Keith Sill
Personal Details
First Name: | Keith |
Middle Name: | |
Last Name: | Sill |
Suffix: | |
RePEc Short-ID: | psi207 |
| |
http://www.philadelphiafed.org/econ/homepages/hpsill.html | |
Affiliation
Research Department
Federal Reserve Bank of Philadelphia
Philadelphia, Pennsylvania (United States)http://www.philadelphiafed.org/research-and-data/
RePEc:edi:rfrbpus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Ryan Cumings-Menon & Minchul Shin & Keith Sill, 2020. "Measuring disagreement in probabilistic and density forecasts," Working Papers 21-03, Federal Reserve Bank of Philadelphia.
- Dean Croushore & Keith Sill, 2014. "Analyzing data revisions with a dynamic stochastic general equilibrium model," Working Papers 14-29, Federal Reserve Bank of Philadelphia.
- Sylvain Leduc & Keith Sill, 2010.
"Expectations and economic fluctuations: an analysis using survey data,"
Working Papers
10-6, Federal Reserve Bank of Philadelphia.
- Sylvain Leduc & Keith Sill, 2013. "Expectations and Economic Fluctuations: An Analysis Using Survey Data," The Review of Economics and Statistics, MIT Press, vol. 95(4), pages 1352-1367, October.
- Sylvain Leduc & Keith Sill, 2010. "Expectations and economic fluctuations: an analysis using survey data," Working Paper Series 2010-09, Federal Reserve Bank of San Francisco.
- Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008.
"DSGE model-based forecasting of non-modelled variables,"
Working Papers
08-17, Federal Reserve Bank of Philadelphia.
- Schorfheide, Frank & Sill, Keith & Kryshko, Maxym, 2010. "DSGE model-based forecasting of non-modelled variables," International Journal of Forecasting, Elsevier, vol. 26(2), pages 348-373, April.
- Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009. "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers 14872, National Bureau of Economic Research, Inc.
- Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2007.
"The long and large decline in state employment growth volatility,"
Working Papers
07-11, Federal Reserve Bank of Philadelphia.
- Gerald A. Carlino & Robert Defina & Keith Sill, 2013. "The Long and Large Decline in State Employment Growth Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 521-534, March.
- Gerald A. Carlino & Robert Defina & Keith Sill, 2013. "The Long and Large Decline in State Employment Growth Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 521-534, March.
- Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2009. "The long and large decline in state employment growth volatility," Working Papers 09-9, Federal Reserve Bank of Philadelphia.
- Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2011. "The long and large decline in state employment growth volatility," Working Papers 11-16, Federal Reserve Bank of Philadelphia.
- Keith Sill, 2006. "Macroeconomic volatility and the equity premium," Working Papers 06-1, Federal Reserve Bank of Philadelphia.
- Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2005. "On the stability of employment growth: a postwar view from the U.S. states," Working Papers 04-21, Federal Reserve Bank of Philadelphia.
- Sylvain Leduc & Keith Sill, 2003.
"Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility,"
Working Papers
03-22, Federal Reserve Bank of Philadelphia.
- Sylvain Leduc & Keith Sill, 2007. "Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 595-614, October.
- Sylvain Leduc & Keith Sill, 2006. "Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility," International Finance Discussion Papers 873, Board of Governors of the Federal Reserve System (U.S.).
- Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2003. "Postwar period changes in employment volatility: new evidence from state/industry panel data," Working Papers 03-18, Federal Reserve Bank of Philadelphia.
- Sylvain Leduc & Keith Sill & Tom Stark, 2002.
"Self-fulfilling expectations and the inflation of the 1970s: evidence from the Livingston Survey,"
Working Papers
02-13, Federal Reserve Bank of Philadelphia.
- Leduc, Sylvain & Sill, Keith & Stark, Tom, 2007. "Self-fulfilling expectations and the inflation of the 1970s: Evidence from the Livingston Survey," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 433-459, March.
- Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2002. "The cyclical behavior of state employment during the postwar period," Working Papers 02-14, Federal Reserve Bank of Philadelphia.
- Sylvain Leduc & Keith Sill, 2001.
"A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns,"
Working Papers
01-9, Federal Reserve Bank of Philadelphia.
- Leduc, Sylvain & Sill, Keith, 2004. "A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns," Journal of Monetary Economics, Elsevier, vol. 51(4), pages 781-808, May.
- Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2000.
"Sectoral shocks and metropolitan employment growth,"
Working Papers
00-9, Federal Reserve Bank of Philadelphia.
- Carlino, Gerald A. & DeFina, Robert H. & Sill, Keith, 2001. "Sectoral Shocks and Metropolitan Employment Growth," Journal of Urban Economics, Elsevier, vol. 50(3), pages 396-417, November.
- Gerald A. Carlino & Keith Sill, 2000.
"Regional income fluctuations: common trends and common cycles,"
Working Papers
00-8, Federal Reserve Bank of Philadelphia.
