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 4 7 9 227
A Bayesian approach to counterfactual analysis of structural change 0 0 0 166 3 6 12 478
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 0 142 3 12 16 332
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 2 72 4 7 14 146
A Steady State Approach to Trend / Cycle Decomposition 0 0 0 1 1 5 6 424
A Structural Measure of the Shadow Federal Funds Rate 0 1 10 34 1 14 48 116
A Structural Measure of the Shadow Federal Funds Rate 0 0 1 27 0 8 15 43
A Structural Measure of the Shadow Federal Funds Rate 0 0 2 24 1 4 10 48
A Structural Measure of the Shadow Federal Funds Rate 0 0 2 10 0 6 10 43
A steady-state approach to trend/cycle decomposition of regime-switching processes 0 0 1 160 2 6 15 570
Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle 0 0 0 61 1 3 6 98
Cyclical signals from the labor market 0 0 0 11 0 4 11 37
Debt and Financial Market Contagion 0 0 0 51 5 18 22 138
Detecting shift-contagion in currency and bond markets 0 0 0 28 0 4 5 231
Did Marginal Propensities to Consume Change with the Housing Boom and Bust? 0 0 0 4 0 3 12 19
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 17 0 5 7 154
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 227 2 8 10 953
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 110 0 9 10 575
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 12 2 5 7 161
Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?  0 0 0 50 0 4 11 47
Dutch Disease, Unemployment and Structural Change 0 0 0 9 2 8 13 45
Dutch Disease, Unemployment and Structural Change 0 0 0 18 1 2 8 23
Estimating DSGE models with Zero Interest Rate Policy 0 0 0 101 0 3 5 168
Estimating DSGE models with forward guidance 0 0 1 134 4 9 19 253
Estimating Household Consumption Insurance 0 1 1 96 1 8 9 207
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 121 2 4 9 82
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 151 7 10 15 415
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 1 31 0 11 17 96
Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance 0 0 0 85 1 5 10 107
Estimating the expected duration of the zero lower bound in DSGE models with forward guidance 0 0 0 88 0 5 8 199
Full Information Estimation of Household Income Risk and Consumption Insurance 0 0 0 63 0 3 6 66
Have the driving forces of inflation changed in advanced and emerging market economies? 0 0 3 26 4 8 26 96
Household Balance Sheets and Consumption Responses to Income Shocks 0 0 1 36 3 9 13 145
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 0 0 3 12 5 9 24 35
How Important Is Global R-Star for Open Economies? 3 17 112 112 14 50 217 217
Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples 0 0 0 91 1 5 9 207
In Search of the Natural Rate of Unemployment 0 0 0 1 1 3 8 303
In search of the natural rate of unemployment 0 0 0 112 1 5 11 455
Inflation in the G7: mind the gap(s)? 0 0 0 69 0 7 12 167
Insurance Effects of Tax-and-Transfer Progressivity 0 0 10 56 2 9 40 85
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 73 0 3 6 138
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 53 0 8 13 98
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 45 2 4 12 94
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 1 1 2 46 3 6 9 71
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter 0 0 0 89 3 6 13 169
Inventory Mistakes and the Great Moderation 0 0 0 42 0 3 4 219
Inventory Shocks and the Great Moderation 0 0 0 20 1 8 13 66
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 59 2 8 10 123
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 24 1 6 8 56
Is Inflation Driven by Aggregate or Sectoral Output Gaps? 0 6 34 34 2 15 42 42
Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? 0 0 0 123 2 7 10 469
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 74 1 4 7 247
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 274 0 2 3 737
Is There a Structural Break in the Equity Premium? 0 0 0 17 0 8 11 82
Is There a Structural Break in the Equity Premium? 0 0 0 105 1 7 10 256
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 39 1 4 7 100
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 37 0 8 13 135
Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 94 2 10 10 248
Marginal propensities to consume before and after the Great Recession 0 0 0 99 1 8 14 297
Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific 0 0 0 66 3 9 13 131
Measuring the Fiscal Multiplier when Plans Take Time to Implement 0 1 8 41 1 5 23 101
Measuring the fiscal multiplier when plans take time to implement 0 0 0 23 5 11 14 85
Nonlinearity and the permanent effects of recessions 0 0 0 157 2 10 15 437
Nowcasting the Output Gap 0 0 1 67 0 5 8 128
Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information? 0 0 1 88 0 2 8 220
Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? 0 0 0 70 1 5 8 295
Shift Contagion in Asset Markets 0 0 1 157 1 6 10 512
State-Dependent Effects of Fiscal Policy 0 0 1 108 4 8 10 184
Structural Evolution of the Postwar U.S. Economy 0 0 0 28 0 6 8 80
Testing Stationarity for Unobserved Components Models 0 0 0 31 1 5 8 114
Testing for Stationarity and Cointegration in an Unobserved Components Framework 0 0 0 336 2 8 15 1,048
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 130 1 9 12 389
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 36 1 5 6 137
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 1 2 261 2 3 9 832
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 4 8 10 39
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 2 4 8 70
The Changing Transmission Mechanism of U.S. Monetary Policy 0 0 0 157 0 13 14 385
The Meta Taylor Rule 0 0 0 72 2 19 24 260
The Meta Taylor Rule 0 2 2 11 1 7 9 137
