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 20 479
A Case for Incomplete Markets 0 0 3 138 1 4 22 376
A Search for a Structural Phillips Curve 0 0 0 5 0 13 20 752
A frequency decomposition of approximation errors in stochastic discount factor models 0 0 0 0 0 1 12 385
A search for a structural Phillips curve 0 0 0 404 0 5 10 867
A simple adaptive measure of core inflation 0 0 2 151 2 6 20 292
Alternative definitions of the business cycle and their implications for business cycle models: a reply to Torben Mark Pederson 0 0 0 9 0 1 17 74
Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 0 1 651 1 2 13 2,108
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson 0 0 0 73 0 6 13 290
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US 0 0 5 275 4 18 37 1,094
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S 1 1 4 610 2 13 32 1,475
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 0 0 1 4 57
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 1 0 2 6 363
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 3 10 32 3,429
Estimating dynamic rational expectations models when the trend specification is uncertain 0 0 0 118 0 1 4 553
Evolving Post-World War II U.S. Inflation Dynamics 0 0 1 801 0 4 15 4,661
How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth 0 0 0 154 0 0 7 418
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 2 0 3 5 276
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 0 0 2 7 124
Idiosyncratic risk and the equity premium: evidence from the Consumer Expenditure Survey 0 0 0 5 0 2 10 71
Inflation-Gap Persistence in the U.S 0 0 0 565 0 6 16 1,660
Maximum likelihood estimation with HP filtered data: an invariance theorem 0 0 0 0 0 1 8 324
Optimal Disinflation Under Learning 0 0 0 13 0 1 6 142
Optimal disinflation under learning 0 0 0 85 2 4 14 218
Optimized Taylor Rules for Disinflation When Agents are Learning 0 0 2 105 1 7 21 185
Output dynamics in real business cycle models 0 0 0 4 0 11 23 1,523
Robustness and US Monetary 0 0 0 0 0 4 14 132
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 2 5 284
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 0 6 97
Structural Breaks in an Endogenous Growth Model 0 0 7 50 0 3 25 154
The Case for Incomplete Markets 0 0 0 0 0 2 13 118
Trend inflation and inflation persistence in the New Keynesian Phillips curve 0 0 1 518 1 3 18 1,114
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 0 89 0 1 9 252
Total Working Papers 1 1 27 5,043 17 141 484 24,347


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 3 121 0 4 24 454
A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models 0 0 0 41 1 2 11 323
A Simple Adaptive Measure of Core Inflation 0 0 0 1 2 7 20 1,193
ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING 0 0 0 217 1 7 30 714
Adapting to instability in money demand: forecasting money growth with a time-varying parameter model 0 0 0 156 1 2 6 564
Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson 0 0 0 65 0 1 6 247
Are DSGE Approximating Models Invariant to Shifts in Policy? 0 0 2 106 0 4 9 272
Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri 0 0 0 13 0 3 9 88
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 1 3 366 1 4 22 1,030
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas 0 0 0 57 3 5 11 298
Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas 0 0 0 21 0 3 17 136
Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters 0 0 0 346 1 2 16 1,344
Commentary on \\"Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach\\" 0 0 0 17 1 3 5 96
Diverse Beliefs, Survival and the Market Price of Risk 0 0 0 97 0 2 14 274
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S 2 6 24 2,147 9 38 143 5,379
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 1 4 15 1,254 6 18 54 2,526
Estimating and testing rational expectations models when the trend specification is uncertain 0 0 0 94 0 1 15 234
Evaluating non-structural measures of the business cycle 0 0 1 148 0 1 12 692
Financial fragility and the lender of last resort 0 0 0 90 0 6 8 277
How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth 0 0 0 127 0 2 13 312
Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey 0 0 0 95 1 3 10 316
Impulse dynamics and propagation mechanisms in a real business cycle model 0 1 2 225 0 4 12 666
Inflation-Gap Persistence in the US 0 0 2 556 1 7 22 1,408
International Evidence on the Size of the Random Walk in Output 0 0 0 137 1 4 12 400
Interpreting the term structure of interest rates 0 0 0 41 0 1 2 151
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 25 0 3 10 156
Is the market price of risk infinite? 0 0 0 44 0 5 12 133
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes 0 0 0 52 1 4 14 273
Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals? 0 0 0 264 0 3 6 1,133
Monetary policy in a low inflation regime 0 0 0 30 1 3 6 138
Optimized Taylor rules for disinflation when agents are learning 0 1 3 97 2 6 26 296
Output Dynamics in Real-Business-Cycle Models 0 0 2 1,569 2 13 36 4,510
Price-level uncertainty and instability in the United Kingdom 0 0 2 55 0 1 6 217
Proposals for reforming Social Security 0 0 1 23 0 2 4 159
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 0 5 9 275
Should the Fed take deliberate steps to deflate asset price bubbles? 0 0 1 414 2 4 15 1,058
Should the central bank be responsible for regional stabilization? 0 0 0 27 0 1 7 139
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 0 946 0 1 5 1,671
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 2 10 21 1,195
The market price of risk and the equity premium: A legacy of the Great Depression? 0 0 1 377 1 8 29 972
The recession, the recovery, and the productivity slowdown 0 0 0 38 0 2 8 342
Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve 1 1 1 400 2 8 18 952
Using consumption to track movements in trend GDP 0 0 0 52 1 4 6 355
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 1 1 38 0 5 17 147
What is the optimal rate of inflation? 0 0 0 302 0 4 10 780
Why central bank independence helps to mitigate inflationary bias 0 0 0 170 0 7 11 369
Why do stock prices sometimes fall in response to good economic news? 0 0 0 211 0 2 9 579
Total Journal Articles 4 15 64 12,260 43 235 791 35,520
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 2 9 60
Evolving Post-World War II US Inflation Dynamics 0 1 3 385 2 6 37 1,116
Total Chapters 0 1 3 398 2 8 46 1,176


Statistics updated 2026-07-10