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 0 201 3 5 8 455
A Case for Incomplete Markets 0 1 3 133 2 3 9 350
A Search for a Structural Phillips Curve 0 0 0 5 0 1 2 732
A frequency decomposition of approximation errors in stochastic discount factor models 0 0 0 0 0 1 1 373
A search for a structural Phillips curve 0 0 5 404 0 0 7 857
A simple adaptive measure of core inflation 0 0 2 147 0 2 8 268
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 6 56
Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 2 3 648 0 3 8 2,092
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson 0 0 0 73 0 0 1 276
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US 0 0 2 268 1 4 9 1,053
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S 0 0 4 606 1 4 16 1,438
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 1 0 0 0 356
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 1 2 9 3,393
Estimating dynamic rational expectations models when the trend specification is uncertain 0 0 0 118 0 1 3 549
Evolving Post-World War II U.S. Inflation Dynamics 0 0 2 798 1 3 9 4,638
How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth 0 1 1 154 0 1 1 410
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 2 1 1 1 271
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 0 0 0 1 116
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 1 1 2 564 1 3 8 1,641
Maximum likelihood estimation with HP filtered data: an invariance theorem 0 0 0 0 0 1 1 314
Optimal Disinflation Under Learning 0 0 0 13 2 2 5 136
Optimal disinflation under learning 0 0 1 84 0 1 2 202
Optimized Taylor Rules for Disinflation When Agents are Learning 0 0 2 102 2 2 8 161
Output dynamics in real business cycle models 0 0 0 4 0 1 6 1,500
Robustness and US Monetary 0 0 0 0 0 1 2 117
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 0 0 91
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 2 2 279
Structural Breaks in an Endogenous Growth Model 1 3 7 40 1 5 16 125
The Case for Incomplete Markets 0 0 0 0 1 2 5 102
Trend inflation and inflation persistence in the New Keynesian Phillips curve 0 0 3 517 0 0 5 1,094
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 1 1 89 0 2 4 241
Total Working Papers 2 9 38 4,997 17 53 164 23,800


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 4 117 1 2 10 425
A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models 0 0 0 41 0 0 0 311
A Simple Adaptive Measure of Core Inflation 0 0 0 1 1 2 12 1,168
ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING 0 0 0 217 0 0 4 682
Adapting to instability in money demand: forecasting money growth with a time-varying parameter model 0 0 0 156 0 1 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 0 3 240
Are DSGE Approximating Models Invariant to Shifts in Policy? 0 0 1 104 0 0 1 262
Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri 0 0 0 13 0 0 1 77
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 1 4 363 1 5 15 1,001
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas 0 0 0 57 1 2 2 286
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 3 346 2 6 16 1,324
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 0 259
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S 1 4 39 2,112 5 24 96 5,208
Effects of the Hodrick-Prescott filter on integrated time series 0 0 0 1 1 1 2 451
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 1 3 14 1,233 1 6 26 2,456
Estimating and testing rational expectations models when the trend specification is uncertain 0 0 0 94 1 1 3 218
Evaluating non-structural measures of the business cycle 0 1 2 147 1 2 5 680
Financial fragility and the lender of last resort 0 0 1 90 1 1 3 269
How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth 0 0 0 127 0 3 5 299
Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey 0 0 0 95 0 0 2 305
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 0 223 0 1 13 654
Inflation-Gap Persistence in the US 1 1 5 551 3 3 14 1,379
International Evidence on the Size of the Random Walk in Output 0 0 0 137 0 0 2 387
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 1 146
Is the market price of risk infinite? 0 0 0 44 0 0 1 120
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes 0 0 0 51 0 0 1 256
Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals? 0 1 3 263 0 1 6 1,125
Monetary policy in a low inflation regime 0 0 0 30 0 0 0 131
Optimized Taylor rules for disinflation when agents are learning 0 1 4 92 0 3 9 266
Output Dynamics in Real-Business-Cycle Models 0 2 6 1,567 2 4 18 4,469
Price-level uncertainty and instability in the United Kingdom 0 0 2 52 0 1 8 209
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 0 265
Should the Fed take deliberate steps to deflate asset price bubbles? 0 0 1 413 2 2 4 1,042
Should the central bank be responsible for regional stabilization? 0 0 0 27 1 1 1 131
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 1 945 0 1 2 1,664
The baby boom, the baby bust, and asset markets 0 0 0 49 0 0 1 273
The conquest of US inflation: Learning and robustness to model uncertainty 0 0 0 449 0 0 6 1,173
The market price of risk and the equity premium: A legacy of the Great Depression? 1 1 3 375 1 3 7 939
The recession, the recovery, and the productivity slowdown 0 0 1 38 0 0 2 334
Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve 0 0 1 399 1 2 5 933
Using consumption to track movements in trend GDP 0 0 0 52 1 1 1 348
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 0 37 1 1 1 128
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 1 1 2 358
Why do stock prices sometimes fall in response to good economic news? 0 0 0 211 0 0 2 570
Total Journal Articles 4 15 95 12,169 29 81 316 35,063


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 4 382 6 10 24 1,074
Total Chapters 0 0 4 395 6 10 24 1,125


Statistics updated 2025-03-03