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 1 200 3 3 11 434
A Case for Incomplete Markets 0 0 5 128 1 3 16 327
A Search for a Structural Phillips Curve 0 0 0 5 1 2 6 722
A frequency decomposition of approximation errors in stochastic discount factor models 0 0 0 0 0 0 2 368
A search for a structural Phillips curve 0 0 2 397 0 0 6 838
A simple adaptive measure of core inflation 1 3 18 111 1 6 31 201
Alternative definitions of the business cycle and their implications for business cycle models: a reply to Torben Mark Pederson 0 0 2 9 1 1 12 44
Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 0 4 641 1 9 21 2,073
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson 0 0 0 70 0 1 4 271
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US 0 3 8 256 0 4 24 1,008
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S 0 3 10 584 1 5 28 1,380
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 0 0 0 1 53
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 1 0 0 1 355
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 4 12 73 3,346
Estimating dynamic rational expectations models when the trend specification is uncertain 0 0 1 117 1 1 6 542
Evolving Post-World War II U.S. Inflation Dynamics 0 1 5 785 0 7 27 4,597
How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth 0 0 1 150 0 0 3 401
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 0 4 5 10 112
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 2 1 2 5 269
Idiosyncratic risk and the equity premium: evidence from the Consumer Expenditure Survey 0 0 1 5 2 3 5 54
Inflation-Gap Persistence in the U.S 0 3 3 558 1 5 12 1,617
Maximum likelihood estimation with HP filtered data: an invariance theorem 0 0 0 0 1 3 5 307
Optimal Disinflation Under Learning 0 0 0 11 0 0 3 126
Optimal disinflation under learning 0 0 0 80 0 0 6 189
Optimized Taylor Rules for Disinflation When Agents are Learning 0 0 1 96 1 2 5 140
Output dynamics in real business cycle models 0 0 0 4 1 7 24 1,474
Robustness and US Monetary 0 0 0 0 2 4 7 104
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 2 2 6 87
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 1 1 3 274
Structural Breaks in an Endogenous Growth Model 1 3 13 13 2 7 54 54
The Case for Incomplete Markets 0 0 0 0 1 1 5 91
Trend inflation and inflation persistence in the New Keynesian Phillips curve 1 2 5 506 3 4 16 1,064
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 1 1 1 84 2 2 9 224
Total Working Papers 4 19 81 4,825 38 102 447 23,146


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 5 109 4 6 30 391
A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models 0 0 0 41 0 0 1 309
A Simple Adaptive Measure of Core Inflation 0 0 0 1 3 7 35 1,108
ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING 0 0 3 217 1 2 11 659
Adapting to instability in money demand: forecasting money growth with a time-varying parameter model 0 0 0 156 1 1 4 552
Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson 0 1 5 63 1 2 13 229
Are DSGE Approximating Models Invariant to Shifts in Policy? 1 1 2 100 1 1 8 256
Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri 0 0 0 13 1 2 6 70
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 1 18 332 3 8 48 921
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas 0 0 0 57 0 1 4 279
Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas 0 0 0 21 1 1 7 117
Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters 0 0 4 337 0 1 20 1,286
Commentary on \\"Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach\\" 0 0 0 17 1 1 5 90
Diverse Beliefs, Survival and the Market Price of Risk 0 0 1 97 1 1 8 255
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S 2 11 45 2,006 11 42 169 4,841
Effects of the Hodrick-Prescott filter on integrated time series 0 0 0 1 3 3 3 447
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 0 6 38 1,153 5 16 99 2,268
Estimating and testing rational expectations models when the trend specification is uncertain 0 1 3 92 0 1 5 208
Evaluating non-structural measures of the business cycle 1 1 2 144 1 2 7 669
Financial fragility and the lender of last resort 0 0 0 87 0 0 3 261
How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth 1 1 5 123 4 4 14 279
Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey 0 0 1 94 0 1 4 295
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 4 216 3 4 13 610
Inflation-Gap Persistence in the US 0 1 7 530 1 10 43 1,301
International Evidence on the Size of the Random Walk in Output 1 1 4 134 3 5 9 377
Interpreting the term structure of interest rates 0 0 0 39 0 0 3 147
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 1 24 1 1 2 142
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 4 252
Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals? 2 2 6 253 2 3 15 1,101
Monetary policy in a low inflation regime 0 1 1 29 0 1 2 129
Optimized Taylor rules for disinflation when agents are learning 0 0 2 77 0 0 13 229
Output Dynamics in Real-Business-Cycle Models 1 3 29 1,540 2 14 90 4,352
Price-level uncertainty and instability in the United Kingdom 0 1 4 41 1 4 16 182
Proposals for reforming Social Security 0 0 0 20 0 0 5 150
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 1 4 10 255
Should the Fed take deliberate steps to deflate asset price bubbles? 0 1 2 402 1 2 13 1,019
Should the central bank be responsible for regional stabilization? 0 1 2 26 0 1 4 128
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 1 12 934 2 5 23 1,644
The baby boom, the baby bust, and asset markets 0 0 1 49 0 0 4 271
The conquest of US inflation: Learning and robustness to model uncertainty 1 1 2 444 5 7 23 1,138
The market price of risk and the equity premium: A legacy of the Great Depression? 1 5 15 347 3 13 39 873
The recession, the recovery, and the productivity slowdown 0 0 0 36 0 0 1 330
Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve 0 1 4 392 2 3 22 901
Using consumption to track movements in trend GDP 0 0 0 51 1 1 5 343
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 3 3 4 36 5 6 11 122
What is the optimal rate of inflation? 0 0 6 292 1 1 14 753
Why central bank independence helps to mitigate inflationary bias 0 0 1 167 0 0 3 351
Why do stock prices sometimes fall in response to good economic news? 0 0 1 208 0 0 3 560
Total Journal Articles 15 47 240 11,733 76 188 894 33,569


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 12 0 0 2 48
Evolving Post-World War II U.S. Inflation Dynamics 2 7 15 349 4 21 69 933
Total Chapters 2 7 16 361 4 21 71 981


Statistics updated 2021-09-05