James Morley : Citation Profile

University of Sydney

20

H index

35

i10 index

1798

Citations

RESEARCH PRODUCTION:

52

Articles

100

Papers

5

Chapters

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 69
   Journals where James Morley has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 63 (3.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo629
   Updated: 2025-05-10    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Kulish, Mariano (12)

Wong, Benjamin (10)

Zanetti, Francesco (8)

Eo, Yunjong (4)

Singh, Aarti (4)

Jones, Callum (4)

Panovska, Irina (2)

Kamber, Gunes (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)

Panovska, Irina (32)

Wong, Benjamin (29)

Donayre, Luiggi (25)

Perron, Pierre (25)

Ferrara, Laurent (23)

Sinclair, Tara (21)

Klinger, Sabine (19)

Murasawa, Yasutomo (17)

Flavin, Thomas (17)

Cites to:

Nelson, Charles (95)

Kim, Chang-Jin (57)

Watson, Mark (39)

Perez Quiros, Gabriel (38)

Piger, Jeremy (38)

Perron, Pierre (32)

Campbell, John (32)

Stock, James (28)

Kaplan, Greg (27)

Reichlin, Lucrezia (26)

Startz, Richard (25)

Main data

Where James Morley has published?

Journals with more than one article published# docs
Macroeconomic Dynamics5
Studies in Nonlinear Dynamics & Econometrics5
The Economic Record4
The Review of Economics and Statistics4
Journal of Applied Econometrics4
Journal of Money, Credit and Banking3
Journal of Economic Dynamics and Control3
Journal of Applied Econometrics2
Economics Letters2
Journal of Money, Credit and Banking2
Applied Financial Economics2
Empirical Economics2
Journal of Monetary Economics2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Discussion Papers / School of Economics, The University of New South Wales26
Working Papers / University of Sydney, School of Economics11
Working Papers / University of Washington, Department of Economics8
Working Papers / Federal Reserve Bank of St. Louis5
Working Papers / Red Nacional de Investigadores en Economa (RedNIE)3
BIS Working Papers / Bank for International Settlements3

Recent works citing James Morley (2025 and 2024)

YearTitle of citing document
2024The Fiscal Arithmetic of a Slowdown in Trend Growth. (2024). Kulish, Mariano ; Yamout, Nadine. In: Working Papers. RePEc:aoz:wpaper:308.

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2024Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2025Endogenous Persistence at the Effective Lower Bound. (2025). Zhongxi, Zheng ; Roulleau-Pasdeloup, Jordan ; Chunbing, Cai. In: Papers. RePEc:arx:papers:2501.06473.

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2024Exploring the Dynamics of Okun€™s Law: Youth Unemployment and Economic Growth in ASEAN-5 Economies. (2024). Salehhin, Muhamad Amirul ; Othman, Kamarudin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:450-464.

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2025Uncovering the inventory-business cycle nexus. (2025). Rossi, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1478_25.

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2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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2024Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43.

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2024Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations. (2024). Jacobs, Jan ; Osborn, Denise R ; Tian, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1260-1289.

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2024Hidden Threshold Models with applications to asymmetric cycles. (2024). Harvey, Andrew ; Simons, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2448.

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2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

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2024Climate Growth at Risk in the Global South. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021166.

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2024A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:149438.

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2024Smooth Diagnostic Expectations. (2024). Saijo, Hikaru ; Bianchi, Francesco ; Ilut, Cosmin. In: ISER Discussion Paper. RePEc:dpr:wpaper:1249.

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2024The effect of new housing supply in structural models: a forecasting performance evaluation. (2024). Girstmair, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20242895.

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2024Estimation of DSGE models with the effective lower bound. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001902.

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2024A contagion test with unspecified heteroscedastic errors. (2024). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105.

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2024Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Muoz, Ivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629.

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2024Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.

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2024The empirical performance of the financial accelerator since 2008. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001192.

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2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

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2024Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2024The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024A behavioral hybrid New Keynesian model: Quantifying the importance of belief formation frictions. (2024). Silgado-Gómez, Edgar ; Jaimes, Richard ; Gallegos, José-Elías ; Silgado-Gomez, Edgar ; Afsar, Atahan. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004388.

