Access Statistics for Timothy Cogley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to optimal monetary policy with parameter and model uncertainty 0 0 0 200 0 1 6 440
A Case for Incomplete Markets 0 0 2 130 1 2 10 337
A Search for a Structural Phillips Curve 0 0 0 5 0 1 7 729
A frequency decomposition of approximation errors in stochastic discount factor models 0 0 0 0 0 0 1 369
A search for a structural Phillips curve 0 0 2 399 0 1 8 846
A simple adaptive measure of core inflation 1 3 12 123 1 3 23 224
Alternative definitions of the business cycle and their implications for business cycle models: a reply to Torben Mark Pederson 0 0 0 9 0 0 3 47
Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 0 0 641 0 0 6 2,079
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson 0 0 1 71 0 1 2 273
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US 0 0 5 261 1 1 12 1,020
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S 0 0 7 591 0 0 11 1,391
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 0 0 0 0 53
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 1 0 0 1 356
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 0 2 16 3,362
Estimating dynamic rational expectations models when the trend specification is uncertain 0 0 0 117 0 0 2 544
Evolving Post-World War II U.S. Inflation Dynamics 0 0 7 792 0 1 15 4,612
How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth 0 2 3 153 0 2 6 407
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 0 1 1 3 115
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 2 0 0 1 270
Idiosyncratic risk and the equity premium: evidence from the Consumer Expenditure Survey 0 0 0 5 0 0 2 56
Inflation-Gap Persistence in the U.S 0 0 1 559 1 1 5 1,622
Maximum likelihood estimation with HP filtered data: an invariance theorem 0 0 0 0 0 1 3 310
Optimal Disinflation Under Learning 1 1 1 12 1 1 3 129
Optimal disinflation under learning 0 2 3 83 0 3 7 196
Optimized Taylor Rules for Disinflation When Agents are Learning 0 0 1 97 0 1 4 144
Output dynamics in real business cycle models 0 0 0 4 1 1 11 1,485
Robustness and US Monetary 0 0 0 0 0 0 6 110
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 1 3 277
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 1 2 89
Structural Breaks in an Endogenous Growth Model 1 5 15 28 2 8 39 93
The Case for Incomplete Markets 0 0 0 0 0 0 2 93
Trend inflation and inflation persistence in the New Keynesian Phillips curve 0 1 1 507 0 2 7 1,071
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 0 84 0 1 4 228
Total Working Papers 3 14 61 4,886 9 37 231 23,377


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to optimal monetary policy with parameter and model uncertainty 0 0 2 111 0 0 11 402
A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models 0 0 0 41 0 0 1 310
A Simple Adaptive Measure of Core Inflation 0 0 0 1 1 4 13 1,121
ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING 0 0 0 217 0 1 5 664
Adapting to instability in money demand: forecasting money growth with a time-varying parameter model 0 0 0 156 0 0 2 554
Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson 0 0 2 65 0 0 5 234
Are DSGE Approximating Models Invariant to Shifts in Policy? 0 0 2 102 0 0 2 258
Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri 0 0 0 13 0 1 6 76
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 7 15 347 1 14 36 957
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas 0 0 0 57 0 0 4 283
Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas 0 0 0 21 0 0 2 119
Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters 0 0 3 340 0 2 12 1,298
Commentary on \\"Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach\\" 0 0 0 17 0 0 1 91
Diverse Beliefs, Survival and the Market Price of Risk 0 0 0 97 0 0 2 257
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S 1 4 22 2,028 8 23 117 4,958
Effects of the Hodrick-Prescott filter on integrated time series 0 0 0 1 0 0 1 448
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 1 5 24 1,177 4 12 65 2,333
Estimating and testing rational expectations models when the trend specification is uncertain 0 0 1 93 1 1 2 210
Evaluating non-structural measures of the business cycle 0 0 1 145 0 0 1 670
Financial fragility and the lender of last resort 0 0 1 88 0 0 2 263
How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth 0 1 2 125 0 3 6 285
Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey 0 0 0 94 0 0 1 296
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 5 221 0 3 17 627
Inflation-Gap Persistence in the US 1 2 3 533 3 5 22 1,323
International Evidence on the Size of the Random Walk in Output 0 0 3 137 1 1 5 382
Interpreting the term structure of interest rates 0 0 2 41 0 0 2 149
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 24 0 0 0 142
Is the market price of risk infinite? 0 0 0 44 0 0 0 119
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes 0 0 0 51 0 0 1 253
Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals? 0 1 4 257 0 1 9 1,110
Monetary policy in a low inflation regime 0 0 1 30 0 0 1 130
Optimized Taylor rules for disinflation when agents are learning 3 3 8 85 3 4 15 244
Output Dynamics in Real-Business-Cycle Models 2 3 15 1,555 4 6 57 4,409
Price-level uncertainty and instability in the United Kingdom 1 3 3 44 1 4 10 192
Proposals for reforming Social Security 0 0 0 20 0 1 1 151
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 0 9 264
Should the Fed take deliberate steps to deflate asset price bubbles? 0 0 6 408 1 1 12 1,031
Should the central bank be responsible for regional stabilization? 0 0 0 26 0 0 1 129
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 2 2 7 941 2 3 12 1,656
The baby boom, the baby bust, and asset markets 0 0 0 49 0 0 1 272
The conquest of US inflation: Learning and robustness to model uncertainty 0 1 4 448 1 4 17 1,155
The market price of risk and the equity premium: A legacy of the Great Depression? 1 2 13 360 3 4 38 911
The recession, the recovery, and the productivity slowdown 0 0 0 36 0 0 0 330
Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve 1 1 2 394 1 2 16 917
Using consumption to track movements in trend GDP 0 0 0 51 0 0 1 344
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 1 37 0 0 3 125
What is the optimal rate of inflation? 0 0 8 300 0 2 12 765
Why central bank independence helps to mitigate inflationary bias 0 0 2 169 0 0 3 354
Why do stock prices sometimes fall in response to good economic news? 0 0 1 209 0 1 5 565
Total Journal Articles 13 35 163 11,896 35 103 567 34,136


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "How Structural Are Structural Parameters?" 0 0 1 13 0 0 1 49
Evolving Post-World War II US Inflation Dynamics 1 9 19 368 3 25 68 1,001
Total Chapters 1 9 20 381 3 25 69 1,050


Statistics updated 2022-09-05