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Evan F. Koenig

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Evan F. Koenig, 2011. "Monetary policy, financial stability, and the distribution of risk," Working Papers 1111, Federal Reserve Bank of Dallas.

    Mentioned in:

    1. NGDP Targeting: Some Questions
      by David Andolfatto in MacroMania on 2012-04-28 02:35:00
    2. "NGDP Targeting: Some Questions"
      by Mark Thoma in Economist's View on 2012-04-27 20:14:19
    3. "NGDP Targeting: Some Questions"
      by Economists View in FavStocks on 2012-04-28 12:25:22
  2. Evan F. Koenig, 2013. "Like a Good Neighbor: Monetary Policy, Financial Stability, and the Distribution of Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 57-82, June.

    Mentioned in:

    1. John Williams on bubbles and monetary policy
      by Mainly Macro in Mainly Macro on 2014-06-13 02:50:00
  3. Evan F. Koenig & Robert Leeson & George A. Kahn (ed.), 2012. "The Taylor Rule and the Transformation of Monetary Policy," Books, Hoover Institution, Stanford University, number 4.

    Mentioned in:

    1. Qualifying for the Fed
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2019-04-15 12:01:03

Working papers

  1. Tyler Atkinson & Jim Dolmas & Christoffer Koch & Evan F. Koenig & Karel Mertens & Anthony Murphy & Kei-Mu Yi, 2020. "Mobility and Engagement Following the SARS-Cov-2 Outbreak," Working Papers 2014, Federal Reserve Bank of Dallas.

    Cited by:

    1. Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021. "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series WP-2021-05, Federal Reserve Bank of Chicago, revised 18 Jun 2021.
    2. Liu, Sitian & Su, Yichen, 2021. "The impact of the COVID-19 pandemic on the demand for density: Evidence from the U.S. housing market," Economics Letters, Elsevier, vol. 207(C).
    3. Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 202022, University of Hawaii at Manoa, Department of Economics.
    4. Constantin Bürgi & Nisan Gorgulu, 2020. "Social Distancing and the Economic Impact of Covid-19 in the United States," CESifo Working Paper Series 8577, CESifo.
    5. Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2021. "High-Frequency Data and a Weekly Economic Index during the Pandemic," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 326-330, May.
    6. Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023. "How to go viral: A COVID-19 model with endogenously time-varying parameters," Journal of Econometrics, Elsevier, vol. 232(1), pages 70-86.
    7. Xinba Li & Chuanrong Zhang, 2021. "Did the COVID-19 Pandemic Crisis Affect Housing Prices Evenly in the U.S.?," Sustainability, MDPI, vol. 13(21), pages 1-28, November.
    8. Brave, Scott A. & Butters, R. Andrew & Fogarty, Michael, 2022. "The perils of working with big data, and a SMALL checklist you can use to recognize them," Business Horizons, Elsevier, vol. 65(4), pages 481-492.

  2. Jim Dolmas & Evan F. Koenig, 2019. "Two Measures of Core Inflation: A Comparison," Working Papers 1903, Federal Reserve Bank of Dallas.

    Cited by:

    1. Laurence M. Ball & Daniel Leigh & Prachi Mishra & Antonio Spilimbergo, 2021. "Measuring U.S. Core Inflation: The Stress Test of COVID-19," NBER Working Papers 29609, National Bureau of Economic Research, Inc.
    2. Carlomagno, Guillermo & Fornero, Jorge & Sansone, Andrés, 2023. "A proposal for constructing and evaluating core inflation measures," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(3).
    3. Guillermo Carlomagno & Jorge Fornero & Andrés Sansone, 2021. "Toward a general framework for constructing and evaluating core inflation measures," Working Papers Central Bank of Chile 913, Central Bank of Chile.
    4. Lutz Kilian & Xiaoqing Zhou, 2021. "The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23," Working Papers 2116, Federal Reserve Bank of Dallas.
    5. Ball, Laurence & Carvalho, Carlos & Evans, Christopher & Antonio Ricci, Luca, 2024. "Weighted Median Inflation Around the World: A Measure of Core Inflation," Journal of International Money and Finance, Elsevier, vol. 142(C).
    6. Dietrich, Alexander M., 2023. "Consumption categories, household attention, and inflation expectations: Implications for optimal monetary policy," University of Tübingen Working Papers in Business and Economics 157, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
    7. Laurence M. Ball & Mr. Daniel Leigh & Ms. Prachi Mishra, 2022. "Understanding U.S. Inflation During the COVID Era," IMF Working Papers 2022/208, International Monetary Fund.
    8. Zhiyong Fan & Yushan Hu & Penglong Zhang, 2022. "Measuring China's core inflation for forecasting purposes: taking persistence as weight," Empirical Economics, Springer, vol. 63(1), pages 93-111, July.

  3. Evan F. Koenig, 2011. "Monetary policy, financial stability, and the distribution of risk," Working Papers 1111, Federal Reserve Bank of Dallas.

    Cited by:

    1. Alfred Duncan & Charles Nolan, 2020. "Reform of the UK Financial Policy Committee," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(1), pages 1-30, February.
    2. Alfred Duncan & Charles Nolan, 2015. "Objectives and Challenges of Macroprudential Policy," Working Papers 2015_22, Business School - Economics, University of Glasgow.
    3. Eagle, David M. & Christensen, Lars, 2012. "Two Equations on the Pareto-Efficient Sharing of Real GDP Risk," MPRA Paper 41051, University Library of Munich, Germany.

  4. Adriana Fernandez & Evan F. Koenig & Alex Nikolsko-Rzhevskyy, 2011. "A real-time historical database for the OECD," Globalization Institute Working Papers 96, Federal Reserve Bank of Dallas.

    Cited by:

    1. Aguirre, Idoia & Vázquez, Jesús, 2018. "Inflation monitoring in real time: A comparative analysis of the Federal Reserve and the Bank of England," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 200-209.
    2. Severin Bernhard, 2016. "A real-time GDP data set for Switzerland," Economic Studies 2016-09, Swiss National Bank.
    3. Marek RUSNAK, 2013. "Revisions to the Czech National Accounts: Properties and Predictability," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(3), pages 244-261, July.
    4. Dovern, Jonas & Jannsen, Nils, 2015. "Systematic errors in growth expectations over the business cycle," Kiel Working Papers 1989, Kiel Institute for the World Economy (IfW Kiel).
    5. Andreas Dibiasi & Samad Sarferaz, 2020. "Measuring Macroeconomic Uncertainty: The Labor Channel of Uncertainty from a Cross-Country Perspective," Papers 2006.09007, arXiv.org, revised Dec 2020.
    6. Dmitry Gornostaev & Alexey Ponomarenko & Sergei Seleznev & Alexandra Sterkhova, 2022. "A Real-Time Historical Database of Macroeconomic Indicators for Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 88-103, March.
    7. Denis Shibitov & Mariam Mamedli, 2021. "Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques," Bank of Russia Working Paper Series wps70, Bank of Russia.
    8. Marek Rusnak, 2013. "Nowcasting Czech GDP in Real Time," Working Papers 2013/06, Czech National Bank.
    9. Dibiasi, Andreas & Sarferaz, Samad, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," European Economic Review, Elsevier, vol. 153(C).
    10. Ronald Indergand & Stefan Leist, 2014. "A Real-Time Data Set for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 150(IV), pages 331-352, December.
    11. Steven P. Cassou & C. Patrick Scott & Jesús Vázquez, 2018. "Optimal monetary policy revisited: does considering US real-time data change things?," Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6203-6219, December.
    12. Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel, 2018. "Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts," Staff Working Papers 18-52, Bank of Canada.
    13. Mark A. Wynne, 2012. "Five Years of Research on Globalization and Monetary Policy: What Have We Learned?," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 2-17.
    14. Ince, Onur & Molodtsova, Tanya & Papell, David H., 2016. "Taylor rule deviations and out-of-sample exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 22-44.

  5. N. Kundan Kishor & Evan F. Koenig, 2010. "Yield spreads as predictors of economic activity: a real-time VAR analysis," Working Papers 1008, Federal Reserve Bank of Dallas.

    Cited by:

    1. De Pace, Pierangelo & Weber, Kyle D., 2016. "The time-varying leading properties of the high yield spread in the United States," International Journal of Forecasting, Elsevier, vol. 32(1), pages 203-230.

  6. Benjamin D. Keen & Evan F. Koenig, 2009. "How robust are popular models of nominal frictions?," Working Papers 0903, Federal Reserve Bank of Dallas.

    Cited by:

    1. Lance J Bachmeier & Benjamin D Keen, 2023. "Modeling the Asymmetric Effects of an Oil Price Shock," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 1-47, August.

  7. N. Kundan Kishor & Evan F. Koenig, 2005. "VAR estimation and forecasting when data are subject to revision," Working Papers 0501, Federal Reserve Bank of Dallas.

    Cited by:

    1. Jeremy J. Nalewaik, 2014. "Missing Variation in the Great Moderation: Lack of Signal Error and OLS Regression," Finance and Economics Discussion Series 2014-27, Board of Governors of the Federal Reserve System (U.S.).
    2. Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019. "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 396-407.
    3. Jennifer Castle & David Hendry & Michael P. Clements, 2014. "Robust Approaches to Forecasting," Economics Series Working Papers 697, University of Oxford, Department of Economics.
    4. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017. "Measurement errors and monetary policy: Then and now," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 66-78.
    5. Jan Jacobs & Jan-Egbert Sturm, 2007. "A real-time analysis of the Swiss trade account," Money Macro and Finance (MMF) Research Group Conference 2006 167, Money Macro and Finance Research Group.
    6. Florian Ielpo & Dominique Gúegan, 2009. "Understanding the Importance of the Duration and Size of the Variations of Fed’s Target Rate," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3-4), pages 44-72, August.
    7. Jacobs, Jan P.A.M. & van Norden, Simon, 2011. "Modeling data revisions: Measurement error and dynamics of "true" values," Journal of Econometrics, Elsevier, vol. 161(2), pages 101-109, April.
    8. Jennifer Castle & David Hendry, 2012. "Forecasting by factors, by variables, or both?," Economics Series Working Papers 600, University of Oxford, Department of Economics.
    9. Aaron Drew & Özer Karagedikli, 2008. "Some benefits of monetary policy transparency in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/01, Reserve Bank of New Zealand.
    10. Michael P. Clements, 2017. "Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 420-433, July.
    11. Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Papers (Old Series) 1120, Federal Reserve Bank of Cleveland.
    12. Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
    13. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," PIER Working Paper Archive 11-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    14. Tara M. Sinclair, 2012. "Forecasting Data Vintages," Working Papers 2012-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    15. Nalewaik, Jeremy J., 2011. "Incorporating vintage differences and forecasts into Markov switching models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 281-307, April.
    16. Dungey, Mardi & Jacobs, Jan & Tian, Jing & Norden, Simon van, 2012. "On trend-cycle decomposition and data revision," Research Report 12009-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    17. Dean Croushore & Keith Sill, 2014. "Analyzing data revisions with a dynamic stochastic general equilibrium model," Working Papers 14-29, Federal Reserve Bank of Philadelphia.
    18. Nalewaik, Jeremy J., 2011. "Incorporating vintage differences and forecasts into Markov switching models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 281-307.
    19. Simionescu Mihaela, 2015. "Kalman Filter or VAR Models to Predict Unemployment Rate in Romania?," Naše gospodarstvo/Our economy, Sciendo, vol. 61(3), pages 3-21, June.
    20. Ielpo, Florian & Guégan, Dominique, 2006. "An econometric specification of monetary policy dark art," MPRA Paper 1004, University Library of Munich, Germany, revised 07 Oct 2006.
    21. Altavilla, Carlo & Ciccarelli, Matteo, 2010. "Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts," Economic Modelling, Elsevier, vol. 27(1), pages 237-253, January.
    22. N. Kundan Kishor & Evan F. Koenig, 2016. "The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting," Working Papers 1613, Federal Reserve Bank of Dallas.
    23. Mihaela Simionescu & Mirela Niculae, 2015. "Modelling and Predicting the Fiscal Pressure Indicator in the European Union," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 1(1), pages 35-44, March.
    24. Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2008. "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available," Discussion Papers in Economics 08/17, Division of Economics, School of Business, University of Leicester.
    25. Dominique Guegan & Florian Ielpo, 2009. "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00439820, HAL.
    26. Peter A. Zadrozny, 2016. "Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI," CESifo Working Paper Series 5897, CESifo.
    27. Richard G. Anderson, 2006. "Replicability, real-time data, and the science of economic research: FRED, ALFRED, and VDC," Review, Federal Reserve Bank of St. Louis, vol. 88(Jan), pages 81-93.
    28. George Kapetanios & Tony Yates, 2010. "Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 869-893.
    29. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013. "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, vol. 177(2), pages 305-319.
    30. Garratt, Anthony & Lee, Kevin & Mise, Emi & Shields, Kalvinder, 2009. "Real time representation of the UK output gap in the presence of model uncertainty," International Journal of Forecasting, Elsevier, vol. 25(1), pages 81-102.
    31. Richard G. Anderson & Charles S. Gascon, 2009. "Estimating U.S. output growth with vintage data in a state-space framework," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 349-370.
    32. Michael P Clements & Ana Beatriz Galvao, 2017. "Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables," ICMA Centre Discussion Papers in Finance icma-dp2017-01, Henley Business School, University of Reading.
    33. Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.

