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Sharon Kozicki

Personal Details

First Name:Sharon
Middle Name:
Last Name:Kozicki
Suffix:
RePEc Short-ID:pko186
[This author has chosen not to make the email address public]
Terminal Degree:1992 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Brigitte Desroches & Sharon Kozicki & Laure Simon, 2024. "Monetary Policy Governance: Bank of Canada Practices to Support Policy Effectiveness," Discussion Papers 2024-14, Bank of Canada.
  2. Brigitte Desroches & Sharon Kozicki & Laure Simon, 2024. "Gouvernance de la politique monétaire : pratiques de la Banque du Canada pour favoriser l’efficacité de la politique monétaire," Discussion Papers 2024-14fr, Bank of Canada.
  3. Marc-André Gosselin & Sharon Kozicki, 2023. "Making It Real: Bringing Research Models into Central Bank Projections," Discussion Papers 2023-29, Bank of Canada.
  4. Monica Jain & Walter Muiruri & Jonathan Witmer & Sharon Kozicki & Jeremy Harrison, 2023. "Summaries of Central Bank Policy Deliberations: A Canadian Context," Discussion Papers 2023-2, Bank of Canada.
  5. Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020. "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers 2020-16, Bank of Canada.
  6. Sharon Kozicki & Jill Vardy, 2017. "Communicating Uncertainty in Monetary Policy," Discussion Papers 17-14, Bank of Canada.
  7. Sharon Kozicki & Eric Santor & Lena Suchanek, 2015. "Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects," Staff Working Papers 15-21, Bank of Canada.
  8. Shutao Cao & Sharon Kozicki, 2015. "A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector," Staff Working Papers 15-6, Bank of Canada.
  9. Eleonora Granziera & Sharon Kozicki, 2012. "House Price Dynamics: Fundamentals and Expectations," Staff Working Papers 12-12, Bank of Canada.
  10. Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009. "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers 09-35, Bank of Canada.
  11. Sharon Kozicki & P. A. Tinsley, 2007. "Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation," Staff Working Papers 07-19, Bank of Canada.
  12. Sharon Kozicki & P. A. Tinsley, 2007. "Term Structure Transmission of Monetary Policy," Staff Working Papers 07-30, Bank of Canada.
  13. Òscar Jordà & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers 07-56, Bank of Canada.
  14. Sharon Kozicki & P. A. Tinsley, 2006. "Survey-Based Estimates of the Term Structure of Expected U.S. Inflation," Staff Working Papers 06-46, Bank of Canada.
  15. Oscar Jorda & Sharon Kozicki, 2006. "Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models," Working Papers 154, University of California, Davis, Department of Economics.
  16. Peter Tinsley & Sharon Kozicki, 2005. "Central Bank Estimates of the Unemployment Natural Rate," Computing in Economics and Finance 2005 138, Society for Computational Economics.
  17. Sharon Kozicki & Peter A. Tinsley, 2005. "Minding the gap : central bank estimates of the unemployment natural rate," Research Working Paper RWP 05-03, Federal Reserve Bank of Kansas City.
  18. Todd E. Clark & Sharon Kozicki, 2004. "Estimating equilibrium real interest rates in real time," Research Working Paper RWP 04-08, Federal Reserve Bank of Kansas City.
  19. Sharon Kozicki & Peter A. Tinsley, 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper RWP 03-09, Federal Reserve Bank of Kansas City.
  20. Sharon Kozicki & Peter A. Tinsley, 2002. "Alternative sources of the lag dynamics of inflation," Research Working Paper RWP 02-12, Federal Reserve Bank of Kansas City.
