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 0 1 219
A Bayesian approach to counterfactual analysis of structural change 0 0 0 166 1 2 4 468
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 1 142 1 3 9 319
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 1 3 71 0 2 6 135
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 1 2 18 29 5 8 49 88
A Structural Measure of the Shadow Federal Funds Rate 0 0 1 23 0 2 5 41
A Structural Measure of the Shadow Federal Funds Rate 0 1 3 10 0 1 11 36
A Structural Measure of the Shadow Federal Funds Rate 0 0 0 26 0 2 7 32
A steady-state approach to trend/cycle decomposition of regime-switching processes 0 0 0 159 0 0 2 557
Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle 0 0 0 61 0 0 1 92
Cyclical signals from the labor market 0 0 0 11 0 0 4 29
Debt and Financial Market Contagion 0 0 0 51 3 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 1 1 4 11
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 0 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 0 0 4 39
Dutch Disease, Unemployment and Structural Change 0 0 0 9 0 1 4 33
Dutch Disease, Unemployment and Structural Change 0 0 0 18 0 0 2 17
Estimating DSGE models with Zero Interest Rate Policy 0 0 0 101 0 0 3 163
Estimating DSGE models with forward guidance 0 0 2 134 6 8 12 243
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 1 151 1 1 4 401
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 121 0 0 6 76
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 0 30 1 1 3 81
Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance 0 0 1 85 1 1 4 100
Estimating the expected duration of the zero lower bound in DSGE models with forward guidance 0 0 0 88 1 1 1 192
Full Information Estimation of Household Income Risk and Consumption Insurance 0 0 0 63 0 1 1 61
Have the driving forces of inflation changed in advanced and emerging market economies? 0 1 2 25 1 4 10 77
Household Balance Sheets and Consumption Responses to Income Shocks 0 0 3 36 0 1 21 134
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 0 3 52 52 2 9 56 62
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 1 1 12 12 4 6 23 23
How Important Is Global R-Star for Open Economies? 14 31 70 70 24 60 100 100
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 0 0 2 297
In search of the natural rate of unemployment 0 0 0 112 1 2 10 446
Inflation in the G7: mind the gap(s)? 0 0 0 69 0 2 3 157
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 45 0 0 1 63
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 2 53 2 3 6 90
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 0 0 0 89 0 1 4 158
Inventory Mistakes and the Great Moderation 0 0 0 42 0 0 0 215
Inventory Shocks and the Great Moderation 0 0 0 20 1 2 7 57
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 24 0 0 2 49
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 59 1 1 1 114
Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? 0 0 0 123 1 1 1 460
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 74 0 0 0 240
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 274 0 0 1 734
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 1 3 247
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 37 0 1 2 124
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 0 99 1 3 10 288
Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific 0 0 0 66 2 2 3 121
Measuring the Fiscal Multiplier when Plans Take Time to Implement 0 0 5 36 1 3 18 89
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 0 0 2 422
Nowcasting the Output Gap 1 1 2 67 1 1 3 122
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 1 7 288
Shift Contagion in Asset Markets 0 0 0 156 0 1 1 503
State-Dependent Effects of Fiscal Policy 0 0 1 108 0 0 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 1 1 2 1,035
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 1 260 0 1 3 826
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 0 130 1 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 1 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 1 1 3 64
The Changing Transmission Mechanism of U.S. Monetary Policy 0 0 1 157 0 1 3 372
The Meta Taylor Rule 0 0 1 9 0 0 2 128
The Meta Taylor Rule 0 0 2 72 0 1 5 237
The importance of nonlinearity in reproducing business cycle features 0 0 1 103 1 3 8 475
Trend-Cycle Decomposition in the Presence of Large Shocks 1 5 124 296 4 15 275 753
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease 0 0 0 12 0 0 4 15
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 9 43 1 1 25 96
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 0 4 1 2 6 12
