Kurt G. Lunsford

Federal Reserve Banks - Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

SCHOLARLY PAPERS

7

DOWNLOADS

481

SSRN CITATIONS
Rank 33,628

SSRN RANKINGS

Top 33,628

in Total Papers Citations

22

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Advance Layoff Notices and Aggregate Job Loss

FRB of Cleveland Working Paper No. 20-03R
Number of pages: 72 Posted: 05 Feb 2020 Last Revised: 03 Feb 2022
Pawel Michal Krolikowski and Kurt G. Lunsford
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 114 (348,830)

Abstract:

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WARN Act, mass layoffs, unemployment, dynamic factor model

2.

Identifying Structural Vars with a Proxy Variable and a Test for a Weak Proxy

FRB of Cleveland Working Paper No. 1528
Number of pages: 33 Posted: 07 Dec 2015
Kurt G. Lunsford
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 107 (362,186)
Citation 1

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F Statistic, Productivity Shocks, Proxy Variable, Structural Vector Autoregression, TFP, Weak IV

3.

Asymptotically Valid Bootstrap Inference for Proxy SVARs

FRB of Cleveland Working Paper No. 19-08
Number of pages: 51 Posted: 28 May 2019
Carsten Jentsch and Kurt G. Lunsford
University of Mannheim and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 79 (440,817)

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External Instruments, Mixing, Proxy Variables, Residual-Based Moving Block Bootstrap, Structural Vector Autoregression, Wild Bootstrap

Some Evidence on Secular Drivers of U.S. Safe Real Rates

FRB of Cleveland Working Paper No. 17-23
Number of pages: 34 Posted: 27 Dec 2017
Kurt G. Lunsford and Kenneth D. West
Federal Reserve Banks - Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Economics
Downloads 52 (549,251)

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demographics, low frequency correlation, lowpass filtered correlation, natural rate of interest, productivity, steady state interest rate

Some Evidence on Secular Drivers of U.S. Safe Real Rates

NBER Working Paper No. w25288
Number of pages: 32 Posted: 26 Nov 2018 Last Revised: 07 Aug 2022
Kurt G. Lunsford and Kenneth D. West
Federal Reserve Banks - Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Economics
Downloads 7 (896,625)
Citation 7

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5.

Understanding the Aspects of Federal Reserve Forward Guidance

FRB of Cleveland Working Paper No. 18-15
Number of pages: 59 Posted: 08 Nov 2018
Kurt G. Lunsford
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 51 (544,345)
Citation 1

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Central Bank Communication, Event Study, Federal Funds Futures, Information Effects, Monetary Policy

6.

Proxy Svars: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States

FRB of Cleveland Working Paper No. 16-19
Number of pages: 47 Posted: 18 Sep 2016
Carsten Jentsch and Kurt G. Lunsford
University of Mannheim and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 46 (568,119)

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fiscal policy, mixing, residual-based moving block bootstrap, structural vector autoregression, tax shocks, wild bootstrap

7.

Monetary Policy, Residential Investment, and Search Frictions: An Empirical and Theoretical Synthesis

FRB of Cleveland Working Paper No. 1607
Number of pages: 43 Posted: 21 Sep 2016
Kurt G. Lunsford
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 25 (704,146)

Abstract:

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Factor-Augmented Vector Autoregression, Interest Rate Spread, Monetary Policy, Residential Investment, Search Theory