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2024Characterizing the schooling cycle. (2024). Sadaba, Barbara ; MAIER, SOFIA ; Vuji, Sunica. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000051.

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2024Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2024Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871.

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2024Nowcasting the output gap with shadow rates. (2024). Kempa, Bernd ; Dubbert, Tore. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000661.

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2024A robust Beveridge–Nelson decomposition using a score-driven approach with an application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, P ; Blasques, F. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000715.

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2024Time-varying multivariate causal processes. (2024). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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2024Supply or demand? Policy makers’ confusion in the presence of hysteresis. (2024). Singh, Sanjay ; Fatas, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002453.

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2024The fiscal arithmetic of a slowdown in trend growth. (2024). Kulish, Mariano ; Yamout, Nadine. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001351.

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2024Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318.

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2024A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954.

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2024US trade policy and the US dollar. (2024). Strobel, Felix ; Khalil, Makram. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000977.

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2024A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Effect of conventional and unconventional monetary policy shocks on housing prices in Canada. (2024). Nsafoah, Dennis ; Dery, Cosmas. In: Journal of Housing Economics. RePEc:eee:jhouse:v:64:y:2024:i:c:s1051137724000123.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2024Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events. (2024). Chiu, Yi-Bin ; Hsiao, Cody Yu-Ling. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000688.

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2024Inspecting cross-border macro-financial mechanisms. (2024). Rubio, Margarita ; Leiva-Leon, Danilo ; Gerba, Eddie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000810.

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2024Adjusting toward long-run purchasing power parity. (2024). Ong, Kian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001918.

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2024Government spending multipliers: Is there a difference between government consumption and investment purchases?. (2024). Sznajderska, Anna ; Haug, Alfred. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000848.

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2024Jobless recoveries and time variation in labor markets. (2024). Panovska, Irina ; Zhang, Licheng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000387.

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2024How do adaptive learning expectations rationalize stronger monetary policy response in Brazil?. (2024). Wang, Hou ; Dizioli, Allan. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143824000012.

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2024Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017.

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2024Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Çevik, Emrah ; Kilic, Yunus ; Dibooglu, Sel ; Bugan, Mehmet Fatih ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758.

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2025Endogenous Labor Supply in an Estimated New-Keynesian Model: Nominal versus Real Rigidities. (2025). Pfajfar, Damjan ; Morales-Jimenez, Camilo ; Fuentes-Albero, Cristina ; Ferrante, Francesco ; Chung, Hess ; Cairo, Isabel. In: Working Papers. RePEc:fip:fedcwq:99658.

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2024Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components. (2024). Jahan-Parvar, Mohammad ; Szerszen, Pawel J ; Knipp, Charles. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-100.

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2024Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Barigozzi, Matteo ; Lissona, Claudio. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99.

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2024Do Consumption-Based Asset Pricing Models Explain the Dynamics of Stock Market Returns?. (2024). LINTON, OLIVER ; Ashby, Michael William. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:71-:d:1337388.

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2025Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Gogas, Periklis ; Papadimitriou, Theophilos ; Alexakis, Christos ; Sofianos, Emmanouil. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09849-w.

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2024Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x.

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2024Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR. (2024). Sun, Xiaojin ; Forster, Robert. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09902-3.

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2024Measuring the macroeconomic responses to public investment in innovation: evidence from OECD countries. (2024). Deleidi, Matteo ; Mazzucato, Mariana ; Ciaffi, Giovanna. In: Industrial and Corporate Change. RePEc:oup:indcch:v:33:y:2024:i:2:p:363-382..

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2024Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2024). Jorda, Oscar ; Schularick, Moritz ; Taylor, Alan M. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00221-y.

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2024Optimal Macroeconomic Policies in a Heterogeneous World. (2024). Bullard, James ; Suda, Jacek ; Singh, Aarti. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:3:d:10.1057_s41308-024-00261-y.

