Sharon Kozicki

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Identifer

Contact

Affiliations

• Bank of Canada
  • EDIRC entry
  • location:

Research profile

author of:

• Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases
  Bank of Canada Review, Bank of Canada (2011)
  by Sharon Kozicki & Eric Santor & Lena Suchanek
  (ReDIF-article, bca:bcarev:v:2011:y:2011:i:spring11:p:13-25)
• Communicating Uncertainty in Monetary Policy
  Discussion Papers, Bank of Canada (2017)
  by Sharon Kozicki & Jill Vardy
  (ReDIF-paper, bca:bocadp:17-14)
• Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature
  Discussion Papers, Bank of Canada (2020)
  by Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang
  (ReDIF-paper, bca:bocadp:20-16)
• Summaries of Central Bank Policy Deliberations: A Canadian Context
  Discussion Papers, Bank of Canada (2023)
  by Monica Jain & Walter Muiruri & Jonathan Witmer & Sharon Kozicki & Jeremy Harrison
  (ReDIF-paper, bca:bocadp:23-2)
• Making It Real: Bringing Research Models into Central Bank Projections
  Discussion Papers, Bank of Canada (2023)
  by Marc-André Gosselin & Sharon Kozicki
  (ReDIF-paper, bca:bocadp:23-29)
• Survey-Based Estimates of the Term Structure of Expected U.S. Inflation
  Staff Working Papers, Bank of Canada (2006)
  by Sharon Kozicki & P. A. Tinsley
  (ReDIF-paper, bca:bocawp:06-46)
• Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation
  Staff Working Papers, Bank of Canada (2007)
  by Sharon Kozicki & P. A. Tinsley
  (ReDIF-paper, bca:bocawp:07-19)
• Term Structure Transmission of Monetary Policy
  Staff Working Papers, Bank of Canada (2007)
  by Sharon Kozicki & P. A. Tinsley
  (ReDIF-paper, bca:bocawp:07-30)
• Estimation and Inference by the Method of Projection Minimum Distance
  Staff Working Papers, Bank of Canada (2007)
  by Òscar Jordà & Sharon Kozicki
  (ReDIF-paper, bca:bocawp:07-56)
• Estimating DSGE-Model-Consistent Trends for Use in Forecasting
  Staff Working Papers, Bank of Canada (2009)
  by Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki
  (ReDIF-paper, bca:bocawp:09-35)
• House Price Dynamics: Fundamentals and Expectations
  Staff Working Papers, Bank of Canada (2012)
  by Eleonora Granziera & Sharon Kozicki
  (ReDIF-paper, bca:bocawp:12-12)
• Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects
  Staff Working Papers, Bank of Canada (2015)
  by Sharon Kozicki & Eric Santor & Lena Suchanek
  (ReDIF-paper, bca:bocawp:15-21)
• A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector
  Staff Working Papers, Bank of Canada (2015)
  by Shutao Cao & Sharon Kozicki
  (ReDIF-paper, bca:bocawp:15-6)
• Testing for Common Features
  Journal of Business & Economic Statistics, American Statistical Association (1993)
  by Engle, Robert F & Kozicki, Sharon
  (ReDIF-article, bes:jnlbes:v:11:y:1993:i:4:p:369-80)
• Testing for Common Features: Reply
  Journal of Business & Economic Statistics, American Statistical Association (1993)
  by Engle, Robert F & Kozicki, Sharon
  (ReDIF-article, bes:jnlbes:v:11:y:1993:i:4:p:393-95)
• Real GDI, Productivity, and the Terms of Trade in Canada
  Review of Income and Wealth, International Association for Research in Income and Wealth (2017)
  by Shutao Cao & Sharon Kozicki
  (ReDIF-article, bla:revinw:v:63:y:2017:i::p:s134-s148)
• Estimation and Inference by the Method of Projection Minimum Distance
  Working Papers, University of California, Davis, Department of Economics (2007)
  by Oscar Jorda & Sharon Kozicki
  (ReDIF-paper, cda:wpaper:148)
• Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
  Working Papers, University of California, Davis, Department of Economics (2006)
  by Oscar Jorda & Sharon Kozicki
  (ReDIF-paper, cda:wpaper:154)
• ¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria?
  Monetaria, CEMLA (2004)
  by Sharon Kozicki
  (ReDIF-article, cml:moneta:v:xxvii:y:2004:i:4:p:369-405)
• Multivariate detrending under common trend restrictions: Implications for business cycle research
  Journal of Economic Dynamics and Control, Elsevier (1999)
