James Morley : Citation Profile

Are you James Morley?

University of Sydney

18

H index

32

i10 index

1613

Citations

RESEARCH PRODUCTION:

47

Articles

83

Papers

5

Chapters

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 67
   Journals where James Morley has often published
   Relations with other researchers
   Recent citing documents: 151.    Total self citations: 53 (3.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo629
   Updated: 2023-11-04    RAS profile: 2023-06-07    
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Relations with other researchers

Works with:

Wong, Benjamin (9)

Eo, Yunjong (5)

Shields, Kalvinder (5)

Lee, Kevin (5)

Singh, Aarti (4)

Kamber, Gunes (2)

Kulish, Mariano (2)

Panovska, Irina (2)

Ong, Kian (2)

Hartigan, Luke (2)

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

Is cited by:

Weber, Enzo (44)

Bec, Frédérique (38)

Wong, Benjamin (29)

Perron, Pierre (25)

Donayre, Luiggi (25)

Ferrara, Laurent (21)

Panovska, Irina (21)

Klinger, Sabine (19)

Sinclair, Tara (19)

Flavin, Thomas (17)

Murasawa, Yasutomo (17)

Cites to:

Nelson, Charles (83)

Kim, Chang-Jin (49)

Watson, Mark (37)

Campbell, John (32)

Perron, Pierre (30)

Piger, Jeremy (29)

Reichlin, Lucrezia (26)

Stock, James (26)

Startz, Richard (23)

Perez Quiros, Gabriel (22)

Kaplan, Greg (21)

Main data

Where James Morley has published?

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

Working Papers Series with more than one paper published# docs
Discussion Papers / School of Economics, The University of New South Wales19
Working Papers / University of Washington, Department of Economics8
Working Papers / University of Sydney, School 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 (2023 and 2022)

YearTitle of citing document
2022Fiscal Policy and the Slowdown in Trend Growth in an Open Economy. (2022). Yamout, Nadine ; Kulish, Mariano ; Beames, Alexander . In: Working Papers. RePEc:aoz:wpaper:143.

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2022Is There a Stable Relationship between Unemployment and Future Inflation?. (2022). Kulish, Mariano ; Jones, Callum ; Nicolini, Juan Pablo ; Fitzgerald, Terry. In: Working Papers. RePEc:aoz:wpaper:159.

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

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2022Asymptotic properties of Bayesian inference in linear regression with a structural break. (2022). Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2201.07319.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910.

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2022Revealing Unobservables by Deep Learning: Generative Element Extraction Networks (GEEN). (2022). Yao, Jiaxiong ; Liu, Yang ; Hu, Yingyao. In: Papers. RePEc:arx:papers:2210.01300.

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2022.

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

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2022Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation. (2022). Kamaiah, Bandi ; Bhandari, Avishek ; Paramanik, Rajendra N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:825-837.

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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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2022Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand. (2022). Power, India ; Haug, Alfred A. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:249-270.

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

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

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2023.

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

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2022Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379.

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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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2022Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4.

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2022Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259.

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2022.

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2022Estimating the Trend of the House Price to Income Ratio in Ireland. (2022). Yao, Fang. In: Research Technical Papers. RePEc:cbi:wpaper:8/rt/22.

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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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2022State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters. (2022). Zanetti, Francesco ; Ghassibe, Mishel. In: Discussion Papers. RePEc:cfm:wpaper:2208.

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2022Government spending effects on the business cycle in times of crisis. (2022). Dubbert, Tore ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:10022.

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2022Boosting carry with equilibrium exchange rate estimates. (2022). Kwas, Marek ; Ca, Michele ; Michele Ca, ; Beckmann, Joscha ; Rubaszek, Micha. In: Working Paper Series. RePEc:ecb:ecbwps:20222731.

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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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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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2022Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application. (2022). Takacs, Tibor ; Gyurkovics, Eva. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:420:y:2022:i:c:s0096300321008110.

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2022A two-stroke growth cycle model for a small open economy. (2022). Davila-Fernandez, Marwil J ; Sordi, Serena. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:163:y:2022:i:c:s0960077922007603.

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2022A reconsideration of money growth rules. (2022). Ireland, Peter ; Belongia, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000173.

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2022A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

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2022Decomposing the output gap with inflation learning. (2022). Ramamurthy, Srikanth ; Panovska, Irina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s016518892200032x.

