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Kurt Graden Lunsford

Personal Details

First Name:Kurt
Middle Name:Graden
Last Name:Lunsford
Suffix:
RePEc Short-ID:plu377
[This author has chosen not to make the email address public]

Affiliation

(50%) Federal Reserve Bank of Cleveland

Cleveland, Ohio (United States)
http://www.clevelandfed.org/

216.579.2000

1455 East 6th St., Cleveland OH 44114
RePEc:edi:frbclus (more details at EDIRC)

(50%) Economic Research
Federal Reserve Bank of Cleveland

Cleveland, Ohio (United States)
http://www.clevelandfed.org/Research/

216.579.2000

1455 East 6th St., Cleveland OH 44114
RePEc:edi:efrbcus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pawel Krolikowski & Kurt Graden Lunsford, 2020. "Advance Layoff Notices and Labor Market Forecasting," Working Papers 202003, Federal Reserve Bank of Cleveland.
  2. Carsen Jentsch & Kurt Graden Lunsford, 2019. "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Working Papers 201908, Federal Reserve Bank of Cleveland.
  3. Kurt Graden Lunsford, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland, revised 07 Nov 2018.
  4. Kurt Graden Lunsford & Kenneth D. West, 2017. "Some Evidence on Secular Drivers of US Safe Real Rates," Working Papers (Old Series) 1723, Federal Reserve Bank of Cleveland, revised 21 Dec 2017.
  5. Carsen Jentsch & Kurt Graden Lunsford, 2016. "Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States," Working Papers (Old Series) 1619, Federal Reserve Bank of Cleveland, revised 19 Jul 2016.
  6. Kurt Graden Lunsford, 2016. "Monetary Policy, Residential Investment, and Search Frictions: An Empirical and Theoretical Synthesis," Working Papers (Old Series) 1607, Federal Reserve Bank of Cleveland, revised 12 Feb 2016.
  7. Kurt Graden Lunsford, 2015. "Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy," Working Papers (Old Series) 1528, Federal Reserve Bank of Cleveland, revised 04 Dec 2015.

Articles

  1. Carsten Jentsch & Kurt G. Lunsford, 2019. "The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Comment," American Economic Review, American Economic Association, vol. 109(7), pages 2655-2678, July.
  2. Pawel Krolikowski & Kurt Graden Lunsford & Meifeng Yang, 2019. "Using Advance Layoff Notices as a Labor Market Indicator," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2019(21), December.
  3. Victoria Consolvo & Kurt Graden Lunsford, 2019. "Residual Seasonality in GDP Growth Remains after Latest BEA Improvements," Economic Commentary, Federal Reserve Bank of Cleveland, issue April.
  4. Kurt G. Lunsford & Kenneth D. West, 2019. "Some Evidence on Secular Drivers of US Safe Real Rates," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(4), pages 113-139, October.
  5. Kurt Graden Lunsford, 2018. "Can Yield Curve Inversions Be Predicted?," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2018(06), pages 1-6, July.
  6. Kurt Graden Lunsford, 2017. "Lingering Residual Seasonality in GDP Growth," Economic Commentary, Federal Reserve Bank of Cleveland, issue March.
  7. Kurt Graden Lunsford, 2017. "Productivity Growth and Real Interest Rates in the Long Run," Economic Commentary, Federal Reserve Bank of Cleveland, issue November.
  8. Lunsford, Kurt G., 2015. "Forecasting residential investment in the United States," International Journal of Forecasting, Elsevier, vol. 31(2), pages 276-285.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Kurt G. Lunsford & Kenneth D. West, 2019. "Some Evidence on Secular Drivers of US Safe Real Rates," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(4), pages 113-139, October.

    Mentioned in:

    1. Some Evidence on Secular Drivers of US Safe Real Rates (AEJ:MA 2019) in ReplicationWiki ()
  2. Carsten Jentsch & Kurt G. Lunsford, 2019. "The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Comment," American Economic Review, American Economic Association, vol. 109(7), pages 2655-2678, July.

    Mentioned in:

    1. The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Comment (AER 2019) in ReplicationWiki ()

Working papers

  1. Carsen Jentsch & Kurt Graden Lunsford, 2019. "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Working Papers 201908, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2020. "Monetary policy transmission in the United Kingdom: A high frequency identification approach," European Economic Review, Elsevier, vol. 123(C).

  2. Kurt Graden Lunsford, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland, revised 07 Nov 2018.

    Cited by:

    1. Chunya Bu & John Rogers & Wenbin Wu, 2019. "A Unified Measure of Fed Monetary Policy Shocks," Finance and Economics Discussion Series 2019-043, Board of Governors of the Federal Reserve System (U.S.).
    2. Altavilla, Carlo & Brugnolini, Luca & Gurkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe, 2019. "Measuring Euro Area Monetary Policy," CEPR Discussion Papers 13759, C.E.P.R. Discussion Papers.
    3. Daniel J. Lewis & Christos Makridis & Karel Mertens, 2019. "Do Monetary Policy Announcements Shift Household Expectations?," Staff Reports 897, Federal Reserve Bank of New York.

