18
H index
32
i10 index
1613
Citations
University of Sydney | 18 H index 32 i10 index 1613 Citations RESEARCH PRODUCTION: 47 Articles 83 Papers 5 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with James Morley. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2022 | Fiscal Policy and the Slowdown in Trend Growth in an Open Economy. (2022). Yamout, Nadine ; Kulish, Mariano ; Beames, Alexander . In: Working Papers. RePEc:aoz:wpaper:143. Full description at Econpapers || Download paper | |
2022 | Is There a Stable Relationship between Unemployment and Future Inflation?. (2022). Kulish, Mariano ; Jones, Callum ; Nicolini, Juan Pablo ; Fitzgerald, Terry. In: Working Papers. RePEc:aoz:wpaper:159. Full description at Econpapers || Download paper | |
2023 | Efficiently 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. Full description at Econpapers || Download paper | |
2022 | Asymptotic properties of Bayesian inference in linear regression with a structural break. (2022). Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2201.07319. Full description at Econpapers || Download paper | |
2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910. Full description at Econpapers || Download paper | |
2022 | Revealing Unobservables by Deep Learning: Generative Element Extraction Networks (GEEN). (2022). Yao, Jiaxiong ; Liu, Yang ; Hu, Yingyao. In: Papers. RePEc:arx:papers:2210.01300. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | Estimating 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. Full description at Econpapers || Download paper | |
2022 | Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation. (2022). Kamaiah, Bandi ; Bhandari, Avishek ; Paramanik, Rajendra N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:825-837. Full description at Econpapers || Download paper | |
2023 | Natural 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. Full description at Econpapers || Download paper | |
2022 | Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand. (2022). Power, India ; Haug, Alfred A. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:249-270. Full description at Econpapers || Download paper | |
2023 | Monitoring 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. Full description at Econpapers || Download paper | |
2023 | Towards 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | BAYESIAN 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. Full description at Econpapers || Download paper | |
2022 | Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379. Full description at Econpapers || Download paper | |
2023 | Norges 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. Full description at Econpapers || Download paper | |
2023 | Contradictory 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. Full description at Econpapers || Download paper | |
2023 | Nonlinear 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. Full description at Econpapers || Download paper | |
2022 | Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4. Full description at Econpapers || Download paper | |
2022 | Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Estimating the Trend of the House Price to Income Ratio in Ireland. (2022). Yao, Fang. In: Research Technical Papers. RePEc:cbi:wpaper:8/rt/22. Full description at Econpapers || Download paper | |
2023 | Monetary 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. Full description at Econpapers || Download paper | |
2022 | State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters. (2022). Zanetti, Francesco ; Ghassibe, Mishel. In: Discussion Papers. RePEc:cfm:wpaper:2208. Full description at Econpapers || Download paper | |
2022 | Government spending effects on the business cycle in times of crisis. (2022). Dubbert, Tore ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:10022. Full description at Econpapers || Download paper | |
2022 | Boosting carry with equilibrium exchange rate estimates. (2022). Kwas, Marek ; Ca, Michele ; Michele Ca, ; Beckmann, Joscha ; Rubaszek, Micha. In: Working Paper Series. RePEc:ecb:ecbwps:20222731. Full description at Econpapers || Download paper | |
2023 | House 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. Full description at Econpapers || Download paper | |
2023 | Financial 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. Full description at Econpapers || Download paper | |
2022 | Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application. (2022). Takacs, Tibor ; Gyurkovics, Eva. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:420:y:2022:i:c:s0096300321008110. Full description at Econpapers || Download paper | |
2022 | A two-stroke growth cycle model for a small open economy. (2022). Davila-Fernandez, Marwil J ; Sordi, Serena. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:163:y:2022:i:c:s0960077922007603. Full description at Econpapers || Download paper | |
2022 | A reconsideration of money growth rules. (2022). Ireland, Peter ; Belongia, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000173. Full description at Econpapers || Download paper | |
2022 | A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203. Full description at Econpapers || Download paper | |
2022 | Decomposing the output gap with inflation learning. (2022). Ramamurthy, Srikanth ; Panovska, Irina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s016518892200032x. Full description at Econpapers || Download paper | |
2022 | Disciplining expectations and the forward guidance puzzle. (2022). Montes-Galdon, Carlos ; Mazelis, Falk ; Christoffel, Kai ; Muller, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000410. Full description at Econpapers || Download paper | |
2022 | Solving linear rational expectations models in the presence of structural change: Some extensions. (2022). Hatcher, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s0165188922000641. Full description at Econpapers || Download paper | |
2022 | Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002093. Full description at Econpapers || Download paper | |
2023 | Monetary 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. Full description at Econpapers || Download paper | |
