Access Statistics for James Morley

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Counterfactual Analysis of Structural Change 0 0 0 0 1 1 3 221
A Bayesian approach to counterfactual analysis of structural change 0 0 0 166 0 2 7 472
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 0 142 2 3 8 322
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 1 3 72 1 5 9 140
A Steady State Approach to Trend / Cycle Decomposition 0 0 0 1 0 0 4 419
A Structural Measure of the Shadow Federal Funds Rate 0 1 1 27 3 6 12 38
A Structural Measure of the Shadow Federal Funds Rate 0 1 2 24 1 4 8 45
A Structural Measure of the Shadow Federal Funds Rate 0 0 3 10 2 3 8 39
A Structural Measure of the Shadow Federal Funds Rate 0 4 11 33 5 16 46 107
A steady-state approach to trend/cycle decomposition of regime-switching processes 0 0 1 160 0 5 9 564
Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle 0 0 0 61 0 3 4 95
Cyclical signals from the labor market 0 0 0 11 2 6 9 35
Debt and Financial Market Contagion 0 0 0 51 1 2 5 121
Detecting shift-contagion in currency and bond markets 0 0 0 28 2 3 3 229
Did Marginal Propensities to Consume Change with the Housing Boom and Bust? 0 0 0 4 1 5 10 17
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 17 3 4 5 152
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 227 0 1 2 945
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 110 4 5 5 570
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 12 1 3 3 157
Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?  0 0 0 50 1 4 9 44
Dutch Disease, Unemployment and Structural Change 0 0 0 18 0 4 6 21
Dutch Disease, Unemployment and Structural Change 0 0 0 9 2 6 8 39
Estimating DSGE models with Zero Interest Rate Policy 0 0 0 101 0 2 4 165
Estimating DSGE models with forward guidance 0 0 1 134 0 0 11 244
Estimating Household Consumption Insurance 0 0 0 95 1 2 3 200
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 121 0 1 8 78
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 151 1 5 8 406
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 1 31 4 7 11 89
Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance 0 0 0 85 1 3 6 103
Estimating the expected duration of the zero lower bound in DSGE models with forward guidance 0 0 0 88 0 2 3 194
Full Information Estimation of Household Income Risk and Consumption Insurance 0 0 0 63 2 3 5 65
Have the driving forces of inflation changed in advanced and emerging market economies? 0 0 3 26 1 8 20 89
Household Balance Sheets and Consumption Responses to Income Shocks 0 0 2 36 2 4 7 138
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 0 0 3 12 1 4 17 27
How Important Is Global R-Star for Open Economies? 8 26 103 103 23 67 190 190
Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples 0 0 0 91 3 5 7 205
In Search of the Natural Rate of Unemployment 0 0 0 1 0 2 5 300
In search of the natural rate of unemployment 0 0 0 112 0 4 8 450
Inflation in the G7: mind the gap(s)? 0 0 0 69 4 6 10 164
Insurance Effects of Tax-and-Transfer Progressivity 0 2 13 56 2 13 38 78
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 45 0 6 8 90
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 2 53 4 4 10 94
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 73 0 3 3 135
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 45 1 3 4 66
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter 0 0 0 89 0 5 8 163
Inventory Mistakes and the Great Moderation 0 0 0 42 1 2 2 217
Inventory Shocks and the Great Moderation 0 0 0 20 1 2 8 59
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 59 0 1 2 115
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 24 0 1 3 50
Is Inflation Driven by Aggregate or Sectoral Output Gaps? 3 31 31 31 6 33 33 33
Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? 0 0 0 123 1 3 4 463
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 274 0 1 1 735
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 74 1 4 4 244
Is There a Structural Break in the Equity Premium? 0 0 1 105 2 4 7 251
Is There a Structural Break in the Equity Premium? 0 0 0 17 4 7 8 78
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 39 1 3 5 97
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 37 3 6 8 130
Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 94 2 2 6 240
Marginal propensities to consume before and after the Great Recession 0 0 0 99 2 3 11 291
Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific 0 0 0 66 2 3 6 124
Measuring the Fiscal Multiplier when Plans Take Time to Implement 0 2 8 40 2 7 24 98
Measuring the fiscal multiplier when plans take time to implement 0 0 0 23 3 4 7 77
Nonlinearity and the permanent effects of recessions 0 0 0 157 4 9 11 431
Nowcasting the Output Gap 0 0 2 67 1 2 5 124
Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information? 0 1 1 88 0 6 7 218
Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? 0 0 0 70 2 4 6 292
Shift Contagion in Asset Markets 0 1 1 157 2 5 6 508
State-Dependent Effects of Fiscal Policy 0 0 1 108 0 1 3 176
Structural Evolution of the Postwar U.S. Economy 0 0 0 28 0 2 2 74
Testing Stationarity for Unobserved Components Models 0 0 0 31 1 3 6 110
Testing for Stationarity and Cointegration in an Unobserved Components Framework 0 0 0 336 2 5 9 1,042
The Adjustment of Prices and the Adjustment of the Exchange Rate 1 1 2 261 1 4 7 830
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 36 2 3 3 134
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 130 2 4 5 382
The Australian Real-Time Fiscal Database: An Overview and an Illustration of its Use in Analysing Planned and Realised Fiscal Policies 0 0 0 18 2 3 4 33
The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies 0 0 0 8 1 3 5 67
The Changing Transmission Mechanism of U.S. Monetary Policy 0 0 1 157 7 7 10 379
The Meta Taylor Rule 0 0 0 72 1 4 7 242
