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 4 15 463
A Case for Incomplete Markets 0 0 4 135 0 1 9 355
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 0 404 0 1 2 858
A simple adaptive measure of core inflation 0 0 2 149 2 2 8 274
Alternative definitions of the business cycle and their implications for business cycle models: a reply to Torben Mark Pederson 0 0 0 9 2 2 4 60
Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 0 4 650 0 0 7 2,095
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson 0 0 0 73 0 0 1 277
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US 1 2 4 272 5 7 16 1,065
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S 1 1 1 607 2 3 13 1,447
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 1 2 358
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 0 2 9 3,400
Estimating dynamic rational expectations models when the trend specification is uncertain 0 0 0 118 1 1 2 550
Evolving Post-World War II U.S. Inflation Dynamics 0 1 3 801 1 3 15 4,649
How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth 0 0 1 154 1 2 4 413
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 0 0 0 1 117
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 2 2 3 63
Inflation-Gap Persistence in the U.S 0 0 2 565 0 1 8 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 0 0 3 136
Optimal disinflation under learning 0 0 1 85 0 0 4 205
Optimized Taylor Rules for Disinflation When Agents are Learning 0 1 2 104 0 1 6 165
Output dynamics in real business cycle models 0 0 0 4 1 2 4 1,502
Robustness and US Monetary 0 0 0 0 0 0 3 119
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 0 1 92
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 0 2 279
Structural Breaks in an Endogenous Growth Model 1 1 7 44 1 4 14 133
The Case for Incomplete Markets 0 0 0 0 1 1 8 106
Trend inflation and inflation persistence in the New Keynesian Phillips curve 1 1 2 518 1 1 4 1,097
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 1 89 1 1 5 244
Total Working Papers 4 7 37 5,023 22 42 179 23,912


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 1 4 120 3 5 15 437
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 2 3 10 1,176
ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING 0 0 0 217 2 2 5 687
Adapting to instability in money demand: forecasting money growth with a time-varying parameter model 0 0 0 156 0 0 1 558
Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson 0 0 0 65 0 0 2 242
Are DSGE Approximating Models Invariant to Shifts in Policy? 0 0 0 104 0 1 2 264
Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri 0 0 0 13 1 1 3 80
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 0 2 363 2 2 17 1,010
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 1 1 1 120
Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters 0 0 0 346 0 1 11 1,329
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 2 261
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S 2 9 28 2,134 17 33 97 5,277
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 2 7 17 1,246 5 13 37 2,486
Estimating and testing rational expectations models when the trend specification is uncertain 0 0 0 94 0 0 4 221
Evaluating non-structural measures of the business cycle 0 1 2 148 0 1 3 681
Financial fragility and the lender of last resort 0 0 0 90 1 1 3 270
How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth 0 0 0 127 1 1 5 301
Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey 0 0 0 95 0 0 1 306
Impulse dynamics and propagation mechanisms in a real business cycle model 0 1 1 224 1 4 7 658
Inflation-Gap Persistence in the US 0 0 7 555 0 0 13 1,387
International Evidence on the Size of the Random Walk in Output 0 0 0 137 1 1 3 390
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 3 123
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes 0 0 1 52 2 2 6 262
Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals? 0 0 3 264 0 0 4 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 0 0 4 94 0 1 12 273
Output Dynamics in Real-Business-Cycle Models 0 1 3 1,568 1 2 15 4,477
Price-level uncertainty and instability in the United Kingdom 0 0 3 54 0 0 5 212
Proposals for reforming Social Security 0 0 0 22 0 0 0 155
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 0 1 266
Should the Fed take deliberate steps to deflate asset price bubbles? 0 0 0 413 1 1 4 1,044
Should the central bank be responsible for regional stabilization? 0 0 0 27 0 0 3 133
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 1 946 0 1 4 1,667
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 1 2 4 1,176
The market price of risk and the equity premium: A legacy of the Great Depression? 0 0 3 377 2 4 14 950
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 5 935
Using consumption to track movements in trend GDP 0 0 0 52 0 0 2 349
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 1 1 1 771
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 2 2 2 572
Total Journal Articles 4 20 80 12,222 48 88 340 34,849
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 1 2 53
Evolving Post-World War II US Inflation Dynamics 0 1 2 384 2 6 23 1,086
Total Chapters 0 1 2 397 2 7 25 1,139


Statistics updated 2025-11-08