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 7 7 1 1 14 14
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 6 7 0 0 7 8
Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease? 0 0 3 5 1 1 6 18
What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach 0 0 0 110 0 1 10 323
When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 0 0 1 64 0 2 4 171
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 82 0 0 2 279
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 58 0 0 5 154
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 26 0 1 2 151
Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? 0 0 0 0 0 1 5 193
Why has the U.S. economy stagnated since the Great Recession? 0 0 0 45 0 1 5 111
Why has the US economy stagnated since the Great Recession? 1 1 2 79 2 2 6 264
Total Working Papers 19 47 344 6,669 77 181 883 19,580
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 3 13 0 4 10 39
A Kalman filter approach to characterizing the Canadian term structure of interest rates 0 1 1 139 0 1 4 335
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 5 5 0 0 9 11
A state-space approach to calculating the Beveridge-Nelson decomposition 1 1 5 174 1 2 12 342
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle 0 0 1 20 0 1 3 83
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 91 0 1 3 334
Changes in U.S. Inflation Persistence 0 0 0 226 0 2 5 480
Debt and financial market contagion 0 0 0 3 0 1 3 17
Detecting shift-contagion in currency and bond markets 0 0 0 123 1 2 8 358
Did marginal propensities to consume change with the housing boom and bust? 1 1 3 8 1 1 11 21
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 0 0 3 629
Does the Survey of Professional Forecasters help predict the shape of recessions in real time? 0 0 0 2 0 1 3 7
Estimating DSGE models with zero interest rate policy 1 1 3 112 1 5 14 362
Estimating and accounting for the output gap with large Bayesian vector autoregressions 3 3 9 29 4 5 19 107
Estimating household consumption insurance 0 0 0 16 1 3 5 42
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic 0 1 2 5 0 1 7 29
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 1 2 26
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples 0 0 0 1 1 1 2 12
In search of the natural rate of unemployment 2 3 9 135 5 7 21 499
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 2 3 10 134 5 9 74 484
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 3 454
Likelihood‐ratio‐based confidence sets for the timing of structural breaks 0 0 0 12 1 2 4 82
MACRO-FINANCE LINKAGES 0 0 1 43 0 0 1 121
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 0 1 6 921
Nowcasting the output gap 0 0 1 18 1 4 12 70
Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? 0 0 0 24 0 0 2 104
State-dependent effects of fiscal policy 0 0 3 101 0 3 14 368
Structural evolution of the postwar U.S. economy 0 0 1 32 0 2 3 120
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 0 3 9 136
The Asymmetric Business Cycle 0 1 5 178 0 1 9 622
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 2 42
The Effects of Oil Price Shocks on Output 0 0 0 58 0 0 1 133
The Meta Taylor Rule 0 0 0 20 1 1 5 98
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 7 0 0 0 27
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 93 1 2 5 337
The Structural Break in the Equity Premium 0 0 1 28 0 0 3 95
The business cycle: periodic pandemic or rollercoaster ride? 0 1 3 28 0 2 6 140
The changing transmission mechanism of US monetary policy 0 0 4 32 0 2 10 144
Time variation of CAPM betas across market volatility regimes 0 0 0 33 0 0 5 208
Trend-cycle decomposition in the presence of large shocks 0 1 2 2 2 4 9 9
Trend/cycle decomposition of regime-switching processes 0 0 1 66 1 3 5 215
What factors drive the price–rent ratio for the housing market? A modified present-value analysis 0 0 3 32 3 4 21 154
When is discretionary fiscal policy effective? 0 1 2 8 1 3 6 47
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? 0 1 12 484 0 3 24 1,112
Why Has the U.S. Economy Stagnated since the Great Recession? 0 0 1 23 2 5 17 98
Zero Interest Policy & the New Abnormal: A Critique 0 0 1 1 2 2 7 7
Total Journal Articles 10 20 99 3,047 35 97 413 10,268

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 0 0 1 41
Measuring economic slack in Asia and the Pacific 0 0 0 6 1 1 4 49
The Importance of Nonlinearity in Reproducing Business Cycle Features 0 0 0 0 0 1 1 2
What drives inflation in advanced and emerging market economies? 0 1 2 32 0 1 3 90
Total Chapters 0 1 2 60 1 3 11 244

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Statistics updated 2025-09-05