Sharon Kozicki

Bank of Canada

Research Director

234 Wellington Street

Ottawa, Ontario K1A 0G9

Canada

SCHOLARLY PAPERS

17

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2,042

SSRN CITATIONS
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SSRN RANKINGS

Top 8,359

in Total Papers Citations

119

CROSSREF CITATIONS

81

Scholarly Papers (17)

1.

House Price Dynamics: Fundamentals and Expectations

Number of pages: 29 Posted: 30 Apr 2012 Last Revised: 27 Oct 2016
Eleonora Granziera and Sharon Kozicki
Norges Bank and Bank of Canada
Downloads 199 (278,065)
Citation 13

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House Prices, Lucas Asset-Pricing Model, Rational Expectations, Near Rational Expectations

2.

Survey-Based Estimates of the Term Structure of Expected U.S. Inflation

Bank of Canada Working Paper No. 2006-46
Number of pages: 40 Posted: 28 Dec 2006
Sharon Kozicki and Peter A. Tinsley
Bank of Canada and George Washington University
Downloads 191 (288,666)
Citation 11

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Livingston survey, inflation persistence, shifting endpoint, unobserved components, expectations, Kalman filter

Estimating Equilibrium Real Interest Rates in Real Time

FRB of Kansas Research Paper No. RWP 04-08
Number of pages: 48 Posted: 22 Sep 2004
Todd E. Clark and Sharon Kozicki
Federal Reserve Bank of Cleveland and Bank of Canada
Downloads 157 (342,467)
Citation 31

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Real-Time-Data; Time-Varying Parameter; Kalman Filter; Trend Growth

Estimating Equilibrium Real Interest Rates in Real-Time

Bundesbank Series 1 Discussion Paper No. 2004,32
Number of pages: 64 Posted: 08 Jun 2016
Todd E. Clark and Sharon Kozicki
Federal Reserve Bank of Cleveland and Bank of Canada
Downloads 30 (874,036)

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real-time-data, time-varying parameter, Kalman filter, trend growth

4.

Dynamic Specifications in Optimizing Trend-Deviation Macro Models

FRB of Kansas City Research Working Paper No. 01-03
Number of pages: 32 Posted: 11 Aug 2001
Sharon Kozicki and Peter A. Tinsley
Bank of Canada and George Washington University
Downloads 170 (319,915)
Citation 3

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New-Keynesian Macro Models, Optimizing IS, Phillips Curve, Time-Varying Term Premiums

5.

What Do You Expect? Imperfect Policy Credibility and Tests of the Expectations Hypothesis

FRB Kansas City Research Working Paper No. 01-02
Number of pages: 34 Posted: 10 Jul 2001
Sharon Kozicki and Peter A. Tinsley
Bank of Canada and George Washington University
Downloads 163 (331,687)
Citation 22

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Changepoints, Expectations Hypothesis, Nonstationary Inflation, Shifting Endpoint

6.

Alternative Sources of the Lag Dynamics of Inflation

FRB Kansas City Research Working Paper No. 02-12
Number of pages: 52 Posted: 07 Feb 2005
Sharon Kozicki and Peter A. Tinsley
Bank of Canada and George Washington University
Downloads 160 (337,029)
Citation 40

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Inflation persistence, policy credibility, Phillips curve, perceived inflation target, shifting endpoint, staggered contracts, adjustment costs

7.

Testing for Common Features

NBER Working Paper No. t0091
Number of pages: 25 Posted: 27 Jun 2007 Last Revised: 03 Apr 2022
Sharon Kozicki and Robert F. Engle
Bank of Canada and New York University (NYU) - Department of Finance
Downloads 133 (390,985)
Citation 1

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8.

Term Structure Transmission of Monetary Policy (Why Bond Traders are Paid More than Central Bankers)

FRB of Kansas City Working Paper No. 05-06
Number of pages: 48 Posted: 16 Dec 2005
Sharon Kozicki and Peter A. Tinsley
Bank of Canada and George Washington University
Downloads 121 (420,090)
Citation 2

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Asymmetric Information, No-arbitrage Term Structure, The Great Inflation, The Taylor Principle

9.

Implications of Real-Time Data for Forecasting and Model Expectations

FRB of Kansas City Research Working Paper No. 01-12
Number of pages: 21 Posted: 15 Apr 2002
Sharon Kozicki
Bank of Canada
Downloads 113 (442,149)

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Forecasting, Real-Time Data, Modeling Expectations, Survey Data, Data Vintage

10.

Estimation and Inference by the Method of Projection Minimum Distance

Number of pages: 68 Posted: 20 Jul 2007
Oscar Jorda and Sharon Kozicki
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Bank of Canada
Downloads 107 (460,284)
Citation 5

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impulse response, local projection, minimum chi-square, minimum distance

11.

Perhaps the FOMC Did What it Said it Did: An Alternative Interpretation of the Great Inflation

FRB of Kansas City Working Paper No. RWP05-04
Number of pages: 36 Posted: 18 Dec 2005
Sharon Kozicki and Peter A. Tinsley
Bank of Canada and George Washington University
Downloads 97 (492,564)
Citation 12

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Asymmetric information, the Great Inflation, time-varying policy responses

12.

Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts

Number of pages: 23 Posted: 11 Feb 1997
Peter A. Tinsley and Sharon Kozicki
George Washington University and Bank of Canada
Downloads 91 (513,088)
Citation 4

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13.

Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate

FRB of Kansas City Working Paper No. 05-03
Number of pages: 43 Posted: 03 Nov 2005
Sharon Kozicki and Peter A. Tinsley
Bank of Canada and George Washington University
Downloads 82 (546,961)
Citation 3

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FOMC Greenbook forecasts, the Great Inflation, time-varying natural rates

14.

Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models

UC Davis Economics Working Paper No. 06-27
Number of pages: 59 Posted: 01 Sep 2006
Oscar Jorda and Sharon Kozicki
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Bank of Canada
Downloads 77 (567,363)
Citation 2

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GMM, impulse response, local projection, minimum distance

15.

Term Premia: Endogenous Constraints on Monetary Policy

FRB of Kansas City Research Working Paper No. 02-07
Number of pages: 30 Posted: 05 May 2003
Sharon Kozicki and Peter A. Tinsley
Bank of Canada and George Washington University
Downloads 77 (567,363)
Citation 1

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Optimal Policy, Term Structure of Interest Rates, Monetary Policy Transmission

16.

Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information

Number of pages: 49 Posted: 20 Dec 2003
Sharon Kozicki and Peter A. Tinsley
Bank of Canada and George Washington University
Downloads 74 (580,370)
Citation 33

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Transmission mechanism, learning, policy credibility, time-varying natural rate, shifting endpoint, inflation target, term structure of interest rates

17.

The Comovement of Output and Labor Productivity in Aggregate Data for Auto Assembly Plants

Posted: 24 Aug 1998
Ana M. Aizcorbe and Sharon Kozicki
U.S. Bureau of Economic Analysis (BEA) and Bank of Canada

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