Access Statistics for James Morley

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 Counterfactual Analysis of Structural Change 0 0 0 0 0 0 8 228
A Bayesian approach to counterfactual analysis of structural change 0 0 0 166 0 1 17 487
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 0 142 0 0 16 335
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 1 72 0 1 16 151
A Steady State Approach to Trend / Cycle Decomposition 0 0 0 1 0 0 10 429
A Structural Measure of the Shadow Federal Funds Rate 1 1 7 36 3 6 40 131
A Structural Measure of the Shadow Federal Funds Rate 1 1 2 28 1 2 16 48
A Structural Measure of the Shadow Federal Funds Rate 0 0 1 24 4 5 15 56
A Structural Measure of the Shadow Federal Funds Rate 0 0 0 10 0 1 9 45
A steady-state approach to trend/cycle decomposition of regime-switching processes 0 0 0 160 0 0 18 577
Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle 0 0 0 61 0 1 11 103
Cyclical signals from the labor market 0 0 0 11 0 0 13 42
Debt and Financial Market Contagion 0 0 0 51 2 3 29 148
Detecting shift-contagion in currency and bond markets 0 0 0 28 1 1 9 235
Did Marginal Propensities to Consume Change with the Housing Boom and Bust? 0 0 0 4 0 0 9 21
Diminishing Monetary Potency under Fiscal Dominance: A Bayesian Local Projections Analysis 18 18 18 18 7 7 7 7
Disagreement over the Nature of Macroeconomic Shocks 0 2 42 42 0 3 56 56
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 17 0 3 12 160
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 227 0 0 11 955
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 110 1 1 12 577
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 12 0 0 7 161
Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?  0 0 0 50 0 0 9 49
Dutch Disease, Unemployment and Structural Change 0 0 0 18 0 2 9 26
Dutch Disease, Unemployment and Structural Change 0 0 0 9 0 0 15 48
Estimating DSGE models with Zero Interest Rate Policy 0 0 0 101 0 2 11 174
Estimating DSGE models with forward guidance 0 0 0 134 0 1 12 256
Estimating Household Consumption Insurance 0 0 1 96 0 1 16 214
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 121 1 3 12 89
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 151 1 1 19 420
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 0 31 0 0 21 103
Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance 0 0 0 85 0 2 13 113
Estimating the expected duration of the zero lower bound in DSGE models with forward guidance 0 0 0 88 0 2 13 205
Full Information Estimation of Household Income Risk and Consumption Insurance 0 0 0 63 0 1 7 69
Have the driving forces of inflation changed in advanced and emerging market economies? 0 0 0 26 0 2 23 104
Household Balance Sheets and Consumption Responses to Income Shocks 0 0 1 37 0 1 20 154
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 0 0 0 12 0 0 14 37
How Important Is Global R-Star for Open Economies? 1 1 48 125 1 3 139 262
Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples 0 0 0 91 0 2 14 214
In Search of the Natural Rate of Unemployment 0 0 0 1 0 0 9 307
In search of the natural rate of unemployment 0 0 0 112 1 1 16 462
Inflation in the G7: mind the gap(s)? 0 0 0 69 0 1 14 172
Insurance Effects of Tax-and-Transfer Progressivity 0 0 2 56 0 2 25 90
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 53 1 2 16 106
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 1 1 46 0 1 15 99
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 73 1 3 15 147
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 46 1 2 11 74
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter 0 0 0 89 3 4 21 179
Inventory Mistakes and the Great Moderation 0 1 2 44 1 2 12 227
Inventory Shocks and the Great Moderation 0 0 0 20 0 2 13 70
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 24 1 2 13 62
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 59 0 1 12 126
Is Inflation Driven by Aggregate or Sectoral Output Gaps? 0 0 34 34 2 4 51 51
Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? 0 0 0 123 0 0 9 469
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 274 1 1 8 742
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 74 0 0 12 252
Is There a Structural Break in the Equity Premium? 0 0 0 105 0 0 12 259
Is There a Structural Break in the Equity Premium? 0 0 0 17 0 0 14 85
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 39 0 1 7 101
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 37 0 0 15 139
Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 94 0 4 18 256
Marginal propensities to consume before and after the Great Recession 0 0 0 99 1 1 17 305
Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific 0 0 0 66 0 2 26 147
Measuring the Fiscal Multiplier when Plans Take Time to Implement 0 0 3 41 0 1 24 115
Measuring the fiscal multiplier when plans take time to implement 0 0 0 23 0 3 20 93
Nonlinearity and the permanent effects of recessions 0 0 1 158 1 3 22 444
Nowcasting the Output Gap 0 1 1 68 0 2 11 133
Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information? 0 0 1 88 1 4 16 228
Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? 0 0 0 70 0 0 11 299
Shift Contagion in Asset Markets 0 0 1 157 0 0 10 513
State-Dependent Effects of Fiscal Policy 0 0 0 108 0 4 17 192
Structural Evolution of the Postwar U.S. Economy 0 0 0 28 1 4 12 84
Testing Stationarity for Unobserved Components Models 0 0 0 31 0 4 15 122
Testing for Stationarity and Cointegration in an Unobserved Components Framework 0 0 0 336 0 1 12 1,049
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 130 0 0 12 390
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 1 261 2 4 17 843
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 36 0 0 8 139
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 0 1 11 41
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 0 2 11 75
The Changing Transmission Mechanism of U.S. Monetary Policy 0 0 0 157 1 5 23 395
