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Term structure views of monetary policy

Kozicki, Sharon; Tinsley, Peter A. - 1998

Persistent link: https://www.econbiz.de/10000168268

Theory and applications of common features

Kozicki, Sharon - 1992

Persistent link: https://www.econbiz.de/10000917655

Predicting real growth and inflation with the yield spread

Kozicki, Sharon - In: Economic review 82 (1997) 4, pp. 39-57

Persistent link: https://www.econbiz.de/10001233104

Estimating equilibrium real interest rates in real time

Clark, Todd E. (contributor); Kozicki, Sharon (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002541220

Estimating equilibrium real interest rates in real time

Clark, Todd E.; Kozicki, Sharon - In: The North American journal of economics and finance : a … 16 (2005) 3, pp. 395-413

Persistent link: https://www.econbiz.de/10003240253

Estimating equilibrium real interest rates in real-time

Clark, Todd E. (contributor); Kozicki, Sharon (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002433802

Estimating Equilibrium Real Interest Rates in Real-Time

Clark, Todd E. - 2016

Persistent link: https://www.econbiz.de/10012991357

Estimating Equilibrium Real Interest Rates in Real Time

Clark, Todd E.; Kozicki, Sharon - 2004

We use a range of simple models and 22 years of real-time data vintages for the U.S. to assess the difficulties of estimating the equilibrium real interest rate in real time. Model specifications differ according to whether the time-varying equilibrium real rate is linked to trend growth, and...

Persistent link: https://www.econbiz.de/10014069593