- Gerald Carlino & Keith Sill, 2001. "Regional Income Fluctuations: Common Trends And Common Cycles," The Review of Economics and Statistics, MIT Press, vol. 83(3), pages 446-456, August.
- Keith Sill & Jeff Wrase, 2000.
"Exchange Rates, Monetary Policy Regimes, and Beliefs,"
Econometric Society World Congress 2000 Contributed Papers
1701, Econometric Society.
- Keith Sill & Jeffrey M. Wrase, 1999. "Exchange rates, monetary policy regimes, and beliefs," Working Papers 99-6, Federal Reserve Bank of Philadelphia.
- Keith Sill & Jeffrey M. Wrase, 1999. "Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning," Working Papers 99-14, Federal Reserve Bank of Philadelphia.
- Keith Sill & Jeffrey M. Wrase, 1999. "Exchange rates and monetary policy regimes in Canada and the U.S," Working Papers 99-13, Federal Reserve Bank of Philadelphia.
- Gerald A. Carlino & Keith Sill, 1998. "The cyclical behavior of regional per capita incomes in the postwar period," Working Papers 98-11, Federal Reserve Bank of Philadelphia.
- Keith Sill, 1997. "Regional employment dynamics," Working Papers 97-28, Federal Reserve Bank of Philadelphia.
- Gerald A. Carlino & Keith Sill, 1996. "Common trends and common cycles in regional per capita incomes," Working Papers 96-13, Federal Reserve Bank of Philadelphia.
- Keith Sill, 1995. "Some empirical evidence on money demand from a cash-in-advance model," Working Papers 95-20, Federal Reserve Bank of Philadelphia.
- Keith Sill, 1995. "Some monetary policy implications of increasing consumption variety," Working Papers 95-28, Federal Reserve Bank of Philadelphia.
- Keith Sill, 1994. "Money, output, and the cyclical volatility of the term structure," Working Papers 94-14, Federal Reserve Bank of Philadelphia.
- Keith Sill, 1993.
"Macroeconomic risk and Treasury bill pricing: an application of the Factor-Arch model,"
Working Papers
93-25, Federal Reserve Bank of Philadelphia.
- Keith Sill, 1995. "Macroeconomic risk and Treasury bill pricing: an application of the FACTOR-ARCH model," Working Papers 93-25/R, Federal Reserve Bank of Philadelphia.
- Keith Sill, 1992. "An empirical investigation of money demand in the cash-in-advance model framework," Working Papers 92-16, Federal Reserve Bank of Philadelphia.
Articles
- Keith Sill, 2014. "Forecast disagreement in the Survey of Professional Forecasters," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 15-24.
- Sylvain Leduc & Keith Sill, 2013.
"Expectations and Economic Fluctuations: An Analysis Using Survey Data,"
The Review of Economics and Statistics, MIT Press, vol. 95(4), pages 1352-1367, October.
- Sylvain Leduc & Keith Sill, 2010. "Expectations and economic fluctuations: an analysis using survey data," Working Papers 10-6, Federal Reserve Bank of Philadelphia.
- Sylvain Leduc & Keith Sill, 2010. "Expectations and economic fluctuations: an analysis using survey data," Working Paper Series 2010-09, Federal Reserve Bank of San Francisco.
- Gerald A. Carlino & Robert Defina & Keith Sill, 2013.
"The Long and Large Decline in State Employment Growth Volatility,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 521-534, March.
- Gerald A. Carlino & Robert Defina & Keith Sill, 2013. "The Long and Large Decline in State Employment Growth Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 521-534, March.
- Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2009. "The long and large decline in state employment growth volatility," Working Papers 09-9, Federal Reserve Bank of Philadelphia.
- Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2007. "The long and large decline in state employment growth volatility," Working Papers 07-11, Federal Reserve Bank of Philadelphia.
- Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2011. "The long and large decline in state employment growth volatility," Working Papers 11-16, Federal Reserve Bank of Philadelphia.
- Keith Sill, 2012. "Measuring economic uncertainty using the Survey of Professional Forecasters," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 16-27.
- Keith Sill, 2011. "Inflation dynamics and the New Keynesian Phillips curve," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 17-25.
- Schorfheide, Frank & Sill, Keith & Kryshko, Maxym, 2010.
"DSGE model-based forecasting of non-modelled variables,"
International Journal of Forecasting, Elsevier, vol. 26(2), pages 348-373, April.
- Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008. "DSGE model-based forecasting of non-modelled variables," Working Papers 08-17, Federal Reserve Bank of Philadelphia.
- Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009. "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers 14872, National Bureau of Economic Research, Inc.
- Keith Sill, 2009. "News about the future and economic fluctuations," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 22-33.
- Keith Sill, 2008. "The evolution of the world income distribution," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 23-32.
- Keith Sill, 2007. "The macroeconomics of oil shocks," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 21-31.
