Access Statistics for James Morley

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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 Bayesian Approach to Counterfactual Analysis of Structural Change 0 0 0 0 0 1 1 219
A Bayesian approach to counterfactual analysis of structural change 0 0 0 166 0 0 2 466
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 2 142 0 0 7 316
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 4 70 0 1 7 133
A Steady State Approach to Trend / Cycle Decomposition 0 0 0 1 1 1 4 419
A Structural Measure of the Shadow Federal Funds Rate 0 0 0 26 0 2 5 30
A Structural Measure of the Shadow Federal Funds Rate 1 1 1 23 1 1 3 39
A Structural Measure of the Shadow Federal Funds Rate 2 3 17 27 5 12 57 80
A Structural Measure of the Shadow Federal Funds Rate 0 1 2 9 0 2 10 35
A steady-state approach to trend/cycle decomposition of regime-switching processes 0 0 0 159 0 2 2 557
Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle 0 0 0 61 0 0 2 92
Cyclical signals from the labor market 0 0 0 11 2 3 5 29
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 1 4 1 3 4 10
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 Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 227 0 1 2 944
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 0 50 1 3 4 39
Dutch Disease, Unemployment and Structural Change 0 0 1 9 0 0 5 32
Dutch Disease, Unemployment and Structural Change 0 0 1 18 1 2 4 17
Estimating DSGE models with Zero Interest Rate Policy 0 0 0 101 0 0 4 163
Estimating DSGE models with forward guidance 1 1 2 134 1 1 4 235
Estimating Household Consumption Insurance 0 0 1 95 0 0 4 198
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 1 151 0 0 3 400
Estimating and accounting for the output gap with large Bayesian vector autoregressions 0 0 0 121 1 3 6 76
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 2 30 1 1 4 80
Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance 0 0 1 85 0 2 3 99
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 1 1 24 1 3 6 73
Household Balance Sheets and Consumption Responses to Income Shocks 1 1 5 36 1 1 29 133
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 1 2 11 11 1 6 17 17
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 1 3 49 49 1 8 53 53
How Important Is Global R-Star for Open Economies? 34 39 39 39 30 40 40 40
Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples 0 0 0 91 0 2 2 200
In Search of the Natural Rate of Unemployment 0 0 0 1 1 2 3 297
In search of the natural rate of unemployment 0 0 0 112 0 0 11 444
Inflation in the G7: mind the gap(s)? 0 0 0 69 0 0 1 155
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 1 1 2 53 2 2 4 87
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 1 1 1 45 1 1 1 63
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 73 0 0 0 132
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter 1 1 2 45 1 2 3 84
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter 0 0 0 89 0 1 3 157
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 2 5 55
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 1 24 0 1 3 49
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 59 0 0 0 113
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 1 240
Is There a Structural Break in the Equity Premium? 0 0 0 17 0 0 1 71
Is There a Structural Break in the Equity Premium? 0 0 1 105 0 0 2 246
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 37 0 1 1 123
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 39 0 0 1 93
Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 94 0 0 5 238
Marginal propensities to consume before and after the Great Recession 0 0 1 99 0 2 9 285
Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific 0 0 0 66 0 1 1 119
Measuring the fiscal multiplier when plans take time to implement 2 3 8 36 3 8 23 86
Measuring the fiscal multiplier when plans take time to implement 0 0 0 23 0 2 4 73
Nonlinearity and the permanent effects of recessions 0 0 0 157 0 0 2 422
Nowcasting the Output Gap 0 0 2 66 0 1 3 121
Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information? 0 0 0 87 0 0 1 212
Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? 0 0 0 70 0 0 6 287
Shift Contagion in Asset Markets 0 0 0 156 0 0 0 502
State-Dependent Effects of Fiscal Policy 0 1 1 108 0 1 3 175
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 0 2 106
Testing for Stationarity and Cointegration in an Unobserved Components Framework 0 0 0 336 0 1 1 1,034
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 36 0 0 0 131
The Adjustment of Prices and the Adjustment of the Exchange Rate 1 1 1 260 1 2 2 825
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 130 0 0 0 377
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 1 1 2 63
The Changing Transmission Mechanism of U.S. Monetary Policy 0 0 1 157 0 0 3 371
The Meta Taylor Rule 0 0 2 72 0 0 5 236
The Meta Taylor Rule 0 0 1 9 0 0 2 128
The importance of nonlinearity in reproducing business cycle features 0 1 1 103 1 3 5 472
Trend-Cycle Decomposition in the Presence of Large Shocks 0 1 172 291 4 15 388 738
