Timothy Cogley : Citation Profile


Are you Timothy Cogley?

New York University (NYU)

24

H index

32

i10 index

3103

Citations

RESEARCH PRODUCTION:

49

Articles

32

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   26 years (1989 - 2015). See details.
   Cites by year: 119
   Journals where Timothy Cogley has often published
   Relations with other researchers
   Recent citing documents: 310.    Total self citations: 24 (0.77 %)

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   Permalink: http://citec.repec.org/pco39
   Updated: 2019-05-18    RAS profile: 2015-06-25    
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Relations with other researchers


Works with:

Sargent, Thomas (5)

Tsyrennikov, Viktor (4)

Matthes, Christian (3)

Blume, Lawrence (2)

Easley, David (2)

Sbordone, Argia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Timothy Cogley.

Is cited by:

mumtaz, haroon (52)

Koop, Gary (39)

Matthes, Christian (36)

Surico, Paolo (33)

Petrella, Ivan (32)

Castelnuovo, Efrem (31)

Nason, James (31)

Clark, Todd (31)

Wen, Yi (28)

Korobilis, Dimitris (26)

Canova, Fabio (26)

Cites to:

Sargent, Thomas (49)

Hansen, Lars (21)

Eichenbaum, Martin (17)

Christiano, Lawrence (17)

Prescott, Edward (16)

King, Robert (14)

Williams, Noah (14)

Woodford, Michael (13)

Watson, Mark (13)

Gertler, Mark (13)

Williams, John (12)

Main data


Where Timothy Cogley has published?


Journals with more than one article published# docs
FRBSF Economic Letter12
Journal of Economic Dynamics and Control6
Economic Review3
Journal of Money, Credit and Banking3
American Economic Review3
Review of Economic Dynamics3
Journal of Monetary Economics3
International Economic Review2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco8
Staff Reports / Federal Reserve Bank of New York3
Working Papers / Department of Economics, W. P. Carey School of Business, Arizona State University3
Working Papers / University of Washington, Department of Economics3

Recent works citing Timothy Cogley (2018 and 2017)


YearTitle of citing document
2017Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32.

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2017Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-10.

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2017Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-13.

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2017Stock Price Booms and Expected Capital Gains. (2017). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2352-2408.

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2017One size does not fit all: an empirical investigation of the Romanian agriculture production function. (2017). Kostov, Philip ; Davidova, Sophia. In: 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland. RePEc:ags:aesc17:258642.

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2018Measuring Uncertainty of Optimal Simple Monetary Policy Rules in DSGE models. (2018). Mariusz, Gorajski ; Zbigniew, Kuchta. In: Lodz Economics Working Papers. RePEc:ann:wpaper:6/2018.

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2017Measuring the Stance of Monetary Policy in a Time-Varying. (2017). Pérez Forero, Fernando. In: Working Papers. RePEc:apc:wpaper:2017-102.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2019A Theory of Experience Effects. (2016). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:1612.09553.

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2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2017Macroeconomic activity and risk indicators: an unstable relationship. (2017). Marcellino, Massimiliano ; Abbate, Angela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1756.

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2017Financial frictions and robust monetary policy in the models of New Keynesian framework. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1701.

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2017Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2018Monetary Policy Volatility Shocks in Brazil. (2018). Fasolo, Angelo. In: Working Papers Series. RePEc:bcb:wpaper:480.

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2017Has the Fed responded to house and stock prices? A time-varying analysis.. (2017). Furlanetto, Francesco ; Loria, Francesca ; Aastveit, Knut Are. In: Working Papers. RePEc:bde:wpaper:1713.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2018Labor market and financial shocks: a time varying analysis. (2018). Nispi Landi, Valerio ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1179_18.

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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2017Transmisión monetaria bajo regímenes alternativos de finanzas corporativas. (2017). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:46-55.

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2017Monetary transmission under competing corporate finance regimes. (2017). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:78-100.

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2017Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets.. (2017). Lecat, Remy ; Avouyi-Dovi, Sanvi ; Ray, S ; Labonne, C. In: Working papers. RePEc:bfr:banfra:620.

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2017Time-varying fiscal spending multipliers in the UK. (2017). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian. In: Working papers. RePEc:bfr:banfra:643.

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2017Endogenous wage indexation and aggregate shocks. (2017). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio. In: BIS Working Papers. RePEc:bis:biswps:604.

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2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility. (2018). Nason, James ; Mertens, Elmar. In: BIS Working Papers. RePEc:bis:biswps:713.