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2024Risk management disclosures and banks financial performance: evidence from emerging markets. (2024). Khan, Rao Aamir ; Sohail, Muhammad Khalid ; Iqbal, Javid ; Irshad, Aymen. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:1:d:10.1057_s41283-023-00136-y.

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2024Neoclassical Growth Transition Dynamics with One-Sided Commitment. (2024). Uhlig, Harald ; Krueger, Dirk. In: PIER Working Paper Archive. RePEc:pen:papers:24-020.

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2024Why Global and Local Solutions of Open-Economy Models with Incomplete Markets Differ and Why it Matters. (2024). Mendoza, Enrique G ; Durdu, Bora C ; de Groot, Oliver. In: PIER Working Paper Archive. RePEc:pen:papers:24-037.

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2024The economic impact of arms spending in Germany, Italy, and Spain. (2024). Pianta, Mario ; Maranzano, Paolo ; Stamegna, Marco ; Bonaiuti, Chiara. In: MPRA Paper. RePEc:pra:mprapa:120608.

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2024Fiscal policy and the business cycle: An argument for non-linear policy rules. (2024). Fleischhacker, Jan. In: MPRA Paper. RePEc:pra:mprapa:122497.

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2024Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04.

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2024Filtering economic time series: On the cyclical properties of Hamilton€™s regression filter and the Hodrick-Prescott filter. (2024). Schüler, Yves. In: Review of Economic Dynamics. RePEc:red:issued:23-94.

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2024Time series forecasting under structural breaks. (2024). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0512.

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2024The Time-Varying Multivariate Autoregressive Index Model. (2024). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano. In: CEIS Research Paper. RePEc:rtv:ceisrp:571.

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2024Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. (2024). Loccisano, Debora ; Leccadito, Arturo ; de Giovanni, Domenico. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05059-7.

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2024Oil price shocks and macroeconomic dynamics: How important is the role of nonlinearity?. (2024). Kim, Jaebeom ; Hwang, Inwook. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02484-w.

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2024What factors drive house prices in the USA? Sign restricted VAR approach. (2024). Lee, Jinwoong. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02533-4.

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2024The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x.

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2025House prices and ultra-low interest rates: exploring the nonlinear nexus. (2025). Rusnák, Marek ; Rusnk, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02662-4.

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2024Measuring Business Cycle Stylized Facts in Selected Oil-Producing Economies: A Comparative Study. (2024). Vasilev, Aleksandar ; Saha, Shrabani ; Chukwu, Chigozie. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:1:d:10.1007_s41549-024-00099-3.

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2024Why and when to launch new products during a recession: An empirical investigation of the U.K. FMCG industry and the U.S. automobile industry. (2024). Seggie, Steven H ; Pauwels, Koen ; Talay, Berk M. In: Journal of the Academy of Marketing Science. RePEc:spr:joamsc:v:52:y:2024:i:2:d:10.1007_s11747-023-00936-4.

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2024Monetary Policy and the Homeownership Rate. (2024). Graham, James ; Sharma, Avish. In: Working Papers. RePEc:syd:wpaper:2024-11.

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2024A robust Beveridge-Nelson decomposition using a score-driven approach with an application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240003.

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2024An Aggregation-Consistent Implementation of the Hamilton Filter. (2024). Cozzi, Marco. In: Department Discussion Papers. RePEc:vic:vicddp:2401.

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2024Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets. (2024). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1581-1608.

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2024The stability and economic relevance of output gap estimates. (2024). Stella, Andrea ; Berge, Travis J ; Barbarino, Alessandro. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:6:p:1065-1081.

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2025Identifying the Sources of the Slowdown in Growth: Demand Versus Supply. (2025). Maffeifaccioli, Nicol. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:181-194.

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2024Forecasting GDP growth: The economic impact of COVID‐19 pandemic. (2024). Vrontos, Spyridon D ; Galakis, John ; Panopoulou, Ekaterini. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1042-1086.

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2024Post‐COVID inflation dynamics: Higher for longer. (2024). Verbrugge, Randal ; Zaman, Saeed. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:871-893.

