Access Statistics for Timothy Cogley

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Search for a Structural Phillips Curve 0 1 1 1 4 6 9 9
A Search for a Structural Phillips Curve 0 0 0 5 2 10 56 466
A frequency decomposition of approximation errors in stochastic discount factor models 0 0 0 0 0 6 21 297
A search for a structural Phillips curve 7 19 71 254 8 26 112 473
A simple adaptive measure of core inflation 1 8 54 378 4 15 73 877
Alternative definitions of the business cycle and their implications for business cycle models: a reply to Torben Mark Pederson 1 1 12 163 1 2 38 655
An Exploration of Evolving Term Structure Relations 0 0 0 0 0 2 3 3
Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making 0 5 7 7 1 12 17 17
Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System 2 16 72 441 18 50 235 1,516
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson 1 3 11 37 4 8 30 117
Do Real Business Cycles Models Pass the Nelson-Plosser Test? 0 0 0 0 3 13 34 478
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US 2 5 26 110 8 32 99 506
Drifts and Volatilities: Monetary Policies and Outcomes in the Post War U.S 0 0 0 0 1 2 2 2
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S 6 12 56 299 11 26 107 734
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 0 0 0 4 7
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 1 0 6 21 303
Effects of Hodrick-Prescott Filter on Trend and Difference Stationary Time Series: Implications for Business Cycle Research 0 0 0 0 8 23 47 613
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 27 72 245 1,783
Estimating dynamic rational expectations models when the trend specification is uncertain 2 3 9 85 3 4 18 458
Evolving Post-World War II U.S. Inflation Dynamics 19 41 166 457 66 348 1,112 2,367
How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth 1 4 16 94 3 10 38 227
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 2 1 4 10 183
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 0 2 4 20 21
Idiosyncratic risk and the equity premium: evidence from the Consumer Expenditure Survey 1 3 18 197 3 7 39 721
Inflation-Gap Persistence in the U.S 8 20 64 115 25 79 268 408
Maximum likelihood estimation with HP filtered data: an invariance theorem 0 0 0 0 0 1 10 208
Output Dynamics in Real Business Cycle Models 0 0 0 0 1 8 49 422
Output dynamics in real business cycle models 0 0 0 4 2 21 208 846
Panel evidence on the speed of convergence 0 0 0 0 1 2 15 206
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 7 18 205
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 1 4 6 9
Technical Appendix: Output Dynamics in rRal Business Cycle Models 0 0 0 0 1 3 18 214
Technical Appendix: Testing the Implications of the Long Run Neutrality for Monetary Business Cycle Models 0 0 0 0 2 2 15 177
Testing the Implications of Long Run Neutrality for Monetary Business Cycle Models 0 0 0 0 3 14 50 398
The Market Price of Risk and the Equity Premium 4 5 6 6 7 18 20 20
The conquest of U.S. inflation: learning and robustness to model uncertainty 2 11 40 170 3 28 96 322
Trend inflation and inflation persistence in the New Keynesian Phillips Curve 6 26 113 231 14 53 224 452
Total Working Papers 63 183 742 3,069 238 928 3,387 16,720

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models 0 0 0 41 0 1 11 260
A Simple Adaptive Measure of Core Inflation 0 0 0 1 2 9 80 624
ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING 2 3 37 40 6 14 88 107
Adapting to instability in money demand: forecasting money growth with a time-varying parameter model 1 2 10 104 3 9 37 430
Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson 0 0 2 22 0 0 7 104
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system 3 5 27 88 5 11 61 296
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas 0 0 7 22 1 3 57 135
Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters 4 8 26 177 7 22 148 723
Commentary on "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach" 0 1 5 5 0 1 7 7
Diverse Beliefs, Survival and the Market Price of Risk 1 4 8 8 3 15 24 24
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S 7 27 107 382 18 56 266 1,276
Effects of the Hodrick-Prescott filter on integrated time series 0 0 0 1 2 6 26 347
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 9 24 86 445 13 38 152 803
Empirical Evidence on Nominal Wage and Price Flexibility 0 0 4 27 0 0 19 187
Estimating and testing rational expectations models when the trend specification is uncertain 0 4 11 33 0 4 13 82
Evaluating non-structural measures of the business cycle 1 4 15 88 4 14 75 442
Financial fragility and the lender of last resort 1 5 12 45 2 7 24 142
How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth 1 2 11 37 2 4 16 79
Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey 0 1 2 57 1 4 10 149
Impulse dynamics and propagation mechanisms in a real business cycle model 1 8 29 114 5 22 75 335
Inflation uncertainty and excess returns on stocks and banks 1 4 13 55 1 4 22 386
International Evidence on the Size of the Random Walk in Output 0 3 14 52 3 7 20 162
Interpreting the term structure of interest rates 2 4 8 31 2 4 10 120
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 1 3 5 5 2 6 21 21
Is the market price of risk infinite? 1 3 4 4 3 10 12 12
Monetary policy and long-term real interest rates 1 2 3 29 2 3 8 118
Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals? 1 2 14 178 1 11 61 899
Monetary policy in a low inflation regime 0 1 4 16 0 3 10 81
On the transition to a fully funded Social Security system 1 1 4 54 1 1 18 191
Output Dynamics in Real-Business-Cycle Models 3 30 118 712 8 55 201 2,236
Proposals for reforming Social Security 0 0 0 18 0 1 9 116
Robustness and U.S. Monetary Policy Experimentation 2 2 5 5 2 6 17 17
Should the Fed take deliberate steps to deflate asset price bubbles? 0 4 12 308 4 12 49 729
Should the central bank be responsible for regional stabilization? 0 0 1 18 0 0 4 83
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 3 17 55 187 4 25 86 542
The baby boom, the baby bust, and asset markets 0 0 2 46 0 1 10 239
The conquest of US inflation: Learning and robustness to model uncertainty 1 6 36 217 6 18 97 570
The market price of risk and the equity premium: A legacy of the Great Depression? 4 10 35 35 9 27 117 117
The recession, the recovery, and the productivity slowdown 0 0 3 27 0 0 12 292
Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve 12 31 58 58 23 57 105 105
Using consumption to track movements in trend GDP 2 6 12 38 5 14 35 286
What is the optimal rate of inflation? 0 2 11 227 0 2 23 642
Why central bank independence helps to mitigate inflationary bias 0 0 4 142 0 0 6 306
Why do stock prices sometimes fall in response to good economic news? 0 1 27 126 0 2 65 408
Total Journal Articles 66 230 847 4,325 150 509 2,214 15,230

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "How Structural Are Structural Parameters?" 0 0 0 0 1 1 1 1
Evolving Post-World War II U.S. Inflation Dynamics 5 7 7 7 5 10 10 10
Total Chapters 5 7 7 7 6 11 11 11

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Statistics updated 2009-07-03