James Morley : Citation Profile


Are you James Morley?

University of Sydney

14

H index

19

i10 index

967

Citations

RESEARCH PRODUCTION:

35

Articles

70

Papers

4

Chapters

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 46
   Journals where James Morley has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 37 (3.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo629
   Updated: 2020-05-16    RAS profile: 2020-04-19    
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Relations with other researchers


Works with:

Wong, Benjamin (9)

Kamber, Gunes (6)

Lee, Kevin (5)

Eo, Yunjong (3)

Singh, Aarti (3)

Shields, Kalvinder (3)

Kulish, Mariano (2)

Fazzari, Steven (2)

Ong, Kian (2)

Piger, Jeremy (2)

Tien, Pao-Lin (2)

Robinson, Tim (2)

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

Is cited by:

Weber, Enzo (31)

Bec, Frédérique (29)

Klinger, Sabine (19)

Perron, Pierre (18)

Flavin, Thomas (16)

Ferrara, Laurent (16)

Sinclair, Tara (15)

Proietti, Tommaso (15)

Murasawa, Yasutomo (14)

Kishor, N (14)

Maheu, John (13)

Cites to:

Nelson, Charles (63)

Kim, Chang-Jin (43)

Campbell, John (28)

Piger, Jeremy (27)

Watson, Mark (27)

Perron, Pierre (24)

Startz, Richard (20)

Bai, Jushan (20)

Perez Quiros, Gabriel (19)

Stock, James (19)

Reichlin, Lucrezia (17)

Main data


Where James Morley has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics4
Macroeconomic Dynamics4
The Review of Economics and Statistics3
Journal of Money, Credit and Banking2
Journal of Economic Dynamics and Control2
Journal of Monetary Economics2
Journal of Applied Econometrics2
Applied Financial Economics2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Discussion Papers / School of Economics, The University of New South Wales19
Working Papers / University of Sydney, School of Economics8
Working Papers / University of Washington, Department of Economics8
Working Papers / Federal Reserve Bank of St. Louis5
BIS Working Papers / Bank for International Settlements2

Recent works citing James Morley (2020 and 2019)


YearTitle of citing document
2019Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru. (2019). Florián, David ; Castillo, Luis ; Hoyle, David Florian. In: Working Papers. RePEc:apc:wpaper:159.

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2019The Effects of Government Spending Over the Business Cycle: A Disaggregated Analysis for OECD and Non-OECD Countries. (2019). Partheniou, Andromachi ; Konstantinou, Panagiotis. In: DEOS Working Papers. RePEc:aue:wpaper:1904.

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2019Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: Working papers. RePEc:bfr:banfra:708.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2020What drives inflation in advanced and emerging market economies?. (2020). Morley, James ; Mohanty, Madhusudan ; Kamber, Gnes. In: BIS Papers chapters. RePEc:bis:bisbpc:111-03.

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2019What measures of real economic activity slack are helpful for forecasting Russian inflation?. (2019). Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps50.

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2019WHAT DO BRITISH HISTORICAL DATA TELL US ABOUT GOVERNMENT SPENDING MULTIPLIERS?. (2019). Watanabe, Shingo . In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1141-1162.

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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

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2019What cycles? Data detrending in DSGE models. (2019). Ping, Tsang Kwok ; Xiaojin, Sun. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:3:p:23:n:3.

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2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Pettenuzzo, Davide ; Fisher, Jared D ; Carvalho, Carlos. In: Working Papers. RePEc:brd:wpaper:123.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2019Hindsight vs. Real time measurement of the output gap: Implications for the Phillips curve in the Chilean Case. (2019). Fornero, Jorge ; Garcia, Pablo ; Figueroa, Camila. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:854.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?. (2019). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14064.

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2019Dominant-currency pricing and the global output spillovers from US dollar appreciation. (2019). Georgiadis, Georgios ; Schumann, Ben. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_021.

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2019Evaluating the Macroeconomic Effects of the ECBs Unconventional Monetary Policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-2.

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2019Dominant-currency pricing and the global output spillovers from US dollar appreciation. (2019). Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20192308.

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2019A shadow rate New Keynesian model. (2019). Wu, Jing Cynthia ; Zhang, JI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:7.

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2019New insights into the nonlinearity of Okuns law. (2019). Garcia-Solanes, Jose ; Beyaert, Arielle ; Nebot, Cesar. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:202-210.

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2019What drives the short-run costs of fiscal consolidation? Evidence from OECD countries. (2019). Banerjee, Ryan ; Zampolli, Fabrizio. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:420-436.

