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 1 5 9 228
A Bayesian approach to counterfactual analysis of structural change 0 0 0 166 3 10 19 485
A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting 0 0 0 142 0 5 18 334
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 2 72 3 8 17 150
A Steady State Approach to Trend / Cycle Decomposition 0 0 0 1 4 5 10 428
A Structural Measure of the Shadow Federal Funds Rate 0 0 1 10 0 0 8 43
A Structural Measure of the Shadow Federal Funds Rate 0 0 1 27 1 3 16 46
A Structural Measure of the Shadow Federal Funds Rate 0 0 2 24 1 4 13 51
A Structural Measure of the Shadow Federal Funds Rate 0 0 9 34 3 8 48 123
A steady-state approach to trend/cycle decomposition of regime-switching processes 0 0 1 160 5 8 19 576
Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle 0 0 0 61 3 4 9 101
Cyclical signals from the labor market 0 0 0 11 2 3 13 40
Debt and Financial Market Contagion 0 0 0 51 6 12 29 145
Detecting shift-contagion in currency and bond markets 0 0 0 28 0 1 6 232
Did Marginal Propensities to Consume Change with the Housing Boom and Bust? 0 0 0 4 0 2 12 21
Disagreement over the Nature of Macroeconomic Shocks 28 38 38 38 17 40 40 40
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 17 2 2 9 156
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 227 1 4 11 955
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 110 1 1 11 576
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 12 0 2 7 161
Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?  0 0 0 50 0 1 10 48
Dutch Disease, Unemployment and Structural Change 0 0 0 9 2 4 15 47
Dutch Disease, Unemployment and Structural Change 0 0 0 18 1 2 8 24
Estimating DSGE models with Zero Interest Rate Policy 0 0 0 101 3 4 9 172
Estimating DSGE models with forward guidance 0 0 1 134 1 6 21 255
Estimating Household Consumption Insurance 0 0 1 96 3 5 13 211
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 121 3 5 10 85
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 151 2 9 17 417
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 1 31 6 6 23 102
Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance 0 0 0 85 3 5 12 111
Estimating the expected duration of the zero lower bound in DSGE models with forward guidance 0 0 0 88 3 4 12 203
Full Information Estimation of Household Income Risk and Consumption Insurance 0 0 0 63 1 1 7 67
Have the driving forces of inflation changed in advanced and emerging market economies? 0 0 2 26 3 7 27 99
Household Balance Sheets and Consumption Responses to Income Shocks 0 0 1 36 3 7 17 149
How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? 0 0 2 12 1 6 20 36
How Important Is Global R-Star for Open Economies? 2 7 111 116 8 29 222 232
Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples 0 0 0 91 4 6 12 212
In Search of the Natural Rate of Unemployment 0 0 0 1 2 4 10 306
In search of the natural rate of unemployment 0 0 0 112 1 2 12 456
Inflation in the G7: mind the gap(s)? 0 0 0 69 2 2 14 169
Insurance Effects of Tax-and-Transfer Progressivity 0 0 8 56 1 4 35 87
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 53 2 5 18 103
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 45 3 6 15 98
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 1 2 46 1 4 10 72
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 73 5 6 12 144
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter 0 0 0 89 4 8 17 174
Inventory Mistakes and the Great Moderation 0 0 0 42 4 4 8 223
Inventory Shocks and the Great Moderation 0 0 0 20 1 2 13 67
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 24 1 3 9 58
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 59 0 2 10 123
Is Inflation Driven by Aggregate or Sectoral Output Gaps? 0 0 34 34 1 6 46 46
Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? 0 0 0 123 0 2 10 469
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 274 2 3 6 740
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 74 2 4 10 250
Is There a Structural Break in the Equity Premium? 0 0 0 105 2 4 13 259
Is There a Structural Break in the Equity Premium? 0 0 0 17 0 1 12 83
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 39 0 1 7 100
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 37 3 3 15 138
Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 94 4 6 14 252
Marginal propensities to consume before and after the Great Recession 0 0 0 99 4 7 18 303
Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific 0 0 0 66 10 17 26 145
Measuring the Fiscal Multiplier when Plans Take Time to Implement 0 0 7 41 0 2 19 102
Measuring the fiscal multiplier when plans take time to implement 0 0 0 23 4 9 16 89
Nonlinearity and the permanent effects of recessions 0 0 0 157 0 4 17 439
Nowcasting the Output Gap 0 0 1 67 2 2 9 130
Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information? 0 0 1 88 2 2 10 222
Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? 0 0 0 70 2 3 10 297
Shift Contagion in Asset Markets 0 0 1 157 1 2 11 513
State-Dependent Effects of Fiscal Policy 0 0 0 108 2 7 12 187
Structural Evolution of the Postwar U.S. Economy 0 0 0 28 0 0 8 80
Testing Stationarity for Unobserved Components Models 0 0 0 31 1 2 9 115
Testing for Stationarity and Cointegration in an Unobserved Components Framework 0 0 0 336 0 2 14 1,048
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 36 1 3 8 139
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 2 261 5 8 14 838
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 130 0 2 13 390
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 4 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 10 72
The Changing Transmission Mechanism of U.S. Monetary Policy 0 0 0 157 0 4 18 389
The Meta Taylor Rule 0 0 0 72 7 11 33 269