The Meta Taylor Rule 0 0 2 11 0 0 13 141
The Meta Taylor Rule 0 0 0 72 2 6 41 279
The importance of nonlinearity in reproducing business cycle features 0 0 0 103 1 2 22 497
Trend-Cycle Decomposition in the Presence of Large Shocks 0 1 13 310 2 6 73 835
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease 0 0 0 12 0 2 13 29
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 43 0 2 10 106
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 7 0 0 17 25
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 4 0 0 9 21
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 0 0 0 7 8
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 1 8 0 0 13 28
Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease? 0 1 3 8 0 2 13 31
Unpacking Global Inflation 7 15 15 15 5 23 23 23
What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach 0 0 0 110 3 4 15 340
When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 0 0 0 64 2 4 15 186
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 2 60 1 1 16 170
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 0 26 0 1 13 164
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 0 82 0 0 11 290
Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? 0 0 0 0 3 5 18 211
Why has the U.S. economy stagnated since the Great Recession? 0 0 0 45 0 2 19 131
Why has the US economy stagnated since the Great Recession? 0 0 0 79 0 1 6 270
Total Working Papers 28 43 205 6,889 60 193 1,708 21,356
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 0 14 2 3 21 62
A Kalman filter approach to characterizing the Canadian term structure of interest rates 0 0 5 144 0 2 24 359
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 0 5 0 0 9 21
A state-space approach to calculating the Beveridge-Nelson decomposition 0 0 1 175 0 1 22 364
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle 1 1 1 21 1 3 17 101
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 91 1 1 17 351
Changes in U.S. Inflation Persistence 0 1 1 227 3 6 20 501
Debt and financial market contagion 1 1 1 4 3 6 23 40
Detecting shift-contagion in currency and bond markets 0 0 0 123 0 0 23 383
Did marginal propensities to consume change with the housing boom and bust? 0 0 5 13 0 2 17 38
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 3 3 26 655
Does the Survey of Professional Forecasters help predict the shape of recessions in real time? 0 0 0 3 0 0 13 21
Dutch disease, unemployment and structural change 2 2 2 2 3 4 4 4
Estimating DSGE models with zero interest rate policy 0 0 0 113 1 3 20 383
Estimating and accounting for the output gap with large Bayesian vector autoregressions 0 0 3 32 0 1 19 127
Estimating household consumption insurance 0 0 0 17 0 2 18 62
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 0 5 0 1 21 50
How important is global r-star for open economies? 0 0 0 0 0 1 1 1
INFLATION IN THE G7: MIND THE GAP(S)? 0 0 0 10 1 3 11 59
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 0 0 6 36
IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? 0 0 1 8 1 1 13 40
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples 0 0 0 1 0 4 17 29
In search of the natural rate of unemployment 1 2 7 143 2 7 30 532
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 1 7 141 0 4 48 533
Inventory Shocks and the Great Moderation 0 0 0 10 0 1 8 59
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 0 2 3 13 467
Likelihood‐ratio‐based confidence sets for the timing of structural breaks 0 0 0 12 1 2 20 102
MACRO-FINANCE LINKAGES 1 1 1 44 1 2 12 134
Nonlinearity and the permanent effects of recessions 0 0 0 3 0 2 11 25
Nonlinearity and the permanent effects of recessions 0 0 0 286 0 0 18 940
Nowcasting the output gap 1 2 3 21 2 27 47 117
Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? 0 0 0 24 0 0 14 118
State-dependent effects of fiscal policy 0 0 2 103 0 4 31 400
Structural evolution of the postwar U.S. economy 0 0 0 32 2 2 13 133
TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS 0 0 1 6 0 1 9 46
THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION 1 2 2 49 1 2 17 155
The Asymmetric Business Cycle 0 0 1 179 0 1 16 638
The Australian Real‐Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy 0 0 1 9 0 0 12 22
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 9 1 1 6 49
The Effects of Oil Price Shocks on Output 0 0 0 58 0 0 17 150
The Meta Taylor Rule 0 0 1 21 0 1 22 120
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 93 0 0 8 345
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 1 8 0 1 14 42
The Structural Break in the Equity Premium 0 0 0 28 0 0 8 103
The business cycle: periodic pandemic or rollercoaster ride? 0 0 1 29 0 0 5 145
The changing transmission mechanism of US monetary policy 0 0 1 33 0 6 20 166
Time variation of CAPM betas across market volatility regimes 0 0 1 34 0 5 43 252
Trend-cycle decomposition in the presence of large shocks 0 0 2 4 2 3 21 31
Trend/cycle decomposition of regime-switching processes 0 0 0 66 0 0 17 233
What factors drive the price–rent ratio for the housing market? A modified present-value analysis 0 0 0 32 0 0 11 165
When is discretionary fiscal policy effective? 0 0 1 9 2 4 31 80
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? 1 4 6 490 1 5 29 1,141
Why Has the U.S. Economy Stagnated since the Great Recession? 0 0 3 26 0 1 33 131
Zero Interest Policy & the New Abnormal: A Critique 0 0 0 1 1 1 13 20
Total Journal Articles 9 17 62 3,117 37 133 979 11,281

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 1 15 77
Discussion of Capital Flow Policies, Monetary Policy and Coordination 0 0 0 8 0 0 9 50
Measuring economic slack in Asia and the Pacific 0 0 0 6 1 1 6 55
The Importance of Nonlinearity in Reproducing Business Cycle Features 0 0 0 0 1 2 12 14
What drives inflation in advanced and emerging market economies? 0 0 1 33 0 0 22 112
Total Chapters 0 0 1 61 3 4 64 308

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Statistics updated 2026-10-11