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 1 4 205 6 11 22 474
A Case for Incomplete Markets 0 2 4 137 5 13 20 368
A Search for a Structural Phillips Curve 0 0 0 5 1 5 5 737
A frequency decomposition of approximation errors in stochastic discount factor models 0 0 0 0 5 10 10 383
A search for a structural Phillips curve 0 0 0 404 2 3 4 861
A simple adaptive measure of core inflation 0 0 2 149 6 8 14 282
Alternative definitions of the business cycle and their implications for business cycle models: a reply to Torben Mark Pederson 0 0 0 9 5 13 17 73
Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 0 2 650 6 9 12 2,104
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson 0 0 0 73 3 5 6 282
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US 0 1 5 273 6 8 21 1,073
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S 0 1 2 608 3 10 20 1,457
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 0 0 2 2 55
EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY 0 0 0 1 2 2 4 360
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 9 17 25 3,417
Estimating dynamic rational expectations models when the trend specification is uncertain 0 0 0 118 0 1 2 551
Evolving Post-World War II U.S. Inflation Dynamics 0 0 3 801 4 8 20 4,657
How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth 0 0 0 154 4 5 8 418
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 2 2 2 3 273
INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT 0 0 0 0 2 5 6 122
Idiosyncratic risk and the equity premium: evidence from the Consumer Expenditure Survey 0 0 0 5 2 5 7 68
Inflation-Gap Persistence in the U.S 0 0 2 565 4 6 11 1,651
Maximum likelihood estimation with HP filtered data: an invariance theorem 0 0 0 0 3 5 7 321
Optimal Disinflation Under Learning 0 0 0 13 1 4 6 140
Optimal disinflation under learning 0 0 1 85 2 8 11 213
Optimized Taylor Rules for Disinflation When Agents are Learning 0 1 3 105 5 11 17 176
Output dynamics in real business cycle models 0 0 0 4 3 6 8 1,508
Robustness and US Monetary 0 0 0 0 3 4 6 123
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 1 2 2 281
SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES 0 0 0 0 0 3 4 95
Structural Breaks in an Endogenous Growth Model 1 4 9 48 6 11 20 144
The Case for Incomplete Markets 0 0 0 0 3 7 12 113
Trend inflation and inflation persistence in the New Keynesian Phillips curve 0 0 1 518 2 12 15 1,109
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 0 89 2 2 5 246
Total Working Papers 1 10 38 5,033 108 223 352 24,135


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 4 121 5 9 22 446
A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models 0 0 0 41 3 5 8 319
A Simple Adaptive Measure of Core Inflation 0 0 0 1 2 3 12 1,179
ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING 0 0 0 217 10 14 19 701
Adapting to instability in money demand: forecasting money growth with a time-varying parameter model 0 0 0 156 1 3 3 561
Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson 0 0 0 65 2 3 5 245
Are DSGE Approximating Models Invariant to Shifts in Policy? 0 1 1 105 1 3 5 267
Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri 0 0 0 13 5 5 8 85
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system 0 1 1 364 4 8 18 1,018
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas 0 0 0 57 2 5 7 292
Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas 0 0 0 21 8 9 10 129
Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters 0 0 0 346 3 7 14 1,336
Commentary on \\"Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach\\" 0 0 0 17 1 2 2 93
Diverse Beliefs, Survival and the Market Price of Risk 0 0 0 97 8 10 12 271
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S 2 6 29 2,140 9 31 105 5,308
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 0 2 16 1,248 3 12 43 2,498
Estimating and testing rational expectations models when the trend specification is uncertain 0 0 0 94 6 7 11 228
Evaluating non-structural measures of the business cycle 0 0 1 148 7 8 10 689
Financial fragility and the lender of last resort 0 0 0 90 1 1 3 271
How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth 0 0 0 127 5 7 9 308
Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey 0 0 0 95 2 6 7 312
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 1 224 4 4 8 662
Inflation-Gap Persistence in the US 0 1 6 556 2 11 22 1,398
International Evidence on the Size of the Random Walk in Output 0 0 0 137 2 3 6 393
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 4 7 7 153
Is the market price of risk infinite? 0 0 0 44 2 2 5 125
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes 0 0 1 52 3 4 10 266
Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals? 0 0 1 264 3 3 5 1,130
Monetary policy in a low inflation regime 0 0 0 30 2 3 4 135
Optimized Taylor rules for disinflation when agents are learning 0 2 4 96 9 13 20 286
Output Dynamics in Real-Business-Cycle Models 1 1 2 1,569 8 18 28 4,495
Price-level uncertainty and instability in the United Kingdom 0 1 3 55 3 4 7 216
Proposals for reforming Social Security 0 0 0 22 1 1 1 156
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 1 3 4 269
Should the Fed take deliberate steps to deflate asset price bubbles? 1 1 1 414 2 5 9 1,049
Should the central bank be responsible for regional stabilization? 0 0 0 27 3 4 7 137
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 1 946 0 3 6 1,670
The baby boom, the baby bust, and asset markets 0 0 0 49 2 2 3 276
The conquest of US inflation: Learning and robustness to model uncertainty 0 0 0 449 6 6 9 1,182
The market price of risk and the equity premium: A legacy of the Great Depression? 0 0 3 377 5 10 22 960
The recession, the recovery, and the productivity slowdown 0 0 0 38 6 6 6 340
Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve 0 0 0 399 6 9 12 944
Using consumption to track movements in trend GDP 0 0 0 52 1 2 4 351
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 0 37 6 6 10 137
What is the optimal rate of inflation? 0 0 0 302 5 5 6 776
Why central bank independence helps to mitigate inflationary bias 0 0 0 170 3 4 5 362
Why do stock prices sometimes fall in response to good economic news? 0 0 0 211 4 4 6 576
Total Journal Articles 4 17 75 12,239 181 300 565 35,149
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 3 4 6 57
Evolving Post-World War II US Inflation Dynamics 0 0 2 384 10 20 38 1,106
Total Chapters 0 0 2 397 13 24 44 1,163


Statistics updated 2026-02-12