The Meta Taylor Rule 0 0 2 11 3 5 13 141
The importance of nonlinearity in reproducing business cycle features 0 0 0 103 4 4 24 495
Trend-Cycle Decomposition in the Presence of Large Shocks 2 3 17 308 9 24 91 825
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease 0 0 0 12 2 4 14 27
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 1 8 1 3 14 27
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 4 2 4 10 20
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 43 0 3 7 102
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 7 2 6 17 25
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 0 2 3 5 6
Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease? 0 0 2 7 3 4 10 27
What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach 0 0 0 110 1 2 15 336
When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 0 0 0 64 3 4 13 182
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 0 26 3 5 12 162
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 0 82 1 1 11 290
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 1 2 60 1 2 14 168
Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? 0 0 0 0 3 4 15 206
Why has the U.S. economy stagnated since the Great Recession? 0 0 0 45 2 6 20 127
Why has the US economy stagnated since the Great Recession? 0 0 1 79 0 4 8 269
Total Working Papers 32 50 256 6,831 226 499 1,693 21,019
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 4 5 21 56
A Kalman filter approach to characterizing the Canadian term structure of interest rates 1 4 6 144 5 11 23 357
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 0 5 3 3 10 19
A state-space approach to calculating the Beveridge-Nelson decomposition 0 1 3 175 1 8 20 359
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle 0 0 0 20 4 4 15 97
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 91 2 6 17 350
Changes in U.S. Inflation Persistence 0 0 0 226 2 5 17 495
Debt and financial market contagion 0 0 0 3 2 5 19 33
Detecting shift-contagion in currency and bond markets 0 0 0 123 1 5 28 382
Did marginal propensities to consume change with the housing boom and bust? 0 1 6 13 1 5 16 35
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 1 3 23 651
Does the Survey of Professional Forecasters help predict the shape of recessions in real time? 0 0 1 3 2 2 13 18
Estimating DSGE models with zero interest rate policy 0 0 2 113 6 8 23 379
Estimating and accounting for the output gap with large Bayesian vector autoregressions 0 0 7 32 0 3 27 126
Estimating household consumption insurance 0 0 1 17 4 5 21 60
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 1 5 3 8 19 46
INFLATION IN THE G7: MIND THE GAP(S)? 0 0 0 10 0 1 6 54
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 1 3 6 36
IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? 0 1 2 8 2 7 13 38
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples 0 0 0 1 1 3 11 22
In search of the natural rate of unemployment 1 2 8 140 2 7 32 522
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 2 10 140 2 12 57 525
Inventory Shocks and the Great Moderation 0 0 0 10 0 3 6 57
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 0 2 3 10 463
Likelihood‐ratio‐based confidence sets for the timing of structural breaks 0 0 0 12 2 5 18 98
MACRO-FINANCE LINKAGES 0 0 0 43 2 3 11 132
Nonlinearity and the permanent effects of recessions 0 0 1 3 2 4 10 23
Nonlinearity and the permanent effects of recessions 0 0 0 286 3 6 21 940
Nowcasting the output gap 0 0 1 19 4 8 22 88
Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? 0 0 0 24 1 4 14 118
State-dependent effects of fiscal policy 1 1 1 102 3 12 30 394
Structural evolution of the postwar U.S. economy 0 0 0 32 2 5 13 131
TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS 0 0 2 6 2 2 9 44
THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION 0 0 0 47 7 12 21 153
The Asymmetric Business Cycle 0 1 3 179 5 9 16 636
The Australian Real‐Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy 0 0 0 8 2 4 11 21
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 9 1 4 7 48
The Effects of Oil Price Shocks on Output 0 0 0 58 1 8 17 149
The Meta Taylor Rule 0 0 1 21 1 10 20 117
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 1 8 1 2 13 40
The Slow Adjustment of Aggregate Consumption to Permanent Income 0 0 0 93 2 3 9 344
The Structural Break in the Equity Premium 0 0 0 28 1 3 8 103
The business cycle: periodic pandemic or rollercoaster ride? 0 0 2 29 0 0 6 144
The changing transmission mechanism of US monetary policy 0 0 1 33 1 6 19 159
Time variation of CAPM betas across market volatility regimes 0 1 1 34 3 15 38 245
Trend-cycle decomposition in the presence of large shocks 0 0 3 3 4 8 25 26
Trend/cycle decomposition of regime-switching processes 0 0 0 66 4 7 18 230
What factors drive the price–rent ratio for the housing market? A modified present-value analysis 0 0 1 32 2 3 16 163
When is discretionary fiscal policy effective? 0 1 2 9 5 10 29 73
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? 0 1 3 486 7 9 26 1,133
Why Has the U.S. Economy Stagnated since the Great Recession? 0 0 3 25 3 8 35 126
Zero Interest Policy & the New Abnormal: A Critique 0 0 0 1 6 7 14 18
Total Journal Articles 3 16 75 3,095 128 302 949 11,076

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 0 5 13 75
Discussion of Capital Flow Policies, Monetary Policy and Coordination 0 0 0 8 2 4 9 50
Measuring economic slack in Asia and the Pacific 0 0 0 6 1 1 6 53
The Importance of Nonlinearity in Reproducing Business Cycle Features 0 0 0 0 0 3 11 12
What drives inflation in advanced and emerging market economies? 0 1 2 33 2 7 23 112
Total Chapters 0 1 2 61 5 20 62 302

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06