This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Peter Tinsley

Personal Details | Affiliation | Works
This is information that was supplied by Peter Tinsley in registering through RePEc. If you are Peter Tinsley , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Peter
Middle Name:
Last Name: Tinsley
Suffix:

RePEc Short-ID: pti14

Email:
Homepage: http://www.ems.bbk.ac.uk/faculty/tinsley
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Weighted by Simple Impact Factor
  11. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Recursive Impact Factor
  13. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h, where author has written h papers that have each been cited at least h times.
  19. Number of Journal Pages
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Recursive Impact Factor

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Sharon Kozicki & P.A. Tinsley, 2006. "Survey-Based Estimates of the Term Structure of Expected U.S. Inflation," Working Papers 06-46, Bank of Canada. [Downloadable!]

  2. Sharon Kozicki & P.A. Tinsley, 2005. "Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation," Research Working Paper RWP 05-04, Federal Reserve Bank of Kansas City. [Downloadable!]
    Other versions:

  3. Sharon Kozicki & Peter Tinsley, 2005. "Minding the gap : central bank estimates of the unemployment natural rate," Research Working Paper RWP 05-03, Federal Reserve Bank of Kansas City. [Downloadable!]
    Published as:

  4. Sharon Kozicki & Peter Tinsley, 2005. "Term structure transmission of monetary policy," Research Working Paper RWP 05-06, Federal Reserve Bank of Kansas City. [Downloadable!]
    Other versions:

  5. Peter Tinsley & Sharon Kozicki, 2005. "Central Bank Estimates of the Unemployment Natural Rate," Computing in Economics and Finance 2005 138, Society for Computational Economics.

  6. Sharon Kozicki & P.A. Tinsley, 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper RWP 03-09, Federal Reserve Bank of Kansas City. [Downloadable!]
    Other versions:
    Published as:

  7. Sharon Kozicki & P.A. Tinsley, 2002. "Alternative sources of the lag dynamics of inflation," Research Working Paper RWP 02-12, Federal Reserve Bank of Kansas City. [Downloadable!]
    Other versions:

  8. Sharon Kozicki & P.A. Tinsley, 2002. "Monetary Policy Transmission through Term Premiums," Computing in Economics and Finance 2002 250, Society for Computational Economics.

  9. Sharon Kozicki & P.A. Tinsley, 2002. "Term premia : endogenous constraints on monetary policy," Research Working Paper RWP 02-07, Federal Reserve Bank of Kansas City. [Downloadable!]

  10. Sharon Kozicki & P.A.Tinsley, 2001. "What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?," Research Working Paper RWP 01-02, Federal Reserve Bank of Kansas City. [Downloadable!]
    Published as:

  11. Sharon Kozicki & P.A. Tinsley, 2001. "Dynamic specifications in optimizing trend-deviation macro models," Research Working Paper RWP 01-03, Federal Reserve Bank of Kansas City. [Downloadable!]
    Published as:

  12. James Clouse & Dale Henderson & Athanasios Orphanides & David Small & Peter Tinsley, 2000. "Monetary policy when the nominal short-term interest rate is zero," Finance and Economics Discussion Series 2000-51, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  13. Sharon Kozicki, P.A. Tinsley, 2000. "The Term Structure Of Expected Inflation," Computing in Economics and Finance 2000 293, Society for Computational Economics.

  14. Sharon Kozicki & Peter Tinsley, 1999. "Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information," Computing in Economics and Finance 1999 844, Society for Computational Economics.

  15. P. A. Tinsley, 1998. "Rational error correction," Finance and Economics Discussion Series 1998-37, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  16. Sharon Kozicki & P.A. Tinsley, 1998. "Term structure views of monetary policy," Research Working Paper 98-07, Federal Reserve Bank of Kansas City. [Downloadable!]

  17. P. A. Tinsley, 1998. "Short rate expectations, term premiums, and central bank use of derivatives to reduce policy uncertainty," Finance and Economics Discussion Series 1999-14, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  18. Sharon Kozicki & P.A. Tinsley, 1998. "Vector rational error correction," Research Working Paper 98-03, Federal Reserve Bank of Kansas City. [Downloadable!]
    Published as:

  19. Sharon Kozicki & P.A. Tinsley, 1997. "Shifting endpoints in the term structure of interest rates," Research Working Paper 97-08, Federal Reserve Bank of Kansas City. [Downloadable!]
    Published as:

  20. P. A. Tinsley & Reva Krieger, 1997. "Asymmetric adjustments of price and output," Finance and Economics Discussion Series 1997-31, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    Published as:

  21. Raymond Board & P.A. Tinsley, 1996. "Smart systems and simple agents: industry pricing by parallel rules," Finance and Economics Discussion Series 1996-50, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  22. F. Brayton & P. Tinsley, 1996. "A guide to FRB/US: a macroeconomic model of the United States," Finance and Economics Discussion Series 96-42, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  23. Sharon Kozicki & P.A. Tinsley, 1996. "Moving endpoints and the internal consistency of agents' ex ante forecasts," Finance and Economics Discussion Series 96-47, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    Published as:

  24. Flint Brayton & P.A. Tinsley, 1993. "Interest rate policies for price stability," Finance and Economics Discussion Series 93-22, Board of Governors of the Federal Reserve System (U.S.).

  25. P.A. Tinsley, 1993. "Fitting both data and theories: polynomial adjustment costs and error- correction decision rules," Finance and Economics Discussion Series 93-21, Board of Governors of the Federal Reserve System (U.S.).

  26. F. Brayton & W. Kan & P.A. Tinsley & P. von zur Muehlen, 1990. "Here's looking at you: modelling and policy use of auction price expectations," Finance and Economics Discussion Series 126, Board of Governors of the Federal Reserve System (U.S.).

  27. William Kan & Reva Krieger & P.A. Tinsley, 1989. "The long and short of industrial strength pricing," Finance and Economics Discussion Series 99, Board of Governors of the Federal Reserve System (U.S.).

  28. David Neumark & P.A. Tinsley & Suzanne Tosini, 1988. "After-hours stock prices and post-crash hangovers," Finance and Economics Discussion Series 50, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  29. P.A.V.B. Swamy & P. von zur Muehlen & P.A. Tinsley & H.T. Farr, 1983. "On logical validity and econometric modelling: the case of money supply," Special Studies Papers 180, Board of Governors of the Federal Reserve System (U.S.).

  30. P.A.V.B. Swamy & P.A. Tinsley & G.R. Moore, 1982. "An autopsy of a conventional macroeconomic relation: the case of money demand," Special Studies Papers 167, Board of Governors of the Federal Reserve System (U.S.).

  31. P.A. Tinsley & P. von zur Muehlen & G. Fries, 1982. "The short-run volatility of money stock targeting," Special Studies Papers 169, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  32. P. Tinsley & P. von zur Muehlen, 1982. "A maximum probability approach to short-run policy," Special Studies Papers 168, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  33. P.A. Tinsley & P. von zur Muehlen, 1982. "A measure of the cost of money market volatility associated with money stock targeting," Special Studies Papers 169, Board of Governors of the Federal Reserve System (U.S.).

  34. P.A. Tinsley & P. von zur Muehlen & G. Fries, 1982. "Two papers on the volatility of money stock targeting," Special Studies Papers 169, Board of Governors of the Federal Reserve System (U.S.).

  35. P.A.V.B. Swamy & J.R. Barth & P.A. Tinsley, 1980. "The rational expectations approach to economic modelling," Special Studies Papers 143, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  36. P.A. Tinsley & P.A. Spindt & M.E. Friar, 1980. "Indicator and filter attributes of monetary aggregates: a nit-picking case for disaggregation," Special Studies Papers 140, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  37. P.A. Tinsley & Bonnie Garrett & M.E. Friar, 1978. "The measurement of money demand," Special Studies Papers 133, Board of Governors of the Federal Reserve System (U.S.).

  38. John H. Kalchbrenner & Peter A. Tinsley & James Berry & Bonnie Garrett, 1978. "On filtering auxiliary information in short-run monetary policy," Special Studies Papers 108, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  39. J.H. Kalchbrenner & P.A. Tinsley, 1976. "On the use of optimal control in the design of monetary policy," Special Studies Papers 76, Board of Governors of the Federal Reserve System (U.S.).

  40. P.A.V.B. Swamy & P.A. Tinsley, 1976. "Linear prediction and estimation methods for regression models with stationary stochastic coefficients," Special Studies Papers 78, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  41. P.A. Tinsley, 1975. "On proximate exploitation of intermediate information in macroeconomic forecasting," Special Studies Papers 59, Board of Governors of the Federal Reserve System (U.S.).

  42. P.A. Tinsley & R.Craine & A.M. Havenner, 1974. "On Nerff solutions of macroeconomic tracking problems," Special Studies Papers 48, Board of Governors of the Federal Reserve System (U.S.).

  43. P.A. Tinsley, 1971. "On ramps, turnpikes, and distributed lag approximations of optimal intertemporal adjustment," Special Studies Papers 15, Board of Governors of the Federal Reserve System (U.S.).