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2018After Papua New Guineas Resource Boom: Is the Kina Overvalued?. (2018). Fox, Rohan ; Schrder, Marcel. In: Asia and the Pacific Policy Studies. RePEc:bla:asiaps:v:5:y:2018:i:1:p:65-76.

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2017DEEP RECESSIONS, FAST RECOVERIES, AND FINANCIAL CRISES: EVIDENCE FROM THE AMERICAN RECORD. (2017). Bordo, Michaeld ; Haubrich, Joseph G. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:527-541.

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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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2018THE SWINGS OF U.S. INFLATION AND THE GIBSON PARADOX. (2018). Vázquez, Jesús ; Casares, Miguel ; Vzquez, Jess ; Vazquez, Jesus. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:799-820.

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2017Time-Varying Trend Inflation and the New Keynesian Phillips Curve in Australia. (2017). Lie, Denny ; Yadav, Anirudh S. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:42-66.

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2017A century and three-quarters of Bank Rate and long-term interest rates in the United Kingdom. (2017). Berument, Hakan ; Froyen, Richard ; Cabezon, Ezequiel. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:1:p:26-47.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419.

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2018AGENT‐BASED MACROECONOMICS AND DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS: WHERE DO WE GO FROM HERE?. (2018). Levine, Paul ; Calvert Jump, Robert ; Dilaver, Ozge. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1134-1159.

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2017Do Business Cycles Have Long-Term Impact for Particular Cohorts?. (2017). Svarer, Michael ; Sørensen, Allan ; Sorensen, Allan ; Maibom, Jonas ; Andersen, Torben M. In: LABOUR. RePEc:bla:labour:v:31:y:2017:i:3:p:309-336.

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2017The Public Debt Crisis of the United States. (2017). Mendoza, Enrique G. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i::p:1-32.

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2017Bilateral Tax Treaties and GDP Comovement. (2017). Weber, Caroline ; Sly, Nicholas. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:2:p:292-319.

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2017Estimating South Africas Output Gap and Potential Growth Rate. (2017). Fedderke, Johannes ; Mengisteab, Daniel K. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:2:p:161-177.

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2018A composite likelihood approach for dynamic structural models. (2018). Canova, Fabio ; Matthes, Christian. In: Working Papers. RePEc:bny:wpaper:0068.

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2018Paradise lost? A brief history of DSGE macroeconomics. (2018). Gulan, Adam. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_022.

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2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

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2018Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics. (2018). Kishor, N ; Kundan, Kishor N ; Omid, Ardakani. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:19:n:7.

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2018Distortion risk measures, ROC curves, and distortion divergence. (2018). Schumacher, Johannes ; Johannes, Schumacher. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:35:y:2018:i:1-2:p:35-50:n:3.

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2018Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/21.

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2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

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2017Firm Dynamics, Persistent Effects of Entry Conditions, and Business Cycles. (2017). Moreira, Sara. In: Working Papers. RePEc:cen:wpaper:17-29.

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2018Asset Prices in a Production Economy with Long Run and Idiosyncratic Risk. (2018). Sutoris, Ivan . In: CERGE-EI Working Papers. RePEc:cer:papers:wp620.

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2018On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6968.

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2017The Nature of Shocks in the Eurozone and Their Absorption Channels. (2017). Neumeier, Florian ; Fuest, Clemens ; Dolls, Mathias ; Krolage, Carla ; Alcidi, Cinzia. In: EconPol Policy Reports. RePEc:ces:econpr:_3.

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2017ifo Konjunkturprognose 2017/2018: Deutsche Wirtschaft stark und stabil. (2017). Zeiner, Christoph ; Wohlrabe, Klaus ; Wollmershäuser, Timo ; Stöckli, Marc ; Wolf, Anna ; Schuler, Tobias ; Schröter, Felix ; Reif, Magnus ; Peichl, Andreas ; Nierhaus, Wolfgang ; Meister, Wolfgang ; Lehmann, Robert ; Göttert, Marcell ; Grimme, Christian ; Boumans, Dorine ; Lauterbacher, S ; Gottert, M ; Hristov, N ; Wollmershauser, T ; Stockli, M ; Schroter, F. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:12:p:30-83.

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Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2018The Formation of Consumer Inflation Expectations: New Evidence From Japans Deflation Experience. (2018). Diamond, Jess ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf442.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

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2018Asymmetric monetary policy responses and the effects of a rise in the inflation target. (2018). Garcia, Benjamin. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:819.

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2017Monetary transmission under competing corporate finance regimes. (2017). Gerba, Eddie ; de Grauwe, Paul ; DeGrauwe, Paul. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015471.

