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 2 220
A Bayesian approach to counterfactual analysis of structural change 0 0 0 166 1 4 7 471
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 0 142 0 1 7 319
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 2 71 1 1 5 136
A Steady State Approach to Trend / Cycle Decomposition 0 0 0 1 0 0 4 419
A Structural Measure of the Shadow Federal Funds Rate 0 0 3 10 0 0 7 36
A Structural Measure of the Shadow Federal Funds Rate 0 0 0 26 2 2 8 34
A Structural Measure of the Shadow Federal Funds Rate 1 1 2 24 2 2 6 43
A Structural Measure of the Shadow Federal Funds Rate 3 4 12 32 8 16 46 99
A steady-state approach to trend/cycle decomposition of regime-switching processes 0 1 1 160 1 3 5 560
Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle 0 0 0 61 2 2 3 94
Cyclical signals from the labor market 0 0 0 11 0 0 4 29
Debt and Financial Market Contagion 0 0 0 51 0 3 3 119
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 0 4 0 2 5 12
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 227 0 0 1 944
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 17 0 1 1 148
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 0 565
Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?  0 0 0 50 0 1 5 40
Dutch Disease, Unemployment and Structural Change 0 0 0 9 1 1 3 34
Dutch Disease, Unemployment and Structural Change 0 0 0 18 1 1 3 18
Estimating DSGE models with Zero Interest Rate Policy 0 0 0 101 1 1 4 164
Estimating DSGE models with forward guidance 0 0 1 134 0 7 12 244
Estimating Household Consumption Insurance 0 0 0 95 0 0 1 198
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 121 0 1 7 77
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 1 151 3 4 7 404
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic 0 1 1 31 3 5 7 85
Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance 0 0 1 85 0 1 4 100
Estimating the expected duration of the zero lower bound in DSGE models with forward guidance 0 0 0 88 1 2 2 193
Full Information Estimation of Household Income Risk and Consumption Insurance 0 0 0 63 0 1 2 62
Have the driving forces of inflation changed in advanced and emerging market economies? 0 1 3 26 1 6 14 82
Household Balance Sheets and Consumption Responses to Income Shocks 0 0 2 36 1 1 13 135
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 0 1 4 12 0 4 15 23
How Important Is Global R-Star for Open Economies? 11 32 88 88 25 72 148 148
Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples 0 0 0 91 0 0 2 200
In Search of the Natural Rate of Unemployment 0 0 0 1 1 2 4 299
In search of the natural rate of unemployment 0 0 0 112 1 2 7 447
Inflation in the G7: mind the gap(s)? 0 0 0 69 1 2 5 159
Insurance Effects of Tax-and-Transfer Progressivity 2 4 19 56 7 12 43 72
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 45 0 0 2 84
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 45 2 2 3 65
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 2 53 0 2 6 90
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 73 1 1 1 133
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter 0 0 0 89 0 0 3 158
Inventory Mistakes and the Great Moderation 0 0 0 42 0 0 0 215
Inventory Shocks and the Great Moderation 0 0 0 20 0 1 7 57
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 24 1 1 3 50
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 59 0 1 1 114
Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? 0 0 0 123 0 1 1 460
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 274 0 0 0 734
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 74 0 0 0 240
Is There a Structural Break in the Equity Premium? 0 0 1 105 2 2 5 249
Is There a Structural Break in the Equity Premium? 0 0 0 17 0 0 1 71
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 37 1 1 3 125
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 39 0 1 2 94
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 0 99 1 2 10 289
Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific 0 0 0 66 0 2 3 121
Measuring the Fiscal Multiplier when Plans Take Time to Implement 1 3 8 39 1 4 21 92
Measuring the fiscal multiplier when plans take time to implement 0 0 0 23 0 0 4 73
Nonlinearity and the permanent effects of recessions 0 0 0 157 1 1 3 423
Nowcasting the Output Gap 0 1 2 67 1 2 4 123
Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information? 1 1 1 88 4 4 5 216
Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? 0 0 0 70 1 1 3 289
Shift Contagion in Asset Markets 0 0 0 156 0 0 1 503
State-Dependent Effects of Fiscal Policy 0 0 1 108 1 1 3 176
Structural Evolution of the Postwar U.S. Economy 0 0 0 28 1 1 1 73
Testing Stationarity for Unobserved Components Models 0 0 0 31 1 2 4 108
Testing for Stationarity and Cointegration in an Unobserved Components Framework 0 0 0 336 2 5 6 1,039
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 0 0 1 260 2 2 5 828
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 130 0 1 1 378
The Australian Real-Time Fiscal Database: An Overview and an Illustration of its Use in Analysing Planned and Realised Fiscal Policies 0 0 0 18 0 0 1 30
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 1 3 64
The Changing Transmission Mechanism of U.S. Monetary Policy 0 0 1 157 0 0 3 372
The Meta Taylor Rule 0 0 0 72 1 2 5 239
The Meta Taylor Rule 0 0 1 9 1 1 3 129
The importance of nonlinearity in reproducing business cycle features 0 0 1 103 2 3 10 477