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2019Steady state adjusting trends using a data-driven local polynomial regression. (2019). Fritz, Marlon. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:312-325.

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2019The impact of liquidity constraints on the cash-futures basis dynamics: Evidence from the Chinese market. (2019). Zeng, Hongchao ; Wu, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:96-110.

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2020Interdependence or contagion: A model switching approach with a focus on Latin America. (2020). Davidson, Sharada Nia. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:166-197.

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2020The dynamic effects of monetary policy and government spending shocks on unemployment in the peripheral Euro area countries. (2020). ribba, antonio ; Dallari, Pietro. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:218-232.

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2019The Stochastic Lower Bound. (2019). Masolo, Riccardo M. ; Winant, Pablo E. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:54-57.

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2019Asymptotic properties of the maximum likelihood estimator in regime switching econometric models. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:442-467.

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2019An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity. (2019). Gonzalez-Astudillo, Manuel. In: European Economic Review. RePEc:eee:eecrev:v:120:y:2019:i:c:s0014292119301539.

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2019An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. (2019). Chuffart, Thomas ; Hooper, Emma. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916.

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2017Equity premium estimates from economic fundamentals under structural breaks. (2017). Smith, Simon. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:49-61.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2019Transitory prices, resiliency, and the cross-section of stock returns. (2019). Kim, Jinyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:243-256.

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2019Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model. (2019). Ozkan, Aydin ; Grillini, Stefano ; Sharma, Abhijit. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:145-158.

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2020Global factors and trend inflation. (2020). Wong, Benjamin ; Kamber, Gunes. In: Journal of International Economics. RePEc:eee:inecon:v:122:y:2020:i:c:s002219961930087x.

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2019New dynamics of consumption and output. (2019). Kim, Chang-Jin ; Xuan, Chunji. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:50-59.

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2019Transmission of monetary policy in the US and EU in times of expansion and crisis. (2019). Hierro, Luis Angel ; Egea, Fructuoso Borrallo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:4:p:763-783.

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2019Policy regimes and the shape of the Phillips curve in Australia. (2019). Mallick, Debdulal. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:6:p:1077-1094.

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2019The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets. (2019). Mili, Mehdi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:187-200.

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2019Dornsbush revisited from an asymmetrical perspective : Evidence from G20 nominal effective exchange rates. (2019). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: THEMA Working Papers. RePEc:ema:worpap:2019-12.

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2019Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates. (2019). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: Erudite Working Paper. RePEc:eru:erudwp:wp19-22.

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2020Saving Constraints, Debt, and the Credit Market Response to Fiscal Stimulus. (2020). Young, Eric ; Miranda-Pinto, Jorge ; Walsh, Kieran ; Murphy, Daniel P. In: Working Papers. RePEc:fip:fedcwq:87537.

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2019Dominant-Currency Pricing and the Global Output Spillovers from U.S. Dollar Appreciation. (2019). Georgiadis, Georgios ; Schumann, Ben. In: Globalization Institute Working Papers. RePEc:fip:feddgw:368.

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2019Consumption in the Great Recession: The Financial Distress Channel. (2019). Sanchez, Juan ; Mustre-del-Rio, Jose ; Athreya, Kartik ; Mather, Ryan. In: Working Papers. RePEc:fip:fedlwp:2019-025.

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2019Consumption in the Great Recession: The Financial Distress Channel. (2019). Sanchez, Juan ; Mustre-del-Rio, Jose ; Athreya, Kartik ; Mather, Ryan. In: Working Paper. RePEc:fip:fedrwp:19-13.

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2017Time-Varying Window Length for Correlation Forecasts. (2017). McCurdy, Tom ; Jeon, Yoontae . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:54-:d:122391.

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2018Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis. (2018). Maheu, John ; Jensen, Mark. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:52-:d:167993.

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2019Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains *. (2019). Bec, Frédérique ; de Gaye, Annabelle . In: Working Papers. RePEc:hal:wpaper:hal-02014663.

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2019Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates. (2019). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: Working Papers. RePEc:hal:wpaper:hal-02318767.

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2020FAQ: How do I extract the output gap?. (2020). Canova, Fabio. In: Working Paper Series. RePEc:hhs:rbnkwp:0386.

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2019The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence. (2019). Yamamoto, Yohei ; Perron, Pierre. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-90.

