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 9 228
A Bayesian approach to counterfactual analysis of structural change 0 0 0 166 1 1 19 487
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 1 1 16 151
A Steady State Approach to Trend / Cycle Decomposition 0 0 0 1 0 1 10 429
A Structural Measure of the Shadow Federal Funds Rate 0 0 1 27 1 1 15 47
A Structural Measure of the Shadow Federal Funds Rate 0 0 1 24 1 1 11 52
A Structural Measure of the Shadow Federal Funds Rate 0 0 6 35 1 4 40 128
A Structural Measure of the Shadow Federal Funds Rate 0 0 0 10 1 1 9 45
A steady-state approach to trend/cycle decomposition of regime-switching processes 0 0 1 160 0 1 20 577
Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle 0 0 0 61 0 2 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 0 1 27 146
Detecting shift-contagion in currency and bond markets 0 0 0 28 0 1 8 234
Did Marginal Propensities to Consume Change with the Housing Boom and Bust? 0 0 0 4 0 0 10 21
Disagreement over the Nature of Macroeconomic Shocks 0 2 42 42 0 11 56 56
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 Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 17 2 4 13 160
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 110 0 0 11 576
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 10 49
Dutch Disease, Unemployment and Structural Change 0 0 0 9 0 1 15 48
Dutch Disease, Unemployment and Structural Change 0 0 0 18 2 2 9 26
Estimating DSGE models with Zero Interest Rate Policy 0 0 0 101 1 2 11 174
Estimating DSGE models with forward guidance 0 0 0 134 0 1 13 256
Estimating Household Consumption Insurance 0 0 1 96 1 1 16 214
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 151 0 0 18 419
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions 0 0 0 121 2 3 12 88
Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 1 31 0 1 22 103
Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance 0 0 0 85 2 2 13 113
Estimating the expected duration of the zero lower bound in DSGE models with forward guidance 0 0 0 88 1 2 13 205
Full Information Estimation of Household Income Risk and Consumption Insurance 0 0 0 63 0 2 8 69
Have the driving forces of inflation changed in advanced and emerging market economies? 0 0 1 26 1 4 27 104
Household Balance Sheets and Consumption Responses to Income Shocks 0 0 1 37 1 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? 0 5 54 124 1 14 161 261
Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples 0 0 0 91 2 2 14 214
In Search of the Natural Rate of Unemployment 0 0 0 1 0 1 10 307
In search of the natural rate of unemployment 0 0 0 112 0 4 15 461
Inflation in the G7: mind the gap(s)? 0 0 0 69 1 1 15 172
Insurance Effects of Tax-and-Transfer Progressivity 0 0 4 56 1 2 28 90
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 73 1 2 14 146
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 1 1 1 46 1 1 15 99
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 1 46 0 1 10 73
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 0 0 0 53 1 2 15 105
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter 0 0 0 89 1 1 18 176
Inventory Mistakes and the Great Moderation 1 2 2 44 1 3 11 226
Inventory Shocks and the Great Moderation 0 0 0 20 0 3 13 70
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? 0 0 0 24 0 1 12 61
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 1 2 49 49
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 74 0 2 12 252
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 274 0 0 7 741
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 37 0 0 15 139
Likelihood-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 39 0 1 8 101
Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks 0 0 0 94 2 4 18 256
Marginal propensities to consume before and after the Great Recession 0 0 0 99 0 0 16 304
Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific 0 0 0 66 1 2 26 147
Measuring the Fiscal Multiplier when Plans Take Time to Implement 0 0 5 41 1 2 26 115
Measuring the fiscal multiplier when plans take time to implement 0 0 0 23 2 4 20 93
Nonlinearity and the permanent effects of recessions 0 0 1 158 2 3 21 443
Nowcasting the Output Gap 1 1 1 68 2 2 11 133
Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information? 0 0 1 88 1 3 15 227
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 3 5 17 192
Structural Evolution of the Postwar U.S. Economy 0 0 0 28 2 3 11 83
Testing Stationarity for Unobserved Components Models 0 0 0 31 3 6 16 122
Testing for Stationarity and Cointegration in an Unobserved Components Framework 0 0 0 336 1 1 14 1,049
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 36 0 0 8 139
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 1 261 1 2 15 841
The Adjustment of Prices and the Adjustment of the Exchange Rate 0 0 0 130 0 0 12 390
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 1 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 2 3 11 75