  21. Sharon Kozicki & Peter A. Tinsley, 2002. "Term premia : endogenous constraints on monetary policy," Research Working Paper RWP 02-07, Federal Reserve Bank of Kansas City.
  22. Sharon Kozicki & P.A. Tinsley, 2002. "Monetary Policy Transmission through Term Premiums," Computing in Economics and Finance 2002 250, Society for Computational Economics.
  23. Sharon Kozicki & Peter A. Tinsley, 2001. "What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?," Research Working Paper RWP 01-02, Federal Reserve Bank of Kansas City.
  24. Sharon Kozicki & Peter A. Tinsley, 2001. "Dynamic specifications in optimizing trend-deviation macro models," Research Working Paper RWP 01-03, Federal Reserve Bank of Kansas City.
  25. Sharon Kozicki, 2001. "Implications of real-time data for forecasting and modeling expectations," Research Working Paper RWP 01-12, Federal Reserve Bank of Kansas City.
  26. Sharon Kozicki, P.A. Tinsley, 2000. "The Term Structure Of Expected Inflation," Computing in Economics and Finance 2000 293, Society for Computational Economics.
  27. Barak Hoffman & Sharon Kozicki, 1999. "Implications of rounding and rebasing for empirical analysis using consumer price inflation," Research Working Paper 99-08, Federal Reserve Bank of Kansas City.
  28. Sharon Kozicki & Peter Tinsley, 1999. "Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information," Computing in Economics and Finance 1999 844, Society for Computational Economics.
  29. Sharon Kozicki & Peter A. Tinsley, 1998. "Vector rational error correction," Research Working Paper 98-03, Federal Reserve Bank of Kansas City.
  30. Sharon Kozicki, 1998. "Predicting inflation with the term structure spread," Research Working Paper 98-02, Federal Reserve Bank of Kansas City.
  31. Sharon Kozicki & Peter A. Tinsley, 1998. "Term structure views of monetary policy," Research Working Paper 98-07, Federal Reserve Bank of Kansas City.
  32. Sharon Kozicki & Pu Shen, 1997. "Breathing room for beta," Research Working Paper 97-06, Federal Reserve Bank of Kansas City.
  33. Sharon Kozicki & Peter A. Tinsley, 1997. "Shifting endpoints in the term structure of interest rates," Research Working Paper 97-08, Federal Reserve Bank of Kansas City.
  34. Sharon Kozicki, 1996. "Multivariate detrending under common trend restrictions: implications for business cycle research," Research Working Paper 96-01, Federal Reserve Bank of Kansas City.
  35. Sharon Kozicki & Peter A. Tinsley, 1996. "Moving endpoints and the internal consistency of agents' ex ante forecasts," Finance and Economics Discussion Series 96-47, Board of Governors of the Federal Reserve System (U.S.).
  36. Ana M. Aizcorbe & Sharon Kozicki, 1995. "The comovement of output and labor productivity in aggregate data for auto assembly plants," Finance and Economics Discussion Series 95-33, Board of Governors of the Federal Reserve System (U.S.).
  37. Sharon Kozicki, 1993. "Techniques for estimating dynamic comovement with an application to common international output fluctuations," Finance and Economics Discussion Series 93-32, Board of Governors of the Federal Reserve System (U.S.).
  38. Robert F. Engle & Sharon Kozicki, 1990. "Testing For Common Features," NBER Technical Working Papers 0091, National Bureau of Economic Research, Inc.
  39. Sharon Kozicki & Peter A. Tinsley, "undated". "Moving Endpoints in Macrofinance," Computing in Economics and Finance 1996 _058, Society for Computational Economics.
  40. Sharon Kozicki & Peter A. Tinsley, "undated". "Rational Vector Error Correction Models," Computing in Economics and Finance 1997 1, Society for Computational Economics.