- Leduc, Sylvain & Sill, Keith & Stark, Tom, 2007.
"Self-fulfilling expectations and the inflation of the 1970s: Evidence from the Livingston Survey,"
Journal of Monetary Economics, Elsevier, vol. 54(2), pages 433-459, March.
- Sylvain Leduc & Keith Sill & Tom Stark, 2002. "Self-fulfilling expectations and the inflation of the 1970s: evidence from the Livingston Survey," Working Papers 02-13, Federal Reserve Bank of Philadelphia.
- Sylvain Leduc & Keith Sill, 2007.
"Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 595-614, October.
- Sylvain Leduc & Keith Sill, 2006. "Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility," International Finance Discussion Papers 873, Board of Governors of the Federal Reserve System (U.S.).
- Sylvain Leduc & Keith Sill, 2003. "Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility," Working Papers 03-22, Federal Reserve Bank of Philadelphia.
- Keith Sill, 2005. "Do budget deficits cause inflation?," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 26-33.
- Leduc, Sylvain & Sill, Keith, 2004.
"A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns,"
Journal of Monetary Economics, Elsevier, vol. 51(4), pages 781-808, May.
- Sylvain Leduc & Keith Sill, 2001. "A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns," Working Papers 01-9, Federal Reserve Bank of Philadelphia.
- Keith Sill, 2004. "What accounts for the postwar decline in economic volatility?," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 23-31.
- Keith Sill, 2002. "Widening the wage gap: the skill premium and technology," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 25-32.
- Keith Sill, 2001. "The gains from international risk-sharing," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 23-32.
- Gerald Carlino & Keith Sill, 2001.
"Regional Income Fluctuations: Common Trends And Common Cycles,"
The Review of Economics and Statistics, MIT Press, vol. 83(3), pages 446-456, August.
- Gerald A. Carlino & Keith Sill, 2000. "Regional income fluctuations: common trends and common cycles," Working Papers 00-8, Federal Reserve Bank of Philadelphia.
- Carlino, Gerald A. & DeFina, Robert H. & Sill, Keith, 2001.
"Sectoral Shocks and Metropolitan Employment Growth,"
Journal of Urban Economics, Elsevier, vol. 50(3), pages 396-417, November.
- Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2000. "Sectoral shocks and metropolitan employment growth," Working Papers 00-9, Federal Reserve Bank of Philadelphia.
- Keith Sill, 1999. "Forecasts, indicators and monetary policy," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 3-14.
- Keith Sill, 1998. "An Empirical Investigation of Money Demand: Evidence from a Cash-In-Advance Model," Canadian Journal of Economics, Canadian Economics Association, vol. 31(1), pages 125-147, February.
- Keith Sill, 1998. "Restructuring during recessions: a silver lining in the cloud?," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 15-31.
- Keith Sill, 1997. "The economic benefits and risks of derivative securities," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 15-26.
- Gerald A. Carlino & Keith Sill, 1997. "Regional economies: separating trends from cycles," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 19-31.
- Keith Sill, 1996. "The cyclical volatility of interest rates," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 15-29.
- Keith Sill, 1994. "Managing the public debt," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 3-13.
- Keith Sill, 1993. "Predicting stock-market volatility," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 15-28.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (10) 2003-11-30 2006-03-18 2007-01-02 2007-04-14 2008-10-07 2009-04-13 2010-04-11 2010-04-17 2011-04-30 2014-11-01. Author is listed
- NEP-CBA: Central Banking (7) 2001-11-05 2003-11-30 2007-01-02 2008-10-07 2009-04-13 2010-04-11 2010-04-17. Author is listed
- NEP-DGE: Dynamic General Equilibrium (6) 2003-11-30 2006-03-18 2007-01-02 2008-10-07 2009-04-13 2014-11-01. Author is listed
- NEP-MON: Monetary Economics (6) 1999-08-04 2000-01-31 2003-11-30 2007-01-02 2010-04-11 2010-04-17. Author is listed
- NEP-FOR: Forecasting (4) 2008-10-07 2009-04-13 2010-04-11 2010-04-17
- NEP-ETS: Econometric Time Series (3) 2000-01-31 2000-10-31 2008-10-07
- NEP-ECM: Econometrics (2) 2008-10-07 2009-04-13
- NEP-IFN: International Finance (2) 1999-08-04 2000-01-31
- NEP-LAB: Labour Economics (2) 2000-10-31 2000-10-31
- NEP-BEC: Business Economics (1) 2006-03-18
- NEP-CMP: Computational Economics (1) 2000-03-12
- NEP-ENE: Energy Economics (1) 2007-01-02
- NEP-FMK: Financial Markets (1) 2006-03-18
- NEP-HIS: Business, Economic and Financial History (1) 2003-11-30
- NEP-PKE: Post Keynesian Economics (1) 1999-08-04
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