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 2 3 204 0 3 11 459
A Case for Incomplete Markets 1 1 4 135 1 3 11 354
A Search for a Structural Phillips Curve 0 0 0 5 0 0 1 732
A frequency decomposition of approximation errors in stochastic discount factor models 0 0 0 0 0 0 1 373
A search for a structural Phillips curve 0 0 4 404 0 0 5 857
A simple adaptive measure of core inflation 0 2 2 149 1 4 7 272
Alternative definitions of the business cycle and their implications for business cycle models: a reply to Torben Mark Pederson 0 0 0 9 0 1 2 57
Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 2 5 650 0 3 11 2,095
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson 0 0 0 73 0 1 1 277
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US 0 2 3 270 1 4 10 1,057
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S 0 0 3 606 1 4 13 1,443
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 1 1 1 357
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 1 3 9 3,397
Estimating dynamic rational expectations models when the trend specification is uncertain 0 0 0 118 0 0 1 549
Evolving Post-World War II U.S. Inflation Dynamics 0 2 2 800 2 7 15 4,646
How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth 0 0 1 154 1 1 2 411
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 0 1 1 2 117
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 2 0 0 1 271
Idiosyncratic risk and the equity premium: evidence from the Consumer Expenditure Survey 0 0 0 5 0 0 1 61
Inflation-Gap Persistence in the U.S 0 0 2 565 0 2 7 1,644
Maximum likelihood estimation with HP filtered data: an invariance theorem 0 0 0 0 0 2 3 316
Optimal Disinflation Under Learning 0 0 0 13 0 0 5 136
Optimal disinflation under learning 0 0 1 85 0 1 3 204
Optimized Taylor Rules for Disinflation When Agents are Learning 0 0 3 103 0 2 7 164
Output dynamics in real business cycle models 0 0 0 4 0 0 3 1,500
Robustness and US Monetary 0 0 0 0 0 1 2 118
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 0 2 279
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 0 0 91
Structural Breaks in an Endogenous Growth Model 1 2 7 43 1 2 15 129
The Case for Incomplete Markets 0 0 0 0 1 2 7 105
Trend inflation and inflation persistence in the New Keynesian Phillips curve 0 0 2 517 0 1 6 1,096
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 1 89 0 2 4 243
Total Working Papers 2 13 43 5,016 12 51 169 23,863


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 4 118 0 3 12 430
A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models 0 0 0 41 0 1 1 312
A Simple Adaptive Measure of Core Inflation 0 0 0 1 1 5 12 1,173
ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING 0 0 0 217 1 2 4 684
Adapting to instability in money demand: forecasting money growth with a time-varying parameter model 0 0 0 156 0 0 2 558
Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson 0 0 0 65 0 1 4 241
Are DSGE Approximating Models Invariant to Shifts in Policy? 0 0 0 104 0 1 1 263
Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri 0 0 0 13 0 2 2 79
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 0 2 363 1 7 19 1,008
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas 0 0 0 57 0 1 3 287
Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas 0 0 0 21 0 0 0 119
Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters 0 0 2 346 0 3 13 1,328
Commentary on \\"Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach\\" 0 0 0 17 0 0 0 91
Diverse Beliefs, Survival and the Market Price of Risk 0 0 0 97 0 0 1 260
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S 2 11 25 2,123 6 23 85 5,236
Effects of the Hodrick-Prescott filter on integrated time series 0 0 0 1 0 1 2 452
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 1 5 15 1,239 3 14 32 2,472
Estimating and testing rational expectations models when the trend specification is uncertain 0 0 0 94 0 0 3 219
Evaluating non-structural measures of the business cycle 0 0 1 147 0 0 3 680
Financial fragility and the lender of last resort 0 0 0 90 0 0 2 269
How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth 0 0 0 127 0 0 5 299
Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey 0 0 0 95 1 1 2 306
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 0 223 0 0 12 654
Inflation-Gap Persistence in the US 0 3 7 554 4 7 15 1,386
International Evidence on the Size of the Random Walk in Output 0 0 0 137 1 1 2 388
Interpreting the term structure of interest rates 0 0 0 41 0 0 0 149
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 25 0 0 0 146
Is the market price of risk infinite? 0 0 0 44 0 0 2 121
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes 0 0 1 52 0 2 4 259
Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals? 0 1 3 264 0 1 5 1,127
Monetary policy in a low inflation regime 0 0 0 30 1 1 1 132
Optimized Taylor rules for disinflation when agents are learning 0 1 6 94 0 3 12 270
Output Dynamics in Real-Business-Cycle Models 0 0 2 1,567 2 5 15 4,474
Price-level uncertainty and instability in the United Kingdom 1 1 2 53 1 2 6 211
Proposals for reforming Social Security 0 0 0 22 0 0 0 155
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 1 1 266
Should the Fed take deliberate steps to deflate asset price bubbles? 0 0 1 413 0 1 5 1,043
Should the central bank be responsible for regional stabilization? 0 0 0 27 0 0 2 132
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 1 1 946 1 2 3 1,666
The baby boom, the baby bust, and asset markets 0 0 0 49 0 1 2 274
The conquest of US inflation: Learning and robustness to model uncertainty 0 0 0 449 0 0 3 1,174
The market price of risk and the equity premium: A legacy of the Great Depression? 0 1 3 376 1 4 8 943
The recession, the recovery, and the productivity slowdown 0 0 0 38 0 0 0 334
Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve 0 0 1 399 1 1 4 934
Using consumption to track movements in trend GDP 0 0 0 52 0 1 2 349
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 0 37 1 2 3 130
What is the optimal rate of inflation? 0 0 0 302 0 0 1 770
Why central bank independence helps to mitigate inflationary bias 0 0 0 170 0 0 1 358
Why do stock prices sometimes fall in response to good economic news? 0 0 0 211 0 0 1 570
Total Journal Articles 4 24 76 12,197 26 100 318 35,181


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 0 13 0 0 0 51
Evolving Post-World War II US Inflation Dynamics 0 0 0 382 1 3 20 1,079
Total Chapters 0 0 0 395 1 3 20 1,130


Statistics updated 2025-07-04