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2019GDP-Employment decoupling and the slow-down of productivity growth in Germany. (2019). Weber, Enzo ; Klinger, Sabine. In: IAB Discussion Paper. RePEc:iab:iabdpa:201912.

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2019The effectiveness of the monetary transmission mechanism channel in Turkey. (2019). Durmaz, Atakan ; Akku, Omer ; OKUR, Fatih . In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:161-180.

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2019The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Wohar, Mark E ; Marco, Chi Keung. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3.

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2020An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data. (2020). Hodrick, Robert. In: NBER Working Papers. RePEc:nbr:nberwo:26750.

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2020Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz. In: NBER Working Papers. RePEc:nbr:nberwo:26962.

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2019State-dependent size and value premium: evidence from a regime-switching asset pricing model. (2019). Piqueira, Natalia ; Li, Bingxin. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00113-9.

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2019Data-Driven Local Polynomial Trend Estimation for Economic Data - Steady State Adjusting Trends. (2019). Fritz, Marlon. In: Working Papers Dissertations. RePEc:pdn:dispap:49.

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2019Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads. (2019). Shaw, Charles. In: MPRA Paper. RePEc:pra:mprapa:94154.

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2019Intuitive and Reliable Estimates of Output Gap and Real Exchange Rate Cycles for Turkey. (2019). Ekinci, Mehmet. In: MPRA Paper. RePEc:pra:mprapa:94698.

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2020Dynamic Adverse Selection and Belief Update in Credit Markets. (2020). Jang, Inkee ; Kang, Kee-Youn. In: MPRA Paper. RePEc:pra:mprapa:99071.

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2019The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data. (2019). Price, Fiona ; la Cava, Gianni ; Beckers, Benjamin. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2019-06.

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2019Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru.. (2019). Florián, David ; Castillo, Luis. In: Working Papers. RePEc:rbp:wpaper:2019-012.

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2019How useful are historical data for forecasting the long-run equity return distribution?. (2007). . In: Working Paper series. RePEc:rim:rimwps:19-07.

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2019Fiscal Policy Effects and Capital Mobility in Latin American Countries. (2019). Acevedo, Rafael A ; Mora, Jose U. In: Journal of Economic Integration. RePEc:ris:integr:0767.

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2019Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models. (2019). Proietti, Tommaso. In: CEIS Research Paper. RePEc:rtv:ceisrp:455.

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2019Le multiplicateur budgétaire endogène au cycle dans un modèle macroéconomique post-keynésien. (2019). charles, sebastien. In: Revue de la Régulation - Capitalisme, institutions, pouvoirs. RePEc:rvr:journl:2019:15306.

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2019Testing for the omission of relevant variables and regime-switching misspecification. (2019). Beccarini, Andrea . In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:3:d:10.1007_s00181-017-1373-8.

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2020Why are Bayesian trend-cycle decompositions of US real GDP so different?. (2020). Kim, Jaeho ; Chon, Sora . In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1554-0.

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2019The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_06.

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2019The multivariate simultaneous unobserved components model and identification via heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series. RePEc:uts:ecowps:2019/08.

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2019Schätzung von Produktionspotenzial und -lücke: Eine Analyse des EU-Verfahrens und mögliche Verbesserungen. (2019). Kooths, Stefan ; Jannsen, Nils ; Boysen-Hogrefe, Jens ; Stolzenburg, Ulrich ; Rossian, Thies ; Hauber, Philipp ; Carstensen, Kai ; Ademmer, Martin. In: Kieler Beiträge zur Wirtschaftspolitik. RePEc:zbw:ifwkbw:19.

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2019Schätzung von Produktionspotenzial und -lücke: Eine Analyse des EU-Verfahrens und mögliche Verbesserungen. (2019). Stolzenburg, Ulrich ; Rossian, Thies ; Kooths, Stefan ; Jannsen, Nils ; Hauber, Philipp ; Carstensen, Kai ; Boysen-Hogrefe, Jens ; Ademmer, Martin. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:193965.

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2019Reliable real-time output gap estimates based on a modified Hamilton filter. (2019). Wolters, Maik ; Quast, Josefine. In: IMFS Working Paper Series. RePEc:zbw:imfswp:133.

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2019Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis. (2019). Belke, Ansgar ; Goemans, Pascal. In: Ruhr Economic Papers. RePEc:zbw:rwirep:826.

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2019Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter. (2019). Wolters, Maik ; Quast, Josefine. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203535.

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2019Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis. (2019). Belke, Ansgar ; Goemans, Pascal. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203538.