  44. P.A. Tinsley, 1971. "The use of prior information in nonlinear regression," Special Studies Papers 14, Board of Governors of the Federal Reserve System (U.S.).

  45. P.A. Tinsley, 1970. "Capital structure, precautionary balances, and valuation of the firm: the problem of financial risk," Special Studies Papers 7, Board of Governors of the Federal Reserve System (U.S.).

  46. P.A. Tinsley, 1970. "On distributed lag specifications of optimal factor adjustment paths," Special Studies Papers 10, Board of Governors of the Federal Reserve System (U.S.).

  47. P.A. Tinsley, 1970. "On polynomial approximation of distributed lags," Special Studies Papers 4, Board of Governors of the Federal Reserve System (U.S.).

  48. P.A. Tinsley, 1970. "A variable weight distributed lag model," Special Studies Papers 11, Board of Governors of the Federal Reserve System (U.S.).

  49. P.A. Tinsley, 1970. "On optimal dynamic adjustment of quasi-fixed factors," Special Studies Papers 9, Board of Governors of the Federal Reserve System (U.S.).

  50. P. A. Tinsley, 1969. "Optimal factor adjustment paths: a generalization of "stock adjustment" decision rules," Staff Studies 50, Board of Governors of the Federal Reserve System (U.S.).

  51. A. J. Tella & P. A. Tinsley, 1968. "The labor market and potential output of the Federal Reserve-MIT econometric model: a preliminary report," Staff Studies 45, Board of Governors of the Federal Reserve System (U.S.).

  52. Sharon Kozicki & Peter A. Tinsley, . "Moving Endpoints in Macrofinance," Computing in Economics and Finance 1996 _058, Society for Computational Economics. [Downloadable!]

  53. Sharon Kozicki & Peter A. Tinsley, . "Rational Vector Error Correction Models," Computing in Economics and Finance 1997 1, Society for Computational Economics. [Downloadable!]

Articles

  1. Sharon Kozicki & P. Tinsley, 2006. "Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate," Computational Economics, Springer, vol. 27(2), pages 295-327, May. [Downloadable!] (restricted)
    Other versions:

  2. Kozicki, Sharon & Tinsley, P.A., 2005. "What do you expect? Imperfect policy credibility and tests of the expectations hypothesis," Journal of Monetary Economics, Elsevier, vol. 52(2), pages 421-447, March. [Downloadable!] (restricted)
    Other versions:

  3. Sharon Kozicki & Peter Tinsley, 2004. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
    Other versions:
    Published as:

  4. James Clouse & Dale Henderson & Athanasios Orphanides & David Small & P.A. Tinsley, 2003. "Monetary Policy When the Nominal Short-Term Interest Rate is Zero," Topics in Macroeconomics, Berkeley Electronic Press, vol. 3(1), pages 1088-1088. [Downloadable!] (restricted)
    Other versions:

  5. Kozicki, Sharon & Tinsley, P. A., 2002. "Dynamic specifications in optimizing trend-deviation macro models," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1585-1611, August. [Downloadable!] (restricted)
    Other versions:

  6. Tinsley, P A, 2002. "Rational Error Correction," Computational Economics, Springer, vol. 19(2), pages 197-225, April. [Downloadable!]
    Other versions:

  7. Kozicki, Sharon & Tinsley, P. A., 2001. "Shifting endpoints in the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 613-652, June. [Downloadable!] (restricted)
    Other versions:

  8. Kozicki, Sharon & Tinsley, P. A., 2001. "Term structure views of monetary policy under alternative models of agent expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 149-184, January. [Downloadable!] (restricted)

  9. Kozicki, Sharon & Tinsley, P. A., 1999. "Vector rational error correction," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1299-1327, September. [Downloadable!] (restricted)
    Other versions:

  10. Kozicki, Sharon & Tinsley, P A, 1998. "Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts," Computational Economics, Springer, vol. 11(1-2), pages 21-40, April. [Downloadable!]
    Other versions:

  11. Flint Brayton & Eileen Mauskopf & David Reifschneider & Peter Tinsley & John Williams, 1997. "The role of expectations in the FRB/US macroeconomic model," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Apr, pages 227-245. [Downloadable!]