  8. Evan F. Koenig, 2004. "Optimal monetary policy in economies with \"sticky-information\" wages," Working Papers 0405, Federal Reserve Bank of Dallas.

    Cited by:

    1. Woodford, Michael, 2010. "Optimal Monetary Stabilization Policy," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 14, pages 723-828, Elsevier.
    2. N. Gregory Mankiw & Ricardo Reis, 2010. "Imperfect Information and Aggregate Supply," NBER Working Papers 15773, National Bureau of Economic Research, Inc.
    3. William A. Branch & John B. Carlson & George W. Evans & Bruce McGough, 2004. "Monetary policy, endogenous inattention, and the volatility trade-off," Working Papers (Old Series) 0411, Federal Reserve Bank of Cleveland.
    4. Pengfei Wang & Yi Wen, 2006. "Inflation dynamics: a cross-country investigation," Working Papers 2005-076, Federal Reserve Bank of St. Louis.

  9. Evan F. Koenig, 2001. "What goes down must come up: understanding time-variation in the NAIRU," Working Papers 0101, Federal Reserve Bank of Dallas.

    Cited by:

    1. Abbigail J. Chiodo & Michael T. Owyang, 2002. "Duration dependence in monetary policy: international evidence," Working Papers 2002-021, Federal Reserve Bank of St. Louis.

  10. Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.

    Cited by:

    1. Jeremy J. Nalewaik, 2014. "Missing Variation in the Great Moderation: Lack of Signal Error and OLS Regression," Finance and Economics Discussion Series 2014-27, Board of Governors of the Federal Reserve System (U.S.).
    2. Adam J. Check & Anna K Nolan & Tyler C. Schipper, 2019. "Forecasting GDP Growth using Disaggregated GDP Revisions," Economics Bulletin, AccessEcon, vol. 39(4), pages 2580-2588.
    3. Jennifer Castle & David Hendry & Michael P. Clements, 2014. "Robust Approaches to Forecasting," Economics Series Working Papers 697, University of Oxford, Department of Economics.
    4. Evan F. Koenig, 2002. "Using the Purchasing Managers' Index to assess the economy's strength and the likely direction of monetary policy," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, vol. 1(6).
    5. Jim Dolmas & Evan F. Koenig, 2019. "Two Measures of Core Inflation: A Comparison," Working Papers 1903, Federal Reserve Bank of Dallas.
    6. Michael P. Clements & David I. Harvey, 2010. "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 1028-1062.
    7. Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018. "Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 678-714.
    8. Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
    9. Richard Harrison & George Kapetanios, 2004. "Forecasting with Measurement Errors in Dynamic Models," Working Papers 521, Queen Mary University of London, School of Economics and Finance.
    10. Chang, Andrew C. & Hanson, Tyler J., 2016. "The accuracy of forecasts prepared for the Federal Open Market Committee," Journal of Economics and Business, Elsevier, vol. 83(C), pages 23-43.
    11. Massimiliano Marcellino, 2008. "A linear benchmark for forecasting GDP growth and inflation?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 305-340.
    12. Tom Stark and Dean Croushore, 2001. "Forecasting with a Real-Time Data Set for Macroeconomists," Computing in Economics and Finance 2001 258, Society for Computational Economics.
    13. Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Working Paper 2013/06, Norges Bank.
    14. Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018. "Uncertain kingdom: nowcasting GDP and its revisions," LSE Research Online Documents on Economics 90382, London School of Economics and Political Science, LSE Library.
    15. Clements, Michael P. & Galvão, Ana Beatriz, 2010. "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," The Warwick Economics Research Paper Series (TWERPS) 953, University of Warwick, Department of Economics.
    16. Sarun Kamolthip, 2021. "Macroeconomic forecasting with LSTM and mixed frequency time series data," Papers 2109.13777, arXiv.org.
    17. Frédérique Bec & Patrick Kanda, 2019. "Is inflation driven by survey-based, VAR-based or myopic expectations?," Working Papers hal-02175836, HAL.
    18. M. Mogliani & T. Ferrière, 2016. "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers 600, Banque de France.
    19. Marie Bessec & Othman Bouabdallah, 2015. "Forecasting GDP over the Business Cycle in a Multi-Frequency and Data-Rich Environment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(3), pages 360-384, June.
    20. Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real-Time Out-of-Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, March.
    21. Duarte, Cláudia & Rodrigues, Paulo M.M. & Rua, António, 2017. "A mixed frequency approach to the forecasting of private consumption with ATM/POS data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 61-75.
    22. Alex Nikolsko-Rzhevskyy, 2011. "Monetary Policy Estimation in Real Time: Forward-Looking Taylor Rules without Forward-Looking Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 871-897, August.
    23. David Iselin & Boriss Siliverstovs, 2013. "Using Newspapers for Tracking the Business Cycle," KOF Working papers 13-337, KOF Swiss Economic Institute, ETH Zurich.
    24. Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
    25. Michael P. Clements & Ana Beatriz Galvão, 2009. "Forecasting US output growth using leading indicators: an appraisal using MIDAS models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1187-1206, November.
    26. Jalles, João Tovar, 2017. "On the rationality and efficiency of inflation forecasts: Evidence from advanced and emerging market economies," Research in International Business and Finance, Elsevier, vol. 40(C), pages 175-189.
    27. Vasconcelos de Deus, Joseph David Barroso & de Mendonça, Helder Ferreira, 2017. "Fiscal forecasting performance in an emerging economy: An empirical assessment of Brazil," Economic Systems, Elsevier, vol. 41(3), pages 408-419.
    28. Raffaella Giacomini & Barbara Rossi, 2013. "Forecasting in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 17, pages 381-408, Edward Elgar Publishing.
    29. Gupta, Rangan & Modise, Mampho P., 2013. "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, vol. 30(C), pages 612-622.
    30. Nima Nonejad, 2022. "New Findings Regarding the Out-of-Sample Predictive Impact of the Price of Crude Oil on the United States Industrial Production," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(1), pages 1-35, March.
    31. Hännikäinen, Jari, 2015. "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper 66759, University Library of Munich, Germany.
    32. Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian, 2011. "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," Discussion Paper Series 1: Economic Studies 2011,35, Deutsche Bundesbank.
    33. Michael P. Clements, 2017. "Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 420-433, July.
    34. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    35. N. Kundan Kishor & Evan F. Koenig, 2005. "VAR estimation and forecasting when data are subject to revision," Working Papers 0501, Federal Reserve Bank of Dallas.
    36. Bec, Frédérique & Kanda, Patrick, 2020. "Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    37. Beber, Alessandro & Brandt, Michael & Luisi, Maurizio, 2013. "Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals," CEPR Discussion Papers 9538, C.E.P.R. Discussion Papers.
    38. Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS) 885, University of Warwick, Department of Economics.
    39. Ehrmann, Michael & Fratzscher, Marcel, 2005. "Exchange rates and fundamentals: new evidence from real-time data," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 317-341, March.
    40. Allan W. Gregory & Hui Zhu, 2014. "Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics," Applied Financial Economics, Taylor & Francis Journals, vol. 24(7), pages 505-514, April.
    41. Anthony Garratt & Shaun P Vahey, 2006. "UK Real-Time Macro Data Characteristics," Economic Journal, Royal Economic Society, vol. 116(509), pages 119-135, February.
    42. Cláudia Duarte & Fátima Cardoso, 2009. "Data Revisions: The Case of Portuguese Exports and Imports," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    43. Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Papers (Old Series) 1120, Federal Reserve Bank of Cleveland.
    44. Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
    45. Beber, Alessandro & Brandt, Michael & Luisi, Maurizio, 2013. "Distilling the Macroeconomic News Flow," CEPR Discussion Papers 9360, C.E.P.R. Discussion Papers.
    46. Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary University of London, School of Economics and Finance.
    47. Nikolsko-Rzhevskyy, Alex, 2008. "Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data," MPRA Paper 11352, University Library of Munich, Germany.
    48. Jiang, Yu & Guo, Yongji & Zhang, Yihao, 2017. "Forecasting China's GDP growth using dynamic factors and mixed-frequency data," Economic Modelling, Elsevier, vol. 66(C), pages 132-138.
    49. Parigi, Giuseppe & Golinelli, Roberto, 2005. "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers 5302, C.E.P.R. Discussion Papers.
    50. Kamada, Koichiro, 2005. "Real-time estimation of the output gap in Japan and its usefulness for inflation forecasting and policymaking," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 309-332, December.
    51. Tara M. Sinclair, 2012. "Forecasting Data Vintages," Working Papers 2012-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    52. Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011. "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers 11-093/4, Tinbergen Institute.
    53. Galimberti, Jaqueson K. & Moura, Marcelo L., 2016. "Improving the reliability of real-time output gap estimates using survey forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 358-373.
    54. Klaus Wohlrabe, 2009. "Makroökonomische Prognosen mit gemischten Frequenzen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(21), pages 22-33, November.
    55. Santiago Etchegaray Alvarez, 2022. "Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay," Documentos de trabajo 2022004, Banco Central del Uruguay.
    56. Fackler, James S., 2002. "Comment on 'Forecasting with a real-time data set for macroeconomists'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 559-562, December.
    57. Tara M. Sinclair, 2012. "Characteristics and Implications of Chinese Macroeconomic Data Revisions," Working Papers 2012-09, The George Washington University, Institute for International Economic Policy.
    58. Jiayi Luo & Cindy Long Yu, 2021. "Determining Number of Factors in Dynamic Factor Models Contributing to GDP Nowcasting," Mathematics, MDPI, vol. 9(22), pages 1-23, November.
    59. Irac, D. & Sédillot, F., 2002. "Short-Run Assessment of French Economic Activity Using OPTIM," Working papers 88, Banque de France.
    60. Heinisch Katja & Scheufele Rolf, 2019. "Should Forecasters Use Real-Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, De Gruyter, vol. 20(4), pages 170-200, December.
    61. Emilia Tomczyk, 2013. "End of sample vs. real time data: perspectives for analysis of expectations," Working Papers 68, Department of Applied Econometrics, Warsaw School of Economics.
    62. Nalewaik, Jeremy J., 2011. "Incorporating vintage differences and forecasts into Markov switching models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 281-307, April.
    63. Valentina Raponi & Cecilia Frale, 2014. "Revisions in official data and forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 451-472, August.
    64. Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00511979, HAL.
    65. Clements Michael P., 2012. "Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 1-27, January.
    66. Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Staff Working Papers 11-16, Bank of Canada.
    67. Clements, Michael P. & Galvao, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation," Economic Research Papers 269743, University of Warwick - Department of Economics.
    68. Fred Joutz & Michael P. Clements & Herman O. Stekler, 2007. "An evaluation of the forecasts of the federal reserve: a pooled approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 121-136.
    69. Nalewaik, Jeremy J., 2011. "Incorporating vintage differences and forecasts into Markov switching models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 281-307.
    70. Denis Shibitov & Mariam Mamedli, 2021. "Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques," Bank of Russia Working Paper Series wps70, Bank of Russia.
    71. Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz, 2015. "Forecasting with Bayesian multivariate vintage-based VARs," International Journal of Forecasting, Elsevier, vol. 31(3), pages 757-768.
    72. Guerrero Víctor M. & García Andrea C. & Sainz Esperanza, 2013. "Rapid Estimates of Mexico’s Quarterly GDP," Journal of Official Statistics, Sciendo, vol. 29(3), pages 397-423, June.
    73. Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Post-Print halshs-00511979, HAL.
    74. Dean Croushore & Tom Stark, 2002. "Is macroeconomic research robust to alternative data sets?," Working Papers 02-3, Federal Reserve Bank of Philadelphia.
    75. Clements, Michael P, 2006. "Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters," The Warwick Economics Research Paper Series (TWERPS) 772, University of Warwick, Department of Economics.
    76. Clark, Todd E. & McCracken, Michael W., 2009. "Tests of Equal Predictive Ability With Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 441-454.
    77. Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers 2013-21, Center for Research in Economics and Statistics.
    78. Dean Croushore & Tom Stark, 2000. "A real-time data set for macroeconomists: does data vintage matter for forecasting?," Working Papers 00-6, Federal Reserve Bank of Philadelphia.
    79. Francesco Ravazzolo & Philip Rothman, 2015. "Oil-Price Density Forecasts of U.S. GDP," Working Papers No 10/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    80. Jon Faust & Jonathan H. Wright, 2008. "Efficient Prediction of Excess Returns," NBER Working Papers 14169, National Bureau of Economic Research, Inc.
    81. Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2008. "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available," Discussion Papers in Economics 08/17, Division of Economics, School of Business, University of Leicester.
    82. Scott Schuh, 2001. "An evaluation of recent macroeconomic forecast errors," New England Economic Review, Federal Reserve Bank of Boston, pages 35-56.
    83. Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers.
    84. Nicholas Taylor, 2014. "Economic forecast quality: information timeliness and data vintage effects," Empirical Economics, Springer, vol. 46(1), pages 145-174, February.
    85. Stark, Tom & Croushore, Dean, 2002. "Reply to the comments on 'Forecasting with a real-time data set for macroeconomists'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 563-567, December.
    86. Menzie D. Chinn & Kavan J. Kucko, 2010. "The Predictive Power of the Yield Curve across Countries and Time," NBER Working Papers 16398, National Bureau of Economic Research, Inc.
    87. Kajal Lahiri & George Monokroussos, 2011. "Nowcasting US GDP: The role of ISM Business Surveys," Discussion Papers 11-01, University at Albany, SUNY, Department of Economics.
    88. Richard G. Anderson, 2006. "Replicability, real-time data, and the science of economic research: FRED, ALFRED, and VDC," Review, Federal Reserve Bank of St. Louis, vol. 88(Jan), pages 81-93.
    89. Alberto Caruso & Laura Coroneo, 2019. "Predicting interest rates in real-time," Discussion Papers 19/18, Department of Economics, University of York.
    90. Michael P. Clements & Ana Beatriz Galvão, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers 678, Queen Mary University of London, School of Economics and Finance.
    91. Joao Tovar Jalles, 2015. "How Quickly is News Incorporated in Fiscal Forecasts?," Economics Bulletin, AccessEcon, vol. 35(4), pages 2802-2812.
    92. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007. "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers EI 2007-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    93. Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
    94. Klaus Wohlrabe, 2011. "Konstruktion von Indikatoren zur Analyse der wirtschaftlichen Aktivität in den Dienstleistungsbereichen," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 55, July.
    95. Galvão, Ana Beatriz, 2017. "Data revisions and DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
    96. Daragh Clancy, 2013. "Output Gap Estimation Uncertainty: Extracting the TFP Cycle Using an Aggregated PMI Series," The Economic and Social Review, Economic and Social Studies, vol. 44(1), pages 1-18.
    97. Andrew C. Chang & Phillip Li, 2018. "Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income," Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1846-1869, July.
    98. Adriana Fernandez & Evan F. Koenig & Alex Nikolsko-Rzhevskyy, 2011. "A real-time historical database for the OECD," Globalization Institute Working Papers 96, Federal Reserve Bank of Dallas.
    99. Katharina Glass, 2018. "Predictability of Euro Area Revisions," Macroeconomics and Finance Series 201801, University of Hamburg, Department of Socioeconomics.
    100. Schumacher Christian, 2011. "Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 28-49, February.
    101. Camino-Mogro, Segundo, 2020. "Turbulence in startups: Effect of COVID-19 lockdown on creation of new firms and its capital," MPRA Paper 104502, University Library of Munich, Germany.
    102. Cláudia Duarte, 2016. "A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data," Working Papers w201601, Banco de Portugal, Economics and Research Department.
    103. Michael P. Clements, 2014. "Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets," ICMA Centre Discussion Papers in Finance icma-dp2014-06, Henley Business School, University of Reading.
    104. Domenico Giannone & Lucrezia Reichlin & David Small, 2008. "Nowcasting: the real time informational content of macroeconomic data releases," ULB Institutional Repository 2013/6409, ULB -- Universite Libre de Bruxelles.
    105. Boriss Siliverstovs, 2017. "Short-term forecasting with mixed-frequency data: a MIDASSO approach," Applied Economics, Taylor & Francis Journals, vol. 49(13), pages 1326-1343, March.
    106. Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," PSE-Ecole d'économie de Paris (Postprint) halshs-00511979, HAL.
    107. David Hendry & Michael P. Clements, 2010. "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers 484, University of Oxford, Department of Economics.
    108. Kitchen, John & Monaco, Ralph, 2003. "Real-Time Forecasting in Practice: The U.S. Treasury Staff's Real-Time GDP Forecast System," MPRA Paper 21068, University Library of Munich, Germany, revised Oct 2003.
    109. Garratt, Anthony & Lee, Kevin & Mise, Emi & Shields, Kalvinder, 2009. "Real time representation of the UK output gap in the presence of model uncertainty," International Journal of Forecasting, Elsevier, vol. 25(1), pages 81-102.
    110. William T. Gavin & Kevin L. Kliesen, 2002. "Unemployment insurance claims and economic activity," Review, Federal Reserve Bank of St. Louis, vol. 84(May), pages 15-28.
    111. David Iselin & Boriss Siliverstovs, 2013. "Mit Zeitungen Konjunkturprognosen erstellen: Eine Vergleichsstudie für die Schweiz und Deutschland," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 7(3), pages 104-117, September.
    112. Matthieu Verstraete & Lena Suchanek, 2017. "Understanding Monetary Policy and its Effects: Evidence from Canadian Firms Using the Business Outlook Survey," Staff Working Papers 17-24, Bank of Canada.
    113. Heinisch, Katja, 2016. "A real-time analysis on the importance of hard and soft data for nowcasting German GDP," VfS Annual Conference 2016 (Augsburg): Demographic Change 145864, Verein für Socialpolitik / German Economic Association.
    114. Kosei Fukuda, 2007. "Forecasting real-time data allowing for data revisions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(6), pages 429-444.
    115. Michael P Clements & Ana Beatriz Galvao, 2017. "Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables," ICMA Centre Discussion Papers in Finance icma-dp2017-01, Henley Business School, University of Reading.
    116. Ciccarelli, Matteo & Altavilla, Carlo, 2007. "Information combination and forecast (st)ability evidence from vintages of time-series data," Working Paper Series 846, European Central Bank.
    117. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.
    118. Andrew C. Chang & Tyler J. Hanson, 2015. "The Accuracy of Forecasts Prepared for the Federal Open Market Committee," Finance and Economics Discussion Series 2015-62, Board of Governors of the Federal Reserve System (U.S.).
    119. Massimiliano Marcellino & Christian Schumacher, 2010. "Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 518-550, August.
    120. Nava, Consuelo R. & Osti, Linda & Zoia, Maria Grazia, 2022. "Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202207, University of Turin.
    121. Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz & Tyler Radler, 2018. "Using Payroll Processor Microdata to Measure Aggregate Labor Market Activity," Finance and Economics Discussion Series 2018-005, Board of Governors of the Federal Reserve System (U.S.).
    122. Cecilia Frale & Valentina Raponi, 2011. "Revisions in ocial data and forecasting," Working Papers LuissLab 1194, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    123. Clements, Michael P. & Galvão, Ana Beatriz, 2013. "Forecasting with vector autoregressive models of data vintages: US output growth and inflation," International Journal of Forecasting, Elsevier, vol. 29(4), pages 698-714.
    124. Benoît Bellone, 2006. "Une lecture probabiliste du cycle d’affaires américain," Économie et Prévision, Programme National Persée, vol. 172(1), pages 63-81.
    125. Andrew C. Chang, 2018. "Nothing is Certain Except Death and Taxes : The Lack of Policy Uncertainty from Expiring \"Temporary\" Taxes," Finance and Economics Discussion Series 2018-041, Board of Governors of the Federal Reserve System (U.S.).
    126. Iva Glišic, 2024. "A comparison of using MIDAS and LSTM models for GDP nowcasting," Working Papers Bulletin 22, National Bank of Serbia.
    127. Vermeulen, Philip, 2014. "An evaluation of business survey indices for short-term forecasting: Balance method versus Carlson–Parkin method," International Journal of Forecasting, Elsevier, vol. 30(4), pages 882-897.
    128. Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Post-Print halshs-00505165, HAL.
    129. Dean Croushore & Tom Stark, 1999. "Does data vintage matter for forecasting?," Working Papers 99-15, Federal Reserve Bank of Philadelphia.