  3. Kurt Graden Lunsford & Kenneth D. West, 2017. "Some Evidence on Secular Drivers of US Safe Real Rates," Working Papers (Old Series) 1723, Federal Reserve Bank of Cleveland, revised 21 Dec 2017.

    Cited by:

    1. Olivier J Blanchard, 2019. "Public Debt and Low Interest Rates," Working Paper Series WP19-4, Peterson Institute for International Economics.
    2. Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The Rise and Fall of the Natural Interest Rate," Working Paper series 18-29, Rimini Centre for Economic Analysis.
    3. Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global trends in interest rates," Staff Reports 866, Federal Reserve Bank of New York.
    4. Mikael Juselius & Előd Takáts, 2018. "The enduring link between demography and inflation," BIS Working Papers 722, Bank for International Settlements.
    5. Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2017. "Why so low for so long? A long-term view of real interest rates," BIS Working Papers 685, Bank for International Settlements.
    6. Guihai Zhao, 2020. "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers 20-14, Bank of Canada.
    7. Brand, Claus & Bielecki, Marcin & Penalver, Adrian, 2018. "The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43," Occasional Paper Series 217, European Central Bank.
    8. Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2018. "La política monetaria cercada por un movimiento de pinzas," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 21(2), pages 004-044, August.
    9. Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2018. "Monetary policy in the grip of a pincer movement," BIS Working Papers 706, Bank for International Settlements.
    10. Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2020. "Demographics and the natural interest rate in the euro area," Working Papers 2020-24, Faculty of Economic Sciences, University of Warsaw.
    11. Jacopo Bonchi & Francesco Simone Lucidi, 2020. "How Low Interest Rates Discern the Bubbles Nature: Leveraged vs Unleveraged Bubble," Working Papers 12/20, Sapienza University of Rome, DISS.
    12. Ko Nakayama & Shigenori Shiratsuka, 2017. "Monetary Policy: Lessons Learned and Challenges Ahead. Summary of the 2017 BOJ-IMES Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," IMES Discussion Paper Series 17-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
    13. Claudio Borio & Piti Disyatat & Phurichai Rungcharoenkitkul, 2019. "What anchors for the natural rate of interest?," BIS Working Papers 777, Bank for International Settlements.
    14. Olga Kuznetsova & Sergey Merzlyakov & Sergey Pekarski, 2019. "Confidence in future monetary policy as a way to overcome the liquidity trap," Russian Journal of Economics, ARPHA Platform, vol. 5(2), pages 117-135, July.

  4. Carsen Jentsch & Kurt Graden Lunsford, 2016. "Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States," Working Papers (Old Series) 1619, Federal Reserve Bank of Cleveland, revised 19 Jul 2016.

    Cited by:

    1. Angelini, Giovanni & Fanelli, Luca, 2018. "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper 93864, University Library of Munich, Germany, revised May 2019.
    2. Daniel A. Dias & João B. Duarte, 2019. "Monetary policy, housing rents, and inflation dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 673-687, August.
    3. Karel Mertens & Morten O. Ravn, 2018. "The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Reply to Jentsch and Lunsford," Working Papers 1805, Federal Reserve Bank of Dallas, revised 01 Feb 2019.
    4. Gerald A. Carlino & Thorsten Drautzburg, 2017. "The Role of Startups for Local Labor Markets," Working Papers 17-31, Federal Reserve Bank of Philadelphia, revised 27 Sep 2017.
    5. Carsen Jentsch & Kurt Graden Lunsford, 2019. "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Working Papers 201908, Federal Reserve Bank of Cleveland.
    6. G. Angelini & L. Fanelli, 2018. "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers wp1122, Dipartimento Scienze Economiche, Universita' di Bologna.
    7. Kyungmin Kim, 2017. "Identification of Monetary Policy Shocks with External Instrument SVAR," Finance and Economics Discussion Series 2017-113, Board of Governors of the Federal Reserve System (U.S.).
    8. Pascal Paul, 2017. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-9, Federal Reserve Bank of San Francisco, revised 02 Jan 2018.

  5. Kurt Graden Lunsford, 2015. "Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy," Working Papers (Old Series) 1528, Federal Reserve Bank of Cleveland, revised 04 Dec 2015.

