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 1 205 0 2 19 481
A Case for Incomplete Markets 0 0 3 138 0 1 22 377
A Search for a Structural Phillips Curve 0 0 0 5 1 2 22 754
A frequency decomposition of approximation errors in stochastic discount factor models 0 0 0 0 1 2 14 387
A search for a structural Phillips curve 0 0 0 404 0 0 9 867
A simple adaptive measure of core inflation 1 1 3 152 1 1 21 293
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 16 74
Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 1 2 652 0 2 15 2,110
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson 0 0 0 73 1 2 15 292
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US 0 0 4 275 1 3 37 1,097
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S 2 2 6 612 3 9 39 1,484
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 0 1 1 5 58
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 1 2 2 7 365
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 2 4 33 3,433
Estimating dynamic rational expectations models when the trend specification is uncertain 0 0 0 118 2 2 6 555
Evolving Post-World War II U.S. Inflation Dynamics 0 0 0 801 0 0 13 4,661
How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth 0 0 0 154 0 0 6 418
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 0 1 1 8 125
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 2 0 1 6 277
Idiosyncratic risk and the equity premium: evidence from the Consumer Expenditure Survey 0 0 0 5 1 1 11 72
Inflation-Gap Persistence in the U.S 0 1 1 566 0 1 16 1,661
Maximum likelihood estimation with HP filtered data: an invariance theorem 0 0 0 0 0 0 8 324
Optimal Disinflation Under Learning 0 0 0 13 0 0 6 142
Optimal disinflation under learning 0 0 0 85 0 1 14 219
Optimized Taylor Rules for Disinflation When Agents are Learning 1 1 2 106 1 2 22 187
Output dynamics in real business cycle models 0 0 0 4 2 3 25 1,526
Robustness and US Monetary 0 0 0 0 1 3 16 135
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 2 7 99
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 1 1 6 285
Structural Breaks in an Endogenous Growth Model 0 1 8 51 1 2 24 156
The Case for Incomplete Markets 0 0 0 0 0 0 13 118
Trend inflation and inflation persistence in the New Keynesian Phillips curve 0 0 1 518 0 4 22 1,118
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 0 89 0 1 10 253
Total Working Papers 4 7 31 5,050 23 56 513 24,403


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 1 121 0 0 20 454
A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models 0 0 0 41 0 0 9 323
A Simple Adaptive Measure of Core Inflation 0 0 0 1 0 6 25 1,199
ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING 0 0 0 217 0 3 32 717
Adapting to instability in money demand: forecasting money growth with a time-varying parameter model 0 0 0 156 1 1 7 565
Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson 0 0 0 65 0 0 5 247
Are DSGE Approximating Models Invariant to Shifts in Policy? 0 0 2 106 0 0 8 272
Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri 0 0 0 13 0 0 9 88
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 0 3 366 0 0 22 1,030
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas 0 0 0 57 0 0 11 298
Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas 0 0 0 21 0 2 19 138
Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters 1 1 1 347 2 4 19 1,348
Commentary on \\"Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach\\" 0 0 0 17 0 1 6 97
Diverse Beliefs, Survival and the Market Price of Risk 0 0 0 97 0 0 13 274
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S 3 5 20 2,152 8 19 138 5,398
Effects of the Hodrick-Prescott filter on integrated time series 0 0 0 1 1 1 8 462
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 0 2 12 1,256 2 9 54 2,535
Estimating and testing rational expectations models when the trend specification is uncertain 0 0 0 94 1 1 14 235
Evaluating non-structural measures of the business cycle 0 0 0 148 0 0 11 692
Financial fragility and the lender of last resort 0 0 0 90 1 2 10 279
How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth 0 0 0 127 1 1 13 313
Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey 0 0 0 95 0 2 12 318
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 1 225 0 0 9 666
Inflation-Gap Persistence in the US 0 1 2 557 3 5 26 1,413
International Evidence on the Size of the Random Walk in Output 0 0 0 137 0 1 12 401
Interpreting the term structure of interest rates 0 0 0 41 0 1 3 152
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 25 1 1 11 157
Is the market price of risk infinite? 0 0 0 44 1 3 13 136
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes 0 0 0 52 0 0 13 273
Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals? 1 1 1 265 2 2 8 1,135
Monetary policy in a low inflation regime 0 0 0 30 2 2 8 140
Optimized Taylor rules for disinflation when agents are learning 0 0 3 97 2 3 26 299
Output Dynamics in Real-Business-Cycle Models 0 0 1 1,569 6 8 42 4,518
Price-level uncertainty and instability in the United Kingdom 0 1 2 56 0 2 7 219
Proposals for reforming Social Security 0 0 1 23 0 0 4 159
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 1 10 276
Should the Fed take deliberate steps to deflate asset price bubbles? 0 0 1 414 1 2 17 1,060
Should the central bank be responsible for regional stabilization? 0 0 0 27 1 2 8 141
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 0 946 0 3 7 1,674
The baby boom, the baby bust, and asset markets 0 0 0 49 0 0 3 277
The conquest of US inflation: Learning and robustness to model uncertainty 0 0 0 449 1 3 23 1,198
The market price of risk and the equity premium: A legacy of the Great Depression? 0 0 0 377 2 4 28 976
The recession, the recovery, and the productivity slowdown 0 0 0 38 1 1 9 343
Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve 0 0 1 400 1 2 20 954
Using consumption to track movements in trend GDP 0 0 0 52 0 0 6 355
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 1 38 0 1 17 148
What is the optimal rate of inflation? 0 0 0 302 0 0 10 780
Why central bank independence helps to mitigate inflationary bias 0 0 0 170 1 1 12 370
Why do stock prices sometimes fall in response to good economic news? 0 0 0 211 1 1 10 580
Total Journal Articles 5 11 53 12,272 43 101 827 36,082


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 1 8 61
Evolving Post-World War II US Inflation Dynamics 1 1 2 386 4 8 40 1,124
Total Chapters 1 1 2 399 4 9 48 1,185


Statistics updated 2026-10-11