  11. William G. Gale & Evan F. Koenig & Diane Lim Rogers & John Sabelhaus, 1998. "Taxing Government in a National Retail Sales Tax: Technical Paper 1999-5," Working Papers 13343, Congressional Budget Office.

    Cited by:

    1. Paul Bachman & Jonathan Haughton & Laurence J. Kotlikoff & Alfonso Sanchez-Penalver & David G. Tuerck, 2006. "Taxing Sales Under the FairTax: What Rate Works?," NBER Working Papers 12732, National Bureau of Economic Research, Inc.

  12. Sheila Dolmas & Evan F. Koenig, 1997. "Real-time GDP Growth Forecasts," Working Papers 9710, Federal Reserve Bank of Dallas.

    Cited by:

    1. Tom Stark and Dean Croushore, 2001. "Forecasting with a Real-Time Data Set for Macroeconomists," Computing in Economics and Finance 2001 258, Society for Computational Economics.
    2. Nathan S. Balke & D'Ann M. Petersen, 1998. "How well does the Beige Book reflect economic activity? Evaluating qualitative information quantitatively," Working Papers 9802, Federal Reserve Bank of Dallas.
    3. Tom Stark, 2000. "Does current-quarter information improve quarterly forecasts for the U.S. economy?," Working Papers 00-2, Federal Reserve Bank of Philadelphia.
    4. Dean Croushore & Tom Stark, 2000. "A real-time data set for macroeconomists: does data vintage matter for forecasting?," Working Papers 00-6, Federal Reserve Bank of Philadelphia.
    5. Croushore, Dean & Stark, Tom, 2001. "A real-time data set for macroeconomists," Journal of Econometrics, Elsevier, vol. 105(1), pages 111-130, November.
    6. Dean Croushore & Tom Stark, 1999. "Does data vintage matter for forecasting?," Working Papers 99-15, Federal Reserve Bank of Philadelphia.

  13. Evan F. Koenig, 1996. "Aggregate price adjustment: the Fischerian alternative," Working Papers 9615, Federal Reserve Bank of Dallas.

    Cited by:

    1. Mankiw, N. Gregory & Reis, Ricardo, 2002. "Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve," Scholarly Articles 3415324, Harvard University Department of Economics.
    2. Kevin X. D. Huang & Zheng Liu, 1998. "Staggered Contracts and Business Cycle Persistence," Cahiers de recherche CREFE / CREFE Working Papers 105, CREFE, Université du Québec à Montréal.
    3. Jeffrey C. Fuhrer, 2009. "Inflation persistence," Working Papers 09-14, Federal Reserve Bank of Boston.
    4. Rochelle M. Edge, 2001. "Online Appendix to "The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models"," Online Appendices edge01, Review of Economic Dynamics.
    5. Tyler Atkinson & Evan F. Koenig, 2012. "Inflation, slack, and Fed credibility," Staff Papers, Federal Reserve Bank of Dallas, issue Jan.
    6. Andres, Javier & Lopez-Salido, J. David & Nelson, Edward, 2005. "Sticky-price models and the natural rate hypothesis," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 1025-1053, July.
    7. Bennett T. McCallum, 2008. "Reconsideration of the P-Bar Model of Gradual Price Adjustment," NBER Working Papers 14163, National Bureau of Economic Research, Inc.
    8. Huang, Kevin X. D. & Liu, Zheng, 2001. "Production chains and general equilibrium aggregate dynamics," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 437-462, October.
    9. Christopher J. Erceg, 1997. "Nominal wage rigidities and the propagation of monetary disturbances," International Finance Discussion Papers 590, Board of Governors of the Federal Reserve System (U.S.).

  14. Evan F. Koenig, 1995. "Targeting nominal income: a closer look," Working Papers 9518, Federal Reserve Bank of Dallas.

    Cited by:

    1. Roisland, Oistein, 2001. "Institutional Arrangements for Monetary Policy When Output Is Persistent," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(4), pages 994-1014, November.
    2. Fang, Chung-rou & Lai, Ching-chong, 2002. "Targeting nominal income versus targeting price level: A target zone perspective," International Review of Economics & Finance, Elsevier, vol. 11(3), pages 229-249.
    3. Benchimol, Jonathan, 2024. "Central bank objectives, monetary policy rules, and limited information," Journal of Macroeconomics, Elsevier, vol. 80(C).
    4. Dale W. Henderson & Jinill Kim, 1998. "The choice of a monetary policy reaction function in a simple optimizing model," International Finance Discussion Papers 601, Board of Governors of the Federal Reserve System (U.S.).
    5. Dale W. Henderson & Jinill Kim, 2002. "Inflation targeting and nominal income growth targeting: when and why are they suboptimal?," International Finance Discussion Papers 719, Board of Governors of the Federal Reserve System (U.S.).
    6. Evan F. Koenig, 2011. "Monetary policy, financial stability, and the distribution of risk," Working Papers 1111, Federal Reserve Bank of Dallas.
    7. Evan F. Koenig, 2011. "An IS-LM analysis of the zero-bound problem," Staff Papers, Federal Reserve Bank of Dallas, issue Apr.
    8. Dale Henderson & Jinill Kim, 1999. "Exact Utilities under Alternative Monetary Rules in a Simple Macro Model with Optimizing Agents," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 6(4), pages 507-535, November.
    9. Evan F. Koenig, 2012. "All in the family: the close connection between nominal-GDP targeting and the Taylor Rule," Staff Papers, Federal Reserve Bank of Dallas, issue Mar.

  15. Evan F. Koenig, 1994. "The P* model of inflation revisited," Working Papers 9414, Federal Reserve Bank of Dallas.

    Cited by:

    1. Orphanides, Athanasios & Porter, Richard D., 2000. "P revisited: money-based inflation forecasts with a changing equilibrium velocity," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 87-100.

  16. Evan F. Koenig, 1993. "Searching for a stable M2-demand equation," Working Papers 9339, Federal Reserve Bank of Dallas.

    Cited by:

    1. Abdur Chowdhury & Mark Wheeler, 1999. "The velocity of US M2 in the 1990s: some further evidence," Applied Economics, Taylor & Francis Journals, vol. 31(9), pages 1137-1144.

  17. Kenneth M. Emery & Evan F. Koenig, 1993. "Why the composite index of leading indicators doesn't lead," Working Papers 9318, Federal Reserve Bank of Dallas.

    Cited by:

    1. Sergey V. Smirnov & Daria A. Avdeeva, 2016. "Wishful Bias in Predicting Us Recessions: Indirect Evidence," HSE Working papers WP BRP 135/EC/2016, National Research University Higher School of Economics.
    2. Franklin D. Berger & Keith R. Phillips, 1994. "The disappearing January blip and other state employment mysteries," Working Papers 9403, Federal Reserve Bank of Dallas.
    3. Gregory W. Huffman, 1994. "A primer on the nature of business cycles," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 27-41.
    4. Keith R. Phillips & Lucinda Vargas & Victor Zarnowitz, 1996. "New tools for analyzing the Mexican economy: indexes of coincident and leading economic indicators," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II.
    5. Sergey Smirnov, 2011. "Those Unpredictable Recessions," HSE Working papers WP BRP 02/EC/2011, National Research University Higher School of Economics.
    6. Franklin D. Berger & Keith R. Phillips, 1994. "Solving the mystery of the disappearing January blip in state employment data," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 53-62.

  18. Kenneth M. Emery & Evan F. Koenig, 1992. "Forecasting turning points: is a two-state characterization of the business cycle appropriate?," Working Papers 9214, Federal Reserve Bank of Dallas.

    Cited by:

    1. van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997. "Modelling Multiple Regimes in the Business Cycle," Econometric Institute Research Papers EI 9734/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Patrick Francois & Huw Lloyd-Ellis, 2001. "Animal Spirits meets Creative Destruction," Cahiers de recherche CREFE / CREFE Working Papers 130, CREFE, Université du Québec à Montréal.
    3. Kenneth M. Emery & Evan F. Koenig, 1993. "Why the composite index of leading indicators doesn't lead," Working Papers 9318, Federal Reserve Bank of Dallas.
    4. Nathan S. Balke & Mark A. Wynne, 1993. "Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior?," Working Papers 9322, Federal Reserve Bank of Dallas.
    5. Evan F. Koenig, 1994. "Capacity utilization and the evolution of manufacturing output: a closer look at the \"bounce-back effect.\"," Working Papers 9402, Federal Reserve Bank of Dallas.
    6. Kapetanios, G., 1999. "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics 9905, Faculty of Economics, University of Cambridge.
    7. Scott Freeman & Dong-Pyo Hong & Dan Peled, 1999. "Endogenous Cycles and Growth with Indivisible Technological Developments," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(2), pages 402-432, April.
    8. Christian Schulz, 2008. "Forecasting economic activity for Estonia : The application of dynamic principal component analyses," Bank of Estonia Working Papers 2008-02, Bank of Estonia, revised 30 Oct 2008.
    9. Patrick Francois & Huw Lloyd-Ellis, 2003. "Animal Spirits Through Creative Destruction," American Economic Review, American Economic Association, vol. 93(3), pages 530-550, June.
    10. Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2004. "Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models," Post-Print halshs-00390154, HAL.
    11. Sarlan, Haldun, 2001. "Cyclical aspects of business cycle turning points," International Journal of Forecasting, Elsevier, vol. 17(3), pages 369-382.
    12. Nadir Ocal & Denise R. Osborn, 2000. "Business cycle non-linearities in UK consumption and production," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 27-43.
    13. Sergey Smirnov, 2011. "Those Unpredictable Recessions," HSE Working papers WP BRP 02/EC/2011, National Research University Higher School of Economics.

  19. Evan F. Koenig, 1989. "Real money balances and the timing of consumption: an empirical investigation," Working Papers 8906, Federal Reserve Bank of Dallas.