Trend-Cycle Decomposition in the Presence of Large Shocks 6 8 84 303 12 25 203 774
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease 0 0 0 12 1 2 5 17
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 2 7 1 1 5 9
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 0 1 1 2 2
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 1 1 2 8 2 4 6 17
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 6 43 0 1 19 96
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 4 0 1 3 12
Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease? 1 1 3 6 2 3 7 20
What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach 0 0 0 110 0 2 11 325
When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 0 0 1 64 2 2 6 173
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 82 2 2 4 281
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 26 1 1 3 152
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 58 1 1 5 155
Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? 0 0 0 0 0 0 5 193
Why has the U.S. economy stagnated since the Great Recession? 0 0 0 45 1 2 7 113
Why has the US economy stagnated since the Great Recession? 0 1 2 79 0 2 6 264
Total Working Papers 27 61 264 6,711 117 262 862 19,765
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 1 2 14 3 5 13 44
A Kalman filter approach to characterizing the Canadian term structure of interest rates 0 0 1 139 0 0 3 335
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 1 5 0 1 6 12
A state-space approach to calculating the Beveridge-Nelson decomposition 0 1 4 174 0 1 7 342
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle 0 0 1 20 1 2 5 85
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 91 3 3 5 337
Changes in U.S. Inflation Persistence 0 0 0 226 1 2 6 482
Debt and financial market contagion 0 0 0 3 1 1 4 18
Detecting shift-contagion in currency and bond markets 0 0 0 123 1 4 11 361
Did marginal propensities to consume change with the housing boom and bust? 1 2 2 9 1 2 9 22
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 0 0 2 629
Does the Survey of Professional Forecasters help predict the shape of recessions in real time? 0 1 1 3 1 2 5 9
Estimating DSGE models with zero interest rate policy 0 2 3 113 2 4 15 365
Estimating and accounting for the output gap with large Bayesian vector autoregressions 0 3 8 29 3 8 19 111
Estimating household consumption insurance 0 1 1 17 3 6 10 47
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 1 5 4 4 8 33
INFLATION IN THE G7: MIND THE GAP(S)? 0 0 0 10 1 1 1 49
INTRODUCTION TO “SPECIAL ISSUE ON THE EMPIRICAL ANALYSIS OF BUSINESS CYCLES, FINANCIAL MARKETS, AND INFLATION: ESSAYS IN HONOR OF CHARLES NELSON” 0 0 0 9 1 1 2 31
IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? 0 1 1 7 0 1 2 27
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples 0 0 0 1 1 2 2 13
In search of the natural rate of unemployment 2 5 12 138 3 11 22 505
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 2 8 134 5 11 72 490
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 0 3 454
Likelihood‐ratio‐based confidence sets for the timing of structural breaks 0 0 0 12 1 2 5 83
MACRO-FINANCE LINKAGES 0 0 0 43 0 1 1 122
Nonlinearity and the permanent effects of recessions 0 0 1 286 0 1 7 922
Nonlinearity and the permanent effects of recessions 0 1 1 3 0 1 2 14
Nowcasting the output gap 0 0 1 18 1 2 10 71
Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? 0 0 0 24 1 1 3 105
State-dependent effects of fiscal policy 0 0 3 101 1 2 15 370
Structural evolution of the postwar U.S. economy 0 0 0 32 1 1 3 121
TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS 1 2 2 6 2 4 5 39
THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION 0 0 2 47 1 3 10 139
The Asymmetric Business Cycle 0 0 3 178 0 0 7 622
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 43
The Effects of Oil Price Shocks on Output 0 0 0 58 1 1 2 134
The Meta Taylor Rule 1 1 1 21 5 6 10 103
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 7 1 2 2 29
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 93 1 2 6 338
The Structural Break in the Equity Premium 0 0 0 28 1 1 3 96
The business cycle: periodic pandemic or rollercoaster ride? 0 0 2 28 0 0 3 140
The changing transmission mechanism of US monetary policy 0 0 2 32 1 3 11 147
Time variation of CAPM betas across market volatility regimes 0 0 0 33 3 4 8 212
Trend-cycle decomposition in the presence of large shocks 1 1 3 3 3 6 13 13
Trend/cycle decomposition of regime-switching processes 0 0 0 66 1 3 5 217
What factors drive the price–rent ratio for the housing market? A modified present-value analysis 0 0 3 32 2 5 20 156
When is discretionary fiscal policy effective? 0 0 2 8 0 3 6 49
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? 0 0 9 484 1 1 19 1,113
Why Has the U.S. Economy Stagnated since the Great Recession? 0 0 1 23 3 5 18 101
Zero Interest Policy & the New Abnormal: A Critique 0 0 0 1 0 2 5 7
Total Journal Articles 6 24 82 3,061 66 135 435 10,368

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 0 2 62
Discussion of Capital Flow Policies, Monetary Policy and Coordination 0 0 0 8 1 1 2 42
Measuring economic slack in Asia and the Pacific 0 0 0 6 0 1 3 49
The Importance of Nonlinearity in Reproducing Business Cycle Features 0 0 0 0 0 0 1 2
What drives inflation in advanced and emerging market economies? 0 0 2 32 0 0 2 90
Total Chapters 0 0 2 60 1 2 10 245

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Statistics updated 2025-11-08