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Peter Tinsley

(deceased)

Personal Details

This person is deceased (Date: Mar 2018)
First Name:Peter
Middle Name:
Last Name:Tinsley
Suffix:
RePEc Short-ID:pti14
Terminal Degree:1966 Department of Economics; Princeton University (from RePEc Genealogy)

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. Sharon Kozicki & P. A. Tinsley, 2007. "Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation," Staff Working Papers 07-19, Bank of Canada.
  2. Sharon Kozicki & P. A. Tinsley, 2007. "Term Structure Transmission of Monetary Policy," Staff Working Papers 07-30, Bank of Canada.
  3. Sharon Kozicki & P. A. Tinsley, 2006. "Survey-Based Estimates of the Term Structure of Expected U.S. Inflation," Staff Working Papers 06-46, Bank of Canada.
  4. Peter Tinsley & Sharon Kozicki, 2005. "Central Bank Estimates of the Unemployment Natural Rate," Computing in Economics and Finance 2005 138, Society for Computational Economics.
  5. Sharon Kozicki & Peter A. 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.
  6. Kozicki, Sharon & Tinsley, P. A., 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," CFS Working Paper Series 2003/41, Center for Financial Studies (CFS).
  7. Kozicki, Sharon & Tinsley, P. A., 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," CFS Working Paper Series 2003/41, Center for Financial Studies (CFS).
  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 & Peter A. Tinsley, 2002. "Alternative sources of the lag dynamics of inflation," Research Working Paper RWP 02-12, Federal Reserve Bank of Kansas City.
  10. Sharon Kozicki & Peter A. Tinsley, 2002. "Term premia : endogenous constraints on monetary policy," Research Working Paper RWP 02-07, Federal Reserve Bank of Kansas City.
  11. Sharon Kozicki & Peter 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.
  12. Sharon Kozicki & Peter A. Tinsley, 2001. "Dynamic specifications in optimizing trend-deviation macro models," Research Working Paper RWP 01-03, Federal Reserve Bank of Kansas City.
  13. James A. Clouse & Dale W. Henderson & Athanasios Orphanides & David H. Small & Peter A. 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.).
  14. Sharon Kozicki, P.A. Tinsley, 2000. "The Term Structure Of Expected Inflation," Computing in Economics and Finance 2000 293, Society for Computational Economics.
  15. 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.
  16. Peter A. Tinsley, 1998. "Rational error correction," Finance and Economics Discussion Series 1998-37, Board of Governors of the Federal Reserve System (U.S.).
  17. Peter 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.).
  18. Sharon Kozicki & Peter A. Tinsley, 1998. "Term structure views of monetary policy," Research Working Paper 98-07, Federal Reserve Bank of Kansas City.
  19. Reva Krieger & Peter A. Tinsley, 1997. "Asymmetric adjustments of price and output," Finance and Economics Discussion Series 1997-31, Board of Governors of the Federal Reserve System (U.S.).
  20. Sharon Kozicki & Peter A. Tinsley, 1997. "Shifting endpoints in the term structure of interest rates," Research Working Paper 97-08, Federal Reserve Bank of Kansas City.
  21. Raymond Board & Peter 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.).
  22. Flint Brayton & Peter A. 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.).
  23. Sharon Kozicki & Peter 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.).
  24. Flint Brayton & Peter 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. Peter 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. Flint Brayton & William Kan & Peter A. Tinsley & Peter 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 & Peter 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 & Peter 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.).
  29. Helen T. Farr & P. A. V. B. Swamy & Peter A. Tinsley & Peter Von zur Muehlen, 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. Peter A. Tinsley & Peter 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.).
  31. Gerhard Fries & Peter A. Tinsley & Peter Von zur Muehlen, 1982. "The short-run volatility of money stock targeting," Special Studies Papers 169, Board of Governors of the Federal Reserve System (U.S.).
  32. George R. Moore & P. A. V. B. Swamy & Peter A. Tinsley, 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.).
  33. Gerhard Fries & Peter A. Tinsley & Peter Von zur Muehlen, 1982. "Two papers on the volatility of money stock targeting," Special Studies Papers 169, Board of Governors of the Federal Reserve System (U.S.).
  34. Peter A. Tinsley & Peter 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.).
  35. James R. Barth & P. A. V. B. Swamy & Peter A. Tinsley, 1980. "The rational expectations approach to economic modelling," Special Studies Papers 143, Board of Governors of the Federal Reserve System (U.S.).
  36. M. E. Friar & Paul A. Spindt & Peter A. Tinsley, 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.).
  37. James Berry & Bonnie Garrett & John H. Kalchbrenner & Peter A. Tinsley, 1978. "On filtering auxiliary information in short-run monetary policy," Special Studies Papers 108, Board of Governors of the Federal Reserve System (U.S.).
  38. M. E. Friar & Bonnie Garrett & Peter A. Tinsley, 1978. "The measurement of money demand," Special Studies Papers 133, Board of Governors of the Federal Reserve System (U.S.).
  39. John H. Kalchbrenner & Peter 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 & Peter 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.).
  41. Peter 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. Roger Craine & Arthur M. Havenner & Peter A. Tinsley, 1974. "On Nerff solutions of macroeconomic tracking problems," Special Studies Papers 48, Board of Governors of the Federal Reserve System (U.S.).
  43. Peter 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. Peter 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. Peter 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.).
  46. Peter A. Tinsley, 1970. "On polynomial approximation of distributed lags," Special Studies Papers 4, Board of Governors of the Federal Reserve System (U.S.).
  47. Peter A. Tinsley, 1970. "A variable weight distributed lag model," Special Studies Papers 11, Board of Governors of the Federal Reserve System (U.S.).
  48. Peter 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.).
  49. Peter 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.).
  50. Peter 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 & Peter 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, "undated". "Moving Endpoints in Macrofinance," Computing in Economics and Finance 1996 _058, Society for Computational Economics.
  53. Sharon Kozicki & Peter A. Tinsley, "undated". "Rational Vector Error Correction Models," Computing in Economics and Finance 1997 1, Society for Computational Economics.