    Cited by:

    1. Angelini, Giovanni & Fanelli, Luca, 2018. "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper 93864, University Library of Munich, Germany, revised May 2019.
    2. Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," FRB Atlanta Working Paper 2018-16, Federal Reserve Bank of Atlanta.
    3. Lakdawala, Aeimit, 2016. "Decomposing the Effects of Monetary Policy Using an External Instruments SVAR," MPRA Paper 78254, University Library of Munich, Germany.
    4. Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019. "Same, but different? Testing monetary policy shock measures," Economics Letters, Elsevier, vol. 184(C).
    5. Carsen Jentsch & Kurt Graden Lunsford, 2019. "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Working Papers 201908, Federal Reserve Bank of Cleveland.
    6. Dominik Bertsche, 2019. "The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach," Working Paper Series of the Department of Economics, University of Konstanz 2019-06, Department of Economics, University of Konstanz.
    7. G. Angelini & L. Fanelli, 2018. "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers wp1122, Dipartimento Scienze Economiche, Universita' di Bologna.
    8. Valerie A. Ramey, 2016. "Macroeconomic Shocks and Their Propagation," NBER Working Papers 21978, National Bureau of Economic Research, Inc.
    9. Pascal Paul, 2017. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-9, Federal Reserve Bank of San Francisco, revised 02 Jan 2018.

Articles

  1. Carsten Jentsch & Kurt G. Lunsford, 2019. "The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Comment," American Economic Review, American Economic Association, vol. 109(7), pages 2655-2678, July.

    Cited by:

    1. Angelini, Giovanni & Fanelli, Luca, 2018. "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper 93864, University Library of Munich, Germany, revised May 2019.
    2. Karel Mertens & Morten O. Ravn, 2018. "The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Reply to Jentsch and Lunsford," Working Papers 1805, Federal Reserve Bank of Dallas, revised 01 Feb 2019.
    3. Lukas Menkhoff & Malte Rieth & Tobias Stöhr, 2020. "The Dynamic Impact of FX Interventions on Financial Markets," Discussion Papers of DIW Berlin 1854, DIW Berlin, German Institute for Economic Research.
    4. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2020. "Monetary policy transmission in the United Kingdom: A high frequency identification approach," European Economic Review, Elsevier, vol. 123(C).
    5. Helmut Lütkepohl & Thore Schlaak, 2020. "Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1876, DIW Berlin, German Institute for Economic Research.

  2. Kurt G. Lunsford & Kenneth D. West, 2019. "Some Evidence on Secular Drivers of US Safe Real Rates," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(4), pages 113-139, October.
    See citations under working paper version above.
  3. Kurt Graden Lunsford, 2017. "Lingering Residual Seasonality in GDP Growth," Economic Commentary, Federal Reserve Bank of Cleveland, issue March.

    Cited by:

    1. Matteo Barigozzi & Matteo Luciani, 2017. "Common Factors, Trends, and Cycles in Large Datasets," Finance and Economics Discussion Series 2017-111, Board of Governors of the Federal Reserve System (U.S.).
    2. Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
    3. Victoria Consolvo & Kurt Graden Lunsford, 2019. "Residual Seasonality in GDP Growth Remains after Latest BEA Improvements," Economic Commentary, Federal Reserve Bank of Cleveland, issue April.

  4. Kurt Graden Lunsford, 2017. "Productivity Growth and Real Interest Rates in the Long Run," Economic Commentary, Federal Reserve Bank of Cleveland, issue November.

    Cited by:

    1. Serge Rey & Catherine Ris, 2018. "Sectoral labour productivity and economic competitiveness in New Caledonia," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Études Économiques (INSEE), issue 499, pages 29-53.

  5. Lunsford, Kurt G., 2015. "Forecasting residential investment in the United States," International Journal of Forecasting, Elsevier, vol. 31(2), pages 276-285.

    Cited by:

    1. Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2013. "Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors," Working Papers 201348, University of Pretoria, Department of Economics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (6) 2016-03-17 2016-08-14 2018-01-15 2018-11-26 2018-12-10 2020-02-17. Author is listed
  2. NEP-ECM: Econometrics (3) 2015-12-12 2016-08-14 2019-05-13. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2015-12-12 2016-11-20 2019-05-13. Author is listed
  4. NEP-CBA: Central Banking (2) 2016-03-17 2018-11-26
  5. NEP-MON: Monetary Economics (2) 2016-03-17 2018-11-26
  6. NEP-ORE: Operations Research (2) 2016-08-14 2019-05-13
  7. NEP-DGE: Dynamic General Equilibrium (1) 2016-03-17
  8. NEP-FOR: Forecasting (1) 2020-02-17
  9. NEP-LAB: Labour Economics (1) 2020-02-17
  10. NEP-LAW: Law & Economics (1) 2020-02-17
  11. NEP-PBE: Public Economics (1) 2016-08-14
  12. NEP-URE: Urban & Real Estate Economics (1) 2016-03-17

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