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2025Which Way Does the Wind Blow Between SPX Futures and VIX Futures?. (2025). Kurov, Alexander ; Aikins, Ekow A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:2:p:79-90.

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2024International Housing Markets and the U.S. Subprime Crisis. (2024). Luo, Shikong ; Ma, Jun. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:647-669.

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2024Why Old-Age Poverty Matters: Evidence from Consumption Responses to Income Shocks. (2024). Kim, Jiseob ; Cho, Yunho. In: Working papers. RePEc:yon:wpaper:2024rwp-234.

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2024Chinas footprint in global financial markets. (2024). Manu, Ana-Simona ; van Robays, Ine ; Lodge, David. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:283609.

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2025Modeling inflation expectations in forward-looking interest rate and money growth rules. (2025). chen, zhengyang ; Valcarcel, Victor J. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:308694.

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2024Demographic aging and long-run economic growth in Germany. (2024). Ochsner, Christian ; Zuber, Christopher ; Other, Lars ; Thiel, Esther. In: Working Papers. RePEc:zbw:svrwwp:284412.

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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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2022A Structural Measure of the Shadow Federal Funds Rate.(2022) In: CAMA Working Papers.
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2021A Structural Measure of the Shadow Federal Funds Rate.(2021) In: Finance and Economics Discussion Series.
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2024A Structural Measure of the Shadow Federal Funds Rate.(2024) In: Working Papers.
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2023Dutch Disease, Unemployment and Structural Change In: Working Papers.
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2023Dutch Disease, Unemployment and Structural Change.(2023) In: CAMA Working Papers.
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2024Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? In: Working Papers.
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2024Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?.(2024) In: CESifo Working Paper Series.
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2024Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?.(2024) In: Discussion Papers.
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2024Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease?.(2024) In: CIGS Working Paper Series.
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2024Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease.(2024) In: Economics Series Working Papers.
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2024Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?.(2024) In: Working Papers.
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2003Shift Contagion in Asset Markets In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
2005The Structural Break in the Equity Premium In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article38
2020What drives inflation in advanced and emerging market economies? In: BIS Papers chapters.
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2014Measuring economic slack in Asia and the Pacific In: BIS Papers chapters.
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2014Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific In: BIS Working Papers.
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2016Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter In: BIS Working Papers.
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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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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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2020Have the driving forces of inflation changed in advanced and emerging market economies? In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2024Zero Interest Policy & the New Abnormal: A Critique In: The Economic Record.
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2018The Econometric Analysis of Recurrent Events in Macroeconomics and Finance In: The Economic Record.
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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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2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting In: The Economic Record.
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2019A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting.(2019) In: Working Papers.
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2016MACRO-FINANCE LINKAGES In: Journal of Economic Surveys.
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2009Changes in U.S. Inflation Persistence In: Studies in Nonlinear Dynamics & Econometrics.
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2013Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? In: Studies in Nonlinear Dynamics & Econometrics.
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2012Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?.(2012) In: Discussion Papers.
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2015State-dependent effects of fiscal policy In: Studies in Nonlinear Dynamics & Econometrics.
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2014State-Dependent Effects of Fiscal Policy..(2014) In: Discussion Papers.
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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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2014Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples.(2014) In: Working Papers.
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2021When is discretionary fiscal policy effective? In: Studies in Nonlinear Dynamics & Econometrics.
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2011THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION In: Macroeconomic Dynamics.
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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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2015INFLATION IN THE G7: MIND THE GAP(S)? In: Macroeconomic Dynamics.
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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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2020IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? In: Macroeconomic Dynamics.
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2016Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?.(2016) In: Discussion Papers.
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2017Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?.(2017) In: Discussion Papers.
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2022Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic In: Working Paper Series.
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2023Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic.(2023) In: European Economic Review.
