James Morley : Citation Profile


Are you James Morley?

University of Sydney

18

H index

32

i10 index

1632

Citations

RESEARCH PRODUCTION:

47

Articles

83

Papers

5

Chapters

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 68
   Journals where James Morley has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 53 (3.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo629
   Updated: 2024-01-16    RAS profile: 2023-06-07    
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Relations with other researchers


Works with:

Wong, Benjamin (8)

Eo, Yunjong (4)

Singh, Aarti (4)

Shields, Kalvinder (3)

Lee, Kevin (3)

Kulish, Mariano (2)

Zanetti, Francesco (2)

Hartigan, Luke (2)

Panovska, Irina (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 (44)

Bec, Frédérique (38)

Wong, Benjamin (29)

Perron, Pierre (25)

Panovska, Irina (25)

Donayre, Luiggi (25)

Sinclair, Tara (21)

Ferrara, Laurent (21)

Klinger, Sabine (19)

Flavin, Thomas (17)

Murasawa, Yasutomo (17)

Cites to:

Nelson, Charles (83)

Kim, Chang-Jin (49)

Watson, Mark (37)

Campbell, John (32)

Piger, Jeremy (30)

Perron, Pierre (30)

Reichlin, Lucrezia (26)

Stock, James (26)

Startz, Richard (23)

Perez Quiros, Gabriel (22)

Giannone, Domenico (21)

Main data


Where James Morley has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics5
Macroeconomic Dynamics5
The Review of Economics and Statistics4
Journal of Applied Econometrics3
The Economic Record3
Journal of Money, Credit and Banking3
Journal of Applied Econometrics2
Journal of Economic Dynamics and Control2
Journal of Money, Credit and Banking2
Journal of Econometrics2
Journal of Monetary Economics2
Empirical Economics2

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 Settlements3
Working Papers / Red Nacional de Investigadores en Economa (RedNIE)2

Recent works citing James Morley (2024 and 2023)


YearTitle of citing document
2023Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2023Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249.

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2023Natural and cyclical unemployment: A stochastic frontier decomposition and economic policy implications. (2023). Moral, Alfonso ; Martín-Román, Ángel ; Cuellarmartin, Jaime ; Martinroman, Angel L. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:5-39.

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2023Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2023.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2023.

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2023Norges Bank Output Gap Estimates: Forecasting Properties, Reliability, Cyclical Sensitivity and Hysteresis. (2023). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:238-267.

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2023.

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2023Contradictory effects of technological change across developed countries. (2023). Rossen, Anja ; Ludewig, Oliver ; Blien, Uwe. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:580-608.

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2023Nonlinear Input Cost Pass-through to Consumer Prices: A Threshold Approach. (2023). Nakajima, Jouchi ; Yamamoto, Hiroki ; Sasaki, Takatoshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e09.

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2023.

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2023Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-Level Data. (2023). Noeller, Marvin ; Balleer, Almut. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10261.

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2023House prices and ultra-low interest rates: exploring the non-linear nexus. (2023). Rusnak, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20232789.

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2023China’s footprint in global financial markets. (2023). Manu, Ana-Simona ; Lodge, David ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20232861.

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2023Financial Contagion and Duration: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-1.

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2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

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2023Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x.

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2023Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058.

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2023How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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2023The macroeconomic effects of unconventional monetary policy: Comparing euro area and US models with shadow rates. (2023). Vogel, Lukas ; Ratto, Marco ; Hohberger, Stefan. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s026499932300250x.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2023Which stock price component drives the Amihud illiquidity premium?. (2023). Kim, Yongsik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200211x.

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2023Asymptotic properties of Bayesian inference in linear regression with a structural break. (2023). Shimizu, Kenichi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:202-219.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043.

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2023Evaluations of policy contagion for new energy vehicle industry in China. (2023). Chiu, Yi-Bin ; Zheng, Xin ; Yang, Rui ; Hsiao, Cody Yu-Ling. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522006218.

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2023Sectoral convergence analysis of Chinas emissions intensity and its implications. (2023). Yuan, Rong ; Zheng, Shenglin. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222023982.

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2023Financial constraints on credit ratings and cash-flow sensitivity. (2023). Chang, Ming-Jen ; Chen, Shikuan ; Chien, Chih-Chung. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001461.

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2023The impact of the Russia–Ukraine conflict on the energy subsector stocks in China: A network-based approach. (2023). Pan, Huanxue ; Deng, Jing ; Ouyang, Wenpei ; Chen, Ying ; Xu, Zihan ; Xing, Xiaoyun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000193.

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2023Another application of call options: Explaining the divergence between the housing market and the rental market. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Lee, Hung-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300034x.

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2023Market systemic risk, predictability and macroeconomics news. (2023). Xie, Yiqiang ; Fan, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004749.

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2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

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2023Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207.

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2023Household indebtedness and the macroeconomic effects of tax changes. (2023). Choi, Sangyup ; Shin, Junhyeok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:22-52.

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2023Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775.

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2023Policy coordination and the effectiveness of fiscal stimulus. (2023). Zhang, Shuwei ; Kim, Hyeongwoo ; Shao, Peng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000829.

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2023Do the Hamilton and Beveridge–Nelson filters provide the same information about output gaps? An empirical comparison for practitioners. (2023). Biolsi, Christopher. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000891.

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2023The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099.

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2023Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks. (2023). Duc, Toan Luu ; Nasir, Muhammad Ali ; Lan, Thi Ngoc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:146-157.

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2023A finite mixture analysis of structural breaks in the G-7 gross domestic product series. (2023). Maruotti, Antonello ; Cremaschini, Alessandro. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:76-90.