  by Kozicki, Sharon
  (ReDIF-article, eee:dyncon:v:23:y:1999:i:7:p:997-1028)
• Vector rational error correction
  Journal of Economic Dynamics and Control, Elsevier (1999)
  by Kozicki, Sharon & Tinsley, P. A.
  (ReDIF-article, eee:dyncon:v:23:y:1999:i:9-10:p:1299-1327)
• Term structure views of monetary policy under alternative models of agent expectations
  Journal of Economic Dynamics and Control, Elsevier (2001)
  by Kozicki, Sharon & Tinsley, P. A.
  (ReDIF-article, eee:dyncon:v:25:y:2001:i:1-2:p:149-184)
• Dynamic specifications in optimizing trend-deviation macro models
  Journal of Economic Dynamics and Control, Elsevier (2002)
  by Kozicki, Sharon & Tinsley, P. A.
  (ReDIF-article, eee:dyncon:v:26:y:2002:i:9-10:p:1585-1611)
• Permanent and transitory policy shocks in an empirical macro model with asymmetric information
  Journal of Economic Dynamics and Control, Elsevier (2005)
  by Kozicki, Sharon & Tinsley, P.A.
  (ReDIF-article, eee:dyncon:v:29:y:2005:i:11:p:1985-2015)
• House price dynamics: Fundamentals and expectations
  Journal of Economic Dynamics and Control, Elsevier (2015)
  by Granziera, Eleonora & Kozicki, Sharon
  (ReDIF-article, eee:dyncon:v:60:y:2015:i:c:p:152-165)
• Estimating equilibrium real interest rates in real time
  The North American Journal of Economics and Finance, Elsevier (2005)
  by Clark, Todd E. & Kozicki, Sharon
  (ReDIF-article, eee:ecofin:v:16:y:2005:i:3:p:395-413)
• Term structure transmission of monetary policy
  The North American Journal of Economics and Finance, Elsevier (2008)
  by Kozicki, Sharon & Tinsley, P.A.
  (ReDIF-article, eee:ecofin:v:19:y:2008:i:1:p:71-92)
• Comments on 'Forecasting with a real-time data set for macroeconomists'
  Journal of Macroeconomics, Elsevier (2002)
  by Kozicki, Sharon
  (ReDIF-article, eee:jmacro:v:24:y:2002:i:4:p:541-557)
• Macro has progressed
  Journal of Macroeconomics, Elsevier (2012)
  by Kozicki, Sharon
  (ReDIF-article, eee:jmacro:v:34:y:2012:i:1:p:23-28)
• Shifting endpoints in the term structure of interest rates
  Journal of Monetary Economics, Elsevier (2001)
  by Kozicki, Sharon & Tinsley, P. A.
  (ReDIF-article, eee:moneco:v:47:y:2001:i:3:p:613-652)
• What do you expect? Imperfect policy credibility and tests of the expectations hypothesis
  Journal of Monetary Economics, Elsevier (2005)
  by Kozicki, Sharon & Tinsley, P.A.
  (ReDIF-article, eee:moneco:v:52:y:2005:i:2:p:421-447)
• Perhaps the 1970s FOMC did what it said it did
  Journal of Monetary Economics, Elsevier (2009)
  by Kozicki, Sharon & Tinsley, P.A.
  (ReDIF-article, eee:moneco:v:56:y:2009:i:6:p:842-855)
• Permanent and transitory policy shocks in an empirical macro model with asymmetric information
  Proceedings, Federal Reserve Bank of San Francisco (2004)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-article, fip:fedfpr:y:2004:i:mar:x:9)
• Techniques for estimating dynamic comovement with an application to common international output fluctuations
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1993)
  by Sharon Kozicki
  (ReDIF-paper, fip:fedgfe:93-32)
• The comovement of output and labor productivity in aggregate data for auto assembly plants
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1995)
  by Ana M. Aizcorbe & Sharon Kozicki
  (ReDIF-paper, fip:fedgfe:95-33)
• Moving endpoints and the internal consistency of agents' ex ante forecasts
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1996)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedgfe:96-47)
• Estimating forward-looking Euler equations - discussion
  Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by Sharon Kozicki
  (ReDIF-article, fip:fedgpr:y:2005:p:115-125)
• The productivity growth slowdown: diverging trends in the manufacturing and service sectors
  Economic Review, Federal Reserve Bank of Kansas City (1997)
  by Sharon Kozicki
  (ReDIF-article, fip:fedker:y:1997:i:qi:p:31-46:n:v.82no,1)
• Predicting real growth and inflation with the yield spread
  Economic Review, Federal Reserve Bank of Kansas City (1997)
  by Sharon Kozicki