The Meta Taylor Rule 1 1 2 10 3 5 7 133
The importance of nonlinearity in reproducing business cycle features 0 0 1 103 3 9 16 484
Trend-Cycle Decomposition in the Presence of Large Shocks 0 6 50 303 11 33 149 795
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease 0 0 0 12 0 1 5 17
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 4 43 1 3 13 99
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 0 0 2 3 3
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 1 1 8 1 5 8 20
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 1 7 4 7 10 15
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 4 0 3 6 15
Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease? 0 1 3 6 0 3 7 21
What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach 0 0 0 110 1 2 12 327
When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 0 0 1 64 3 6 10 177
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 1 1 1 59 4 9 11 163
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 1 82 4 6 8 285
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 0 26 1 3 4 154
Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? 0 0 0 0 3 4 8 197
Why has the U.S. economy stagnated since the Great Recession? 0 0 0 45 4 6 11 118
Why has the US economy stagnated since the Great Recession? 0 0 1 79 0 0 4 264
Total Working Papers 14 81 265 6,765 184 508 1,104 20,156
8 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 2 14 2 6 15 47
A Kalman filter approach to characterizing the Canadian term structure of interest rates 1 1 2 140 2 4 5 339
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 0 5 4 4 8 16
A state-space approach to calculating the Beveridge-Nelson decomposition 0 0 4 174 2 4 11 346
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle 0 0 1 20 2 4 8 88
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 91 0 4 6 338
Changes in U.S. Inflation Persistence 0 0 0 226 4 5 10 486
Debt and financial market contagion 0 0 0 3 2 7 10 24
Detecting shift-contagion in currency and bond markets 0 0 0 123 3 9 19 369
Did marginal propensities to consume change with the housing boom and bust? 1 2 3 10 2 4 11 25
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 4 7 9 636
Does the Survey of Professional Forecasters help predict the shape of recessions in real time? 0 0 1 3 1 5 9 13
Estimating DSGE models with zero interest rate policy 0 0 2 113 1 3 14 366
Estimating and accounting for the output gap with large Bayesian vector autoregressions 1 2 10 31 2 9 24 117
Estimating household consumption insurance 0 0 1 17 5 8 15 52
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 1 5 5 9 13 38
INFLATION IN THE G7: MIND THE GAP(S)? 0 0 0 10 1 4 4 52
INTRODUCTION TO “SPECIAL ISSUE ON THE EMPIRICAL ANALYSIS OF BUSINESS CYCLES, FINANCIAL MARKETS, AND INFLATION: ESSAYS IN HONOR OF CHARLES NELSON” 0 0 0 9 2 3 4 33
IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? 0 0 1 7 0 0 2 27
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples 0 0 0 1 1 2 3 14
In search of the natural rate of unemployment 0 2 11 138 2 8 26 510
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 2 8 136 4 18 47 503
Inventory Shocks and the Great Moderation 0 0 0 10 0 2 3 53
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 0 0 1 4 455
Likelihood‐ratio‐based confidence sets for the timing of structural breaks 0 0 0 12 0 1 5 83
MACRO-FINANCE LINKAGES 0 0 0 43 3 4 5 126
Nonlinearity and the permanent effects of recessions 0 0 1 3 1 3 5 17
Nonlinearity and the permanent effects of recessions 0 0 1 286 5 8 13 930
Nowcasting the output gap 1 1 2 19 2 5 12 75
Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? 0 0 0 24 0 4 6 108
State-dependent effects of fiscal policy 0 0 2 101 1 8 19 377
Structural evolution of the postwar U.S. economy 0 0 0 32 0 2 4 122
TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS 0 1 2 6 2 4 7 41
THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION 0 0 1 47 1 2 10 140
The Asymmetric Business Cycle 0 0 3 178 2 3 9 625
The Australian Real‐Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy 0 0 0 8 2 2 2 12
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 9 1 1 4 44
The Effects of Oil Price Shocks on Output 0 0 0 58 0 1 2 134
The Meta Taylor Rule 0 1 1 21 0 6 11 104
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 93 0 3 8 340
The Slow Adjustment of Aggregate Consumption to Permanent Income 1 1 1 8 5 6 7 34
The Structural Break in the Equity Premium 0 0 0 28 1 4 6 99
The business cycle: periodic pandemic or rollercoaster ride? 0 0 2 28 0 0 3 140
The changing transmission mechanism of US monetary policy 0 1 3 33 2 5 15 151
Time variation of CAPM betas across market volatility regimes 0 0 0 33 6 13 17 222
Trend-cycle decomposition in the presence of large shocks 0 1 3 3 3 6 16 16
Trend/cycle decomposition of regime-switching processes 0 0 0 66 0 2 6 218
What factors drive the price–rent ratio for the housing market? A modified present-value analysis 0 0 2 32 0 3 19 157
When is discretionary fiscal policy effective? 0 0 2 8 5 8 14 57
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? 1 1 6 485 5 9 22 1,121
Why Has the U.S. Economy Stagnated since the Great Recession? 1 2 3 25 7 18 30 116
Zero Interest Policy & the New Abnormal: A Critique 0 0 0 1 1 2 7 9
Total Journal Articles 7 18 82 3,073 106 263 564 10,565

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy 0 0 0 14 1 2 4 64
Discussion of Capital Flow Policies, Monetary Policy and Coordination 0 0 0 8 0 3 4 44
Measuring economic slack in Asia and the Pacific 0 0 0 6 0 1 4 50
The Importance of Nonlinearity in Reproducing Business Cycle Features 0 0 0 0 1 2 3 4
What drives inflation in advanced and emerging market economies? 0 0 2 32 1 7 9 97
Total Chapters 0 0 2 60 3 15 24 259

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Statistics updated 2026-01-09