    Cited by:

    1. Efrem Castelnuovo, 2009. "Estimating the Evolution of Money's Role in the U.S. Monetary Business Cycle," "Marco Fanno" Working Papers 0103, Dipartimento di Scienze Economiche "Marco Fanno".
    2. Takeshi Kimura & Hiroshi Kobayashi & Jun Muranaga & Hiroshi Ugai, 2003. "The effect of the increase in the monetary base of Japan's economy at zero interest rates: an empirical analysis," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 276-312, Bank for International Settlements.
    3. Warnock, Francis E., 2003. "Exchange rate dynamics and the welfare effects of monetary policy in a two-country model with home-product bias," Journal of International Money and Finance, Elsevier, vol. 22(3), pages 343-363, June.
    4. Ippei Fujiwara, 2004. "Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero," Econometric Society 2004 Far Eastern Meetings 620, Econometric Society.
    5. Mariano Kulish & Stephen Elias, 2013. "Direct effects of money on aggregate demand: another look at the evidence," Applied Economics, Taylor & Francis Journals, vol. 45(27), pages 3801-3809, September.
    6. Verónica Mies M. & Felipe Morandé L. & Matías Tapia G., 2002. "Monetary Policy and Transmission Mechanisms: New Elements for an old Debate," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 5(3), pages 29-66, December.
    7. Chéron, A. & Langot, François, 1999. "The Phillips and Beveridge curves revisited," CEPREMAP Working Papers (Couverture Orange) 9905, CEPREMAP.
    8. Nelson, Edward, 2002. "Direct effects of base money on aggregate demand: theory and evidence," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 687-708, May.
    9. Jonathan Benchimol & Irfan Qureshi, 2020. "Time-varying money demand and real balance effects," Post-Print hal-02876657, HAL.
    10. David Amirault & Brian O'Reilly, 2001. "The Zero Bound on Nominal Interest Rates: How Important Is It?," Staff Working Papers 01-6, Bank of Canada.
    11. John Y. Campbell & N. Gregory Mankiw, 1989. "Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence," NBER Working Papers 2924, National Bureau of Economic Research, Inc.
    12. F. H. Capie & D. P. Tsomocos & G. E. Wood, 2005. "Modelling Institutional Change in the Payments System, and its Implications for Monetary Policy," OFRC Working Papers Series 2005fe01, Oxford Financial Research Centre.
    13. Kozo Ueda & Yoshiyuki Nakazono & Ippei Fujiwara, 2014. "Policy Regime Change against Chronic Deflation? Policy option under long-term liquidity trap," AJRC Working Papers 1402, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
    14. Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say “Probably Not”," Working Papers IES 2016/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2016.
    15. Jia, Pengfei, 2021. "Understanding a New Keynesian Model with Liquidity," MPRA Paper 108286, University Library of Munich, Germany.
    16. Alessandro Piergallini, 2021. "Fiscal Stimulus of Last Resort," Papers 2104.02753, arXiv.org.
    17. Duca, John V. & VanHoose, David D., 2004. "Recent developments in understanding the demand for money," Journal of Economics and Business, Elsevier, vol. 56(4), pages 247-272.
    18. F H Capie & Dimitrios P Tsomocos & Geoffrey E Wood, 2003. "E-barter versus fiat money: will central banks survive?," Bank of England working papers 197, Bank of England.
    19. Claus Brand & Hans-Eggert Reimers & Franz Seitz, 2003. "Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence," Macroeconomics 0303012, University Library of Munich, Germany.
    20. Cheng K. Wu, 1997. "New Result in Theory of Consumption: Changes in Savings and Income Growth," Macroeconomics 9706007, University Library of Munich, Germany.
    21. Pojanart Sunirand, 2003. "The Role of Money in The Transmission Mechanism of Monetary Policy: Evidence from Thailand," FMG Discussion Papers dp451, Financial Markets Group.
    22. Liu, Zehao & He, Ping, 2022. "Real liquidity and banking," Journal of Financial Intermediation, Elsevier, vol. 49(C).
    23. Ippei Fujiwara & Yoshiyuki Nakazono & Kozo Ueda, 2015. "Policy Regime Change Against Chronic Deflation?," Working Papers halshs-01545830, HAL.
    24. Verónica Mies & Felipe Morandé & Matías Tapia, 2002. "Política Monetaria y Mecanismos de Transmisión: Nuevos Elementos para una Vieja Discusión," Working Papers Central Bank of Chile 181, Central Bank of Chile.
    25. Jones, Barry E. & Stracca, Livio, 2008. "Does money matter in the IS curve? The case of the UK," Working Paper Series 904, European Central Bank.
    26. Francis E. Warnock, 1998. "Idiosyncratic tastes in a two-country optimizing model: implications ; of a standard presumption," International Finance Discussion Papers 631, Board of Governors of the Federal Reserve System (U.S.).
    27. Riyad Abubaker, 2016. "Consumption and Money Uncertainty at the Zero Lower Bound," Economics Bulletin, AccessEcon, vol. 36(1), pages 449-463.
    28. Sunirand, Pojanart, 2003. "The role of money in the transmission mechanism of monetary policy: evidence from Thailand," LSE Research Online Documents on Economics 24850, London School of Economics and Political Science, LSE Library.
    29. Alfonso Palacio Vera, 2009. "Some Reflections on the Theory of the “Liquidity Trap”," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 09-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    30. Luca Sessa, 2012. "Economic (in)stability under monetary targeting," Temi di discussione (Economic working papers) 858, Bank of Italy, Economic Research and International Relations Area.
    31. C. Kenrick Hunte, 2012. "The Equation of Exchange: A Derivation," The American Economist, Sage Publications, vol. 57(2), pages 210-215, November.
    32. Brand, Claus & Reimers, Hans-Eggert & Seitz, Franz, 2003. "Forecasting real GDP: what role for narrow money?," Working Paper Series 254, European Central Bank.
    33. Reis, Ricardo, 2007. "The analytics of monetary non-neutrality in the Sidrauski model," Economics Letters, Elsevier, vol. 94(1), pages 129-135, January.

  20. Evan F. Koenig, 1988. "Investment and the nominal interest rate: the variable velocity case," Working Papers 8805, Federal Reserve Bank of Dallas.

    Cited by:

    1. Jill A. Holman & Felix K. Rioja, 1999. "International transmission of anticipated inflation under alternative exchange-rate regimes," Research Working Paper 99-04, Federal Reserve Bank of Kansas City.
    2. Evan F. Koenig, 1989. "Real money balances and the timing of consumption: an empirical investigation," Working Papers 8906, Federal Reserve Bank of Dallas.
    3. Wu, Yangru & Zhang, Junxi, 1998. "Endogenous growth and the welfare costs of inflation: a reconsideration," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 465-482, March.

Articles

  1. Jim Dolmas & Evan F. Koenig, 2019. "Two Measures of Core Inflation: A Comparison," Review, Federal Reserve Bank of St. Louis, vol. 101(4).
    See citations under working paper version above.
  2. Benjamin D. Keen & Evan F. Koenig, 2018. "How Robust Are Popular Models of Nominal Frictions?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1299-1342, September.
    See citations under working paper version above.
  3. Alan Armen & Evan F. Koenig, 2017. "Navigating by the Stars: The Natural Rate as Economic Forecasting Tool," Economic Letter, Federal Reserve Bank of Dallas, vol. 12(2), pages 1-4, February.

    Cited by:

    1. Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global trends in interest rates," Staff Reports 866, Federal Reserve Bank of New York.
    2. Arto Kovanen, 2019. "Perspectives From the Past for the Federal Reserve¡¯s Monetary Policy and Communication," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 10(1), pages 31-51, January.
    3. Arto Kovanen, 2019. "Wage Growth Puzzle and Capacity Utilization," Applied Economics and Finance, Redfame publishing, vol. 6(2), pages 15-31, March.

  4. Alan Armen & Evan F. Koenig, 2015. "Assessing monetary accommodation: a simple empirical model of monetary policy and its implications for unemployment and inflation," Staff Papers, Federal Reserve Bank of Dallas, issue Dec.

    Cited by:

    1. Razzak, Weshah, 2020. "The Riddle of the Natural Rate of Interest," MPRA Paper 99747, University Library of Munich, Germany.

  5. N. Kundan Kishor & Evan F. Koenig, 2014. "Credit Indicators as Predictors of Economic Activity: A Real‐Time VAR Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 545-564, March.

    Cited by:

    1. Alan Armen & Evan F. Koenig, 2015. "Assessing monetary accommodation: a simple empirical model of monetary policy and its implications for unemployment and inflation," Staff Papers, Federal Reserve Bank of Dallas, issue Dec.
    2. Seitz, Franz & Albuquerque, Bruno & Baumann, Ursel, 2015. "The Information Content Of Money And Credit For US Activity," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113066, Verein für Socialpolitik / German Economic Association.
    3. Kishor, N. Kundan, 2023. "Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators," MPRA Paper 116819, University Library of Munich, Germany.
    4. António Rua & João Pedro Pereira, 2012. "Asset pricing with a bank risk factor," Working Papers w201202, Banco de Portugal, Economics and Research Department.
    5. Michelle L. Barnes & Giovanni P. Olivei, 2017. "Consumer Attitudes and Their Forecasting Power for Consumer Spending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(5), pages 1031-1058, August.
    6. Kurowski, Łukasz & Rogowicz, Karol, 2018. "Are business and credit cycles synchronised internally or externally?," Economic Modelling, Elsevier, vol. 74(C), pages 124-141.
    7. N. Kundan Kishor & Evan F. Koenig, 2016. "The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting," Working Papers 1613, Federal Reserve Bank of Dallas.
    8. Narayan Kundan Kishor, 2021. "Forecasting real‐time economic activity using house prices and credit conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 213-227, March.
    9. Albuquerque, Bruno & Baumann, Ursel & Seitz, Franz, 2016. "What does money and credit tell us about real activity in the United States?," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 328-347.

  6. Richard W. Fisher & Evan F. Koenig, 2014. "Are we there yet? assessing progress toward full employment and price stability," Economic Letter, Federal Reserve Bank of Dallas, vol. 9(13), pages 1-4, October.

    Cited by:

    1. Richard Ashley & Randal J. Verbrugge, 2019. "The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification," Working Papers 19-09R2, Federal Reserve Bank of Cleveland, revised 14 Feb 2023.
    2. Donayre, Luiggi & Panovska, Irina, 2016. "Nonlinearities in the U.S. wage Phillips curve," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 19-43.
    3. Amal Ben Abdallah & Sourour Guidara & Rima Aloulou & Maha Kalai & Kamel Helali, 2024. "Investigating the relationship between inflation and economic growth in Mauritania: an empirical analysis using the regime change model," SN Business & Economics, Springer, vol. 4(1), pages 1-25, January.
    4. Donayre, Luiggi & Panovska, Irina, 2018. "U.S. wage growth and nonlinearities: The roles of inflation and unemployment," Economic Modelling, Elsevier, vol. 68(C), pages 273-292.
    5. Mr. Yasser Abdih & Mr. Stephan Danninger, 2018. "Understanding U.S. Wage Dynamics," IMF Working Papers 2018/138, International Monetary Fund.

  7. Evan F. Koenig, 2013. "Like a Good Neighbor: Monetary Policy, Financial Stability, and the Distribution of Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 57-82, June.

    Cited by:

    1. David Andolfatto & Aleksander Berentsen & Fernando M. Martin, 2017. "Money, banking and financial markets," ECON - Working Papers 259, Department of Economics - University of Zurich.
    2. Sheedy, Kevin D., 2017. "Conventional and unconventional monetary policy rules," LSE Research Online Documents on Economics 83608, London School of Economics and Political Science, LSE Library.
    3. John C. Williams, 2017. "Preparing for the Next Storm: Reassessing Frameworks & Strategies in a Low R-Star World," Speech 176, Federal Reserve Bank of San Francisco.
    4. Thomas M. Mertens & John C. Williams, 2019. "Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates," Working Paper Series 2019-14, Federal Reserve Bank of San Francisco.
    5. James B. Bullard & Aarti Singh, 2016. "Incomplete Credit Markets and Monetary Policy with Heterogeneous Labor Supply : a presentation at Bank of Korea 2016 Conference, Employment and Growth, Seoul, Korea, May 30, 2016," Speech 270, Federal Reserve Bank of St. Louis.
    6. John C. Williams, 2014. "Inflation targeting and the global financial crisis: successes and challenges," Speech 134, Federal Reserve Bank of San Francisco.
    7. Sumner, Scott, 2017. "Monetary policy rules in light of the great recession," Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 90-99.
    8. Azariadis, Costas & Bullard, James & Singh, Aarti & Suda, Jacek, 2015. "Incomplete Credit Markets and Monetary Policy," Working Papers 2015-12, University of Sydney, School of Economics, revised Feb 2019.
    9. John C. Williams, 2017. "Preparing for the Next Storm: Reassessing Frameworks and Strategies in a Low R-star World," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
    10. Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
    11. Beckworth, David, 2017. "Permanent versus temporary monetary base Injections: Implications for past and future Fed Policy," Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 110-126.