2023 | Measuring 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. Full description at Econpapers || Download paper | |
2022 | Credit spread and the transmission of government purchases shocks. (2022). Hristov, Atanas. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003217. Full description at Econpapers || Download paper | |
2022 | Taming the housing crisis: An LTV macroprudential policy. (2022). Sun, Xiaojin ; FORSTER, ROBERT . In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000074. Full description at Econpapers || Download paper | |
2022 | On the behavior of Okuns law across business cycles. (2022). Donayre, Luiggi. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001043. Full description at Econpapers || Download paper | |
2022 | Assessing uncertainty of output gap estimates: Evidence from Visegrad countries. (2022). Nmec, Daniel ; Chalmoviansk, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200236x. Full description at Econpapers || Download paper | |
2022 | Output determination and autonomous demand multipliers: An empirical investigation for the US economy. (2022). Deleidi, Matteo ; Barbieri, Maria Cristina. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002449. Full description at Econpapers || Download paper | |
2022 | Monetary policy dysregulation with data distortion. (2022). Chen, Zhongfei ; Liu, Ying ; Wang, XI. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002516. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2022 | Further evidence on financial information and economic activity forecasts in the United States. (2022). Li, Bin ; Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000079. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Which 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. Full description at Econpapers || Download paper | |
2022 | Residual-augmented IVX predictive regression. (2022). Rodrigues, Paulo ; Demetrescu, Matei. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:429-460. Full description at Econpapers || Download paper | |
2023 | Asymptotic 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. Full description at Econpapers || Download paper | |
2022 | Excess shocks can limit the economic interpretation. (2022). Robinson, Tim ; pagan, adrian. In: European Economic Review. RePEc:eee:eecrev:v:145:y:2022:i:c:s0014292122000599. Full description at Econpapers || Download paper | |
2023 | Corporate 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. Full description at Econpapers || Download paper | |
2022 | Price discovery under model uncertainty. (2022). Linn, Scott ; Kim, Jaeho. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000202. Full description at Econpapers || Download paper | |
2022 | Oil shocks and global economy. (2022). Jimenez-Rodriguez, Rebeca. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005023. Full description at Econpapers || Download paper | |
2023 | Evaluations 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. Full description at Econpapers || Download paper | |
2023 | Sectoral 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. Full description at Econpapers || Download paper | |
2022 | A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151. Full description at Econpapers || Download paper | |
2022 | Financial contagion intensity during the COVID-19 outbreak: A copula approach. (2022). Zorgati, Imen ; Lakhal, Faten ; Garfatta, Riadh ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s105752192200103x. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Another 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. Full description at Econpapers || Download paper | |
2022 | Bank capital and economic activity. (2022). Turk-Ariss, Rima ; Klein, Paul-Olivier. In: Journal of Financial Stability. RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000894. Full description at Econpapers || Download paper | |
2023 | What 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. Full description at Econpapers || Download paper | |
2022 | Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction. (2022). Choi, Jae Hoon ; Song, Seongho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000300. Full description at Econpapers || Download paper | |
2022 | Systemic risk and severe economic downturns: A targeted and sparse analysis. (2022). Caporin, Massimiliano ; Garibal, Jean-Charles ; Costola, Michele ; Maillet, Bertrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002909. Full description at Econpapers || Download paper | |
2023 | Household 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. Full description at Econpapers || Download paper | |
2022 | Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. (2022). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043. Full description at Econpapers || Download paper | |
2022 | Dynamic asset allocation strategy using a state-dependent Markov model: Applications to international equity markets. (2022). Hallahan, Terrence ; Tajaddini, Reza ; Hematizadeh, Roksana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001085. Full description at Econpapers || Download paper | |
2022 | Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO. (2022). Wada, Tatsuma. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s026156062200122x. Full description at Econpapers || Download paper | |
2023 | Yield 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. Full description at Econpapers || Download paper | |
2023 | Policy 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2022 | From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas. (2022). Xu, Yuhang ; Qiu, Yumou ; Li, Yehua. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21000841. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2022 | Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era. (2022). Singh, Vipul Kumar ; Kumar, Pawan. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002215. Full description at Econpapers || Download paper | |
