Access Statistics for James Morley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Counterfactual Analysis of Structural Change 0 0 0 0 0 0 0 218
A Bayesian approach to counterfactual analysis of structural change 0 0 0 166 1 1 2 466
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 2 142 2 2 8 316
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 1 4 70 0 1 6 132
A Steady State Approach to Trend / Cycle Decomposition 0 0 0 1 2 3 3 418
A Structural Measure of the Shadow Federal Funds Rate 1 3 24 24 2 12 68 68
A Structural Measure of the Shadow Federal Funds Rate 0 0 0 26 1 2 8 28
A Structural Measure of the Shadow Federal Funds Rate 0 0 1 22 0 1 7 38
A Structural Measure of the Shadow Federal Funds Rate 0 1 2 8 0 3 13 33
A steady-state approach to trend/cycle decomposition of regime-switching processes 0 0 0 159 0 0 1 555
Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle 0 0 0 61 1 1 2 92
Cyclical signals from the labor market 0 0 0 11 0 1 3 26
Debt and Financial Market Contagion 0 0 0 51 0 0 0 116
Detecting shift-contagion in currency and bond markets 0 0 0 28 0 0 1 226
Did Marginal Propensities to Consume Change with the Housing Boom and Bust? 0 0 2 4 0 0 3 7
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 227 0 0 1 943
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 1 17 0 0 1 147
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 12 0 0 0 154
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 110 0 0 1 565
Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?  0 0 1 50 1 1 2 36
Dutch Disease, Unemployment and Structural Change 0 0 1 18 0 0 5 15
Dutch Disease, Unemployment and Structural Change 0 0 1 9 1 1 8 32
Estimating DSGE models with Zero Interest Rate Policy 0 0 1 101 1 3 5 163
Estimating DSGE models with forward guidance 0 0 1 133 0 1 3 234
Estimating Household Consumption Insurance 0 0 1 95 1 1 4 198
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 1 151 2 2 3 400
Estimating and accounting for the output gap with large Bayesian vector autoregressions 0 0 0 121 2 3 3 73
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 2 30 1 1 4 79
Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance 0 1 1 85 0 1 1 97
Estimating the expected duration of the zero lower bound in DSGE models with forward guidance 0 0 0 88 0 0 0 191
Full Information Estimation of Household Income Risk and Consumption Insurance 0 0 0 63 0 0 0 60
Have the driving forces of inflation changed in advanced and emerging market economies? 0 0 1 23 1 1 4 70
Household Balance Sheets and Consumption Responses to Income Shocks 0 1 4 35 0 8 33 132
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 1 5 46 46 3 9 45 45
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 0 0 9 9 1 1 11 11
Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples 0 0 0 91 0 0 0 198
In Search of the Natural Rate of Unemployment 0 0 0 1 0 0 1 295
In search of the natural rate of unemployment 0 0 0 112 2 3 13 444
Inflation in the G7: mind the gap(s)? 0 0 0 69 0 1 1 155
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 73 0 0 1 132
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 44 0 0 0 62
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 1 1 1 52 1 1 2 85
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter 0 0 1 44 0 0 1 82
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter 0 0 0 89 1 1 2 156
Inventory Mistakes and the Great Moderation 0 0 0 42 0 0 0 215
Inventory Shocks and the Great Moderation 0 0 0 20 1 3 3 53
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 1 59 0 0 2 113
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 2 24 1 1 4 48
Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? 0 0 0 123 0 0 1 459
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 274 0 0 1 734
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 74 0 0 2 240
Is There a Structural Break in the Equity Premium? 0 0 0 17 0 1 1 71
Is There a Structural Break in the Equity Premium? 0 1 1 105 1 2 2 246
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 37 0 0 1 122
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 39 1 1 1 93
Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 94 2 5 5 238
Marginal propensities to consume before and after the Great Recession 0 0 1 99 3 3 10 283
Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific 0 0 0 66 0 0 2 118
Measuring the fiscal multiplier when plans take time to implement 0 2 7 33 2 5 19 78
Measuring the fiscal multiplier when plans take time to implement 0 0 1 23 1 1 3 71
Nonlinearity and the permanent effects of recessions 0 0 1 157 2 2 3 422
Nowcasting the output gap 0 1 2 66 0 1 3 120
Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information? 0 0 1 87 1 1 3 212
Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? 0 0 0 70 0 1 7 287
Shift Contagion in Asset Markets 0 0 0 156 0 0 1 502
State-Dependent Effects of Fiscal Policy 0 0 0 107 1 1 2 174
Structural Evolution of the Postwar U.S. Economy 0 0 0 28 0 0 0 72
Testing Stationarity for Unobserved Components Models 0 0 0 31 0 2 2 106
Testing for Stationarity and Cointegration in an Unobserved Components Framework 0 0 0 336 0 0 0 1,033
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 130 0 0 0 377
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 259 0 0 1 823
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 36 0 0 1 131
The Australian real-time fiscal database: A overview and an illustration of its use in analysing planned and realised fiscal policies 0 0 0 18 0 0 0 29
The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies 0 0 0 8 0 0 1 62
The Changing Transmission Mechanism of U.S. Monetary Policy 1 1 2 157 2 2 4 371
The Meta Taylor Rule 0 0 2 72 1 1 6 236
