James Morley : Citation Profile

Are you James Morley?

University of Sydney

19

H index

33

i10 index

1712

Citations

RESEARCH PRODUCTION:

49

Articles

98

Papers

5

Chapters

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 68
   Journals where James Morley has often published
   Relations with other researchers
   Recent citing documents: 121.    Total self citations: 63 (3.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo629
   Updated: 2024-11-04    RAS profile: 2024-09-10    
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Relations with other researchers

Works with:

Wong, Benjamin (10)

Zanetti, Francesco (7)

Singh, Aarti (6)

Eo, Yunjong (5)

Jones, Callum (4)

Kulish, Mariano (3)

Kamber, Gunes (2)

Lee, Kevin (2)

Shields, Kalvinder (2)

Hartigan, Luke (2)

Panovska, Irina (2)

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

Is cited by:

Weber, Enzo (44)

Bec, Frédérique (38)

Wong, Benjamin (28)

Donayre, Luiggi (25)

Ferrara, Laurent (23)

Panovska, Irina (21)

Sinclair, Tara (21)

Klinger, Sabine (19)

Perron, Pierre (19)

Flavin, Thomas (17)

Murasawa, Yasutomo (17)

Cites to:

Nelson, Charles (95)

Kim, Chang-Jin (57)

Watson, Mark (39)

Piger, Jeremy (38)

Perez Quiros, Gabriel (36)

Perron, Pierre (32)

Campbell, John (32)

Stock, James (28)

Reichlin, Lucrezia (26)

Kaplan, Greg (26)

Startz, Richard (25)

Main data

Where James Morley has published?

Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics5
Macroeconomic Dynamics5
Journal of Applied Econometrics4
The Review of Economics and Statistics4
Journal of Money, Credit and Banking3
The Economic Record3
Applied Financial Economics2
Journal of Econometrics2
Economics Letters2
Journal of Applied Econometrics2
Empirical Economics2
Journal of Monetary Economics2
Journal of Money, Credit and Banking2
Journal of Economic Dynamics and Control2

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 Economics10
Working Papers / University of Washington, Department of Economics8
Working Papers / Federal Reserve Bank of St. Louis5
BIS Working Papers / Bank for International Settlements3
Working Papers / Red Nacional de Investigadores en Economa (RedNIE)2

Recent works citing James Morley (2024 and 2023)

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

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2023The synchronization between Koreas and Japans business cycles. (2023). Lee, Keun Yeong. In: Asian Economic Journal. RePEc:bla:asiaec:v:37:y:2023:i:4:p:435-465.

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2024Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic. (2020). Wong, Benjamin ; Caggiano, Giovanni ; Anderson, Heather ; Vahid, Farshid. In: Australian Economic Review. RePEc:bla:ausecr:v:53:y:2020:i:3:p:402-414.

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

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

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

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

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

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

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

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2023.

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

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

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

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

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

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

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2023Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x.

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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). Peng, Liang ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun ; Ko, Stanley Iat-Meng ; Aboagye, Ernest. 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 ; Mendieta-Muoz, Ivan ; Li, Mengheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629.

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

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

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

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2023Systematic monetary policy in a SVAR for Australia. (2023). Huh, Hyeon-Seung ; Fisher, Lance A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003310.

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

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

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2023Do defense news crowd out private investment?. (2023). Karaki, Mohamad ; Safieddine, Hadi. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004470.

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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). Koopman, S J ; Gorgi, P ; van Brummelen, J ; 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). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. 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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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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

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

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

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

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2023A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets. (2023). Lu, Xin ; Luan, Xin ; Zheng, Yanting ; Liu, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004362.

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

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

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

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

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

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

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

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

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

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

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

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

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

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2024Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Dibooglu, Sel ; Bugan, Mehmet Fatih ; Kilic, Yunus ; 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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2023The Productivity Slowdown in Advanced Economies: Common Shocks or Common Trends?. (2023). Inklaar, Robert ; Ruzic, Dimitrije ; Fernald, John G. In: Working Paper Series. RePEc:fip:fedfwp:95734.

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

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

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2023High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction?. (2020). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Working Papers. RePEc:fip:fedpwp:88714.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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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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2003Shift Contagion in Asset Markets In: Staff Working Papers.
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2005The Structural Break in the Equity Premium In: Journal of Business & Economic Statistics.
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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.
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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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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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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: Working Papers.
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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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2014Structural evolution of the postwar U.S. economy In: Journal of Economic Dynamics and Control.
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2013Structural Evolution of the Postwar U.S. Economy.(2013) In: Discussion Papers.
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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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2001Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? In: Journal of Empirical Finance.
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2000Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Discussion Papers in Economics at the University of Washington.
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1999Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Discussion Papers in Economics at the University of Washington.
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2000Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Working Papers.
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1999Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Working Papers.
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2006Detecting shift-contagion in currency and bond markets In: Journal of International Economics.
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2002Detecting shift-contagion in currency and bond markets.(2002) In: Computing in Economics and Finance 2002.
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2015Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle In: Journal of International Money and Finance.
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2013Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle.(2013) In: Discussion Papers.
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2007In search of the natural rate of unemployment In: Journal of Monetary Economics.
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2005In search of the natural rate of unemployment.(2005) In: Supervisory Policy Analysis Working Papers.
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2003In Search of the Natural Rate of Unemployment.(2003) In: Computing in Economics and Finance 2003.
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2017Estimating DSGE models with zero interest rate policy In: Journal of Monetary Economics.
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2016Estimating DSGE models with Zero Interest Rate Policy.(2016) In: Discussion Papers.
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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.
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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.
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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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2024Trend-Cycle Decomposition in the Presence of Large Shocks In: CAMA Working Papers.
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2024How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? In: CAMA Working Papers.
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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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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.
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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.
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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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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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2014What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach In: Discussion Papers.
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2011Time variation of CAPM betas across market volatility regimes In: Applied Financial Economics.
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