  (ReDIF-article, fip:fedker:y:1997:i:qiv:p:39-57:n:v.82no.4)
• How useful are Taylor rules for monetary policy?
  Economic Review, Federal Reserve Bank of Kansas City (1999)
  by Sharon Kozicki
  (ReDIF-article, fip:fedker:y:1999:i:qii:p:5-33:n:v.84no.2)
• Why do central banks monitor so many inflation indicators?
  Economic Review, Federal Reserve Bank of Kansas City (2001)
  by Sharon Kozicki
  (ReDIF-article, fip:fedker:y:2001:i:qiii:p:5-42:n:v.86no.3)
• How do data revisions affect the evaluation and conduct of monetary policy?
  Economic Review, Federal Reserve Bank of Kansas City (2004)
  by Sharon Kozicki
  (ReDIF-article, fip:fedker:y:2004:i:qi:p:5-38:n:v.89no.1)
• Longer-term perspectives on the yield curve and monetary policy
  Economic Review, Federal Reserve Bank of Kansas City (2005)
  by Sharon Kozicki & Gordon H. Sellon
  (ReDIF-article, fip:fedker:y:2005:i:qiv:p:5-33:n:v.90.no.4)
• Multivariate detrending under common trend restrictions: implications for business cycle research
  Research Working Paper, Federal Reserve Bank of Kansas City (1996)
  by Sharon Kozicki
  (ReDIF-paper, fip:fedkrw:96-01)
• Moving endpoints and the internal consistency of agents' ex ante forecasts
  Research Working Paper, Federal Reserve Bank of Kansas City (1997)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:97-01)
• Breathing room for beta
  Research Working Paper, Federal Reserve Bank of Kansas City (1997)
  by Sharon Kozicki & Pu Shen
  (ReDIF-paper, fip:fedkrw:97-06)
• Shifting endpoints in the term structure of interest rates
  Research Working Paper, Federal Reserve Bank of Kansas City (1997)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:97-08)
• Predicting inflation with the term structure spread
  Research Working Paper, Federal Reserve Bank of Kansas City (1998)
  by Sharon Kozicki
  (ReDIF-paper, fip:fedkrw:98-02)
• Vector rational error correction
  Research Working Paper, Federal Reserve Bank of Kansas City (1998)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:98-03)
• Term structure views of monetary policy
  Research Working Paper, Federal Reserve Bank of Kansas City (1998)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:98-07)
• Implications of rounding and rebasing for empirical analysis using consumer price inflation
  Research Working Paper, Federal Reserve Bank of Kansas City (1999)
  by Barak Hoffman & Sharon Kozicki
  (ReDIF-paper, fip:fedkrw:99-08)
• What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?
  Research Working Paper, Federal Reserve Bank of Kansas City (2001)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:rwp01-02)
• Dynamic specifications in optimizing trend-deviation macro models
  Research Working Paper, Federal Reserve Bank of Kansas City (2001)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:rwp01-03)
• Implications of real-time data for forecasting and modeling expectations
  Research Working Paper, Federal Reserve Bank of Kansas City (2001)
  by Sharon Kozicki
  (ReDIF-paper, fip:fedkrw:rwp01-12)
• Term premia : endogenous constraints on monetary policy
  Research Working Paper, Federal Reserve Bank of Kansas City (2002)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:rwp02-07)
• Alternative sources of the lag dynamics of inflation
  Research Working Paper, Federal Reserve Bank of Kansas City (2002)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:rwp02-12)
• Permanent and transitory policy shocks in an empirical macro model with asymmetric information
  Research Working Paper, Federal Reserve Bank of Kansas City (2003)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:rwp03-09)
• Estimating equilibrium real interest rates in real time
  Research Working Paper, Federal Reserve Bank of Kansas City (2004)
  by Todd E. Clark & Sharon Kozicki
  (ReDIF-paper, fip:fedkrw:rwp04-08)
• Minding the gap : central bank estimates of the unemployment natural rate
  Research Working Paper, Federal Reserve Bank of Kansas City (2005)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:rwp05-03)
• Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation
  Research Working Paper, Federal Reserve Bank of Kansas City (2005)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:rwp05-04)
• Term structure transmission of monetary policy
  Research Working Paper, Federal Reserve Bank of Kansas City (2005)
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, fip:fedkrw:rwp05-06)
• Parsing shocks: real-time revisions to gap and growth projections for Canada
  Review, Federal Reserve Bank of St. Louis (2009)
  by Russell Barnett & Sharon Kozicki & Christopher Petrinec
  (ReDIF-article, fip:fedlrv:y:2009:i:jul:p:247-266:n:v.91no.4)
• Estimation And Inference By The Method Of Projection Minimum Distance: An Application To The New Keynesian Hybrid Phillips Curve
  International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2011)
  by Òscar Jordà & Sharon Kozicki
  (ReDIF-article, ier:iecrev:v:52:y:2011:i:2:p:461-487)
• Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts
  Computational Economics, Springer;Society for Computational Economics (1998)
  by Kozicki, Sharon & Tinsley, P A
  (ReDIF-article, kap:compec:v:11:y:1998:i:1-2:p:21-40)
• Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate
  Computational Economics, Springer;Society for Computational Economics (2006)
  by Sharon Kozicki & P. Tinsley
  (ReDIF-article, kap:compec:v:27:y:2006:i:2:p:295-327)
• Rounding Error: A Distorting Influence on Index Data
  Journal of Money, Credit and Banking, Blackwell Publishing (2004)
  by Kozicki, Sharon & Hoffman, Barak
  (ReDIF-article, mcb:jmoncb:v:36:y:2004:i:3:p:319-38)
• Effective Use of Survey Information in Estimating the Evolution of Expected Inflation
  Journal of Money, Credit and Banking, Blackwell Publishing (2012)
  by Sharon Kozicki & P. A. Tinsley
  (ReDIF-article, mcb:jmoncb:v:44:y:2012:i:1:p:145-169)
• Testing For Common Features
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1990)
  by Robert F. Engle & Sharon Kozicki
  (ReDIF-paper, nbr:nberte:0091)
• The Term Structure Of Expected Inflation
  Computing in Economics and Finance 2000, Society for Computational Economics (2000)
  by Sharon Kozicki, P.A. Tinsley
  (ReDIF-paper, sce:scecf0:293)
• Monetary Policy Transmission through Term Premiums
  Computing in Economics and Finance 2002, Society for Computational Economics (2002)
  by Sharon Kozicki & P.A. Tinsley
  (ReDIF-paper, sce:scecf2:250)
• Alternative Sources of the Lag Dynamics of Inflation
  Computing in Economics and Finance 2003, Society for Computational Economics (2003)
  by Peter Tinsley & Sharon Kozicki
  (ReDIF-paper, sce:scecf3:92)
• Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information
  Computing in Economics and Finance 2004, Society for Computational Economics (2004)
  by P.A. Tinsley & Sharon Kozicki
  (ReDIF-paper, sce:scecf4:146)
• Central Bank Estimates of the Unemployment Natural Rate
  Computing in Economics and Finance 2005, Society for Computational Economics (2005)
  by Peter Tinsley & Sharon Kozicki
  (ReDIF-paper, sce:scecf5:138)
• Moving Endpoints in Macrofinance
  Computing in Economics and Finance 1996, Society for Computational Economics ()
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, sce:scecf6:_058)
• Rational Vector Error Correction Models
  Computing in Economics and Finance 1997, Society for Computational Economics ()
  by Sharon Kozicki & Peter A. Tinsley
  (ReDIF-paper, sce:scecf7:1)
• Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information
  Computing in Economics and Finance 1999, Society for Computational Economics (1999)
  by Sharon Kozicki & Peter Tinsley
  (ReDIF-paper, sce:scecf9:844)
• Estimating equilibrium real interest rates in real-time
  Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2004)
  by Clark, Todd E. & Kozicki, Sharon
  (ReDIF-paper, zbw:bubdp1:2298)
• Permanent and transitory policy shocks in an empirical macro model with asymmetric information
  CFS Working Paper Series, Center for Financial Studies (CFS) (2003)
  by Kozicki, Sharon & Tinsley, P. A.
  (ReDIF-paper, zbw:cfswop:200341)