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2023The Productivity Slowdown in Advanced Economies: Common Shocks or Common Trends?. (2023). Inklaar, Robert ; Ruzic, Dimitrije ; Fernald, John G. In: Working Paper Series. RePEc:fip:fedfwp:95734.

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2023Endogenous Labor Supply in an Estimated New-Keynesian Model: Nominal versus Real Rigidities. (2023). Chung, Hess T ; Cairo, Isabel ; Pfajfar, Damjan ; Morales-Jimenez, Camilo ; Fuentes-Albero, Cristina ; Ferrante, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-69.

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2023Sparse Trend Estimation. (2023). Wieman, Hunter ; Gospodinov, Nikolay ; Crump, Richard K. In: Staff Reports. RePEc:fip:fednsr:95589.

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2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

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2023How credible are Okun coefficients? The gap version of Okun’s law for G7 economies. (2023). Povaanova, Mariana ; Boa, Martin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09438-9.

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2023Entrepreneurial Rates of Return and Wealth Inequality. (2023). Brüggemann, Bettina ; Mahone, Zachary L ; Bruggemann, Bettina. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2023-03.

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2023Seeded binary segmentation: a general methodology for fast and optimal changepoint detection. (2023). Munk, A ; Li, H ; Buhlmann, P ; Kovacs, S. In: Biometrika. RePEc:oup:biomet:v:110:y:2023:i:1:p:249-256..

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2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

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2023Impact of Financial Market Development, Financial Crises and Deposit Insurance on Bank Risk. (2023). Tao, Yinying ; Wang, Fang ; Shan, Wei ; Yu, Xiangyuan ; Chang, Yiming. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:1:id:820:p:1-25.

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2023Estimating Bohns Fiscal Sustainability Model with Temporal Variation: Evidence from Turkey. (2023). Can, Cansin Kemal. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:1:id:822:p:61-83.

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2023Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!. (2023). Haque, Qazi ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-04.

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2023Does my model predict a forward guidance puzzle?. (). McClung, Nigel ; Gibbs, Christopher. In: Review of Economic Dynamics. RePEc:red:issued:22-197.

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2023Estimation of the potential GDP by a new robust filter method. (2023). Takacs, Tibor ; Gyurkovics, Eva. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:4:d:10.1007_s10100-023-00851-7.

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2023Markov chains, eigenvalues and the stability of economic growth processes. (2023). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02276-8.

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2023Macroeconomic shocks, investment volatility and centrality in global manufacturing network. (2023). Yang, Nan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02372-3.

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2023Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5.

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2023Gradual financial integration and macroeconomic fluctuations in emerging market economies: evidence from China. (2023). Jiang, Yiqing ; Ma, Yong. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00368-3.

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2023Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5.

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2023Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

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2023Cyclical consumption. (2023). Pozzi, Lorenzo ; Berger, Tino. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230064.

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2023UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606.

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2023Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:718-732.

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2023Impact of capital account liberalization on stock market crashes. (2023). Shehzad, Choudhry Tanveer ; Khalid, Rizwan ; Naqvi, Bushra. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3700-3726.

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2023Recessions and recoveries in Central African countries: Lessons from the past. (2023). Djoumessi, Any Flore. In: Journal of International Development. RePEc:wly:jintdv:v:35:y:2023:i:6:p:1121-1142.

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2023Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023.

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2023.

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Works by James Morley:


YearTitleTypeCited
2022A Structural Measure of the Shadow Federal Funds Rate In: Working Papers.
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paper1
2022A Structural Measure of the Shadow Federal Funds Rate.(2022) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 1
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2021A Structural Measure of the Shadow Federal Funds Rate.(2021) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 1
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2023Dutch Disease, Unemployment and Structural Change In: Working Papers.
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paper0
2023Dutch Disease, Unemployment and Structural Change.(2023) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 0
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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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article38
2020What drives inflation in advanced and emerging market economies? In: BIS Papers chapters.
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chapter2
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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paper71
2017Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter.(2017) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 71
paper
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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This paper has nother version. Agregated cites: 71
paper
2016Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2016) In: Discussion Papers.
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This paper has nother version. Agregated cites: 71
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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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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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This paper has nother version. Agregated cites: 71
article
2020Have the driving forces of inflation changed in advanced and emerging market economies? In: BIS Working Papers.
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paper2
2018The Econometric Analysis of Recurrent Events in Macroeconomics and Finance In: The Economic Record.
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article0
2020The Australian Real?Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy In: The Economic Record.
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article0
2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting In: The Economic Record.
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article4
2019A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 4
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2016MACRO-FINANCE LINKAGES In: Journal of Economic Surveys.
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article13
2009Changes in U.S. Inflation Persistence In: Studies in Nonlinear Dynamics & Econometrics.
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article43
2013Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? In: Studies in Nonlinear Dynamics & Econometrics.
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article9
2012Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 9
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2015State-dependent effects of fiscal policy In: Studies in Nonlinear Dynamics & Econometrics.
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article118
2014State-Dependent Effects of Fiscal Policy..(2014) In: Discussion Papers.
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This paper has nother version. Agregated cites: 118
paper
2018Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2014Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 3
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2021When is discretionary fiscal policy effective? In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2011THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION In: Macroeconomic Dynamics.
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article16
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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article11
2011Inflation in the G7: mind the gap(s)?.(2011) In: Working Papers.
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2017TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS In: Macroeconomic Dynamics.
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article2
2020IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? In: Macroeconomic Dynamics.
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article10
2016Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?.(2016) In: Discussion Papers.
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This paper has nother version. Agregated cites: 10
paper
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