  8. Tyler Atkinson & Evan F. Koenig, 2012. "Inflation, slack, and Fed credibility," Staff Papers, Federal Reserve Bank of Dallas, issue Jan.

    Cited by:

    1. Jim Dolmas & Evan F. Koenig, 2019. "Two Measures of Core Inflation: A Comparison," Working Papers 1903, Federal Reserve Bank of Dallas.
    2. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
    3. N. Kundan Kishor & Evan F. Koenig, 2016. "The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting," Working Papers 1613, Federal Reserve Bank of Dallas.
    4. Anton A. Cheremukhin, 2013. "Estimating the output gap in real time," Staff Papers, Federal Reserve Bank of Dallas, issue Dec.

  9. Evan F. Koenig, 2012. "All in the family: the close connection between nominal-GDP targeting and the Taylor Rule," Staff Papers, Federal Reserve Bank of Dallas, issue Mar.

    Cited by:

    1. David Beckworth, 2017. "The monetary policy origins of the eurozone crisis," International Finance, Wiley Blackwell, vol. 20(2), pages 114-134, June.
    2. Raffinot, Thomas, 2017. "Interest-Rates-Free Monetary Policy Rule," Working Papers 06898, George Mason University, Mercatus Center.
    3. Christophe Blot & Jérôme Creel & Xavier Ragot, 2015. "Flexible inflation targeting vs nominal GDP targeting in the euro area," SciencePo Working papers Main hal-03429880, HAL.
    4. James B. Bullard, 2020. "Optimal Monetary Policy for the Masses," Speech 89139, Federal Reserve Bank of St. Louis.
    5. Veetil, Vipin P. & Wagner, Richard E., 2018. "Nominal GDP stabilization: Chasing a mirage," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 227-236.
    6. Alexander Salter, 2014. "Is there a self-enforcing monetary constitution?," Constitutional Political Economy, Springer, vol. 25(3), pages 280-300, September.

  10. Tyler Atkinson & Evan F. Koenig, 2012. "High unemployment points to below-target (but still stable) inflation," Economic Letter, Federal Reserve Bank of Dallas, vol. 7(12), October.

    Cited by:

    1. Tyler Atkinson & David Luttrell & Harvey Rosenblum, 2013. "How bad was it? The costs and consequences of the 2007–09 financial crisis," Staff Papers, Federal Reserve Bank of Dallas, issue Jul.

  11. Evan F. Koenig, 2011. "An IS-LM analysis of the zero-bound problem," Staff Papers, Federal Reserve Bank of Dallas, issue Apr.

    Cited by:

    1. Michl Aleš, 2019. "Ten Years Later: Lessons for DSGE Builders and Czech Policy Makers," Review of Economic Perspectives, Sciendo, vol. 19(3), pages 159-174, September.

  12. Fernandez, Adriana Z. & Koenig, Evan F. & Nikolsko-Rzhevskyy, Alex, 2010. "Can alternative Taylor-rule specifications describe Federal Reserve policy decisions?," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 733-757, November.

    Cited by:

    1. Komain Jiranyakul, 2018. "How Does the Policy Rate Respond to Output and Prices in Thailand?," Economic Research Guardian, Mutascu Publishing, vol. 8(1), pages 11-24, June.
    2. Hoffmann, Andreas, 2012. "Did the Fed and ECB react asymmetrically with respect to asset market developments?," Working Papers 103, University of Leipzig, Faculty of Economics and Management Science.
    3. Seip, Knut L. & McNown, Robert, 2013. "Monetary policy and stability during six periods in US economic history: 1959–2008: a novel, nonlinear monetary policy rule," Journal of Policy Modeling, Elsevier, vol. 35(2), pages 307-325.
    4. Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2014. "Time-varying inflation targeting after the nineties," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 400-408.
    5. Yu-Hsi Chou, 2017. "Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks," Review of International Economics, Wiley Blackwell, vol. 25(1), pages 165-194, February.
    6. Moccero, Diego & Gnabo, Jean-Yves, 2015. "The risk management approach to monetary policy, nonlinearity and aggressiveness: the case of the US Fed," Working Paper Series 1792, European Central Bank.
    7. Gustavo Nicolás Páez, 2015. "Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?," Documentos CEDE 12567, Universidad de los Andes, Facultad de Economía, CEDE.
    8. Gnabo, Jean-Yves & Moccero, Diego Nicolas, 2015. "Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 281-294.

  13. N. Kundan Kishor & Evan F. Koenig, 2009. "VAR Estimation and Forecasting When Data Are Subject to Revision," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 181-190, July.
    See citations under working paper version above.
  14. Adriana Fernandez & Evan F. Koenig & Alex Nikolsko-Rzhevskyy, 2008. "The relative performance of alternative Taylor rule specifications," Staff Papers, Federal Reserve Bank of Dallas, issue Jun.

    Cited by:

    1. Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
    2. Matthew Greenwood-Nimmo & Youngcheol Shin, 2011. "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," Working Papers 2011-057, Madras School of Economics,Chennai,India.
    3. Yu-Hsi Chou, 2017. "Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks," Review of International Economics, Wiley Blackwell, vol. 25(1), pages 165-194, February.
    4. Crowley, Patrick M. & Hudgins, David, 2020. "How effective is the Taylor rule? Some insights from the time-frequency domain," BoF Economics Review 1/2020, Bank of Finland.

  15. Evan F. Koenig, 2006. "Through a glass, darkly: how data revisions complicate monetary policy," Economic Letter, Federal Reserve Bank of Dallas, vol. 1(dec).

    Cited by:

    1. Orlowski, Lucjan T., 2010. "Monetary policy rules for convergence to the Euro," Economic Systems, Elsevier, vol. 34(2), pages 148-159, June.

  16. Evan F. Koenig & Keith R. Phillips, 2005. "The national economic outlook: continued growth likely," Southwest Economy, Federal Reserve Bank of Dallas, issue Nov, pages 1,9-13.

    Cited by:

    1. Tyler Atkinson & David Luttrell & Harvey Rosenblum, 2013. "How bad was it? The costs and consequences of the 2007–09 financial crisis," Staff Papers, Federal Reserve Bank of Dallas, issue Jul.

  17. Evan F. Koenig, 2004. "Monetary policy prospects," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, pages 1-16.

    Cited by:

    1. Nikolsko-Rzhevskyy, Alex & Papell, David H. & Prodan, Ruxandra, 2017. "The Yellen rules," Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 59-71.
    2. Nikolsko-Rzhevskyy, Alex, 2008. "Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data," MPRA Paper 11352, University Library of Munich, Germany.
    3. Nikolsko-Rzhevskyy, Alex & Papell, David H. & Prodan, Ruxandra, 2021. "Policy Rules and Economic Performance," Journal of Macroeconomics, Elsevier, vol. 68(C).
    4. Fernandez, Adriana Z. & Koenig, Evan F. & Nikolsko-Rzhevskyy, Alex, 2010. "Can alternative Taylor-rule specifications describe Federal Reserve policy decisions?," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 733-757, November.
    5. Levrero, Enrico Sergio, 2022. "The Taylor Rule and its Aftermath: Elements for an Interpretation along Classical-Keynesian lines," Centro Sraffa Working Papers CSWP59, Centro di Ricerche e Documentazione "Piero Sraffa".
    6. George A. Kahn, 2012. "Estimated rules for monetary policy," Economic Review, Federal Reserve Bank of Kansas City, vol. 97(Q IV).
    7. Adriana Fernandez & Evan F. Koenig & Alex Nikolsko-Rzhevskyy, 2008. "The relative performance of alternative Taylor rule specifications," Staff Papers, Federal Reserve Bank of Dallas, issue Jun.

  18. Jim Dolmas & Evan F. Koenig, 2003. "Monetary policy in a zero-interest-rate economy," Southwest Economy, Federal Reserve Bank of Dallas, issue Jul, pages 1-5,16.

    Cited by:

    1. Michael B. Devereux & Woon Gyu Choi, 2004. "Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter?," Econometric Society 2004 Far Eastern Meetings 666, Econometric Society.
    2. Freydorf, Christoph & Kimmich, Christian & Koudela, Thomas & Schuster, Ludwig & Wenzlaff, Ferdinand, 2012. "Wachstumszwänge in der Geldwirtschaft. Zwischenbericht der Wissenschaftlichen Arbeitsgruppe nachhaltiges Geld," EconStor Preprints 142471, ZBW - Leibniz Information Centre for Economics.

  19. Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2003. "The Use and Abuse of Real-Time Data in Economic Forecasting," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 618-628, August.
    See citations under working paper version above.
  20. Koenig, Evan F., 2003. "Is the markup a useful real-time predictor of inflation?," Economics Letters, Elsevier, vol. 80(2), pages 261-267, August.

    Cited by:

    1. Jeremy Rudd & Karl Whelan, 2007. "Modeling Inflation Dynamics: A Critical Review of Recent Research," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 155-170, February.
    2. Ken Kuttner & Tim Robinson, 2008. "Understanding the Flattening Phillips Curve," RBA Research Discussion Papers rdp2008-05, Reserve Bank of Australia.
    3. Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
    4. Adriana Fernandez & Evan F. Koenig & Alex Nikolsko-Rzhevskyy, 2011. "A real-time historical database for the OECD," Globalization Institute Working Papers 96, Federal Reserve Bank of Dallas.
    5. Gerberding, Christina & Worms, Andreas & Seitz, Franz, 2004. "How the Bundesbank really conducted monetary policy: An analysis based on real-time data," Discussion Paper Series 1: Economic Studies 2004,25, Deutsche Bundesbank.

  21. Evan F. Koenig, 2002. "Using the Purchasing Managers' Index to assess the economy's strength and the likely direction of monetary policy," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, vol. 1(6).

