERM STRUCTURE OF EXPECTED INFLATION 0 0 0 0 5 12 56 542
Term Structure Transmission of Monetary Policy 4 14 33 134 9 24 79 275
Term premia: endogenous constraints on monetary policy 0 1 9 65 2 3 26 278
Term structure transmission of monetary policy 2 3 18 193 6 11 40 367
Term structure views of monetary policy 0 2 10 132 2 4 20 297
The labor market and potential output of the Federal Reserve-MIT econometric model: a preliminary report 0 0 0 1 3 3 7 233
The long and short of industrial strength pricing 0 0 0 0 0 0 3 235
The measurement of money demand 0 0 0 0 10 16 51 306
The rational expectations approach to economic modelling 0 0 0 0 4 4 18 198
The short-run volatility of money stock targeting 0 0 0 0 0 3 14 94
The use of prior information in nonlinear regression 0 0 0 0 0 0 1 174
Two papers on the volatility of money stock targeting 0 0 0 0 0 0 5 85
Vector rational error correction 1 3 13 161 10 25 76 607
What do you expect?: imperfect policy credibility and tests of the expectations hypothesis? 1 4 13 87 6 11 52 289
Total Working Papers 50 148 668 4,836 222 548 2,745 25,786

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 2 5 23 0 5 15 109
A maximum probability approach to short-run policy 0 0 0 1 0 0 1 13
After-Hours Stock Prices and Post-Crash Hangovers 0 0 7 23 2 2 43 288
An expose of disguised deposits 0 0 1 2 0 0 2 13
Asymmetric Adjustments of Price and Output 0 0 0 0 1 2 8 114
Dynamic specifications in optimizing trend-deviation macro models 0 1 10 58 2 7 31 200
Effective interest rate policies for price stability 0 0 1 19 0 1 10 139
Indicator and filter attributes of monetary aggregates: A nit-picking case for disaggregation 0 0 0 4 0 0 0 15
Linear prediction and estimation methods for regression models with stationary stochastic coefficients 4 8 26 67 5 11 53 150
Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate 0 1 4 29 1 4 16 109
Monetary Policy When the Nominal Short-Term Interest Rate is Zero 0 3 44 177 1 13 118 687
Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts 0 0 1 16 2 4 11 160
On filtering auxiliary information in short-run monetary policy 1 1 2 3 1 1 4 5
On the Use of Feedback Control in the Design of Aggregate Monetary Policy 0 0 2 20 1 1 7 84
Permanent and transitory policy shocks in an empirical macro model with asymmetric information 0 2 8 67 0 3 17 157
Permanent and transitory policy shocks in an empirical macro model with asymmetric information 0 1 5 46 0 2 11 160
Policy Robustness: Specification and Simulation of a Monthly Money Market Model 0 0 2 12 0 0 4 76
Rational Error Correction 0 0 0 41 0 1 6 162
Shifting endpoints in the term structure of interest rates 6 15 60 217 8 20 90 411
Term structure transmission of monetary policy 3 8 24 29 6 12 44 55
Term structure views of monetary policy under alternative models of agent expectations 1 1 10 89 1 1 17 207
The Impact of Uncertainty on the Feasibility of Humphrey-Hawkins Objectives 0 0 1 2 0 0 3 19
The rational expectations approach to economic modelling 0 1 1 9 0 3 6 27
The role of expectations in the FRB/US macroeconomic model 5 7 41 92 10 17 140 284
The short-run volatility of money stock targeting 0 1 2 5 0 1 8 20
The transmission channels of monetary policy: how have they changed? 0 0 0 0 21 24 48 128
Vector rational error correction 2 2 7 27 3 4 21 132
What do you expect? Imperfect policy credibility and tests of the expectations hypothesis 2 3 23 97 3 5 36 218
Total Journal Articles 24 57 287 1,175 68 144 770 4,142

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
OPTIIMAL MACROECONOMIC CONTROL POLICIES 0 0 0 0 0 1 3 3
Total Chapters 0 0 0 0 0 1 3 3

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Statistics updated 2009-11-04