Articles

  1. Kevin J. Fox & Shutao Cao & Sharon Kozicki, 2017. "Real GDI, Productivity, and the Terms of Trade in Canada," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63, pages 134-148, February.
  2. Granziera, Eleonora & Kozicki, Sharon, 2015. "House price dynamics: Fundamentals and expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 152-165.
  3. Kozicki, Sharon, 2012. "Macro has progressed," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 23-28.
  4. Sharon Kozicki & P. A. Tinsley, 2012. "Effective Use of Survey Information in Estimating the Evolution of Expected Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 145-169, February.
  5. Òscar Jordà & Sharon Kozicki, 2011. "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, vol. 52(2), pages 461-487, May.
  6. Sharon Kozicki & Eric Santor & Lena Suchanek, 2011. "Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases," Bank of Canada Review, Bank of Canada, vol. 2011(Spring), pages 13-25.
  7. Russell Barnett & Sharon Kozicki & Christopher Petrinec, 2009. "Parsing shocks: real-time revisions to gap and growth projections for Canada," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 247-266.
  8. Kozicki, Sharon & Tinsley, P.A., 2009. "Perhaps the 1970s FOMC did what it said it did," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 842-855, September.
  9. Kozicki, Sharon & Tinsley, P.A., 2008. "Term structure transmission of monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 71-92, March.
  10. Sharon Kozicki & P. Tinsley, 2006. "Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 295-327, May.
  11. Clark, Todd E. & Kozicki, Sharon, 2005. "Estimating equilibrium real interest rates in real time," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 395-413, December.
  12. Kozicki, Sharon & Tinsley, P.A., 2005. "What do you expect? Imperfect policy credibility and tests of the expectations hypothesis," Journal of Monetary Economics, Elsevier, vol. 52(2), pages 421-447, March.
  13. Kozicki, Sharon & Tinsley, P.A., 2005. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November.
  14. Sharon Kozicki & Gordon H. Sellon, 2005. "Longer-term perspectives on the yield curve and monetary policy," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-33.
  15. Sharon Kozicki, 2005. "Estimating forward-looking Euler equations - discussion," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 115-125.
  16. Sharon Kozicki, 2004. "How do data revisions affect the evaluation and conduct of monetary policy?," Economic Review, Federal Reserve Bank of Kansas City, vol. 89(Q I), pages 5-38.
  17. Kozicki, Sharon & Hoffman, Barak, 2004. "Rounding Error: A Distorting Influence on Index Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 319-338, June.
  18. Sharon Kozicki, 2004. "¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria?," Monetaria, CEMLA, vol. 0(4), pages 369-405, octubre-d.
  19. Kozicki, Sharon & Tinsley, P. A., 2002. "Dynamic specifications in optimizing trend-deviation macro models," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1585-1611, August.
  20. Kozicki, Sharon, 2002. "Comments on 'Forecasting with a real-time data set for macroeconomists'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 541-557, December.
  21. Sharon Kozicki, 2001. "Why do central banks monitor so many inflation indicators?," Economic Review, Federal Reserve Bank of Kansas City, vol. 86(Q III), pages 5-42.
  22. Kozicki, Sharon & Tinsley, P. A., 2001. "Shifting endpoints in the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 613-652, June.
  23. Kozicki, Sharon & Tinsley, P. A., 2001. "Term structure views of monetary policy under alternative models of agent expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 149-184, January.
  24. Sharon Kozicki, 1999. "How useful are Taylor rules for monetary policy?," Economic Review, Federal Reserve Bank of Kansas City, vol. 84(Q II), pages 5-33.
  25. Kozicki, Sharon & Tinsley, P. A., 1999. "Vector rational error correction," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1299-1327, September.
  26. Kozicki, Sharon, 1999. "Multivariate detrending under common trend restrictions: Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 997-1028, June.
  27. Kozicki, Sharon & Tinsley, P A, 1998. "Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts," Computational Economics, Springer;Society for Computational Economics, vol. 11(1-2), pages 21-40, April.
  28. Sharon Kozicki, 1997. "The productivity growth slowdown: diverging trends in the manufacturing and service sectors," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 31-46.
  29. Sharon Kozicki, 1997. "Predicting real growth and inflation with the yield spread," Economic Review, Federal Reserve Bank of Kansas City, vol. 82(Q IV), pages 39-57.
  30. Engle, Robert F & Kozicki, Sharon, 1993. "Testing for Common Features: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 393-395, October.
  31. Engle, Robert F & Kozicki, Sharon, 1993. "Testing for Common Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 369-380, October.

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Statistics

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This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (18) 2003-05-08 2003-05-08 2003-10-20 2004-01-18 2004-07-26 2005-11-05 2005-12-01 2006-01-01 2006-12-22 2007-03-31 2007-04-28 2010-01-16 2012-05-22 2015-02-22 2015-06-27 2017-11-26 2021-01-11 2024-02-05. Author is listed
  2. NEP-MON: Monetary Economics (11) 2005-11-05 2005-12-01 2006-01-01 2006-12-22 2007-03-31 2007-04-28 2015-06-27 2017-11-26 2021-01-11 2023-01-30 2024-02-05. Author is listed
  3. NEP-CBA: Central Banking (10) 2005-12-01 2006-01-01 2006-12-22 2007-03-31 2007-04-28 2010-01-16 2017-11-26 2021-01-11 2023-01-30 2024-02-05. Author is listed
  4. NEP-FOR: Forecasting (4) 2005-11-05 2006-01-01 2006-12-22 2010-01-16
  5. NEP-ECM: Econometrics (3) 1999-01-25 2008-01-05 2010-01-16
  6. NEP-ETS: Econometric Time Series (3) 1999-01-25 2002-04-25 2010-01-16
  7. NEP-BAN: Banking (2) 2023-01-30 2024-02-05
  8. NEP-DGE: Dynamic General Equilibrium (2) 2010-01-16 2012-05-22
  9. NEP-HIS: Business, Economic and Financial History (2) 2005-12-01 2007-03-31
  10. NEP-ACC: Accounting and Auditing (1) 2015-02-22
  11. NEP-EFF: Efficiency and Productivity (1) 2015-02-22
  12. NEP-URE: Urban and Real Estate Economics (1) 2012-05-22

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