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2017The Making of Hawks and Doves: Inflation Experiences on the FOMC. (2017). Nagel, Stefan ; Malmendier, Ulrike M ; Yan, Zhen . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11902.

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2017Social Security Contributions and the Business Cycle. (2017). Burda, Michael ; Voigts, Simon ; Almosova, Anna. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12096.

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2018A Trendy Approach to UK Inflation Dynamics. (2018). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12652.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12762.

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2018A composite likelihood approach for dynamic structural models. (2018). Canova, Fabio ; Matthes, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13245.

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2017TREND INFLATION AND EQUILIBRIUM STABILITY: FIRM-SPECIFIC VERSUS HOMOGENEOUS LABOR. (2017). Van Zandweghe, Willem ; Kurozumi, Takushi. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:04:p:947-981_00.

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2017US monetary regimes and optimal monetary policy in the Euro Area. (2017). Mavromatis, Kostas(Konstantinos). In: DNB Working Papers. RePEc:dnb:dnbwpp:570.

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2018Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1030.

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2017Ambiguity-aversion in a Single Auction Market. (2017). Vitale, Paolo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00375.

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2018Comparative Monetary Tools: Open Market Operations and Interest on Reserves. (2018). Osell, Shawn A. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00639.

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2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

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2017Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity. (2017). Locarno, Alberto ; Gerali, Andrea ; Delle Monache, Davide ; Busetti, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20171994.

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2017Knightian uncertainty and credit cycles. (2017). Żochowski, Dawid ; Gerba, Eddie. In: Working Paper Series. RePEc:ecb:ecbwps:20172068.

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2017The macroeconomic impact of the ECBs expanded asset purchase programme (APP). (2017). Musso, Alberto ; Gambetti, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172075.

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2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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2018The evolving impact of global, region-specific and country-specific uncertainty. (2018). Musso, Alberto ; mumtaz, haroon. In: Working Paper Series. RePEc:ecb:ecbwps:20182147.

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2019Labor share and growth in the long run. (2019). McAdam, Peter ; Charpe, Matthieu ; Bridji, Slim . In: Working Paper Series. RePEc:ecb:ecbwps:20192251.

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2017Mercantilism and Chinas hunger for international reserves. (2017). Schröder, Marcel ; Schroder, Marcel. In: China Economic Review. RePEc:eee:chieco:v:42:y:2017:i:c:p:15-33.

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2017Three types of robust Ramsey problems in a linear-quadratic framework. (2017). Miao, Jianjun ; Kwon, Hyosung . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:211-231.

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2017Measurement errors and monetary policy: Then and now. (2017). Wang, Mu-Chun ; Amir Ahmadi, Pooyan ; Matthes, Christian ; Amir-Ahmadi, Pooyan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:66-78.

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2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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2017The dynamics of hours worked and technology. (2017). Leon-Ledesma, Miguel ; ferroni, filippo ; Cantore, Cristiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:67-82.

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2017Assessing DSGE model nonlinearities. (2017). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:34-54.

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2018The Asian Financial Crisis and international reserve accumulation: A robust control approach. (2018). Lee, Sang Seok ; Luk, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:284-309.

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2018The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle. (2018). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:206-236.

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2018Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296.

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2018Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model. (2018). Kaihatsu, Sohei ; Nakajima, Jouchi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:59:y:2018:i:c:p:69-83.

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2017Does trend inflation make a difference?. (2017). Perricone, Chiara ; Loberto, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:351-375.

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2017Does the New Keynesian Phillips curve need countercyclical markups?. (2017). Kim, Bae-Geun. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:262-282.

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2018U.S. wage growth and nonlinearities: The roles of inflation and unemployment. (2018). Donayre, Luiggi ; Panovska, Irina . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:273-292.

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2018How costly is a misspecified credit channel DSGE model in monetary policymaking?. (2018). Yagihashi, Takeshi. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:484-505.

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2018The Great Recession and Okuns law. (2018). Grant, Angelia L. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:291-300.

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2018Stochastic trends and fiscal policy. (2018). Barhoumi, Karim ; Rebei, Nooman ; Cherif, Reda. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:256-267.

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2018Coupled Climate-Economic Modes in the Sahels Interannual Variability. (2018). Fare, Vivien Sainte ; Ghil, Michael ; Groth, Andreas. In: Ecological Economics. RePEc:eee:ecolec:v:153:y:2018:i:c:p:111-123.

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2017Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility. (2017). Dimitrakopoulos, Stefanos . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:10-14.

