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Sill, Keith

Overview
Works: 17 works in 50 publications in 1 language and 187 library holdings
Roles: Author
Classifications: HG2613.P54, 332.401
Publication Timeline
Key
Publications about Keith Sill
Publications by Keith Sill
Most widely held works by Keith Sill
Some empirical evidence on money demand from a cash-in-advance model by Keith Sill( Book )
5 editions published in 1995 in English and held by 19 libraries worldwide
Macroeconomic risk and Treasury bill pricing : an application of the FACTOR-ARCH model by Keith Sill( Book )
4 editions published in 1993 in English and held by 16 libraries worldwide
An empirical investigation of money demand in the cash-in- advance model framework by Keith Sill( Book )
4 editions published in 1992 in English and held by 16 libraries worldwide
Some monetary policy implications of increasing consumption variety by Keith Sill( Book )
3 editions published in 1995 in English and held by 15 libraries worldwide
Money, output, and the cyclical volatility of the term structure by Keith Sill( Book )
4 editions published in 1994 in English and held by 14 libraries worldwide
Common trends and common cycles in regional per capita incomes by Gerald A Carlino( Book )
3 editions published in 1996 in English and held by 13 libraries worldwide
DSGE model-based forecasting of non-modelled variables by Frank Schorfheide( Book )
8 editions published between 2008 and 2009 in English and held by 13 libraries worldwide
This paper develops and illustrates a simple method to generate a DSGE model-based forecast for variables that do not explicitly appear in the model (non-core variables). We use auxiliary regressions that resemble measurement equations in a dynamic factor model to link the non-core variables to the state variables of the DSGE model. Predictions for the non-core variables are obtained by applying their measurement equations to DSGE model-generated forecasts of the state variables. Using a medium-scale New Keynesian DSGE model, we apply our approach to generate and evaluate recursive forecasts for PCE inflation, core PCE inflation, the unemployment rate, and housing starts along with predictions for the seven variables that have been used to estimate the DSGE model
The cyclical behavior of regional per capita incomes in the postwar period by Gerald A Carlino( Book )
3 editions published in 1998 in English and held by 12 libraries worldwide
The Federal Reserve Bank of Philadelphia presents the full text of the June 1998 working paper entitled "The Cyclical Behavior of Regional Per Capita Incomes in the Postwar Period," written by Gerald Carlino and Keith Sill. The text is available in PDF format. This paper studies the cyclical dynamics of per capita personal income for the major U.S. regions during the 1953-1995 period. The authors explore possible sources underlying the differences in regional cycles and find that the share of manufacturing in a region seems to account for little of the variation in regional cycles
Sectoral shocks and metropolitan employment growth by Gerald A Carlino( Book )
3 editions published in 2000 in English and held by 11 libraries worldwide
The Federal Reserve Bank of Philadelphia presents the full text of the August 2000 working paper entitled "Sectoral Shocks and Metropolitan Employment Growth," written by Gerald Carlino, Robert H. DeFina, and Keith Sill. The text is available in PDF format. This paper examines the relative importance of national disturbances versus local industry shocks for employment fluctuations using monthly data on five metropolitan statistical areas. The authors find that the importance of national shocks for employment fluctuations increases as the level of spatial aggregation increases
Regional employment dynamics by Keith Sill( Book )
3 editions published in 1997 in English and held by 11 libraries worldwide
There is a widespread belief that different geographic regions of the U.S. respond differently to economic shocks, perhaps because of factors such as differences in the composition of regional output, adjustment costs, or other frictions. The author investigates the comovement of regional employment series using a common features framework. Little evidence is found to suggest that regions move synchronously; rather, it takes about three quarters before regions respond in a similar fashion to a common shock. The author identifies leading and lagging regions. None of the regional employment series appears to share a common, synchronous cycle with aggregate U.S. employment
The long and large decline in state employment growth volatility by Gerald A Carlino( Book )
4 editions published between 2007 and 2011 in English and held by 5 libraries worldwide
This study documents a general decline in the volatility of employment growth during the period 1956 to 2002 and examines its possible sources. The authors use a panel design that exploits the considerable state-level variation in volatility during the period. The roles of monetary policy, oil prices, industrial employment shifts and a coincident index of business cycle variables are explored. Overall, these four variables taken together explain as much as 31 percent of the fluctuations in employment growth volatility. Individually, each of the four factors is found to have significantly contributed to fluctuations in employment growth volatility, although to differing degrees
Widening the wage gap : the skill premium and technology by Keith Sill( Article )
1 edition published in 2003 in English and held by 1 library worldwide
Common trends and common cycles in regional per capita incomes by Keith Sill( Book )
1 edition published in 1996 in English and held by 1 library worldwide
DSGE model-based forecasting of on-modelled variables by Frank Schorfheide( Book )
1 edition published in 2009 in English and held by 1 library worldwide
A study of the effects of strip-mining on the water composition of Cross Creek in West Virginia and Pennsylvania by Keith Sill( Archival Material )
1 edition published in 1982 in English and held by 1 library worldwide
Expectations and economic fluctuations : an analysis using survey data by Sylvain Leduc( Book )
1 edition published in 2010 in English and held by 1 library worldwide
Using survey-based measures of future U.S. economic activity from the Livingston Survey and the Survey of Professional Forecasters, the authors study how changes in expectations, and their interaction with monetary policy, contribute to fluctuations in macroeconomic aggregates. They find that changes in expected future economic activity are a quantitatively important driver of economic fluctuations: a perception that good times are ahead typically leads to a significant rise in current measures of economic activity and inflation. The authors also find that the short-term interest rate rises in response to expectations of good times as monetary policy tightens. Their results provide quantitative evidence on the importance of expectations-driven business cycles and on the role that monetary policy plays in shaping them
Analyzing data revisions with a dynamic stochastic general equilibrium model ( file )
1 edition published in 2014 in English and held by 0 libraries worldwide
 
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