Peter Tinsley
(Deceased since 201803)
Names
first:  Peter 
last:  Tinsley 
Contact
homepage:  https://sites.google.com/site/tinsleypa/ 
Research profile
author of:

Here's looking at you: modelling and policy use of auction price expectations
by Peter von zur Muehlen & Flint Brayton & William Kan & Peter A. Tinsley 
Smart systems and simple agents: industry pricing by parallel rules
by Raymond Board & Peter A. Tinsley 
Asymmetric adjustments of price and output
by Reva Krieger & Peter A. Tinsley 
Rational error correction
by Peter A. Tinsley 
Short rate expectations, term premiums, and central bank use of derivatives to reduce policy uncertainty
by Peter A. Tinsley 
Monetary policy when the nominal shortterm interest rate is zero
by James A. Clouse & Dale W. Henderson & Athanasios Orphanides & David H. Small & Peter A. Tinsley 
Afterhours stock prices and postcrash hangovers
by David Neumark & Peter A. Tinsley & Suzanne Tosini 
Fitting both data and theories: polynomial adjustment costs and error correction decision rules
by Peter A. Tinsley 
Interest rate policies for price stability
by Flint Brayton & Peter A. Tinsley 
A guide to FRB/US: a macroeconomic model of the United States
by Flint Brayton & Peter A. Tinsley 
Moving endpoints and the internal consistency of agents' ex ante forecasts
by Sharon Kozicki & Peter A. Tinsley 
The long and short of industrial strength pricing
by William Kan & Reva Krieger & Peter A. Tinsley 
On distributed lag specifications of optimal factor adjustment paths
by P. A. Tinsley 
A variable weight distributed lag model
by P. A. Tinsley 
The use of prior information in nonlinear regression
by P. A. Tinsley 
On ramps, turnpikes, and distributed lag approximations of optimal intertemporal adjustment
by P. A. Tinsley 
On polynomial approximation of distributed lags
by Peter A. Tinsley 
On Nerff solutions of macroeconomic tracking problems
by R. Craine & Arthur M. Havenner & Peter A. Tinsley 
On proximate exploitation of intermediate information in macroeconomic forecasting
by Peter A. Tinsley 
Capital structure, precautionary balances, and valuation of the firm: the problem of financial risk
by Peter A. Tinsley 
On the use of optimal control in the design of monetary policy
by John H. Kalchbrenner & Peter A. Tinsley 
Linear prediction and estimation methods for regression models with stationary stochastic coefficients
by P. A. V. B. Swamy & Peter A. Tinsley 
On optimal dynamic adjustment of quasifixed factors
by Peter A. Tinsley 
The labor market and potential output of the Federal ReserveMIT econometric model: a preliminary report
by A. J. Tella & Peter A. Tinsley 
Optimal factor adjustment paths: a generalization of "stock adjustment" decision rules
by Peter A. Tinsley 
Moving endpoints and the internal consistency of agents' ex ante forecasts
by Sharon Kozicki & Peter A. Tinsley 
Shifting endpoints in the term structure of interest rates
by Sharon Kozicki & Peter A. Tinsley 
Vector rational error correction
by Sharon Kozicki & Peter A. Tinsley 
Term structure views of monetary policy
by Sharon Kozicki & Peter A. Tinsley 
What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?
by P. A. Tinsley & Sharon Kozicki 
Dynamic specifications in optimizing trenddeviation macro models
by Sharon Kozicki & Peter A. Tinsley 
Term premia : endogenous constraints on monetary policy
by Sharon Kozicki & Peter A. Tinsley 
Alternative sources of the lag dynamics of inflation
by Sharon Kozicki & Peter A. Tinsley 
THE TERM STRUCTURE OF EXPECTED INFLATION
by Sharon Kozicki, P. A. Tinsley 
Monetary Policy Transmission through Term Premiums
by Sharon Kozicki & P. A. Tinsley 
Moving Endpoints in Macrofinance
by Sharon Kozicki & Peter A. Tinsley 
Asymmetric Adjustments of Price and Output
by Peter A. Tinsley & Reva Krieger 
Rational Vector Error Correction Models
by Sharon Kozicki & Peter A. Tinsley 
Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information
by Sharon Kozicki & Peter Tinsley 
On the Use of Feedback Control in the Design of Aggregate Monetary Policy.
by Kalchbrenner, J. H. & Tinsley, Peter A. 
A Variable Adjustment Model of Labor Demand.
by Tinsley, P. A. 
Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts.
by Kozicki, Sharon & Tinsley, P. A. 
Rational Error Correction.
by Tinsley, P. A. 
Policy Robustness: Specification and Simulation of a Monthly Money Market Model.
by Tinsley, Peter A. & et al 
Asymmetric Adjustments of Price and Output.
by Tinsley, P. A. & Krieger, Reva 
Permanent and transitory policy shocks in an empirical macro model with asymmetric information
by Sharon Kozicki & Peter A. Tinsley 
Alternative Sources of the Lag Dynamics of Inflation
by Peter Tinsley & Sharon Kozicki 
Term structure views of monetary policy under alternative models of agent expectations
by Kozicki, Sharon & Tinsley, P. A. 
Vector rational error correction
by Kozicki, Sharon & Tinsley, P. A. 