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2000Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? In: Econometric Society World Congress 2000 Contributed Papers.
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2025Trend-cycle decomposition in the presence of large shocks In: Journal of Economic Dynamics and Control.
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2024Trend-Cycle Decomposition in the Presence of Large Shocks.(2024) In: CAMA Working Papers.
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2014Structural evolution of the postwar U.S. economy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
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.
[Full Text][Citation analysis]		article24
2023Does the Survey of Professional Forecasters help predict the shape of recessions in real time? In: Economics Letters.
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2002A state-space approach to calculating the Beveridge-Nelson decomposition In: Economics Letters.
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2008Trend/cycle decomposition of regime-switching processes In: Journal of Econometrics.
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2023Nowcasting the output gap In: Journal of Econometrics.
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2020Nowcasting the output gap.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 25		paper
2001Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article15
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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This paper has nother version. Agregated cites: 15		paper
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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This paper has nother version. Agregated cites: 15		paper
2000Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Working Papers.
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This paper has nother version. Agregated cites: 15		paper
1999Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Working Papers.
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This paper has nother version. Agregated cites: 15		paper
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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This paper has nother version. Agregated cites: 81		paper
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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2013Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle.(2013) In: Discussion Papers.
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This paper has nother version. Agregated cites: 13		paper
2007In search of the natural rate of unemployment In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article43
2005In search of the natural rate of unemployment.(2005) In: Supervisory Policy Analysis Working Papers.
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This paper has nother version. Agregated cites: 43		paper
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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2016Estimating DSGE models with Zero Interest Rate Policy.(2016) In: Discussion Papers.
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This paper has nother version. Agregated cites: 85		paper
2017Estimating and accounting for the output gap with large Bayesian vector autoregressions In: CAMA Working Papers.
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2019Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions.(2019) In: Working Papers.
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2020Estimating and accounting for the output gap with large Bayesian vector autoregressions.(2020) In: Journal of Applied Econometrics.
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2019Measuring the fiscal multiplier when plans take time to implement In: CAMA Working Papers.
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2018Measuring the fiscal multiplier when plans take time to implement.(2018) In: Discussion Papers.
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2019The Australian real-time fiscal database: A overview and an illustration of its use in analysing planned and realised fiscal policies In: CAMA Working Papers.
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2018The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies.(2018) In: Discussion Papers.
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2021Cyclical signals from the labor market In: CAMA Working Papers.
[Full Text][Citation analysis]		paper3
2023A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* In: CAMA Working Papers.
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2024A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*.(2024) In: Journal of Business & Economic Statistics.
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2023Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?€€ In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2023Did Marginal Propensities to Consume Change with the Housing Boom and Bust? In: CAMA Working Papers.
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2024Did marginal propensities to consume change with the housing boom and bust?.(2024) In: Journal of Applied Econometrics.
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2024How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? In: CAMA Working Papers.
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2024How Does Tax and Transfer Progressivity Affect Household Consumption Insurance?.(2024) In: Working Papers.
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2006The Importance of Nonlinearity in Reproducing Business Cycle Features In: Contributions to Economic Analysis.
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2005The importance of nonlinearity in reproducing business cycle features.(2005) In: Working Papers.
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2003Nonlinearity and the permanent effects of recessions In: Working Papers.
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2005Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics.
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2005Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics.
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2005A steady-state approach to trend/cycle decomposition of regime-switching processes In: Working Papers.
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2006A Bayesian approach to counterfactual analysis of structural change In: Working Papers.
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2006A Bayesian Approach to Counterfactual Analysis of Structural Change.(2006) In: Computing in Economics and Finance 2006.
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2000The Adjustment of Prices and the Adjustment of the Exchange Rate In: Discussion Papers in Economics at the University of Washington.
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2001The Adjustment of Prices and the Adjustment of the Exchange Rate.(2001) In: NBER Working Papers.
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2000The Adjustment of Prices and the Adjustment of the Exchange Rate.(2000) In: Working Papers.
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2000Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? In: Discussion Papers in Economics at the University of Washington.