  12. Tinsley, P A & Krieger, Reva, 1997. "Asymmetric Adjustments of Price and Output," Economic Inquiry, Oxford University Press, vol. 35(3), pages 631-52, July.
    Other versions:

  13. Brayton, Flint & Tinsley, P. A., 1996. "Effective interest rate policies for price stability," Economic Modelling, Elsevier, vol. 13(2), pages 289-314, April. [Downloadable!] (restricted)

  14. Neumark, David & Tinsley, P A & Tosini, Suzanne, 1991. " After-Hours Stock Prices and Post-Crash Hangovers," Journal of Finance, American Finance Association, vol. 46(1), pages 159-78, March. [Downloadable!] (restricted)
    Other versions:

  15. Eileen Mauskopf & Jeffrey Fuhrer & Peter Tinsley, 1990. "The transmission channels of monetary policy: how have they changed?," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Dec, pages 985-1008.

  16. Tinsley, P. A. & von zur Muehlen, P. & Fries, G., 1982. "The short-run volatility of money stock targeting," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 215-237. [Downloadable!] (restricted)
    Other versions:

  17. Swamy, P. A. V. B. & Barth, J. R. & Tinsley, P. A., 1982. "The rational expectations approach to economic modelling," Journal of Economic Dynamics and Control, Elsevier, vol. 4(1), pages 125-147, November. [Downloadable!] (restricted)
    Other versions:

  18. Tinsley, Peter A, et al, 1982. "Policy Robustness: Specification and Simulation of a Monthly Money Market Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 14(4), pages 829-56, November. [Downloadable!] (restricted)

  19. Tinsley, P. & Von Zur Muehlen, P., 1981. "A maximum probability approach to short-run policy," Journal of Econometrics, Elsevier, vol. 15(1), pages 31-48, January. [Downloadable!] (restricted)
    Other versions:

  20. Tinsley, P, et al, 1981. "The Impact of Uncertainty on the Feasibility of Humphrey-Hawkins Objectives," Journal of Finance, American Finance Association, vol. 36(2), pages 489-96, May. [Downloadable!] (restricted)

  21. Tinsley, P. A. & Garrett, Bonnie & Friar, Monica, 1981. "An expose of disguised deposits," Journal of Econometrics, Elsevier, vol. 15(1), pages 117-137, January. [Downloadable!] (restricted)

  22. Tinsley, P. A. & Spindt, P. A. & Friar, M. E., 1980. "Indicator and filter attributes of monetary aggregates : A nit-picking case for disaggregation," Journal of Econometrics, Elsevier, vol. 14(1), pages 61-91, September. [Downloadable!] (restricted)
    Other versions:

  23. Swamy, P. A. V. B. & Tinsley, P. A., 1980. "Linear prediction and estimation methods for regression models with stationary stochastic coefficients," Journal of Econometrics, Elsevier, vol. 12(2), pages 103-142, February. [Downloadable!] (restricted)
    Other versions:

  24. Kalchbrenner, J. H. & Tinsley, P. A. & Berry, J. & Garrett, B., 1977. "On filtering auxiliary information in short-run monetary policy," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 7, pages 39-84. [Downloadable!] (restricted)
    Other versions:

  25. Kalchbrenner, J H & Tinsley, Peter A, 1976. "On the Use of Feedback Control in the Design of Aggregate Monetary Policy," American Economic Review, American Economic Association, vol. 66(2), pages 349-55, May. [Downloadable!] (restricted)

  26. Tinsley, P A, 1971. "A Variable Adjustment Model of Labor Demand," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 12(3), pages 482-510, October. [Downloadable!] (restricted)

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (5) 2005-12-01 2006-01-01 2006-12-22 2007-03-31 2007-04-28 Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (1) 1998-10-15
  3. NEP-ECM: Econometrics (1) 1999-01-25
  4. NEP-ETS: Econometric Time Series (1) 1999-01-25
  5. NEP-FIN: Finance (1) 1999-06-08
  6. NEP-FOR: Forecasting (3) 2005-11-05 2006-01-01 2006-12-22
  7. NEP-HIS: Business, Economic & Financial History (2) 2005-12-01 2007-03-31
  8. NEP-IFN: International Finance (1) 1999-06-08
  9. NEP-MAC: Macroeconomics (12) 2003-05-08 2003-05-08 2003-10-20 2004-01-18 2004-02-23 2004-07-26 2005-11-05 2005-12-01 2006-01-01 2006-12-22 2007-03-31 2007-04-28 Author is listed
  10. NEP-MON: Monetary Economics (9) 1999-06-08 2001-02-08 2004-02-23 2005-11-05 2005-12-01 2006-01-01 2006-12-22 2007-03-31 2007-04-28 Author is listed
  11. NEP-TID: Technology & Industrial Dynamics (1) 1998-10-15
Did you know? There is a FAQ (frequently asked questions).

This page was last updated on 2008-7-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.