Shifting endpoints in the term structure of interest rates
by Kozicki, Sharon & Tinsley, P. A. 
Dynamic specifications in optimizing trenddeviation macro models
by Kozicki, Sharon & Tinsley, P. A. 
Effective interest rate policies for price stability
by Brayton, Flint & Tinsley, P. A. 
Permanent and transitory policy shocks in an empirical macro model with asymmetric information
by Sharon Kozicki & Peter A. Tinsley 
Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information
by P. A. Tinsley & Sharon Kozicki 
What do you expect? Imperfect policy credibility and tests of the expectations hypothesis
by Kozicki, Sharon & Tinsley, P. A. 
AfterHours Stock Prices and PostCrash Hangovers.
by Neumark, David & Tinsley, P. A. & Tosini, Suzanne 
The Impact of Uncertainty on the Feasibility of HumphreyHawkins Objectives.
by Tinsley, P. & et al 
Minding the gap : central bank estimates of the unemployment natural rate
by Sharon Kozicki & Peter A. Tinsley 
Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation
by Sharon Kozicki & Peter A. Tinsley 
Central Bank Estimates of the Unemployment Natural Rate
by Peter Tinsley & Sharon Kozicki 
Permanent and transitory policy shocks in an empirical macro model with asymmetric information
by Kozicki, Sharon & Tinsley, P. A. 
Term structure transmission of monetary policy
by Sharon Kozicki & Peter A. Tinsley 
The role of expectations in the FRB/US macroeconomic model
by Flint Brayton & Eileen Mauskopf & David L. Reifschneider & Peter A. Tinsley & John Williams 
The transmission channels of monetary policy: how have they changed?
by Jeffrey C. Fuhrer & Eileen Mauskopf & Peter A. Tinsley 
Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate
by Sharon Kozicki & P. Tinsley 
Indicator and filter attributes of monetary aggregates : A nitpicking case for disaggregation
by Tinsley, P. A. & Spindt, P. A. & Friar, M. E. 
The rational expectations approach to economic modelling
by Swamy, P. A. V. B. & Barth, J. R. & Tinsley, P. A. 
Linear prediction and estimation methods for regression models with stationary stochastic coefficients
by Swamy, P. A. V. B. & Tinsley, P. A. 
An expose of disguised deposits
by Tinsley, P. A. & Garrett, Bonnie & Friar, Monica 
A maximum probability approach to shortrun policy
by Tinsley, P. & Von Zur Muehlen, P. 
The shortrun volatility of money stock targeting
by Tinsley, P. A. & von zur Muehlen, P. & Fries, G. 
SurveyBased Estimates of the Term Structure of Expected U.S. Inflation
by Sharon Kozicki & P. A. Tinsley 
Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation
by Sharon Kozicki & P. A. Tinsley 
Term Structure Transmission of Monetary Policy
by Sharon Kozicki & P. A. Tinsley 
On filtering auxiliary information in shortrun monetary policy
by Kalchbrenner, J. H. & Tinsley, P. A. & Berry, J. & Garrett, B. 
Term structure transmission of monetary policy
by Kozicki, Sharon & Tinsley, P. A. 
Optimal Macroeconomic Control Policies
by Roger Craine & Arthur Havenner & Peter Tinsley
edited by 
Monetary Policy When the Nominal ShortTerm Interest Rate is Zero
by Clouse James & Henderson Dale & Orphanides Athanasios & Small David H. & Tinsley P. A. 
Capital Structure, Precautionary Balances, and Valuation of the Firm: The Problem of Financial Risk
by Tinsley, P. A. 
Perhaps the 1970s FOMC did what it said it did
by Kozicki, Sharon & Tinsley, P. A. 
Effective Use of Survey Information in Estimating the Evolution of Expected Inflation
by SHARON KOZICKI & P. A. TINSLEY 
A measure of the cost of money market volatility associated with money stock targeting
by P. von zur Muehlen & P. A. Tinsley 
An autopsy of a conventional macroeconomic relation: the case of money demand
by G. R. Moore & P. A. Tinsley & P. A. V. B. Swamy 
Indicator and filter attributes of monetary aggregates: a nitpicking case for disaggregation
by M. E. Friar & P. A. Tinsley & Paul A. Spindt 
On filtering auxiliary information in shortrun monetary policy
by James Berry & Bonnie Garrett & John H. Kalchbrenner & Peter A. Tinsley 
Two papers on the volatility of money stock targeting
by P. von zur Muehlen & P. A. Tinsley & Gerhard Fries 
The measurement of money demand
by M. E. Friar & P. A. Tinsley & Bonnie Garrett 
The shortrun volatility of money stock targeting
by P. von zur Muehlen & P. A. Tinsley & Gerhard Fries 
Permanent and transitory policy shocks in an empirical macro model with asymmetric information
by Kozicki, Sharon & Tinsley, P. A. 
The rational expectations approach to economic modelling
by J. R. Barth & P. A. Tinsley & P. A. V. B. Swamy 
A maximum probability approach to shortrun policy
by P. von zur Muehlen & Peter A. Tinsley 
On logical validity and econometric modelling: the case of money supply
by H. T. Farr & P. von zur Muehlen & P. A. Tinsley & P. A. V. B. Swamy