The Changing Transmission Mechanism of U.S. Monetary Policy 0 0 0 157 3 5 22 394
The Meta Taylor Rule 0 0 2 11 0 0 13 141
The Meta Taylor Rule 0 0 0 72 4 5 40 277
The importance of nonlinearity in reproducing business cycle features 0 0 0 103 0 1 21 496
Trend-Cycle Decomposition in the Presence of Large Shocks 0 1 14 310 1 6 80 833
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease 0 0 0 12 2 2 14 29
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 14 28
Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? 0 0 0 43 1 2 10 106
Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease? 1 1 3 8 2 2 13 31
What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach 0 0 0 110 0 1 14 337
When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 0 0 0 64 1 2 13 184
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 2 60 0 0 15 169
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? 0 0 0 26 1 2 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 2 2 15 208
Why has the U.S. economy stagnated since the Great Recession? 0 0 0 45 2 3 20 131
Why has the US economy stagnated since the Great Recession? 0 0 0 79 1 1 6 270
Total Working Papers 4 13 184 6,853 74 171 1,698 21,278
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 1 14 1 2 21 60
A Kalman filter approach to characterizing the Canadian term structure of interest rates 0 0 5 144 1 2 24 359
A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* 0 0 0 5 0 0 10 21
A state-space approach to calculating the Beveridge-Nelson decomposition 0 0 1 175 0 5 22 364
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle 0 0 0 20 0 2 17 100
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 91 0 0 16 350
Changes in U.S. Inflation Persistence 1 1 1 227 1 3 18 498
Debt and financial market contagion 0 0 0 3 2 3 20 37
Detecting shift-contagion in currency and bond markets 0 0 0 123 0 0 25 383
Did marginal propensities to consume change with the housing boom and bust? 0 0 5 13 1 2 17 38
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 0 0 23 652
Does the Survey of Professional Forecasters help predict the shape of recessions in real time? 0 0 1 3 0 2 14 21
Estimating DSGE models with zero interest rate policy 0 0 1 113 1 2 20 382
Estimating and accounting for the output gap with large Bayesian vector autoregressions 0 0 3 32 1 1 20 127
Estimating household consumption insurance 0 0 1 17 2 2 20 62
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic 0 0 0 5 0 3 21 50
INFLATION IN THE G7: MIND THE GAP(S)? 0 0 0 10 2 3 10 58
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 2 8 0 0 13 39
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples 0 0 0 1 2 5 17 29
In search of the natural rate of unemployment 1 2 7 142 3 7 31 530
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 1 1 7 141 4 7 49 533
Inventory Shocks and the Great Moderation 0 0 0 10 1 1 8 59
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 0 1 2 11 465
Likelihood‐ratio‐based confidence sets for the timing of structural breaks 0 0 0 12 1 2 19 101
MACRO-FINANCE LINKAGES 0 0 0 43 1 1 12 133
Nonlinearity and the permanent effects of recessions 0 0 0 286 0 0 19 940
Nonlinearity and the permanent effects of recessions 0 0 1 3 2 2 12 25
Nowcasting the output gap 1 1 2 20 24 25 45 115
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 2 4 32 400
Structural evolution of the postwar U.S. economy 0 0 0 32 0 0 11 131
TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS 0 0 2 6 1 1 11 46
THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION 1 1 1 48 1 1 18 154
The Asymmetric Business Cycle 0 0 1 179 1 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 0 0 6 48
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 2 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 1 2 15 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 1 5 145
The changing transmission mechanism of US monetary policy 0 0 1 33 4 6 22 166
Time variation of CAPM betas across market volatility regimes 0 0 1 34 3 7 44 252
Trend-cycle decomposition in the presence of large shocks 0 0 2 4 1 2 20 29
Trend/cycle decomposition of regime-switching processes 0 0 0 66 0 0 18 233
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 78
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? 3 3 5 489 4 5 28 1,140
Why Has the U.S. Economy Stagnated since the Great Recession? 0 0 3 26 1 2 33 131
Zero Interest Policy & the New Abnormal: A Critique 0 0 0 1 0 0 12 19
Total Journal Articles 8 9 61 3,108 72 122 974 11,242

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 0 14 76
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 0 0 5 54
The Importance of Nonlinearity in Reproducing Business Cycle Features 0 0 0 0 1 1 11 13
What drives inflation in advanced and emerging market economies? 0 0 1 33 0 0 22 112
Total Chapters 0 0 1 61 1 1 61 305

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 2026-09-10