Sharon Kozicki

Bank of Canada

Research Director

234 Wellington Street

Ottawa, Ontario K1A 0G9

Canada

SCHOLARLY PAPERS

18

DOWNLOADS
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SSRN RANKINGS

Top 33,359

in Total Papers Downloads

1,467

SSRN CITATIONS
Rank 7,108

SSRN RANKINGS

Top 7,108

in Total Papers Citations

84

CROSSREF CITATIONS

74

Scholarly Papers (18)

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
Bank of Finland and Bank of Canada
Downloads 143 (217,956)
Citation 4

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

2.

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 137 (225,563)
Citation 15

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Changepoints, Expectations Hypothesis, Nonstationary Inflation, Shifting Endpoint

3.

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 128 (237,799)
Citation 3

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

4.

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 122 (246,550)
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 104 (278,143)
Citation 30

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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 8 (663,380)

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

6.

Testing for Common Features

NBER Working Paper No. t0091
Number of pages: 25 Posted: 27 Jun 2007 Last Revised: 26 Sep 2010
Sharon Kozicki and Robert F. Engle
Bank of Canada and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 107 (270,932)
Citation 1

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7.

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 101 (281,971)
Citation 2

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

8.

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 94 (295,376)
Citation 32

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

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 84 (316,882)

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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
University of California, Davis - Department of Economics and Bank of Canada
Downloads 78 (331,129)
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 77 (333,692)
Citation 9

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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

FEDS Paper Number 96-47
Number of pages: 23 Posted: 11 Feb 1997
Peter A. Tinsley and Sharon Kozicki
George Washington University and Bank of Canada
Downloads 64 (369,022)

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13.

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 61 (378,116)
Citation 1

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

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
University of California, Davis - Department of Economics and Bank of Canada
Downloads 56 (394,171)
Citation 2

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GMM, impulse response, local projection, minimum distance

15.

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

CFS Working Paper 2003/41
Number of pages: 49 Posted: 20 Dec 2003
Sharon Kozicki and Peter A. Tinsley
Bank of Canada and George Washington University
Downloads 52 (407,628)
Citation 26

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

16.

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 47 (425,607)
Citation 3

Abstract:

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

17.

Estimation and Inference by the Method of Projection Minimum Distance: An Application to the New Keynesian Hybrid Phillips Curve

International Economic Review, Vol. 52, Issue 2, pp. 461-487, 2011
Number of pages: 27 Posted: 27 Apr 2011
Scar Jord and Sharon Kozicki
affiliation not provided to SSRN and Bank of Canada
Downloads 4 (664,076)
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18.

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

FEDS Paper Number 95-33
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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