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2022Disciplining expectations and the forward guidance puzzle. (2022). Montes-Galdon, Carlos ; Mazelis, Falk ; Christoffel, Kai ; Muller, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000410.

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2022Solving linear rational expectations models in the presence of structural change: Some extensions. (2022). Hatcher, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s0165188922000641.

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2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002093.

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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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2022Credit spread and the transmission of government purchases shocks. (2022). Hristov, Atanas. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003217.

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2022Taming the housing crisis: An LTV macroprudential policy. (2022). Sun, Xiaojin ; FORSTER, ROBERT . In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000074.

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2022On the behavior of Okuns law across business cycles. (2022). Donayre, Luiggi. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001043.

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2022Assessing uncertainty of output gap estimates: Evidence from Visegrad countries. (2022). Nmec, Daniel ; Chalmoviansk, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200236x.

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2022Output determination and autonomous demand multipliers: An empirical investigation for the US economy. (2022). Deleidi, Matteo ; Barbieri, Maria Cristina. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002449.

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2022Monetary policy dysregulation with data distortion. (2022). Chen, Zhongfei ; Liu, Ying ; Wang, XI. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002516.

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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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2022Further evidence on financial information and economic activity forecasts in the United States. (2022). Li, Bin ; Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000079.

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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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2022Residual-augmented IVX predictive regression. (2022). Rodrigues, Paulo ; Demetrescu, Matei. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:429-460.

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

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2022Excess shocks can limit the economic interpretation. (2022). Robinson, Tim ; pagan, adrian. In: European Economic Review. RePEc:eee:eecrev:v:145:y:2022:i:c:s0014292122000599.

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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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2022Price discovery under model uncertainty. (2022). Linn, Scott ; Kim, Jaeho. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000202.

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2022Oil shocks and global economy. (2022). Jimenez-Rodriguez, Rebeca. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005023.

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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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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Financial contagion intensity during the COVID-19 outbreak: A copula approach. (2022). Zorgati, Imen ; Lakhal, Faten ; Garfatta, Riadh ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s105752192200103x.

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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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2022Bank capital and economic activity. (2022). Turk-Ariss, Rima ; Klein, Paul-Olivier. In: Journal of Financial Stability. RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000894.

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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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2022Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction. (2022). Choi, Jae Hoon ; Song, Seongho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000300.

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2022Systemic risk and severe economic downturns: A targeted and sparse analysis. (2022). Caporin, Massimiliano ; Garibal, Jean-Charles ; Costola, Michele ; Maillet, Bertrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002909.

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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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2022Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. (2022). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043.

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2022Dynamic asset allocation strategy using a state-dependent Markov model: Applications to international equity markets. (2022). Hallahan, Terrence ; Tajaddini, Reza ; Hematizadeh, Roksana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001085.

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2022Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO. (2022). Wada, Tatsuma. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s026156062200122x.

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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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2022From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas. (2022). Xu, Yuhang ; Qiu, Yumou ; Li, Yehua. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21000841.

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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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2022Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era. (2022). Singh, Vipul Kumar ; Kumar, Pawan. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002215.

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2022Multipliers of taxes and public spending in Colombia: SVAR and local projections approaches. (2022). Restrepo-Angel, Sergio ; Rincon-Castro, Hernan ; Ospina-Tejeiro, Juan J. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000242.

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2022The unbearable lightness of equilibria in a low interest rate environment. (2022). Mavroeidis, Sophocles ; Ascari, Guido. In: Journal of Monetary Economics. RePEc:eee:moneco:v:127:y:2022:i:c:p:1-17.

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2022State dependence of fiscal multipliers: the source of fluctuations matters. (2022). Zanetti, Francesco ; Ghassibe, Mishel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:132:y:2022:i:c:p:1-23.

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2022Impacts of COVID-19 local spread and Google search trend on the US stock market. (2022). Panovska, Irina ; Das, Kumer P ; Toufiqul, G M ; Dey, Asim K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121006968.

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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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2022Public investment multipliers by functions of government: An empirical analysis for European countries. (2022). Signorelli, Marcello ; Saccone, Donatella ; Marelli, Enrico ; della Posta, Pompeo. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:60:y:2022:i:c:p:531-545.