The Meta Taylor Rule 0 1 1 9 0 2 2 128
The importance of nonlinearity in reproducing business cycle features 0 0 0 102 1 2 3 469
Trend-Cycle Decomposition in the Presence of Large Shocks 17 53 290 290 41 113 723 723
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease 0 0 12 12 1 1 13 13
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 4 4 1 1 10 10
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 2 7 7 1 4 8 8
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 2 4 42 42 4 10 93 93
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 7 7 0 1 13 13
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 0 1 1 1 1
Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease? 1 1 4 4 2 3 16 16
What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach 0 0 1 110 0 2 4 316
When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 0 0 0 63 0 1 2 168
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 2 58 2 2 7 154
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 1 2 26 0 1 2 150
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 1 1 82 0 1 2 278
Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? 0 0 0 0 0 2 4 191
Why has the U.S. economy stagnated since the Great Recession? 0 0 0 45 0 1 2 107
Why has the US economy stagnated since the Great Recession? 0 1 2 78 0 2 6 261
Total Working Papers 24 82 504 6,557 100 249 1,282 19,231
8 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 4 12 1 1 7 33
A Kalman filter approach to characterizing the Canadian term structure of interest rates 0 0 0 138 0 1 3 334
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 1 5 5 1 2 9 9
A state-space approach to calculating the Beveridge-Nelson decomposition 0 0 3 170 1 1 8 336
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle 0 1 1 20 1 2 2 82
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 91 1 1 2 333
Changes in U.S. Inflation Persistence 0 0 1 226 1 2 4 478
Debt and financial market contagion 0 0 0 3 0 0 2 14
Detecting shift-contagion in currency and bond markets 0 0 1 123 0 0 2 350
Did marginal propensities to consume change with the housing boom and bust? 0 0 7 7 3 4 17 18
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 1 1 2 628
Does the Survey of Professional Forecasters help predict the shape of recessions in real time? 0 0 1 2 0 0 2 4
Estimating DSGE models with zero interest rate policy 0 0 5 111 2 3 15 354
Estimating and accounting for the output gap with large Bayesian vector autoregressions 0 1 7 22 2 4 15 96
Estimating household consumption insurance 0 0 1 16 0 2 8 39
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 1 4 1 2 7 27
INFLATION IN THE G7: MIND THE GAP(S)? 0 0 1 10 0 0 1 48
INTRODUCTION TO “SPECIAL ISSUE ON THE EMPIRICAL ANALYSIS OF BUSINESS CYCLES, FINANCIAL MARKETS, AND INFLATION: ESSAYS IN HONOR OF CHARLES NELSON” 0 0 1 9 0 1 2 30
IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? 0 0 2 6 0 0 6 25
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples 0 0 0 1 0 0 1 11
In search of the natural rate of unemployment 2 3 5 130 2 4 25 488
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 2 13 129 2 7 75 461
Inventory Shocks and the Great Moderation 0 0 1 10 1 1 3 51
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 0 1 1 3 452
Likelihood‐ratio‐based confidence sets for the timing of structural breaks 0 0 0 12 1 1 2 79
MACRO-FINANCE LINKAGES 0 0 2 43 0 0 2 121
Nonlinearity and the permanent effects of recessions 1 1 1 286 2 3 5 919
Nonlinearity and the permanent effects of recessions 0 0 0 2 1 1 1 13
Nowcasting the output gap 0 0 1 17 0 4 15 65
Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? 0 0 0 24 0 0 0 102
State-dependent effects of fiscal policy 0 2 3 100 1 4 13 360
Structural evolution of the postwar U.S. economy 0 0 1 32 0 0 1 118
TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS 0 0 1 4 1 1 3 35
THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION 0 2 3 47 1 3 6 132
The Asymmetric Business Cycle 0 0 5 175 1 2 11 617
The Australian Real‐Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy 0 0 0 8 0 0 0 10
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 9 0 1 3 41
The Effects of Oil Price Shocks on Output 0 0 0 58 0 0 0 132
The Meta Taylor Rule 0 0 0 20 1 3 3 96
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 1 7 0 0 3 27
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 93 1 2 5 334
The Structural Break in the Equity Premium 0 0 1 28 2 2 3 95
The business cycle: periodic pandemic or rollercoaster ride? 1 1 3 27 1 1 7 138
The changing transmission mechanism of US monetary policy 1 1 4 31 3 3 7 139
Time variation of CAPM betas across market volatility regimes 0 0 0 33 1 3 6 207
Trend/cycle decomposition of regime-switching processes 0 0 1 66 0 0 2 212
What factors drive the price–rent ratio for the housing market? A modified present-value analysis 0 0 1 30 3 6 10 143
When is discretionary fiscal policy effective? 1 1 1 7 1 1 10 44
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? 1 2 13 481 3 6 29 1,104
Why Has the U.S. Economy Stagnated since the Great Recession? 0 0 4 22 0 3 16 87
Zero Interest Policy & the New Abnormal: A Critique 0 0 1 1 2 2 4 4
Total Journal Articles 7 18 107 3,005 47 92 388 10,075

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy 0 0 0 14 1 1 2 61
Discussion of Capital Flow Policies, Monetary Policy and Coordination 0 0 0 8 1 1 1 41
Measuring economic slack in Asia and the Pacific 0 0 0 6 1 1 3 47
The Importance of Nonlinearity in Reproducing Business Cycle Features 0 0 0 0 0 0 0 1
What drives inflation in advanced and emerging market economies? 1 1 2 31 1 1 4 89
Total Chapters 1 1 2 59 4 4 10 239

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03