2022 | Multipliers of taxes and public spending in Colombia: SVAR and local projections approaches. (2022). Restrepo-Angel, Sergio ; Rincon-Castro, Hernan ; Ospina-Tejeiro, Juan J. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000242. Full description at Econpapers || Download paper | |
2022 | The unbearable lightness of equilibria in a low interest rate environment. (2022). Mavroeidis, Sophocles ; Ascari, Guido. In: Journal of Monetary Economics. RePEc:eee:moneco:v:127:y:2022:i:c:p:1-17. Full description at Econpapers || Download paper | |
2022 | State dependence of fiscal multipliers: the source of fluctuations matters. (2022). Zanetti, Francesco ; Ghassibe, Mishel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:132:y:2022:i:c:p:1-23. Full description at Econpapers || Download paper | |
2022 | Impacts of COVID-19 local spread and Google search trend on the US stock market. (2022). Panovska, Irina ; Das, Kumer P ; Toufiqul, G M ; Dey, Asim K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121006968. Full description at Econpapers || Download paper | |
2023 | Capital 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2022 | Public investment multipliers by functions of government: An empirical analysis for European countries. (2022). Signorelli, Marcello ; Saccone, Donatella ; Marelli, Enrico ; della Posta, Pompeo. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:60:y:2022:i:c:p:531-545. Full description at Econpapers || Download paper | |
2022 | A Unified Framework to Estimate Macroeconomic Stars. (2021). Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:93166. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Sparse Trend Estimation. (2023). Wieman, Hunter ; Gospodinov, Nikolay ; Crump, Richard K. In: Staff Reports. RePEc:fip:fednsr:95589. Full description at Econpapers || Download paper | |
2022 | An Investigation of the Beta Anomaly in Emerging Markets: A South African Case. (2022). Ndlovu, Godfrey ; Segojane, Mabekebeke. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:214-:d:810895. Full description at Econpapers || Download paper | |
2022 | Dynamics between Direct Industrial Real Estate and the Macroeconomy: An Empirical Study of Hong Kong. (2022). Lo, Daniel ; Yau, Yung ; Haran, Martin ; McCord, Michael. In: Land. RePEc:gam:jlands:v:11:y:2022:i:10:p:1675-:d:927733. Full description at Econpapers || Download paper | |
2022 | Gender Segregation at Work over Business Cycle—Evidence from Selected EU Countries. (2022). Witkowska, Dorota ; Piatowska, Mariola. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:10202-:d:890194. Full description at Econpapers || Download paper | |
2022 | Asymptotic properties of Bayesian inference in linear regression with a structural break. (2022). Shimizu, Kenichi. In: Working Papers. RePEc:gla:glaewp:2022_05. Full description at Econpapers || Download paper | |
2022 | Bank capital and economic activity. (2022). Turk-Ariss, Rima ; Klein, Paul-Olivier. In: Post-Print. RePEc:hal:journl:hal-03955630. Full description at Econpapers || Download paper | |
2022 | Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States. (2022). Wagner, Martin ; Reichold, Karsten ; Drenkovska, Marija ; Damjanovic, Milan. In: IHS Working Paper Series. RePEc:ihs:ihswps:40. Full description at Econpapers || Download paper | |
2022 | Finding a Role for Slack in Real-Time Inflation Forecasting. (2022). Koenig, Evan F ; Kishor, Kundan N. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:6. Full description at Econpapers || Download paper | |
2022 | Fiscal Multipliers During Pandemics. (2022). Chahande, Kaustubh ; Lengyel, Andras ; Kinda, Tidiane. In: IMF Working Papers. RePEc:imf:imfwpa:2022/149. Full description at Econpapers || Download paper | |
2022 | How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?. (2022). Wohar, Mark E ; Aygun, Gurcan ; Ozdemir, Huseyin ; Balcilar, Mehmet. In: IZA Discussion Papers. RePEc:iza:izadps:dp15296. Full description at Econpapers || Download paper | |
2023 | DSGE-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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2022 | Synchronization and cyclicality of social spending in economic crises. (2022). de Lucas-Santos, Sonia ; Ayala-Caon, Luis ; Delgado-Rodriguez, Maria Jesus. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:4:d:10.1007_s10663-022-09545-w. Full description at Econpapers || Download paper | |
2022 | The relation between earnings and price momentum: Does it vary across regimes?. (2022). Osmer, Eric ; Wei, Peihwang ; Zheng, Yao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01021-z. Full description at Econpapers || Download paper | |
2022 | Predictable asset price dynamics, risk-return tradeoff, and investor behavior. (2022). Kilic, Osman ; Marks, Joseph M ; Nam, Kiseok. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01057-9. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2022 | A Structural Measure of the Shadow Federal Funds Rate In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | A Structural Measure of the Shadow Federal Funds Rate.(2022) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | A Structural Measure of the Shadow Federal Funds Rate.(2021) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2023 | Dutch Disease, Unemployment and Structural Change In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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2003 | Shift Contagion in Asset Markets In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
2005 | The Structural Break in the Equity Premium In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 37 |
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2014 | Measuring economic slack in Asia and the Pacific In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2014 | Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter In: BIS Working Papers. [Full Text][Citation analysis] | paper | 70 |
2017 | Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter.(2017) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2017 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2017) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2016 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2017 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2018 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2018) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
