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Author:Evans, Charles L. 

Welcoming Remarks: Thirteenth Annual International Banking Conference

Welcoming remarks delivered by Charles Evans before the Thirteenth Annual International Banking Conference on September 23, 2010, in Chicago, IL.
Speech , Paper 46

Working Paper
Nominal rigidities and the dynamic effects of a shock to monetary policy

We present a model embodying moderate amounts of nominal rigidities which accounts for the observed inertia in inflation and persistence in output. The key features of our model are those that prevent a sharp rise in marginal costs after an expansionary shock to monetary policy. Of these features, the most important are staggered wage contracts of average duration three quarters, and variable capital utilization.
Working Paper Series , Paper WP-01-08

Among Opposing Forces

Remarks by Charles L. Evans, President and Chief Executive Officer, Federal Reserve Bank of Chicago McLean County Chamber of Commerce, Bloomington, Illinois
Speech , Paper 19

Conference Paper
A policymaker's guide to indicators of economic activity

Proceedings , Paper 1, pt. 1

Economic Outlook and Policy

Remarks delivered by Charles Evans before the Evanston Civic Leaders Breakfast on October 19, 2010, in Evanston, Ill.
Speech , Paper 49

Challenges that the recent financial market turmoil places on our macroeconomic modeling toolkit

Remarks at the Swiss National Bank Research Conference, Zurich, Switzerland, September 19, 2008
Speech , Paper 1

Journal Article
Making sense of economic indicators: a consumer's guide to indicators of real economic activity

Economic Perspectives , Volume 16 , Issue Sep , Pages 2-31

Working Paper
Data revisions and the identification of monetary policy shocks

Monetary policy research using time series methods has been criticized for using more information than the Federal Reserve had available in setting policy. To quantify the role of this criticism, we propose a method to estimate a VAR with real-time data while accounting for the latent nature of many economic variables, such as output. Our estimated monetary policy shocks are closely correlated with a typically estimated measure. The impulse response functions are broadly similar across the methods. Our evidence suggests that the use of revised data in VAR analyses of monetary policy shocks ...
Working Paper Series , Paper WP-00-26

Challenges that the Recent Financial Market Turmoil Places on our Macroeconomic Toolkit

Remarks by Charles L. Evans, President and Chief Executive Officer, Federal Reserve Bank of Chicago Swiss National Bank Research Conference Zurich, Switzerland
Speech , Paper 20

Some Thoughts on the Current Economic Situation

Remarks for the University Club of Chicago, June 8, 2010 Chicago, IL
Speech , Paper 42


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