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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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2000Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? In: Discussion Papers in Economics at the University of Washington.
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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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2014Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance In: Melbourne Institute Working Paper Series.
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2014Estimating the expected duration of the zero lower bound in DSGE models with forward guidance.(2014) In: Discussion Papers.
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2020Why has the U.S. economy stagnated since the Great Recession? In: Discussion Paper Series.
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2019Why has the US economy stagnated since the Great Recession?.(2019) In: Working Papers.
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2022Why Has the U.S. Economy Stagnated since the Great Recession?.(2022) In: The Review of Economics and Statistics.
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2008Bayesian counterfactual analysis of the sources of the great moderation In: Journal of Applied Econometrics.
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2007The Slow Adjustment of Aggregate Consumption to Permanent Income In: Journal of Money, Credit and Banking.
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2007The Slow Adjustment of Aggregate Consumption to Permanent Income.(2007) In: Journal of Money, Credit and Banking.
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2011The Meta Taylor Rule In: Department of Economics - Working Papers Series.
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2011The Meta Taylor Rule.(2011) In: Discussion Papers.
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2015The Meta Taylor Rule.(2015) In: Journal of Money, Credit and Banking.
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2009The Effects of Oil Price Shocks on Output In: Business Economics.
[Full Text][Citation analysis]		article1
2008Likelihood-Based Confidence Sets for the Timing of Structural Breaks In: MPRA Paper.
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2013Likelihood-Based Confidence Sets for the Timing of Structural Breaks.(2013) In: Discussion Papers.
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2014Discussion of Capital Flow Policies, Monetary Policy and Coordination In: RBA Annual Conference Volume (Discontinued).
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2018A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy In: RBA Annual Conference Volume (Discontinued).
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2019Household Balance Sheets and Consumption Responses to Income Shocks In: 2019 Meeting Papers.
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2004A Steady State Approach to Trend / Cycle Decomposition In: Computing in Economics and Finance 2004.
[Citation analysis]		paper0
2005Testing for Stationarity and Cointegration in an Unobserved Components Framework In: Computing in Economics and Finance 2005.
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2018The changing transmission mechanism of US monetary policy In: Empirical Economics.
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2015The Changing Transmission Mechanism of U.S. Monetary Policy.(2015) In: Discussion Papers.
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2022Debt and financial market contagion In: Empirical Economics.
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2015Debt and Financial Market Contagion.(2015) In: Discussion Papers.
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2019The business cycle: periodic pandemic or rollercoaster ride? In: International Journal of Economic Policy Studies.
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2013State-Dependent Effects of Fiscal Policy. In: Discussion Papers.
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2013State-Dependent Effects of Fiscal Policy. In: Discussion Papers.
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2013Testing Stationarity for Unobserved Components Models In: Discussion Papers.
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2014Testing Stationarity for Unobserved Components Models In: Discussion Papers.
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2012Inventory Mistakes and the Great Moderation. In: Discussion Papers.
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2015Inventory Shocks and the Great Moderation. In: Discussion Papers.
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2015Inventory Shocks and the Great Moderation. In: Discussion Papers.
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2016Inventory Shocks and the Great Moderation.(2016) In: Journal of Money, Credit and Banking.
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2013Structural Evolution of the Postwar U.S. Economy In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2014What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach In: Discussion Papers.
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2014Estimating DSGE models with forward guidance In: Discussion Papers.
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2017When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? In: Discussion Papers.
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2017Full Information Estimation of Household Income Risk and Consumption Insurance In: Discussion Papers.
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2019Full Information Estimation of Household Income Risk and Consumption Insurance In: Discussion Papers.
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2019Estimating Household Consumption Insurance In: Working Papers.
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2021Estimating household consumption insurance.(2021) In: Journal of Applied Econometrics.
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2021Marginal propensities to consume before and after the Great Recession In: Working Papers.
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2012Inventory Mistakes and the Great Moderation In: Working Papers.
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2014Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks In: Working Papers.
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2015Likelihood‐ratio‐based confidence sets for the timing of structural breaks.(2015) In: Quantitative Economics.
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2005A Kalman filter approach to characterizing the Canadian term structure of interest rates In: Applied Financial Economics.
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2011Time variation of CAPM betas across market volatility regimes In: Applied Financial Economics.
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2012The Asymmetric Business Cycle In: The Review of Economics and Statistics.
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2009Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? In: Wesleyan Economics Working Papers.
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