2020 | Have the driving forces of inflation changed in advanced and emerging market economies? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | The Econometric Analysis of Recurrent Events in Macroeconomics and Finance In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
2020 | The Australian Real?Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
2020 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting In: The Economic Record. [Full Text][Citation analysis] | article | 4 |
2019 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2016 | MACRO-FINANCE LINKAGES In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 13 |
2009 | Changes in U.S. Inflation Persistence In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 43 |
2013 | Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
2012 | Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2015 | State-dependent effects of fiscal policy In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 117 |
2014 | State-Dependent Effects of Fiscal Policy..(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | paper | |
2018 | Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
2014 | Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2021 | When is discretionary fiscal policy effective? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
2011 | THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 16 |
2015 | INTRODUCTION TO “SPECIAL ISSUE ON THE EMPIRICAL ANALYSIS OF BUSINESS CYCLES, FINANCIAL MARKETS, AND INFLATION: ESSAYS IN HONOR OF CHARLES NELSON” In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
2015 | INFLATION IN THE G7: MIND THE GAP(S)? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 11 |
2011 | Inflation in the G7: mind the gap(s)?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2017 | TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
2020 | IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 10 |
2016 | Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2022 | Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2023 | Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic.(2023) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2000 | Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Structural evolution of the postwar U.S. economy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 10 |
2013 | Structural Evolution of the Postwar U.S. Economy.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2015 | What factors drive the price–rent ratio for the housing market? A modified present-value analysis In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 18 |
2002 | A state-space approach to calculating the Beveridge-Nelson decomposition In: Economics Letters. [Full Text][Citation analysis] | article | 69 |
2008 | Trend/cycle decomposition of regime-switching processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
2023 | Nowcasting the output gap In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
2020 | Nowcasting the output gap.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2001 | Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 14 |
2000 | Does 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1999 | Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2000 | Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1999 | Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2006 | Detecting shift-contagion in currency and bond markets In: Journal of International Economics. [Full Text][Citation analysis] | article | 74 |
2002 | Detecting shift-contagion in currency and bond markets.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2015 | Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 15 |
2013 | Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2007 | In search of the natural rate of unemployment In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 42 |
2005 | In search of the natural rate of unemployment.(2005) In: Supervisory Policy Analysis Working Papers. [Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2003 | In Search of the Natural Rate of Unemployment.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2017 | Estimating DSGE models with zero interest rate policy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 73 |
2016 | Estimating DSGE models with Zero Interest Rate Policy.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2017 | Estimating and accounting for the output gap with large Bayesian vector autoregressions In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 21 |
2019 | Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2020 | Estimating and accounting for the output gap with large Bayesian vector autoregressions.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2019 | Measuring the fiscal multiplier when plans take time to implement In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Measuring the fiscal multiplier when plans take time to implement.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | The Australian real-time fiscal database: A overview and an illustration of its use in analysing planned and realised fiscal policies In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Cyclical signals from the labor market In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | The decline in r* according to a robust multivariate trend-cycle decomposition In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?  In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Did Marginal Propensities to Consume Change with the Housing Boom and Bust? In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
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2005 | The importance of nonlinearity in reproducing business cycle features.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2003 | Nonlinearity and the permanent effects of recessions In: Working Papers. [Full Text][Citation analysis] | paper | 110 |
2005 | Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | article | |
2005 | Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | article | |
