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 7 472
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 0 142 1 1 6 320
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 1 1 3 72 3 4 8 139
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 1 1 7 37
A Structural Measure of the Shadow Federal Funds Rate 1 1 1 27 1 3 9 35
A Structural Measure of the Shadow Federal Funds Rate 1 4 12 33 3 14 46 102
A Structural Measure of the Shadow Federal Funds Rate 0 1 2 24 1 3 7 44
A steady-state approach to trend/cycle decomposition of regime-switching processes 0 1 1 160 4 7 9 564
Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle 0 0 0 61 1 3 4 95
Cyclical signals from the labor market 0 0 0 11 4 4 8 33
Debt and Financial Market Contagion 0 0 0 51 1 1 4 120
Detecting shift-contagion in currency and bond markets 0 0 0 28 1 1 1 227
Did Marginal Propensities to Consume Change with the Housing Boom and Bust? 0 0 0 4 4 5 9 16
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 227 1 1 2 945
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 17 1 2 2 149
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 110 1 1 1 566
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 12 2 2 2 156
Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?  0 0 0 50 3 4 8 43
Dutch Disease, Unemployment and Structural Change 0 0 0 9 3 4 6 37
Dutch Disease, Unemployment and Structural Change 0 0 0 18 3 4 6 21
Estimating DSGE models with Zero Interest Rate Policy 0 0 0 101 1 2 5 165
Estimating DSGE models with forward guidance 0 0 1 134 0 1 11 244
Estimating Household Consumption Insurance 0 0 0 95 1 1 2 199
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 121 1 2 8 78
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 151 1 4 7 405
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic 0 1 1 31 0 4 7 85
Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance 0 0 1 85 2 2 6 102
Estimating the expected duration of the zero lower bound in DSGE models with forward guidance 0 0 0 88 1 2 3 194
Full Information Estimation of Household Income Risk and Consumption Insurance 0 0 0 63 1 2 3 63
Have the driving forces of inflation changed in advanced and emerging market economies? 0 1 3 26 6 11 19 88
Household Balance Sheets and Consumption Responses to Income Shocks 0 0 2 36 1 2 12 136
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 0 0 3 12 3 3 16 26
How Important Is Global R-Star for Open Economies? 7 25 95 95 19 67 167 167
Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples 0 0 0 91 2 2 4 202
In Search of the Natural Rate of Unemployment 0 0 0 1 1 3 5 300
In search of the natural rate of unemployment 0 0 0 112 3 4 9 450
Inflation in the G7: mind the gap(s)? 0 0 0 69 1 3 6 160
Insurance Effects of Tax-and-Transfer Progressivity 0 4 15 56 4 14 40 76
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 45 6 6 8 90
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 2 53 0 0 6 90
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 73 2 3 3 135
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 45 0 2 3 65
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter 0 0 0 89 5 5 8 163
Inventory Mistakes and the Great Moderation 0 0 0 42 1 1 1 216
Inventory Shocks and the Great Moderation 0 0 0 20 1 1 8 58
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 24 0 1 3 50
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 59 1 1 2 115
Is Inflation Driven by Aggregate or Sectoral Output Gaps? 28 28 28 28 27 27 27 27
Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? 0 0 0 123 2 2 3 462
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 274 1 1 1 735
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 74 3 3 3 243
Is There a Structural Break in the Equity Premium? 0 0 0 17 3 3 4 74
Is There a Structural Break in the Equity Premium? 0 0 1 105 0 2 5 249
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 37 2 3 5 127
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 39 2 3 4 96
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 1 9 289
Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific 0 0 0 66 1 1 4 122
Measuring the Fiscal Multiplier when Plans Take Time to Implement 1 4 9 40 4 7 23 96
Measuring the fiscal multiplier when plans take time to implement 0 0 0 23 1 1 4 74
Nonlinearity and the permanent effects of recessions 0 0 0 157 4 5 7 427
Nowcasting the Output Gap 0 0 2 67 0 1 4 123
Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information? 0 1 1 88 2 6 7 218
Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? 0 0 0 70 1 2 4 290
Shift Contagion in Asset Markets 1 1 1 157 3 3 4 506
State-Dependent Effects of Fiscal Policy 0 0 1 108 0 1 3 176
Structural Evolution of the Postwar U.S. Economy 0 0 0 28 1 2 2 74
Testing Stationarity for Unobserved Components Models 0 0 0 31 1 3 5 109
Testing for Stationarity and Cointegration in an Unobserved Components Framework 0 0 0 336 1 5 7 1,040
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 130 2 2 3 380
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 36 1 1 1 132
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 1 260 1 3 6 829
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 2 31
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 2 2 4 66
The Changing Transmission Mechanism of U.S. Monetary Policy 0 0 1 157 0 0 3 372
The Meta Taylor Rule 0 0 1 9 1 2 4 130
The Meta Taylor Rule 0 0 0 72 2 4 6 241