    Cited by:

    1. Daniel Francois Meyer & Thomas Habanabakize, 2018. "Analysis of Relationships and Causality between Consumer Price Index (CPI), the Producer Price Index (PPI) and Purchasing Manager’s Index (PMI) in South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 10(6), pages 25-32.
    2. Poza, Carlos & Monge, Manuel, 2020. "A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis," International Economics, Elsevier, vol. 163(C), pages 163-175.
    3. Li, Jiahan & Chen, Weiye, 2014. "Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models," International Journal of Forecasting, Elsevier, vol. 30(4), pages 996-1015.
    4. Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011. "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers 11-093/4, Tinbergen Institute.
    5. Rolando F. Peláez, 2018. "Improving the usefulness of the Purchasing Managers’ Index," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 53(4), pages 195-201, October.
    6. Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther, 2014. "Forecasting US recessions: The role of sentiment," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 459-468.
    7. Valentina Aprigliano, 2011. "The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis," Temi di discussione (Economic working papers) 820, Bank of Italy, Economic Research and International Relations Area.
    8. Khundrakpam, Jeevan Kumar & George, Asish Thomas, 2012. "An Empirical Analysis of the Relationship between WPI and PMI-Manufacturing Price Indices in India," MPRA Paper 50929, University Library of Munich, Germany.
    9. Kajal Lahiri & George Monokroussos, 2011. "Nowcasting US GDP: The role of ISM Business Surveys," Discussion Papers 11-01, University at Albany, SUNY, Department of Economics.
    10. Claudia Godbout & Marco J. Lombardi, 2012. "Short-Term Forecasting of the Japanese Economy Using Factor Models," Staff Working Papers 12-7, Bank of Canada.
    11. Gabe de Bondt, 2012. "Nowcasting: Trust the Purchasing Managers’ Index or wait for the flash GDP estimate?," EcoMod2012 3896, EcoMod.
    12. Daragh Clancy, 2013. "Output Gap Estimation Uncertainty: Extracting the TFP Cycle Using an Aggregated PMI Series," The Economic and Social Review, Economic and Social Studies, vol. 44(1), pages 1-18.
    13. Lan, Yueqin & Huang, Yong & Yan, Chao, 2021. "Investor sentiment and stock price: Empirical evidence from Chinese SEOs," Economic Modelling, Elsevier, vol. 94(C), pages 703-714.
    14. Herwadkar, Snehal S. & Ghosh, Saurabh, 2020. "Is PMI a good leading indicator of industrial production?: Evidence from India," MPRA Paper 97924, University Library of Munich, Germany.
    15. Schnatz, Bernd & D'Agostino, Antonello, 2012. "Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years," Working Paper Series 1455, European Central Bank.
    16. Claudia Godbout & Jocelyn Jacob, 2010. "Le pouvoir de prévision des indices PMI," Discussion Papers 10-3, Bank of Canada.
    17. Tsuchiya, Yoichi, 2014. "Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 599-618.

  22. Evan F. Koenig & Thomas F. Siems & Mark A. Wynne, 2002. "New economy, new recession," Southwest Economy, Federal Reserve Bank of Dallas, issue Mar, pages 11-16.

    Cited by:

    1. Hélène Baudchon, 2002. "The Aftermath of the "New Economy" Bust : a Case Study of Five OECD Countries," Documents de Travail de l'OFCE 2002-08, Observatoire Francais des Conjonctures Economiques (OFCE).
    2. Amit Basu & Thomas F. Siems, 2004. "The impact of e-business technologies on supply chain operations: a macroeconomic perspective," Working Papers 0404, Federal Reserve Bank of Dallas.

  23. Evan F. Koenig, 2000. "Is there a persistence problem? Part 2: Maybe not," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 11-19.

    Cited by:

    1. Rafael Gerke & Jens Rubart, 2006. "The Role Of Money Demand In A Business Cycle Model With Staggered Wage Contracts," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 52-72, May.
    2. Benjamin D. Keen, 2007. "Sticky Price And Sticky Information Price‐Setting Models: What Is The Difference?," Economic Inquiry, Western Economic Association International, vol. 45(4), pages 770-786, October.

  24. Koenig, Evan F., 1999. "Achieving "Program Neutrality" Under a National Retail Sales Tax," National Tax Journal, National Tax Association;National Tax Journal, vol. 52(4), pages 683-698, December.

    Cited by:

    1. Alan D. Viard, 2000. "The transition to consumption taxation, part 1: the impact on existing capital," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q3, pages 2-22.

  25. Evan F. Koenig, 1999. "Is there a persistence problem? Part I: maybe," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 10-15.

    Cited by:

    1. Evan F. Koenig, 2000. "Is there a persistence problem? Part 2: Maybe not," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 11-19.

  26. Evan F. Koenig, 1998. "What's new about the new economy? : some lessons from the current expansion," Southwest Economy, Federal Reserve Bank of Dallas, issue Jul, pages 7-11.

    Cited by:

    1. Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2006. "Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter?," Working Papers eco_2006_10, Deakin University, Department of Economics.
    2. J. McCarthy, 1999. "Pass-through of exchange rates and import prices to domestic inflation in some industrialised economies," BIS Working Papers 79, Bank for International Settlements.
    3. Jason L. Saving, 2000. "The effect of welfare reform and technological change on unemployment," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q2, pages 26-34.

  27. Gregory W. Huffman & Evan F. Koenig, 1998. "The dynamic impact of fundamental tax reform part 2 : extensions," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 1-1.

    Cited by:

    1. Alan D. Viard, 2001. "The transition to consumption taxation, Part 2: the impact on existing financial assets," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 20-31.
    2. Alan D. Viard, 2000. "The transition to consumption taxation, part 1: the impact on existing capital," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q3, pages 2-22.

  28. Gregory W. Huffman & Evan F. Koenig, 1998. "The dynamic impact of fundamental tax reform part 1: the basic model," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q 1, pages 24-37.

    Cited by:

    1. Gregory W. Huffman & Evan F. Koenig, 1998. "The dynamic impact of fundamental tax reform part 2 : extensions," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 1-1.
    2. Alan D. Viard, 2001. "The transition to consumption taxation, Part 2: the impact on existing financial assets," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 20-31.
    3. Alan D. Viard, 2000. "The transition to consumption taxation, part 1: the impact on existing capital," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q3, pages 2-22.

  29. Evan F. Koenig, 1996. "Forecasting M2 growth: an exploration in real time," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 16-26.

    Cited by:

    1. Cara S. Lown & Stavros Peristiani & Kenneth J. Robinson, 1999. "What was behind the M2 breakdown?," Staff Reports 83, Federal Reserve Bank of New York.

  30. Evan F. Koenig, 1996. "Capacity utilization as a real-time predictor of manufacturing output," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 16-23.

    Cited by:

    1. Kennedy, James E., 1998. "An Analysis of Time-Series Estimates of Capacity Utilization," Journal of Macroeconomics, Elsevier, vol. 20(1), pages 169-187, January.
    2. Glenn D. Rudebusch, 1999. "Is the Fed too timid? Monetary policy in an uncertain world," Working Papers in Applied Economic Theory 99-05, Federal Reserve Bank of San Francisco.
    3. Duy, Timothy A. & Thoma, Mark A., 1998. "Modeling and Forecasting Cointegrated Variables: Some Practical Experience," Journal of Economics and Business, Elsevier, vol. 50(3), pages 291-307, May.
    4. Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.
    5. Rudebusch, Glenn D., 2000. "Assessing nominal income rules for monetary policy with model and data uncertainty," Working Paper Series 14, European Central Bank.
    6. Frederico Finan & Athanasios Orphanides & Richard D. Porter & David L. Reifschneider & Robert J. Tetlow, 1999. "Errors in the measurement of the output gap and the design of monetary policy," Finance and Economics Discussion Series 1999-45, Board of Governors of the Federal Reserve System (U.S.).
    7. Stefan Erdorf & Nicolas Heinrichs, 2011. "Co-movement of revenue: structural changes in the business cycle," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 411-433, December.

  31. Koenig, Evan F., 1996. "Interest rates and the recent weakness in M2: An extension to the P* model of inflation," Journal of Economics and Business, Elsevier, vol. 48(5), pages 487-498, December.

    Cited by:

    1. Duca, John V. & VanHoose, David D., 2004. "Recent developments in understanding the demand for money," Journal of Economics and Business, Elsevier, vol. 56(4), pages 247-272.

  32. Koenig, Evan F., 1996. "Targeting nominal income: A closer look," Economics Letters, Elsevier, vol. 51(1), pages 89-93, April.
    See citations under working paper version above.
  33. Koenig, Evan F., 1996. "Long-term interest rates and the recent weakness in M2," Journal of Economics and Business, Elsevier, vol. 48(2), pages 81-101, May.

    Cited by:

    1. Cara S. Lown & Stavros Peristiani & Kenneth J. Robinson, 1999. "What was behind the M2 breakdown?," Staff Reports 83, Federal Reserve Bank of New York.
    2. Evan F. Koenig, 1996. "Forecasting M2 growth: an exploration in real time," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 16-26.
    3. Yash P. Mehra, 1997. "A review of the recent behavior of M2 demand," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 27-44.
    4. Koenig, Evan F., 1996. "Interest rates and the recent weakness in M2: An extension to the P* model of inflation," Journal of Economics and Business, Elsevier, vol. 48(5), pages 487-498, December.

  34. Evan F. Koenig, 1995. "Optimal monetary policy in an economy with sticky nominal wages," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 24-31.

    Cited by:

    1. Sheila Dolmas & Jahyeong Koo & Mark A. Wynne, 1997. "Rolling recessions," Southwest Economy, Federal Reserve Bank of Dallas, issue Sep, pages 1-4.
    2. Lori L. Taylor, 1995. "Regional update," Southwest Economy, Federal Reserve Bank of Dallas, issue Mar, pages 1-8.
    3. Guender, Alfred V., 2002. "Optimal and efficient monetary policy rules in a forward-looking model," Journal of Macroeconomics, Elsevier, vol. 24(1), pages 41-49, March.
    4. Stephen P. A. Brown & Mine K. Yücel, 2001. "Energy prices and aggregate economic activity: an interpretive survey," Working Papers 0102, Federal Reserve Bank of Dallas.
    5. Evan F. Koenig, 2011. "Monetary policy, financial stability, and the distribution of risk," Working Papers 1111, Federal Reserve Bank of Dallas.
    6. Evan F. Koenig, 1997. "Is the Fed slave to a defunct economist," Southwest Economy, Federal Reserve Bank of Dallas, issue Sep, pages 5-8.
    7. Stephen D. Prowse, 1997. "Corporate financing and governance: an international perspective," Southwest Economy, Federal Reserve Bank of Dallas, issue Sep, pages 9-10.

  35. Evan F. Koenig & Mark A. Wynne, 1994. "Is there an output-inflation trade-off?," Southwest Economy, Federal Reserve Bank of Dallas, issue Aug, pages 1-4.

    Cited by:

    1. Sheila Dolmas & Jahyeong Koo & Mark A. Wynne, 1997. "Rolling recessions," Southwest Economy, Federal Reserve Bank of Dallas, issue Sep, pages 1-4.
    2. Lori L. Taylor, 1995. "Regional update," Southwest Economy, Federal Reserve Bank of Dallas, issue Mar, pages 1-8.
    3. Chih-Ping Chang & Kenneth M. Emery, 1997. "Is there a stable relationship between capacity utilization and inflation?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 14-20.
    4. Evan F. Koenig, 1997. "Is the Fed slave to a defunct economist," Southwest Economy, Federal Reserve Bank of Dallas, issue Sep, pages 5-8.
    5. Stephen D. Prowse, 1997. "Corporate financing and governance: an international perspective," Southwest Economy, Federal Reserve Bank of Dallas, issue Sep, pages 9-10.

  36. Evan F. Koenig & Kenneth M. Emery, 1994. "Why The Composite Index Of Leading Indicators Does Not Lead," Contemporary Economic Policy, Western Economic Association International, vol. 12(1), pages 52-66, January.
    See citations under working paper version above.
  37. Evan F. Koenig, 1993. "Rethinking the IS in IS-LM: adapting Keynesian tools to non-Keynesian economies Part 2," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Dec, pages 17-35.