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease 0 0 8 12 2 2 9 15
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 7 7 0 0 8 8
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 3 4 0 0 8 10
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 1 22 43 0 2 52 95
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 0 0 0 1 1
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 7 7 0 0 13 13
Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease? 0 1 5 5 0 1 13 17
What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach 0 0 0 110 1 6 9 322
When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 0 1 1 64 0 1 2 169
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 82 0 1 3 279
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 2 58 0 0 7 154
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 2 26 0 0 2 150
Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? 0 0 0 0 1 1 5 192
Why has the U.S. economy stagnated since the Great Recession? 0 0 0 45 3 3 5 110
Why has the US economy stagnated since the Great Recession? 0 0 2 78 1 1 6 262
Total Working Papers 47 65 399 6,622 73 168 954 19,399
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 2 12 0 2 6 35
A Kalman filter approach to characterizing the Canadian term structure of interest rates 0 0 0 138 0 0 3 334
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 5 5 2 2 9 11
A state-space approach to calculating the Beveridge-Nelson decomposition 1 3 6 173 1 4 12 340
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle 0 0 1 20 0 0 2 82
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 91 0 0 2 333
Changes in U.S. Inflation Persistence 0 0 1 226 0 0 4 478
Debt and financial market contagion 0 0 0 3 2 2 4 16
Detecting shift-contagion in currency and bond markets 0 0 1 123 2 6 7 356
Did marginal propensities to consume change with the housing boom and bust? 0 0 4 7 1 2 13 20
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 1 1 3 629
Does the Survey of Professional Forecasters help predict the shape of recessions in real time? 0 0 1 2 1 2 4 6
Estimating DSGE models with zero interest rate policy 0 0 3 111 1 3 10 357
Estimating and accounting for the output gap with large Bayesian vector autoregressions 1 4 8 26 3 6 17 102
Estimating household consumption insurance 0 0 0 16 0 0 3 39
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 1 4 1 1 7 28
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 0 2 30
IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? 0 0 1 6 0 0 3 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 0 2 6 132 2 4 21 492
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 1 2 10 131 7 14 76 475
Inventory Shocks and the Great Moderation 0 0 0 10 0 0 1 51
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 0 0 1 2 453
Likelihood‐ratio‐based confidence sets for the timing of structural breaks 0 0 0 12 0 1 2 80
MACRO-FINANCE LINKAGES 0 0 2 43 0 0 2 121
Nonlinearity and the permanent effects of recessions 0 0 0 2 0 0 1 13
Nonlinearity and the permanent effects of recessions 0 0 1 286 1 1 6 920
Nowcasting the output gap 0 1 2 18 0 1 11 66
Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? 0 0 0 24 0 2 2 104
State-dependent effects of fiscal policy 0 1 4 101 1 5 15 365
Structural evolution of the postwar U.S. economy 0 0 1 32 0 0 1 118
TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS 0 0 0 4 0 0 1 35
THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION 0 0 3 47 1 1 6 133
The Asymmetric Business Cycle 1 2 6 177 1 4 11 621
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 0 3 41
The Effects of Oil Price Shocks on Output 0 0 0 58 1 1 1 133
The Meta Taylor Rule 0 0 0 20 0 1 4 97
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 93 0 1 4 335
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 7 0 0 1 27
The Structural Break in the Equity Premium 0 0 1 28 0 0 3 95
The business cycle: periodic pandemic or rollercoaster ride? 0 0 3 27 0 0 6 138
The changing transmission mechanism of US monetary policy 0 1 5 32 2 3 10 142
Time variation of CAPM betas across market volatility regimes 0 0 0 33 1 1 7 208
Trend-cycle decomposition in the presence of large shocks 1 1 1 1 4 5 5 5
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 1 2 3 32 3 7 17 150
When is discretionary fiscal policy effective? 0 0 1 7 0 0 9 44
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? 0 2 14 483 2 5 29 1,109
Why Has the U.S. Economy Stagnated since the Great Recession? 1 1 3 23 2 6 18 93
Zero Interest Policy & the New Abnormal: A Critique 0 0 1 1 1 1 5 5
Total Journal Articles 7 22 104 3,027 44 96 395 10,171

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 0 1 3 62
Discussion of Capital Flow Policies, Monetary Policy and Coordination 0 0 0 8 0 0 1 41
Measuring economic slack in Asia and the Pacific 0 0 0 6 1 1 3 48
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? 0 0 1 31 0 0 2 89
Total Chapters 0 0 1 59 1 2 9 241

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Statistics updated 2025-06-06