The importance of nonlinearity in reproducing business cycle features 0 0 1 103 4 6 14 481
Trend-Cycle Decomposition in the Presence of Large Shocks 0 7 66 303 10 31 174 784
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease 0 0 0 12 0 2 5 17
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 5 43 2 2 15 98
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 1 1 8 2 5 7 19
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 2 7 2 3 7 11
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 4 3 3 6 15
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 0 1 2 3 3
Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease? 0 1 3 6 1 3 8 21
What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach 0 0 0 110 1 3 12 326
When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 0 0 1 64 1 3 7 174
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 0 58 4 5 7 159
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 82 0 2 4 281
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 26 1 2 4 153
Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? 0 0 0 0 1 1 5 194
Why has the U.S. economy stagnated since the Great Recession? 0 0 0 45 1 3 8 114
Why has the US economy stagnated since the Great Recession? 0 0 2 79 0 0 5 264
Total Working Papers 40 82 276 6,751 207 392 990 19,972
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 1 6 13 45
A Kalman filter approach to characterizing the Canadian term structure of interest rates 0 0 1 139 2 2 4 337
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 1 5 0 1 5 12
A state-space approach to calculating the Beveridge-Nelson decomposition 0 0 4 174 2 2 9 344
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle 0 0 1 20 1 3 6 86
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 91 1 4 6 338
Changes in U.S. Inflation Persistence 0 0 0 226 0 2 6 482
Debt and financial market contagion 0 0 0 3 4 5 8 22
Detecting shift-contagion in currency and bond markets 0 0 0 123 5 8 16 366
Did marginal propensities to consume change with the housing boom and bust? 0 1 2 9 1 2 9 23
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 3 3 5 632
Does the Survey of Professional Forecasters help predict the shape of recessions in real time? 0 1 1 3 3 5 8 12
Estimating DSGE models with zero interest rate policy 0 1 2 113 0 3 14 365
Estimating and accounting for the output gap with large Bayesian vector autoregressions 1 1 9 30 4 8 23 115
Estimating household consumption insurance 0 1 1 17 0 5 10 47
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 1 5 0 4 8 33
INFLATION IN THE G7: MIND THE GAP(S)? 0 0 0 10 2 3 3 51
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 0 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 0 1 2 13
In search of the natural rate of unemployment 0 3 11 138 3 9 24 508
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 2 2 9 136 9 15 45 499
Inventory Shocks and the Great Moderation 0 0 0 10 2 2 3 53
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 0 1 1 4 455
Likelihood‐ratio‐based confidence sets for the timing of structural breaks 0 0 0 12 0 1 5 83
MACRO-FINANCE LINKAGES 0 0 0 43 1 2 2 123
Nonlinearity and the permanent effects of recessions 0 0 1 286 3 4 9 925
Nonlinearity and the permanent effects of recessions 0 1 1 3 2 3 4 16
Nowcasting the output gap 0 0 1 18 2 3 12 73
Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? 0 0 0 24 3 4 6 108
State-dependent effects of fiscal policy 0 0 3 101 6 8 20 376
Structural evolution of the postwar U.S. economy 0 0 0 32 1 2 4 122
TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS 0 2 2 6 0 4 5 39
THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION 0 0 2 47 0 3 10 139
The Asymmetric Business Cycle 0 0 3 178 1 1 8 623
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 0 1 2 134
The Meta Taylor Rule 0 1 1 21 1 6 11 104
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 7 0 2 2 29
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 93 2 3 8 340
The Structural Break in the Equity Premium 0 0 0 28 2 3 5 98
The business cycle: periodic pandemic or rollercoaster ride? 0 0 2 28 0 0 3 140
The changing transmission mechanism of US monetary policy 1 1 3 33 2 5 13 149
Time variation of CAPM betas across market volatility regimes 0 0 0 33 4 8 12 216
Trend-cycle decomposition in the presence of large shocks 0 1 3 3 0 4 13 13
Trend/cycle decomposition of regime-switching processes 0 0 0 66 1 3 6 218
What factors drive the price–rent ratio for the housing market? A modified present-value analysis 0 0 2 32 1 3 20 157
When is discretionary fiscal policy effective? 0 0 2 8 3 5 9 52
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? 0 0 5 484 3 4 18 1,116
Why Has the U.S. Economy Stagnated since the Great Recession? 1 1 2 24 8 11 25 109
Zero Interest Policy & the New Abnormal: A Critique 0 0 0 1 1 1 6 8
Total Journal Articles 5 19 79 3,066 91 191 476 10,459

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 3 63
Discussion of Capital Flow Policies, Monetary Policy and Coordination 0 0 0 8 2 3 4 44
Measuring economic slack in Asia and the Pacific 0 0 0 6 1 1 4 50
The Importance of Nonlinearity in Reproducing Business Cycle Features 0 0 0 0 1 1 2 3
What drives inflation in advanced and emerging market economies? 0 0 2 32 6 6 8 96
Total Chapters 0 0 2 60 11 12 21 256

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Statistics updated 2025-12-06