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Sill, Keith

Overview
Works: 29 works in 81 publications in 1 language and 296 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
Exchange rates, monetary policy regimes, and beliefs by Keith Sill( Book )
6 editions published in 1999 in English and held by 27 libraries worldwide
The Federal Reserve Bank of Philadelphia presents the full text of the 1999 working paper entitled "Exchange Rates and Monetary Policy Regimes in Canada and the U.S.," written by Keith Sill and Jeffrey Wrase. The text is available in PDF format. This paper studies monetary regime switching in Canada and the United States and the implications of regime switching for exchange rates and key nominal and real macroeconomic aggregates for the two countries
Some empirical evidence on money demand from a cash-in-advance model by Keith Sill( Book )
4 editions published in 1995 in English and held by 17 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
A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns by Sylvain Leduc( Book )
4 editions published in 2001 in English and held by 15 libraries worldwide
Are the recessionary consequences of oil-price shocks due to oil-price shocks themselves or to contractionary monetary policies that arise in response to inflation concerns engendered by rising oil prices? Can systematic monetary policy be used to alleviate the consequences of oil shocks on the economy? This paper builds a dynamic general equilibrium model of monopolistic competition in which oil and money matter to study these questions. The economy's response to oil-price shocks is examined under a variety of monetary policy rules in environments with flexible and sticky prices. The authors find that easy-inflation policies amplify the negative output response to positive oil shocks and that systematic monetary policy accounts for up to two thirds of the fall in output. On the other hand, the authors show that a monetary policy that targets the (overall) price level substantially alleviates the impact of oil-price shocks.--FRB Philadelphia web site
The cyclical behaviour of state employment during the postar period by Gerald A Carlino( Book )
4 editions published in 2002 in English and held by 15 libraries worldwide
Self-fulfilling expectations and the inflation of the 1970s : evidence from the Livingston survey by Sylvain Leduc( Book )
3 editions published in 2002 in English and held by 15 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
Have regional per-capita incomes converged? by Gerald A Carlino( Book )
4 editions published in 1996 in English and held by 14 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
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
Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning by Keith Sill( Book )
3 editions published in 1999 in English and held by 12 libraries worldwide
The Federal Reserve Bank of Philadelphia presents the full text of the October 14, 1999 working paper entitled "Solving and Simulating a Simple Open-economy Model with Markov-switching Driving Processes and Rational Learning," written by Keith Sill and Jeff Wrase. The text is available in PDF format. This paper discusses the methods used to solve and simulate models of a two-country, limited participation monetary model of the exchange rate
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 11 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
Regional income fluctuations : common trends and common cycles by Gerald A Carlino( Book )
3 editions published in 2000 in English and held by 10 libraries worldwide
The Federal Reserve Bank of Philadelphia presents the full text of the August 2000 working paper entitled "Regional Income Fluctuations: Common Trends and Common Cycles," written by Gerald Carlino and Keith Sill. The text is available in PDF format. This paper examines the trend and cycle dynamics in per capita income for the major U.S. regions during the 1956-1995 period. The authors find considerable differences in the volatility of regional cycles
Regional employment dynamics by Keith Sill( Book )
3 editions published in 1997 in English and held by 10 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
Monetary policy, oil shocks, and TFP : accounting for the decline in US volatility by Sylvain Leduc( Book )
5 editions published between 2003 and 2006 in English and held by 6 libraries worldwide
"An equilibrium model is used to assess the quantitative importance of monetary policy for the post-1984 decline in U.S. inflation and output volatility. The principal finding is that monetary policy played a substantial role in reducing inflation volatility, but a small role in reducing real output volatility. The model attributes much of the decline in real output volatility to smaller TFP shocks. We also investigate the pattern of output and inflation volatility under an optimal monetary policy counterfactual. We find that real output volatility would have been somewhat lower, and inflation volatility substantially lower, had monetary policy been set optimally"--Federal Reserve Board web site
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 2005 and examines its possible sources. Estimates from a state-level pooled cross-section/time-series model indicate that aggregate and state-level factors each account for an important share of the total explained variation in state-level volatility. Specifically, state-level factors have contributed as much as 16 percent, while aggregate factors are found to account for up to 46 percent of the variation. With regard to state-level factors, the share of state total employment in manufacturing and state banking deregulation each contributed significantly to fluctuations in volatility. Aggregate factors that are quantitatively important in accounting for volatility include monetary policy, the state of the national business cycle, and oil-price shocks
Postwar period changes in employment volatility : New evidence from state/Industry panel data by Gerald A Carlino( Book )
1 edition published in 2003 in English and held by 4 libraries worldwide
 
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English (70)
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