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Permanent and transistory policy shocks in an empirical macro model with asymmetric information
Kozicki, Sharon (contributor); Tinsley, Peter A. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001848088
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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
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Reply to the comments on: "Forecasting with a real-time data set for macroeconomists"
Stark, Tom; Croushore, Dean - In: Journal of macroeconomics 24 (2002) 4, pp. 563-567
Persistent link: https://www.econbiz.de/10001729043
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Survey-based estimates of the term structure of expected US inflation
Kozicki, Sharon; Tinsley, Peter A. - 2006
Persistent link: https://www.econbiz.de/10003397329
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Why do central banks monitor so many inflation indicators?
Kozicki, Sharon - In: Economic review 86 (2001) 3, pp. 5-42
Persistent link: https://www.econbiz.de/10001619471
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Dynamic specifications in optimizing trend-deviation macro models
Kozicki, Sharon; Tinsley, Peter A. - 2001
Persistent link: https://www.econbiz.de/10001606818
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Testing for common features
Engle, Robert F. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 4, pp. 369-380
Persistent link: https://www.econbiz.de/10001155992
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Alternative sources of the lag dynamics of inflation
Kozicki, Sharon (contributor); Tinsley, Peter A. (contributor) - 2002 - [Elektronische Ressource], Rev
Persistent link: https://www.econbiz.de/10001801041
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Implications of rounding and rebasing for empirical analyses using consumer price inflation
Kozicki, Sharon; Hoffman, Barak - 1999
Persistent link: https://www.econbiz.de/10001440483
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Term structure views of monetary policy under alternative models of agent expectations
Kozicki, Sharon; Tinsley, Peter A. - In: Journal of economic dynamics & control 25 (2001) 1/2, pp. 149-184
Persistent link: https://www.econbiz.de/10001518180