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2017On weak identification in structural VARMA models. (2017). Yao, Wenying ; Kam, Timothy ; Vahid, Farshid. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:1-6.

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2017Two-sided learning and short-run dynamics in a New Keynesian model of the economy. (2017). Rondina, Francesca ; Matthes, Christian. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:53-56.

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2017Sticky price models of the business cycle: Can the roundabout production solve the persistence puzzle?. (2017). el Omari, Salaheddine. In: Economics Letters. RePEc:eee:ecolet:v:160:y:2017:i:c:p:67-72.

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2018A reevaluation of the macroeconomic effects of positive trend inflation. (2018). el Omari, Salaheddine. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:116-123.

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2018Fiscal rules and fiscal counter-cyclicality. (2018). Jalles, Joao. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:159-162.

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2018High trend inflation and passive monetary detours. (2018). Ascari, Guido ; Gobbi, Alessandro ; Florio, Anna. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:138-142.

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2019Is the Phillips curve still alive? Evidence from the euro area. (2019). Hindrayanto, Irma ; Stanga, Irina M ; Samarina, Anna. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:149-152.

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2019Maximum likelihood estimation of a TVP-VAR. (2019). Moura, Guilherme V ; Noriller, Mateus R. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:78-83.

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More than 100 citations found, this list is not complete...

Timothy Cogley is editor of


Journal
Journal of Economic Dynamics and Control

Works by Timothy Cogley:


YearTitleTypeCited
2012Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes In: American Economic Review.
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article3
1995Output Dynamics in Real-Business-Cycle Models. In: American Economic Review.
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article468
1993Output dynamics in real business cycle models.(1993) In: Working Papers in Applied Economic Theory.
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This paper has another version. Agregated cites: 468
paper
2008Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve In: American Economic Review.
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article184
2010Inflation-Gap Persistence in the US In: American Economic Journal: Macroeconomics.
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article213
2008Inflation-Gap Persistence in the U.S..(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 213
paper
Evolving Post-World War II U.S. Inflation Dynamics In: Working Papers.
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paper165
2002Evolving Post-World War II U.S. Inflation Dynamics.(2002) In: NBER Chapters.
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This paper has another version. Agregated cites: 165
chapter
How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth In: Working Papers.
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paper29
2005How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth.(2005) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 29
article
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US In: Working Papers.
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paper379
2003Drifts and volatilities: monetary policies and outcomes in the post WWII U.S..(2003) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 379
paper
2005Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S..(2005) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 379
article
2011A Bayesian approach to optimal monetary policy with parameter and model uncertainty In: Bank of England working papers.
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paper25
2011A Bayesian approach to optimal monetary policy with parameter and model uncertainty.(2011) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 25
article
2010Are DSGE Approximating Models Invariant to Shifts in Policy? In: The B.E. Journal of Macroeconomics.
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article20
2009Diverse Beliefs, Survival and the Market Price of Risk In: Economic Journal.
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article8
1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research In: Journal of Economic Dynamics and Control.
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article421
1993Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research.(1993) In: Working Papers in Applied Economic Theory.
[Citation analysis]
This paper has another version. Agregated cites: 421
paper
2001Estimating and testing rational expectations models when the trend specification is uncertain In: Journal of Economic Dynamics and Control.
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article17
2001Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson In: Journal of Economic Dynamics and Control.
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article20
1998Alternative definitions of the business cycle and their implications for business cycle models: a reply to Torben Mark Pederson.(1998) In: Working Papers in Applied Economic Theory.
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This paper has another version. Agregated cites: 20
paper
2005Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system In: Journal of Economic Dynamics and Control.
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article116
2003Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system.(2003) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 116
paper
2015Price-level uncertainty and instability in the United Kingdom In: Journal of Economic Dynamics and Control.
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article3
2009Is the market price of risk infinite? In: Economics Letters.
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article2
1993Impulse dynamics and propagation mechanisms in a real business cycle model In: Economics Letters.
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article30
2008Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson In: Journal of Econometrics.
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article0
2002Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey In: Journal of Monetary Economics.
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article74
1998Idiosyncratic risk and the equity premium: evidence from the Consumer Expenditure Survey.(1998) In: Working Papers in Applied Economic Theory.
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This paper has another version. Agregated cites: 74
paper
2008The market price of risk and the equity premium: A legacy of the Great Depression? In: Journal of Monetary Economics.
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article72
2015Optimized Taylor rules for disinflation when agents are learning In: Journal of Monetary Economics.
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article12
2014Optimized Taylor Rules for Disinflation When Agents are Learning.(2014) In: Working Paper.
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This paper has another version. Agregated cites: 12
paper
1994Maximum likelihood estimation with HP filtered data: an invariance theorem In: Working Papers in Applied Economic Theory.
[Citation analysis]
paper0
1996Estimating dynamic rational expectations models when the trend specification is uncertain In: Working Papers in Applied Economic Theory.
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paper0
1997A frequency decomposition of approximation errors in stochastic discount factor models In: Working Papers in Applied Economic Theory.
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paper8
2001A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models..(2001) In: International Economic Review.
[Citation analysis]
This paper has another version. Agregated cites: 8
article
1998A simple adaptive measure of core inflation In: Working Papers in Applied Economic Theory.
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paper142
2002A Simple Adaptive Measure of Core Inflation..(2002) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 142
article
1993Interpreting the term structure of interest rates In: FRBSF Economic Letter.
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article1
1993The recession, the recovery, and the productivity slowdown In: FRBSF Economic Letter.
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article0
1994Monetary policy in a low inflation regime In: FRBSF Economic Letter.
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article0
1994Should the central bank be responsible for regional stabilization? In: FRBSF Economic Letter.
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article0
1995Financial fragility and the lender of last resort In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
1995Using consumption to track movements in trend GDP In: FRBSF Economic Letter.
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article0
1996Why do stock prices sometimes fall in response to good economic news? In: FRBSF Economic Letter.
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article2
1996Why central bank independence helps to mitigate inflationary bias In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
1997Proposals for reforming Social Security In: FRBSF Economic Letter.
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article0
1997What is the optimal rate of inflation? In: FRBSF Economic Letter.
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article1
1998The baby boom, the baby bust, and asset markets In: FRBSF Economic Letter.
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article2
1999Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals? In: FRBSF Economic Letter.
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article0
1993Adapting to instability in money demand: forecasting money growth with a time-varying parameter model In: Economic Review.
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article1
1997Evaluating non-structural measures of the business cycle In: Economic Review.
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article13
1999Should the Fed take deliberate steps to deflate asset price bubbles? In: Economic Review.
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article32
1991Effects of the Hodrick-Prescott filter on integrated time series In: Proceedings.
[Citation analysis]
article15
2005Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas In: Proceedings.
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article32
2007Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas.(2007) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 32
article
2008Commentary on Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach In: Review.
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article0
2005A search for a structural Phillips curve In: Staff Reports.
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paper84
2004A Search for a Structural Phillips Curve.(2004) In: Computing in Economics and Finance 2004.
[Citation analysis]
This paper has another version. Agregated cites: 84
paper
2006Trend inflation and inflation persistence in the New Keynesian Phillips curve In: Staff Reports.
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paper28
2014Optimal disinflation under learning In: Staff Reports.
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paper34
2011Optimal Disinflation Under Learning.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 34
paper
1989INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT. In: Discussion Papers in Economics at the University of Washington.
[Citation analysis]
paper75
1990International Evidence on the Size of the Random Walk in Output..(1990) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 75
article
1989INTERNATIONAL EVIDENCE ON THE SIZE OF THE RANDOM WALK IN OUTPUT..(1989) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 75
paper
1989EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY. In: Discussion Papers in Economics at the University of Washington.
[Citation analysis]
paper0
1989EMPIRICAL EVIDENCE ON NOMINAL WAGE AND PRICE FLEXIBILITY..(1989) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1990SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES. In: Discussion Papers in Economics at the University of Washington.
[Citation analysis]
paper3
1990SPURIOUS BUSINESS CYCLE PHENOMENA IN HP FILERED TIME SERIES..(1990) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2008ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING In: International Economic Review.
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article50
2015A Case for Incomplete Markets In: Economics Series.
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paper8
1994Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models. In: Journal of Applied Econometrics.
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article44
2015Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri In: Journal of Economics Bibliography.
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article0
2008Robustness and U.S. Monetary Policy Experimentation In: Journal of Money, Credit and Banking.
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article52
2008Comment on How Structural Are Structural Parameters? In: NBER Chapters.
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chapter0
2005Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters In: Review of Economic Dynamics.
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article27
2005The conquest of US inflation: Learning and robustness to model uncertainty In: Review of Economic Dynamics.
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article133
2005Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson In: 2005 Meeting Papers.
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paper9
2008Robustness and US Monetary In: 2008 Meeting Papers.
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paper23
2012Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs In: 2012 Meeting Papers.
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paper16
2014Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs.(2014) In: Economic Journal.
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This paper has another version. Agregated cites: 16
article
2014The Case for Incomplete Markets In: 2014 Meeting Papers.
[Citation analysis]
paper7

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