2005 | A steady-state approach to trend/cycle decomposition of regime-switching processes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | A Bayesian approach to counterfactual analysis of structural change In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | A Bayesian Approach to Counterfactual Analysis of Structural Change.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2000 | The Adjustment of Prices and the Adjustment of the Exchange Rate In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 59 |
2001 | The Adjustment of Prices and the Adjustment of the Exchange Rate.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2000 | The Adjustment of Prices and the Adjustment of the Exchange Rate.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2000 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 320 |
2003 | Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 320 | article | |
2000 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 320 | paper | |
2002 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 320 | paper | |
2003 | Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?.(2003) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 320 | paper | |
2000 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 57 |
2004 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2004) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 57 | article | |
2000 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2000 | Is There a Structural Break in the Equity Premium? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 1 |
2000 | Is There a Structural Break in the Equity Premium?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2014 | Estimating the expected duration of the zero lower bound in DSGE models with forward guidance.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Why has the U.S. economy stagnated since the Great Recession? In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 18 |
2019 | Why has the US economy stagnated since the Great Recession?.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2022 | Why Has the U.S. Economy Stagnated since the Great Recession?.(2022) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2008 | Bayesian counterfactual analysis of the sources of the great moderation In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
2007 | The Slow Adjustment of Aggregate Consumption to Permanent Income In: Journal of Money, Credit and Banking. [Citation analysis] | article | 48 |
2007 | The Slow Adjustment of Aggregate Consumption to Permanent Income.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
2011 | The Meta Taylor Rule In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 12 |
2011 | The Meta Taylor Rule.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2015 | The Meta Taylor Rule.(2015) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2009 | The Effects of Oil Price Shocks on Output In: Business Economics. [Full Text][Citation analysis] | article | 1 |
2008 | Likelihood-Based Confidence Sets for the Timing of Structural Breaks In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2013 | Likelihood-Based Confidence Sets for the Timing of Structural Breaks.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2014 | Discussion of Capital Flow Policies, Monetary Policy and Coordination In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
2018 | A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 1 |
2019 | Household Balance Sheets and Consumption Responses to Income Shocks In: 2019 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
2004 | A Steady State Approach to Trend / Cycle Decomposition In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
2005 | Testing for Stationarity and Cointegration in an Unobserved Components Framework In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
2018 | The changing transmission mechanism of US monetary policy In: Empirical Economics. [Full Text][Citation analysis] | article | 10 |
2015 | The Changing Transmission Mechanism of U.S. Monetary Policy.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2022 | Debt and financial market contagion In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
2015 | Debt and Financial Market Contagion.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | The business cycle: periodic pandemic or rollercoaster ride? In: International Journal of Economic Policy Studies. [Full Text][Citation analysis] | article | 3 |
2014 | Testing Stationarity for Unobserved Components Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Inventory Shocks and the Great Moderation. In: Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2016 | Inventory Shocks and the Great Moderation.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2014 | What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Estimating DSGE models with forward guidance In: Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Full Information Estimation of Household Income Risk and Consumption Insurance In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Estimating Household Consumption Insurance In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Estimating household consumption insurance.(2021) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2021 | Marginal propensities to consume before and after the Great Recession In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2012 | Inventory Mistakes and the Great Moderation In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2015 | Likelihood?ratio?based confidence sets for the timing of structural breaks.(2015) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2005 | A Kalman filter approach to characterizing the Canadian term structure of interest rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 14 |
2011 | Time variation of CAPM betas across market volatility regimes In: Applied Financial Economics. [Full Text][Citation analysis] | article | 15 |
2012 | The Asymmetric Business Cycle In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 136 |
2009 | Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? In: Wesleyan Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team