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Sharon Kozicki

25 works· latest 2015· 5 institutionscluster: provisionalORCID 0000-0003-0278-2395

h-index23

i1025

Citations2,729

Works here25

Most cited in this library

Testing For Common Features1990 · 470 citations
Shifting endpoints in the term structure of interest rates2001 · 439 citations
Testing for Common Features1993 · 227 citations
Testing for Common Features1993 · 196 citations
How Useful Are Taylor Rules for Monetary Policy1999 · 163 citations

Works

25 shown

House price dynamics: Fundamentals and expectations

Journal of Economic Dynamics and Control·2015·2 authors·Open access

113citations

Effective Use of Survey Information in Estimating the Evolution of Expected Inflation

Journal of money credit and banking·2012·2 authors

81citations

Central bank balance sheets and long-term forward rates

Cambridge University Press eBooks·2011·3 authors·chapter

20citations

ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE*

International Economic Review·2011·2 authors

33citations

Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases

RePEc: Research Papers in Economics·2011·3 authors

36citations

Perhaps the 1970s FOMC did what it said it did

Journal of Monetary Economics·2009·2 authors

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

SSRN Electronic Journal·2006·2 authors·preprint·Open access

27citations

Estimating equilibrium real interest rates in real time

The North American Journal of Economics and Finance·2005·2 authors

125citations

What do you expect? Imperfect policy credibility and tests of the expectations hypothesis

Journal of Monetary Economics·2005·2 authors·Open access

85citations

Alternative Sources of the Lag Dynamics of Inflation

SSRN Electronic Journal·2005·2 authors·preprint·Open access

57citations

Estimating Equilibrium Real Interest Rates in Real Time

SSRN Electronic Journal·2004·2 authors·preprint·Open access

48citations

Rounding Error: A Distorting Influence on Index Data

Journal of money credit and banking·2004·2 authors

39citations

How Do Data Revisions Affect the Evaluation and Conduct of Monetary Policy

RePEc: Research Papers in Economics·2004·1 author

29citations

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

Journal of Economic Dynamics and Control·2003·2 authors·Open access

138citations

Dynamic specifications in optimizing trend-deviation macro models

Journal of Economic Dynamics and Control·2002·2 authors

58citations

Shifting endpoints in the term structure of interest rates

Journal of Monetary Economics·2001·2 authors

439citations

Term structure views of monetary policy under alternative models of agent expectations

Journal of Economic Dynamics and Control·2001·2 authors

105citations

Dynamic Specifications in Optimizing Trend-Deviation Macro Models

SSRN Electronic Journal·2001·2 authors·preprint·Open access

17citations

Vector rational error correction

Journal of Economic Dynamics and Control·1999·2 authors

33citations

Multivariate detrending under common trend restrictions: Implications for business cycle research

Journal of Economic Dynamics and Control·1999·1 author

26citations

How Useful Are Taylor Rules for Monetary Policy

RePEc: Research Papers in Economics·1999·1 author

163citations

Predicting Real Growth and Inflation with the Yield Spread

RePEc: Research Papers in Economics·1997·1 author

125citations

Testing for Common Features

Journal of Business and Economic Statistics·1993·2 authors

227citations

Testing for Common Features

Journal of Business and Economic Statistics·1993·2 authors

196citations

Testing For Common Features

National Bureau of Economic Research·1990·2 authors·report·Open access

470citations