The importance of nonlinearity in reproducing business cycle features 0 0 1 103 0 10 22 491
Trend-Cycle Decomposition in the Presence of Large Shocks 0 2 15 305 10 27 88 811
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease 0 0 0 12 2 8 12 25
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 1 8 2 7 13 26
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 1 43 2 3 8 101
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 4 2 3 8 18
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 0 1 1 3 4
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 7 2 10 13 21
Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease? 0 1 3 7 0 2 7 23
What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach 0 0 0 110 1 9 19 335
When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 0 0 1 64 0 4 10 178
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 1 1 59 0 7 12 166
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 0 26 2 6 9 159
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 0 82 0 8 11 289
Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? 0 0 0 0 1 9 12 203
Why has the U.S. economy stagnated since the Great Recession? 0 0 0 45 3 10 17 124
Why has the US economy stagnated since the Great Recession? 0 0 1 79 4 5 8 269
Total Working Papers 4 34 228 6,785 165 713 1,454 20,685
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 0 6 18 51
A Kalman filter approach to characterizing the Canadian term structure of interest rates 0 1 2 140 3 12 15 349
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 0 5 0 4 7 16
A state-space approach to calculating the Beveridge-Nelson decomposition 1 1 5 175 6 13 21 357
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle 0 0 0 20 0 7 11 93
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 91 2 8 13 346
Changes in U.S. Inflation Persistence 0 0 0 226 0 8 12 490
Debt and financial market contagion 0 0 0 3 1 7 15 29
Detecting shift-contagion in currency and bond markets 0 0 0 123 1 12 28 378
Did marginal propensities to consume change with the housing boom and bust? 1 4 6 13 4 11 16 34
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 2 18 22 650
Does the Survey of Professional Forecasters help predict the shape of recessions in real time? 0 0 1 3 0 4 12 16
Estimating DSGE models with zero interest rate policy 0 0 2 113 1 7 18 372
Estimating and accounting for the output gap with large Bayesian vector autoregressions 0 2 10 32 1 9 28 124
Estimating household consumption insurance 0 0 1 17 1 9 17 56
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 1 5 4 9 15 42
INFLATION IN THE G7: MIND THE GAP(S)? 0 0 0 10 0 2 5 53
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 2 3 33
IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? 0 0 1 7 4 8 10 35
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples 0 0 0 1 1 7 9 20
In search of the natural rate of unemployment 1 1 9 139 4 11 31 519
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 1 3 10 139 6 20 58 519
Inventory Shocks and the Great Moderation 0 0 0 10 2 3 5 56
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 0 0 5 8 460
Likelihood‐ratio‐based confidence sets for the timing of structural breaks 0 0 0 12 2 12 16 95
MACRO-FINANCE LINKAGES 0 0 0 43 0 6 8 129
Nonlinearity and the permanent effects of recessions 0 0 0 286 2 11 17 936
Nonlinearity and the permanent effects of recessions 0 0 1 3 1 4 7 20
Nowcasting the output gap 0 1 2 19 2 9 17 82
Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? 0 0 0 24 2 8 14 116
State-dependent effects of fiscal policy 0 0 1 101 4 10 26 386
Structural evolution of the postwar U.S. economy 0 0 0 32 3 7 11 129
TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS 0 0 2 6 0 3 7 42
THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION 0 0 0 47 5 7 14 146
The Asymmetric Business Cycle 0 0 3 178 2 6 12 629
The Australian Real‐Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy 0 0 0 8 2 9 9 19
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 9 3 4 6 47
The Effects of Oil Price Shocks on Output 0 0 0 58 3 10 12 144
The Meta Taylor Rule 0 0 1 21 6 9 17 113
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 1 1 8 1 10 12 39
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 93 1 2 8 342
The Structural Break in the Equity Premium 0 0 0 28 2 4 7 102
The business cycle: periodic pandemic or rollercoaster ride? 0 1 2 29 0 4 6 144
The changing transmission mechanism of US monetary policy 0 0 2 33 0 4 14 153
Time variation of CAPM betas across market volatility regimes 0 0 0 33 6 20 29 236
Trend-cycle decomposition in the presence of large shocks 0 0 3 3 0 5 18 18
Trend/cycle decomposition of regime-switching processes 0 0 0 66 1 6 12 224
What factors drive the price–rent ratio for the housing market? A modified present-value analysis 0 0 2 32 1 4 18 161
When is discretionary fiscal policy effective? 1 1 2 9 2 13 21 65
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? 1 2 5 486 1 9 21 1,125
Why Has the U.S. Economy Stagnated since the Great Recession? 0 1 3 25 3 12 34 121
Zero Interest Policy & the New Abnormal: A Critique 0 0 0 1 0 3 7 11
Total Journal Articles 6 19 80 3,085 98 413 797 10,872

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 4 11 13 74
Discussion of Capital Flow Policies, Monetary Policy and Coordination 0 0 0 8 1 3 6 47
Measuring economic slack in Asia and the Pacific 0 0 0 6 0 2 5 52
The Importance of Nonlinearity in Reproducing Business Cycle Features 0 0 0 0 1 7 9 10
What drives inflation in advanced and emerging market economies? 0 0 1 32 1 10 17 106
Total Chapters 0 0 1 60 7 33 50 289

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Statistics updated 2026-03-04