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2018Asymmetric Interest Rate Pass-Through in Russia. (2018). Egorov, Alexey ; Borzykh, Olga ; Egorova, Aleksei V. In: Economic Policy. RePEc:rnp:ecopol:ep1804.

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Works by James Morley:


YearTitleTypeCited
2003Shift Contagion in Asset Markets In: Staff Working Papers.
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paper3
2005The Structural Break in the Equity Premium In: Journal of Business & Economic Statistics.
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article30
2020What drives inflation in advanced and emerging market economies? In: BIS Papers chapters.
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chapter0
2014Measuring economic slack in Asia and the Pacific In: BIS Papers chapters.
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chapter0
2014Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific In: BIS Working Papers.
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paper0
2016Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter In: BIS Working Papers.
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paper17
2017Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter.(2017) In: CAMA Working Papers.
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2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2017) In: Reserve Bank of New Zealand Discussion Paper Series.
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2016Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2016) In: Discussion Papers.
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This paper has another version. Agregated cites: 17
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2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2017) In: Discussion Papers.
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This paper has another version. Agregated cites: 17
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2018Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2018) In: The Review of Economics and Statistics.
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article
2018The Econometric Analysis of Recurrent Events in Macroeconomics and Finance In: The Economic Record.
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article0
2016MACRO-FINANCE LINKAGES In: Journal of Economic Surveys.
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article6
2009Changes in U.S. Inflation Persistence In: Studies in Nonlinear Dynamics & Econometrics.
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article30
2013Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? In: Studies in Nonlinear Dynamics & Econometrics.
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article4
2012Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 4
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2015State-dependent effects of fiscal policy In: Studies in Nonlinear Dynamics & Econometrics.
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article33
2014State-Dependent Effects of Fiscal Policy..(2014) In: Discussion Papers.
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This paper has another version. Agregated cites: 33
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2018Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2014Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2011THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION In: Macroeconomic Dynamics.
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article11
2015INTRODUCTION TO “SPECIAL ISSUE ON THE EMPIRICAL ANALYSIS OF BUSINESS CYCLES, FINANCIAL MARKETS, AND INFLATION: ESSAYS IN HONOR OF CHARLES NELSON” In: Macroeconomic Dynamics.
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article2
2015INFLATION IN THE G7: MIND THE GAP(S)? In: Macroeconomic Dynamics.
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article3
2011Inflation in the G7: mind the gap(s)?.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 3
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2017TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS In: Macroeconomic Dynamics.
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article1
2000Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? In: Econometric Society World Congress 2000 Contributed Papers.
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2014Structural evolution of the postwar U.S. economy In: Journal of Economic Dynamics and Control.
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article6
2013Structural Evolution of the Postwar U.S. Economy.(2013) In: Discussion Papers.
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2015What factors drive the price–rent ratio for the housing market? A modified present-value analysis In: Journal of Economic Dynamics and Control.
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article5
2002A state-space approach to calculating the Beveridge-Nelson decomposition In: Economics Letters.
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article55
2008Trend/cycle decomposition of regime-switching processes In: Journal of Econometrics.
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article7
2001Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? In: Journal of Empirical Finance.
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2000Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Discussion Papers in Economics at the University of Washington.
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1999Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Discussion Papers in Economics at the University of Washington.
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2000Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Working Papers.
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2006Detecting shift-contagion in currency and bond markets In: Journal of International Economics.
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2002Detecting shift-contagion in currency and bond markets.(2002) In: Computing in Economics and Finance 2002.
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2015Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle In: Journal of International Money and Finance.
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2003In Search of the Natural Rate of Unemployment.(2003) In: Computing in Economics and Finance 2003.
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2017Estimating DSGE models with zero interest rate policy In: Journal of Monetary Economics.
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2018Measuring the fiscal multiplier when plans take time to implement.(2018) In: Discussion Papers.
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2000The Adjustment of Prices and the Adjustment of the Exchange Rate.(2000) In: Working Papers.
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2003Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?.(2003) In: The Review of Economics and Statistics.
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2000Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2000) In: Working Papers.
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2002Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2002) In: Working Papers.
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2003Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?.(2003) In: Working Papers.
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2004Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2004) In: Journal of Money, Credit and Banking.
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2000Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2000) In: Working Papers.
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2000Is There a Structural Break in the Equity Premium? In: Discussion Papers in Economics at the University of Washington.
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2000Is There a Structural Break in the Equity Premium?.(2000) In: Working Papers.
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2008Bayesian counterfactual analysis of the sources of the great moderation In: Journal of Applied Econometrics.
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