Articles

  1. Sharon Kozicki & P. A. Tinsley, 2012. "Effective Use of Survey Information in Estimating the Evolution of Expected Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 145-169, February.
  2. Kozicki, Sharon & Tinsley, P.A., 2009. "Perhaps the 1970s FOMC did what it said it did," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 842-855, September.
  3. Kozicki, Sharon & Tinsley, P.A., 2008. "Term structure transmission of monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 71-92, March.
  4. Sharon Kozicki & P. Tinsley, 2006. "Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 295-327, May.
  5. 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.
  6. Kozicki, Sharon & Tinsley, P.A., 2005. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November.
  7. Clouse James & Henderson Dale & Orphanides Athanasios & Small David H. & Tinsley P.A., 2003. "Monetary Policy When the Nominal Short-Term Interest Rate is Zero," The B.E. Journal of Macroeconomics, De Gruyter, vol. 3(1), pages 1-65, September.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Kozicki, Sharon & Tinsley, P A, 1998. "Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts," Computational Economics, Springer;Society for Computational Economics, vol. 11(1-2), pages 21-40, April.
  13. Flint Brayton & Eileen Mauskopf & David L. Reifschneider & Peter A. 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.), vol. 83(Apr), pages 227-245, April.
  14. Tinsley, P A & Krieger, Reva, 1997. "Asymmetric Adjustments of Price and Output," Economic Inquiry, Western Economic Association International, vol. 35(3), pages 631-652, July.
  15. Brayton, Flint & Tinsley, P. A., 1996. "Effective interest rate policies for price stability," Economic Modelling, Elsevier, vol. 13(2), pages 289-314, April.
  16. 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 159-178, March.
  17. Jeffrey C. Fuhrer & Eileen Mauskopf & Peter A. 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.
  18. 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.
  19. 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.
  20. 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 829-856, November.
  21. 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.
  22. 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 489-496, May.
  23. Tinsley, P. A. & Garrett, Bonnie & Friar, Monica, 1981. "An expose of disguised deposits," Journal of Econometrics, Elsevier, vol. 15(1), pages 117-137, January.
  24. 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.
  25. 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.
  26. 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(1), pages 39-84, January.
  27. 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 349-355, May.
  28. 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.
  29. Tinsley, P. A., 1970. "Capital Structure, Precautionary Balances, and Valuation of the Firm: The Problem of Financial Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 5(1), pages 33-62, March.

Chapters

  1. Roger Craine & Arthur Havenner & Peter Tinsley, 1976. "Optimal Macroeconomic Control Policies," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 191-203, National Bureau of Economic Research, Inc.

More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 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 (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
  2. 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
  3. NEP-CBA: Central Banking (5) 2005-12-01 2006-01-01 2006-12-22 2007-03-31 2007-04-28. Author is listed
  4. NEP-FOR: Forecasting (3) 2005-11-05 2006-01-01 2006-12-22
  5. NEP-HIS: Business, Economic and Financial History (2) 2005-12-01 2007-03-31
  6. NEP-DGE: Dynamic General Equilibrium (1) 1998-10-15
  7. NEP-ECM: Econometrics (1) 1999-01-25
  8. NEP-ETS: Econometric Time Series (1) 1999-01-25
  9. NEP-FIN: Finance (1) 1999-06-08
  10. NEP-IFN: International Finance (1) 1999-06-08
  11. NEP-TID: Technology and Industrial Dynamics (1) 1998-10-15

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