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Friday, December 19, 2014

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Keith Sill, Vice President and Director, Real-Time Data Research CenterKeith Sill

Vice President and Director, Real-Time Data Research Center

Phone: (215) 574-3815
Fax: (215) 574-4303
Send an e-mail to Keith Sill E-mail
Curriculum vitae PDF

Publications in Refereed Journals

  • "Expectations and Economic Fluctuations: An Analysis Using Survey Data," with Sylvain Leduc, Review of Economics and Statistics, 95 (4) (October 2013).
  • "The Long and Large Decline in State Employment Growth Volatility," with Gerald Carlino and Robert DeFina, Journal of Money, Credit and Banking, 45 (June 2013).
  • "DSGE Model-Based Forecasting of Non-Modelled Variables," with Frank Schorfheide and Maxym Kryshko, International Journal of Forecasting 26 (2) (April 2010). Pre-publication NBER Working Paper No. 14872. External Link
  • "Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility," with Sylvain Leduc, Review of Economic Dynamics 10 (4) (October 2007).
  • "Self-Fulfilling Expectations and the Inflation of the 1970s: Evidence from the Livingston Survey," with Sylvain Leduc and Tom Stark, Journal of Monetary Economics, 54 (2) (March 2007) .
  • "A Quantitative Analysis of Oil-Price Shocks, Systematic Monetary Policy, and Economic Downturns," with Sylvain Leduc, Journal of Monetary Economics 51 (2004).
  • "Sectoral Shocks and Metropolitan Employment Growth," with Gerald Carlino and Robert H. DeFina, Journal of Urban Economics 50 (2001).
  • "Regional Income Fluctuations: Common Trends and Common Cycles," with Gerald Carlino, Review of Economics and Statistics 83 (3) (August 2001).
  • "An Empirical Investigation of Money Demand: Evidence from a Cash-In-Advance Model," Canadian Journal of Economics 31 (1998), pp. 125-47.
  • "Macroeconomic Risk and the Determination of Expected Returns on Stocks," Managerial Finance 21:7 (1995), pp. 43-56.

Federal Reserve Bank of Philadelphia Business Review Articles

Unpublished Research Papers/Work in Progress

  • Last update: May 22, 2014