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 3 204 1 5 14 464
A Case for Incomplete Markets 1 1 4 136 4 5 12 359
A Search for a Structural Phillips Curve 0 0 0 5 3 3 4 735
A frequency decomposition of approximation errors in stochastic discount factor models 0 0 0 0 1 1 2 374
A search for a structural Phillips curve 0 0 0 404 1 1 2 859
A simple adaptive measure of core inflation 0 0 2 149 1 3 9 275
Alternative definitions of the business cycle and their implications for business cycle models: a reply to Torben Mark Pederson 0 0 0 9 5 7 9 65
Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 0 4 650 1 1 7 2,096
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson 0 0 0 73 1 1 2 278
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US 0 1 4 272 0 6 16 1,065
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S 1 2 2 608 3 5 16 1,450
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 1 0 1 2 358
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 0 0 0 0 53
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 2 2 11 3,402
Estimating dynamic rational expectations models when the trend specification is uncertain 0 0 0 118 0 1 2 550
Evolving Post-World War II U.S. Inflation Dynamics 0 1 3 801 3 6 17 4,652
How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth 0 0 1 154 0 1 4 413
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 2 0 0 1 271
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 0 0 0 1 117
Idiosyncratic risk and the equity premium: evidence from the Consumer Expenditure Survey 0 0 0 5 1 3 3 64
Inflation-Gap Persistence in the U.S 0 0 2 565 0 1 7 1,645
Maximum likelihood estimation with HP filtered data: an invariance theorem 0 0 0 0 0 0 3 316
Optimal Disinflation Under Learning 0 0 0 13 2 2 4 138
Optimal disinflation under learning 0 0 1 85 1 1 5 206
Optimized Taylor Rules for Disinflation When Agents are Learning 1 2 3 105 3 4 9 168
Output dynamics in real business cycle models 0 0 0 4 1 3 4 1,503
Robustness and US Monetary 0 0 0 0 1 1 4 120
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 1 92
Structural Breaks in an Endogenous Growth Model 1 2 8 45 3 6 16 136
The Case for Incomplete Markets 0 0 0 0 3 4 9 109
Trend inflation and inflation persistence in the New Keynesian Phillips curve 0 1 1 518 6 7 9 1,103
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 1 89 0 1 5 244
Total Working Papers 4 10 39 5,027 47 82 212 23,959


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 1 2 4 121 1 6 15 438
A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models 0 0 0 41 0 1 3 314
A Simple Adaptive Measure of Core Inflation 0 0 0 1 1 3 11 1,177
ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING 0 0 0 217 2 4 7 689
Adapting to instability in money demand: forecasting money growth with a time-varying parameter model 0 0 0 156 1 1 2 559
Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson 0 0 0 65 1 1 3 243
Are DSGE Approximating Models Invariant to Shifts in Policy? 0 0 0 104 0 0 2 264
Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri 0 0 0 13 0 1 3 80
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 0 1 363 2 4 16 1,012
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas 0 0 0 57 0 0 3 287
Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas 0 0 0 21 0 1 1 120
Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters 0 0 0 346 4 4 15 1,333
Commentary on \\"Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach\\" 0 0 0 17 1 1 1 92
Diverse Beliefs, Survival and the Market Price of Risk 0 0 0 97 1 1 3 262
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S 1 4 27 2,135 12 36 105 5,289
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 1 5 17 1,247 6 15 42 2,492
Estimating and testing rational expectations models when the trend specification is uncertain 0 0 0 94 1 1 5 222
Evaluating non-structural measures of the business cycle 0 1 2 148 1 2 4 682
Financial fragility and the lender of last resort 0 0 0 90 0 1 2 270
How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth 0 0 0 127 2 3 7 303
Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey 0 0 0 95 2 2 3 308
Impulse dynamics and propagation mechanisms in a real business cycle model 0 1 1 224 0 2 5 658
Inflation-Gap Persistence in the US 0 0 5 555 4 4 15 1,391
International Evidence on the Size of the Random Walk in Output 0 0 0 137 1 2 4 391
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 1 1 1 147
Is the market price of risk infinite? 0 0 0 44 0 0 3 123
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes 0 0 1 52 0 2 6 262
Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals? 0 0 2 264 0 0 3 1,127
Monetary policy in a low inflation regime 0 0 0 30 0 0 1 132
Optimized Taylor rules for disinflation when agents are learning 1 1 4 95 2 2 12 275
Output Dynamics in Real-Business-Cycle Models 0 1 3 1,568 6 8 18 4,483
Price-level uncertainty and instability in the United Kingdom 0 0 2 54 0 0 4 212
Proposals for reforming Social Security 0 0 0 22 0 0 0 155
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 1 1 2 267
Should the Fed take deliberate steps to deflate asset price bubbles? 0 0 0 413 0 1 4 1,044
Should the central bank be responsible for regional stabilization? 0 0 0 27 1 1 4 134
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 1 946 1 2 5 1,668
The baby boom, the baby bust, and asset markets 0 0 0 49 0 0 1 274
The conquest of US inflation: Learning and robustness to model uncertainty 0 0 0 449 0 2 3 1,176
The market price of risk and the equity premium: A legacy of the Great Depression? 0 0 3 377 4 7 18 954
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 0 399 1 2 5 936
Using consumption to track movements in trend GDP 0 0 0 52 1 1 3 350
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 0 37 0 0 4 131
What is the optimal rate of inflation? 0 0 0 302 0 1 1 771
Why central bank independence helps to mitigate inflationary bias 0 0 0 170 1 1 2 359
Why do stock prices sometimes fall in response to good economic news? 0 0 0 211 0 2 2 572
Total Journal Articles 4 15 73 12,226 62 130 379 34,911
1 registered items for which data could not be found


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 2 53
Evolving Post-World War II US Inflation Dynamics 0 0 2 384 5 9 27 1,091
Total Chapters 0 0 2 397 5 9 29 1,144


Statistics updated 2025-12-06