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 0 1 3 467
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 2 142 1 2 9 318
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 1 1 3 71 2 2 6 135
A Steady State Approach to Trend / Cycle Decomposition 0 0 0 1 0 1 4 419
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 1 3 18 28 2 8 50 83
A Structural Measure of the Shadow Federal Funds Rate 0 0 0 26 0 2 7 32
A Structural Measure of the Shadow Federal Funds Rate 0 1 1 23 0 3 5 41
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 2 4 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 0 4 0 1 3 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 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 1 4 39
Dutch Disease, Unemployment and Structural Change 0 0 0 18 0 1 3 17
Dutch Disease, Unemployment and Structural Change 0 0 0 9 1 1 4 33
Estimating DSGE models with Zero Interest Rate Policy 0 0 0 101 0 0 3 163
Estimating DSGE models with forward guidance 0 1 2 134 2 3 6 237
Estimating Household Consumption Insurance 0 0 0 95 0 0 2 198
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 0 1 6 76
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 0 30 0 1 2 80
Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance 0 0 1 85 0 0 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 1 1 61
Have the driving forces of inflation changed in advanced and emerging market economies? 0 1 2 25 2 4 9 76
Household Balance Sheets and Consumption Responses to Income Shocks 0 1 4 36 0 2 25 134
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 2 4 52 52 5 8 60 60
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 0 1 11 11 1 3 19 19
How Important Is Global R-Star for Open Economies? 6 51 56 56 18 66 76 76
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 1 2 297
In search of the natural rate of unemployment 0 0 0 112 1 1 10 445
Inflation in the G7: mind the gap(s)? 0 0 0 69 1 2 3 157
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 1 1 45 0 1 1 63
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 1 2 53 1 3 4 88
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter 0 1 1 45 0 1 2 84
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter 0 0 0 89 1 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 6 56
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 59 0 0 0 113
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 24 0 0 2 49
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 0 240
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 1 3 247
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 37 1 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 0 2 9 287
Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific 0 0 0 66 0 0 1 119
Measuring the Fiscal Multiplier when Plans Take Time to Implement 0 2 6 36 0 5 20 88
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 0 0 2 66 0 0 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 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 0 0 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 0 0 0 130 0 0 0 377
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 1 1 260 0 2 3 826
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 1 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 0 1 2 63
The Changing Transmission Mechanism of U.S. Monetary Policy 0 0 1 157 1 1 4 372
The Meta Taylor Rule 0 0 1 9 0 0 2 128
The Meta Taylor Rule 0 0 2 72 1 1 6 237
The importance of nonlinearity in reproducing business cycle features 0 0 1 103 0 3 7 474
Trend-Cycle Decomposition in the Presence of Large Shocks 2 4 137 295 3 15 312 749
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease 0 0 0 12 0 2 5 15
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 13 43 0 0 33 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 8 8
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: How Relevant Is Dutch Disease? 0 0 1 4 1 1 6 11
Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease? 0 0 3 5 0 0 6 17
What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach 0 0 0 110 1 2 10 323
When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 0 0 1 64 1 2 4 171
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 82 0 0 3 279
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 58 0 0 6 154
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 26 1 1 2 151
Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? 0 0 0 0 1 2 5 193
Why has the U.S. economy stagnated since the Great Recession? 0 0 0 45 1 4 5 111
Why has the US economy stagnated since the Great Recession? 0 0 1 78 0 1 4 262
Total Working Papers 12 75 350 6,650 52 177 889 19,503
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 1 1 3 13 4 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 2 9 11
A state-space approach to calculating the Beveridge-Nelson decomposition 0 1 4 173 0 2 11 341
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle 0 0 1 20 1 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 1 2 5 480
Debt and financial market contagion 0 0 0 3 1 3 3 17
Detecting shift-contagion in currency and bond markets 0 0 0 123 0 3 7 357
Did marginal propensities to consume change with the housing boom and bust? 0 0 2 7 0 1 11 20
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 0 1 3 629
Does the Survey of Professional Forecasters help predict the shape of recessions in real time? 0 0 1 2 0 2 4 7
Estimating DSGE models with zero interest rate policy 0 0 2 111 4 5 13 361
Estimating and accounting for the output gap with large Bayesian vector autoregressions 0 1 6 26 1 4 16 103
Estimating household consumption insurance 0 0 0 16 1 2 4 41
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic 0 1 2 5 0 2 8 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 1 1 2 26
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 1 1 7 133 2 4 19 494
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 1 2 9 132 3 11 75 479
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 1 1 3 454
Likelihood‐ratio‐based confidence sets for the timing of structural breaks 0 0 0 12 1 1 3 81
MACRO-FINANCE LINKAGES 0 0 1 43 0 0 1 121
Nonlinearity and the permanent effects of recessions 0 0 1 286 1 2 7 921
Nonlinearity and the permanent effects of recessions 0 0 0 2 0 0 1 13
Nowcasting the output gap 0 0 1 18 2 3 11 69
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 2 4 15 368
Structural evolution of the postwar U.S. economy 0 0 1 32 2 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 3 4 9 136
The Asymmetric Business Cycle 0 2 5 178 0 2 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 1 1 4 42
The Effects of Oil Price Shocks on Output 0 0 0 58 0 1 1 133
The Meta Taylor Rule 0 0 0 20 0 0 4 97
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 93 0 1 4 336
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 7 0 0 0 27
The Structural Break in the Equity Premium 0 0 1 28 0 0 3 95
The business cycle: periodic pandemic or rollercoaster ride? 1 1 3 28 2 2 6 140
The changing transmission mechanism of US monetary policy 0 0 4 32 2 4 10 144
Time variation of CAPM betas across market volatility regimes 0 0 0 33 0 1 6 208
Trend-cycle decomposition in the presence of large shocks 1 2 2 2 2 6 7 7
Trend/cycle decomposition of regime-switching processes 0 0 1 66 2 2 4 214
What factors drive the price–rent ratio for the housing market? A modified present-value analysis 0 1 3 32 0 4 18 151
When is discretionary fiscal policy effective? 1 1 2 8 2 2 8 46
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? 0 1 12 484 2 5 26 1,112
Why Has the U.S. Economy Stagnated since the Great Recession? 0 1 3 23 1 5 17 96
Zero Interest Policy & the New Abnormal: A Critique 0 0 1 1 0 1 5 5
Total Journal Articles 6 17 93 3,037 45 106 403 10,233

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 0 1 3 48
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? 1 1 2 32 1 1 3 90
Total Chapters 1 1 2 60 1 3 10 243

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Statistics updated 2025-08-05