    Cited by:

    1. Eric M. Leeper & Christopher A. Sims, 1994. "Toward a Modern Macroeconomic Model Usable for Policy Analysis," NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 81-140, National Bureau of Economic Research, Inc.
    2. Edward Nelson, 2004. "Money and the Transmission Mechanism in the Optimizing IS-LM Specification," History of Political Economy, Duke University Press, vol. 36(5), pages 271-304, Supplemen.
    3. Bennett T. McCallum & Edward Nelson, "undated". "An Optimizing IS-LM Specification for Monetary Policy and Business Cycle Analysis," GSIA Working Papers 1997-71, Carnegie Mellon University, Tepper School of Business.
    4. Miguel Casares & Bennett T. McCallum, 2000. "An Optimizing IS-LM Framework with Endogenous Investment," NBER Working Papers 7908, National Bureau of Economic Research, Inc.
    5. Fuhrer, Jeffrey C. & Rudebusch, Glenn D., 2004. "Estimating the Euler equation for output," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1133-1153, September.

  38. Evan F. Koenig, 1993. "Rethinking the IS in IS-LM: adapting Keynesian tools to non-Keynesian economies Part 1," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Sep, pages 32-50.

    Cited by:

    1. Evan F. Koenig, 1993. "Rethinking the IS in IS-LM: adapting Keynesian tools to non-Keynesian economies Part 2," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Dec, pages 17-35.
    2. Edward Nelson, 2004. "Money and the Transmission Mechanism in the Optimizing IS-LM Specification," History of Political Economy, Duke University Press, vol. 36(5), pages 271-304, Supplemen.
    3. Fuhrer, Jeffrey C. & Rudebusch, Glenn D., 2004. "Estimating the Euler equation for output," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1133-1153, September.

  39. Emery, Kenneth M. & Koenig, Evan F., 1992. "Forecasting turning points : Is a two-state characterization of the business cycle appropriate?," Economics Letters, Elsevier, vol. 39(4), pages 431-435, August.
    See citations under working paper version above.
  40. Kenneth M. Emery & Evan F. Koenig, 1991. "Misleading indicators? Using the composite leading indicators to predict cyclical turning points," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Jul, pages 1-14.

    Cited by:

    1. Kenneth M. Emery & Evan F. Koenig, 1993. "Why the composite index of leading indicators doesn't lead," Working Papers 9318, Federal Reserve Bank of Dallas.
    2. Adriana Fernandez & Alex Nikolsko-Rzhevskyy, 2011. "Forecasting the end of the global recession: did we miss the early signs?," Staff Papers, Federal Reserve Bank of Dallas, issue Apr.
    3. Tazwell S. Rowe & Roy H. Webb, 1995. "An index of leading indicators for inflation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 75-96.
    4. Roy Batchelor & Pami Dua, 1997. "Consumer Confidence And The Probability Of Recession: A Markov Switching Model," Working papers 47, Centre for Development Economics, Delhi School of Economics.
    5. Layton, Allan P., 1996. "Dating and predicting phase changes in the U.S. business cycle," International Journal of Forecasting, Elsevier, vol. 12(3), pages 417-428, September.
    6. Franklin D. Berger & Keith R. Phillips, 1994. "The disappearing January blip and other state employment mysteries," Working Papers 9403, Federal Reserve Bank of Dallas.
    7. Chan Guk Huh, 1991. "Recession probability indexes: a survey," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 31-40.
    8. Sergey Smirnov, 2011. "Those Unpredictable Recessions," HSE Working papers WP BRP 02/EC/2011, National Research University Higher School of Economics.

  41. Evan F. Koenig, 1990. "Real Money Balances and the Timing of Consumption: An Empirical Investigation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 105(2), pages 399-425.
    See citations under working paper version above.
  42. Koenig, Evan F, 1989. "Investment and the Nominal Interest Rate: The Variable Velocity Case," Economic Inquiry, Western Economic Association International, vol. 27(2), pages 325-344, April.
    See citations under working paper version above.
  43. Evan F. Koenig, 1989. "Recent trade and exchange rate movements: possible explanations," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Sep, pages 13-28.

    Cited by:

    1. Edward J. Stevens, 1992. "Comparing Central Banks' Rulebooks," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 2-15.
    2. Enders, Walter & Lee, Bong-Soo, 1997. "Accounting for real and nominal exchange rate movements in the post-Bretton Woods period," Journal of International Money and Finance, Elsevier, vol. 16(2), pages 233-254, April.
    3. Owen F. Humpage, 1992. "An introduction to the international implications of U.S. fiscal policy," Economic Review, Federal Reserve Bank of Cleveland, vol. 28(Q III), pages 27-39.

  44. Koenig, Evan F, 1987. "The Short-run 'Tobin Effect' in a Monetary Optimizing Model," Economic Inquiry, Western Economic Association International, vol. 25(1), pages 43-53, January.

    Cited by:

    1. Joseph H. Haslag, 1995. "A comparison of alternative monetary environments," Working Papers 9511, Federal Reserve Bank of Dallas.
    2. Jill A. Holman & Felix K. Rioja, 1999. "International transmission of anticipated inflation under alternative exchange-rate regimes," Research Working Paper 99-04, Federal Reserve Bank of Kansas City.
    3. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1998. "Prospective Deficits and the Asian Currency Crisis," NBER Working Papers 6758, National Bureau of Economic Research, Inc.
    4. Wu, Yangru & Zhang, Junxi, 1998. "Endogenous growth and the welfare costs of inflation: a reconsideration," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 465-482, March.
    5. Joseph H. Haslag, 1997. "Output, growth, welfare, and inflation: a survey," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 11-21.

  45. Evan F. Koenig, 1985. "Indirect Methods for Regulating Externalities Under Uncertainty," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 100(2), pages 479-493.

    Cited by:

    1. Kelly, David L., 2005. "Price and quantity regulation in general equilibrium," Journal of Economic Theory, Elsevier, vol. 125(1), pages 36-60, November.
    2. Marcel Boyer & Jean-Jacques Laffont, 1994. "Environmental Risks and Bank Liability," CIRANO Working Papers 94s-22, CIRANO.
    3. Iltae Kim & Sang-Ho Lee, 2002. "Comparison between optimal output tax and ad valorem tax for a polluting oligopolist under demand uncertainty," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 5(1), pages 1-15, March.
    4. Batabyal, Amitrajeet A., 1995. "Leading issues in domestic environmental regulation: A review essay," Ecological Economics, Elsevier, vol. 12(1), pages 23-39, January.
    5. Haim Shalit, 1995. "Mean-Gini analysis of stochastic externalities: The case of groundwater contamination," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 6(1), pages 37-52, July.
    6. Luca Di Corato & Yishay D. Maoz, 2022. "Externality Control and Endogenous Market Structure under Uncertainty: the Price vs. Quantity dilemma," Working Papers 2022: 13, Department of Economics, University of Venice "Ca' Foscari".
    7. Lee, Sang-Ho & Kim, Jae-Cheol, 1995. "Oligopolistic incentives for pollution control with nonzero conjectures," Economics Letters, Elsevier, vol. 49(1), pages 95-99, July.
    8. Ko, Il-Dong, 1988. "Issues in the control of stock externality problems with inflexible policy measures," ISU General Staff Papers 198801010800009859, Iowa State University, Department of Economics.

  46. Koenig, Evan F., 1984. "Controlling stock externalities in a common property fishery subject to uncertainty," Journal of Environmental Economics and Management, Elsevier, vol. 11(2), pages 124-138, June.

    Cited by:

    1. Kelly, David L., 2005. "Price and quantity regulation in general equilibrium," Journal of Economic Theory, Elsevier, vol. 125(1), pages 36-60, November.
    2. Hansen, Lars Gårn & Jensen, Frank, 2017. "Regulating fisheries under uncertainty," Resource and Energy Economics, Elsevier, vol. 50(C), pages 164-177.
    3. Newell, Richard G. & Pizer, William A., 2000. "Regulating Stock Externalities Under Uncertainty," Discussion Papers 10471, Resources for the Future.
    4. Fischer, Carolyn & Laxminarayan, Ramanan, 2010. "Managing partially protected resources under uncertainty," Journal of Environmental Economics and Management, Elsevier, vol. 59(2), pages 129-141, March.
    5. Frank Jensen & Lars Gårn Hansen, 2017. "The welfare gain from switching to tax regulation of fisheries," IFRO Working Paper 2017/07, University of Copenhagen, Department of Food and Resource Economics.
    6. Rögnvaldur Hannesson & John Kenned, 2005. "Landing Fees versus Fish Quotas," Land Economics, University of Wisconsin Press, vol. 81(4).

  47. Richard H. Day & Evan F. Koenig, 1975. "On Some Models of World Cataclysm," Land Economics, University of Wisconsin Press, vol. 51(1), pages 1-20.

    Cited by:

    1. Oleg V. Pavlov & Evangelos Katsamakas, 2024. "Tuition too high? Blame competition," Papers 2405.17762, arXiv.org.
    2. Pavlov, Oleg V. & Katsamakas, Evangelos, 2023. "Tuition too high? Blame competition," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 409-431.

Chapters

  1. Evan F. Koenig & Robert Leeson & George A. Kahn, 2012. "Introduction," Book Chapters, in: Evan F. Koenig & Robert Leeson & George A. Kahn (ed.), The Taylor Rule and the Transformation of Monetary Policy, chapter 1, Hoover Institution, Stanford University.

    Cited by:

    1. Lena Hulden & Ross McKitrick & Larry Hulden, 2012. "Average Household Size and the Eradication of Malaria," Working Papers 1203, University of Guelph, Department of Economics and Finance.
    2. Gruen, David & Pagan, Adrian & Thompson, Christopher, 1999. "The Phillips curve in Australia," Journal of Monetary Economics, Elsevier, vol. 44(2), pages 223-258, October.
    3. Luis Eduardo Arango & Wilmar Cabrera & Esteban Gómez & Juan Carlos Mendoza, 2013. "Tasa de interés de largo plazo, interés técnico y pasivo pensional," Borradores de Economia 11101, Banco de la Republica.

Books

  1. Evan F. Koenig & Robert Leeson & George A. Kahn (ed.), 2012. "The Taylor Rule and the Transformation of Monetary Policy," Books, Hoover Institution, Stanford University, number 4.

    Cited by:

    1. Jiang, Lei, 2014. "Stock liquidity and the Taylor rule," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 202-214.
    2. Klaus Neusser, 2018. "The New Keynesian Model with Stochastically Varying Policies," Diskussionsschriften dp1801, Universitaet Bern, Departement Volkswirtschaft.
    3. John B. Taylor, 2018. "Rules Versus Discretion: Assessing the Debate Over the Conduct of Monetary Policy," Economics Working Papers 18102, Hoover Institution, Stanford University.
    4. Käfer Benjamin, 2014. "The Taylor Rule and Financial Stability – A Literature Review with Application for the Eurozone," Review of Economics, De Gruyter, vol. 65(2), pages 159-192, August.
    5. Arne Heise, 2014. "The Future of Economics in a Lakatos–Bourdieu Framework," International Journal of Political Economy, Taylor & Francis Journals, vol. 43(3), pages 70-93, July.
    6. Carl Walsh, 2015. "Goals and Rules in Central Bank Design," CESifo Working Paper Series 5293, CESifo.
    7. Murray, Christian J. & Nikolsko-Rzhevskyy, Alex & Papell, David H., 2015. "Markov Switching And The Taylor Principle," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 913-930, June.
    8. Carl E. Walsh, 2015. "Day Two Keynote Address: Goals and Rules in Central Bank Design," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 295-352, September.

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