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2022A Unified Framework to Estimate Macroeconomic Stars. (2021). Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:93166.

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

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2022An Investigation of the Beta Anomaly in Emerging Markets: A South African Case. (2022). Ndlovu, Godfrey ; Segojane, Mabekebeke. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:214-:d:810895.

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2022Dynamics between Direct Industrial Real Estate and the Macroeconomy: An Empirical Study of Hong Kong. (2022). Lo, Daniel ; Yau, Yung ; Haran, Martin ; McCord, Michael. In: Land. RePEc:gam:jlands:v:11:y:2022:i:10:p:1675-:d:927733.

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2022Gender Segregation at Work over Business Cycle—Evidence from Selected EU Countries. (2022). Witkowska, Dorota ; Piatowska, Mariola. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:10202-:d:890194.

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2022Asymptotic properties of Bayesian inference in linear regression with a structural break. (2022). Shimizu, Kenichi. In: Working Papers. RePEc:gla:glaewp:2022_05.

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2022Bank capital and economic activity. (2022). Turk-Ariss, Rima ; Klein, Paul-Olivier. In: Post-Print. RePEc:hal:journl:hal-03955630.

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2022Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States. (2022). Wagner, Martin ; Reichold, Karsten ; Drenkovska, Marija ; Damjanovic, Milan. In: IHS Working Paper Series. RePEc:ihs:ihswps:40.

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2022Finding a Role for Slack in Real-Time Inflation Forecasting. (2022). Koenig, Evan F ; Kishor, Kundan N. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:6.

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2022Fiscal Multipliers During Pandemics. (2022). Chahande, Kaustubh ; Lengyel, Andras ; Kinda, Tidiane. In: IMF Working Papers. RePEc:imf:imfwpa:2022/149.

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2022How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?. (2022). Wohar, Mark E ; Aygun, Gurcan ; Ozdemir, Huseyin ; Balcilar, Mehmet. In: IZA Discussion Papers. RePEc:iza:izadps:dp15296.

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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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2022Synchronization and cyclicality of social spending in economic crises. (2022). de Lucas-Santos, Sonia ; Ayala-Caon, Luis ; Delgado-Rodriguez, Maria Jesus. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:4:d:10.1007_s10663-022-09545-w.

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2022The relation between earnings and price momentum: Does it vary across regimes?. (2022). Osmer, Eric ; Wei, Peihwang ; Zheng, Yao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01021-z.

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2022Predictable asset price dynamics, risk-return tradeoff, and investor behavior. (2022). Kilic, Osman ; Marks, Joseph M ; Nam, Kiseok. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01057-9.

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More than 100 citations found, this list is not complete...

Works by James Morley:

YearTitleTypeCited
2022A Structural Measure of the Shadow Federal Funds Rate In: Working Papers.
[Full Text][Citation analysis]		paper1
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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2023Dutch Disease, Unemployment and Structural Change In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Dutch Disease, Unemployment and Structural Change.(2023) In: CAMA Working Papers.
[Full Text][Citation analysis]
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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]		article37
2020What drives inflation in advanced and emerging market economies? In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter2
2014Measuring economic slack in Asia and the Pacific In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2014Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2016Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter In: BIS Working Papers.
[Full Text][Citation analysis]		paper70
2017Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter.(2017) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70		paper
2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2017) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70		paper
2016Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70		paper
2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70		paper
2018Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2018) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
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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
2018The Econometric Analysis of Recurrent Events in Macroeconomics and Finance In: The Economic Record.
[Full Text][Citation analysis]		article0
2020The Australian Real?Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy In: The Economic Record.
[Full Text][Citation analysis]		article0
2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting In: The Economic Record.
[Full Text][Citation analysis]		article4
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.
[Full Text][Citation analysis]		article13
2009Changes in U.S. Inflation Persistence In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article43
2013Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article8
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.
[Full Text][Citation analysis]		article117
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.
[Full Text][Citation analysis]		article3
2014Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples.(2014) In: Working Papers.
[Full Text][Citation analysis]
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2021When is discretionary fiscal policy effective? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2011THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article16
2015INTRODUCTION TO “SPECIAL ISSUE ON THE EMPIRICAL ANALYSIS OF BUSINESS CYCLES, FINANCIAL MARKETS, AND INFLATION: ESSAYS IN HONOR OF CHARLES NELSON” In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article2
2015INFLATION IN THE G7: MIND THE GAP(S)? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article11
2011Inflation in the G7: mind the gap(s)?.(2011) In: Working Papers.
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2017TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article2
2020IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article10
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.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]		paper0
2014Structural evolution of the postwar U.S. economy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article10
2013Structural Evolution of the Postwar U.S. Economy.(2013) In: Discussion Papers.
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This paper has another version. Agregated cites: 10		paper
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]		article18
2002A state-space approach to calculating the Beveridge-Nelson decomposition In: Economics Letters.
[Full Text][Citation analysis]		article69
2008Trend/cycle decomposition of regime-switching processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2023Nowcasting the output gap In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
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.
[Full Text][Citation analysis]		article14
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 another version. Agregated cites: 14		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2000Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
1999Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2006Detecting shift-contagion in currency and bond markets In: Journal of International Economics.
[Full Text][Citation analysis]		article74
2002Detecting shift-contagion in currency and bond markets.(2002) In: Computing in Economics and Finance 2002.
[Citation analysis]
This paper has another version. Agregated cites: 74		paper
2015Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article15
2013Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2007In search of the natural rate of unemployment In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article42
2005In search of the natural rate of unemployment.(2005) In: Supervisory Policy Analysis Working Papers.
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This paper has another version. Agregated cites: 42		paper
2003In Search of the Natural Rate of Unemployment.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has another version. Agregated cites: 42		paper
2017Estimating DSGE models with zero interest rate policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article73
2016Estimating DSGE models with Zero Interest Rate Policy.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2017Estimating and accounting for the output gap with large Bayesian vector autoregressions In: CAMA Working Papers.
[Full Text][Citation analysis]		paper21
2019Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 21		paper
2020Estimating and accounting for the output gap with large Bayesian vector autoregressions.(2020) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 21		article
2019Measuring the fiscal multiplier when plans take time to implement In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper0
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
2022The decline in r* according to a robust multivariate trend-cycle decomposition In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		chapter13
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.
[Full Text][Citation analysis]		paper110
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.
[Full Text][Citation analysis]		paper0
2006A Bayesian approach to counterfactual analysis of structural change In: Working Papers.
[Full Text][Citation analysis]		paper1
2006A Bayesian Approach to Counterfactual Analysis of Structural Change.(2006) In: Computing in Economics and Finance 2006.
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This paper has another version. Agregated cites: 1		paper
2000The Adjustment of Prices and the Adjustment of the Exchange Rate In: Discussion Papers in Economics at the University of Washington.
[Full Text][Citation analysis]		paper59
2001The Adjustment of Prices and the Adjustment of the Exchange Rate.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2000The Adjustment of Prices and the Adjustment of the Exchange Rate.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2000Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? In: Discussion Papers in Economics at the University of Washington.
[Full Text][Citation analysis]		paper320
2003Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?.(2003) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 320		article
2000Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 320		paper
2002Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 320		paper
2003Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?.(2003) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 320		paper
2000Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? In: Discussion Papers in Economics at the University of Washington.
[Full Text][Citation analysis]		paper57
2004Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2004) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 57		article
2000Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2000Is There a Structural Break in the Equity Premium? In: Discussion Papers in Economics at the University of Washington.
[Full Text][Citation analysis]		paper1
2000Is There a Structural Break in the Equity Premium?.(2000) In: Working Papers.
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This paper has another version. Agregated cites: 1		paper
2014Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper4
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.
[Full Text][Citation analysis]		paper18
2019Why has the US economy stagnated since the Great Recession?.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 18		paper
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.
[Citation analysis]		article48
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.
[Full Text][Citation analysis]		article10
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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2014Testing Stationarity for Unobserved Components Models In: Discussion Papers.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]		paper0
2014Estimating DSGE models with forward guidance In: Discussion Papers.
[Full Text][Citation analysis]		paper8
2017When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? 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.
[Full Text][Citation analysis]		paper2
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.
[Full Text][Citation analysis]		article14
2011Time variation of CAPM betas across market volatility regimes In: Applied Financial Economics.
[Full Text][Citation analysis]		article15
2012The Asymmetric Business Cycle In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article136
2009Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? In: Wesleyan Economics Working Papers.
[Full Text][Citation analysis]		paper2

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