19
H index
34
i10 index
1701
Citations
University of Sydney | 19 H index 34 i10 index 1701 Citations RESEARCH PRODUCTION: 51 Articles 96 Papers 5 Chapters RESEARCH ACTIVITY: 25 years (1999 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pmo629 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with James Morley. | Is cited by: | Cites to: |
Year | Title of citing document |
---|---|
2023 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper |
2023 | Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Natural and cyclical unemployment: A stochastic frontier decomposition and economic policy implications. (2023). Moral, Alfonso ; Martín-Román, Ángel ; Cuellarmartin, Jaime ; Martinroman, Angel L. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:5-39. Full description at Econpapers || Download paper |
2023 | Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287. Full description at Econpapers || Download paper |
2023 | Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Norges Bank Output Gap Estimates: Forecasting Properties, Reliability, Cyclical Sensitivity and Hysteresis. (2023). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:238-267. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Contradictory effects of technological change across developed countries. (2023). Rossen, Anja ; Ludewig, Oliver ; Blien, Uwe. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:580-608. Full description at Econpapers || Download paper |
2023 | Nonlinear Input Cost Pass-through to Consumer Prices: A Threshold Approach. (2023). Nakajima, Jouchi ; Yamamoto, Hiroki ; Sasaki, Takatoshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e09. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-Level Data. (2023). Noeller, Marvin ; Balleer, Almut. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10261. Full description at Econpapers || Download paper |
2023 | House prices and ultra-low interest rates: exploring the non-linear nexus. (2023). Rusnak, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20232789. Full description at Econpapers || Download paper |
2023 | China’s footprint in global financial markets. (2023). Manu, Ana-Simona ; Lodge, David ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20232861. Full description at Econpapers || Download paper |
2023 | Financial Contagion and Duration: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-1. Full description at Econpapers || Download paper |
2023 | Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913. Full description at Econpapers || Download paper |
2023 | Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x. Full description at Econpapers || Download paper |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2024 | Estimation 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. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2023 | Modelling 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. Full description at Econpapers || Download paper |
2023 | How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Systematic 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978. Full description at Econpapers || Download paper |
2023 | Which stock price component drives the Amihud illiquidity premium?. (2023). Kim, Yongsik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200211x. Full description at Econpapers || Download paper |
2023 | Do defense news crowd out private investment?. (2023). Karaki, Mohamad ; Safieddine, Hadi. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004470. Full description at Econpapers || Download paper |
2023 | Asymptotic properties of Bayesian inference in linear regression with a structural break. (2023). Shimizu, Kenichi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:202-219. Full description at Econpapers || Download paper |
2024 | Industrial 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. Full description at Econpapers || Download paper |
2024 | Supply 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. Full description at Econpapers || Download paper |
2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper |
2023 | Oil 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. Full description at Econpapers || Download paper |
2023 | Evaluations of policy contagion for new energy vehicle industry in China. (2023). Chiu, Yi-Bin ; Zheng, Xin ; Yang, Rui ; Hsiao, Cody Yu-Ling. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522006218. Full description at Econpapers || Download paper |
2023 | Sectoral convergence analysis of Chinas emissions intensity and its implications. (2023). Yuan, Rong ; Zheng, Shenglin. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222023982. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2024 | Spillover 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. Full description at Econpapers || Download paper |
2023 | The impact of the Russia–Ukraine conflict on the energy subsector stocks in China: A network-based approach. (2023). Pan, Huanxue ; Deng, Jing ; Ouyang, Wenpei ; Chen, Ying ; Xu, Zihan ; Xing, Xiaoyun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000193. Full description at Econpapers || Download paper |
2023 | Another application of call options: Explaining the divergence between the housing market and the rental market. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Lee, Hung-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300034x. Full description at Econpapers || Download paper |
2023 | Market 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. Full description at Econpapers || Download paper |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper |
2023 | Unobserved 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. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2024 | Accelerating 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. Full description at Econpapers || Download paper |
2023 | Household indebtedness and the macroeconomic effects of tax changes. (2023). Choi, Sangyup ; Shin, Junhyeok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:22-52. Full description at Econpapers || Download paper |
2024 | Estimating 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. Full description at Econpapers || Download paper |
2023 | Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775. Full description at Econpapers || Download paper |
2023 | Policy coordination and the effectiveness of fiscal stimulus. (2023). Zhang, Shuwei ; Kim, Hyeongwoo ; Shao, Peng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000829. Full description at Econpapers || Download paper |
2023 | Do the Hamilton and Beveridge–Nelson filters provide the same information about output gaps? An empirical comparison for practitioners. (2023). Biolsi, Christopher. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000891. Full description at Econpapers || Download paper |
2024 | Government 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. Full description at Econpapers || Download paper |
2023 | The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099. Full description at Econpapers || Download paper |
2023 | Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks. (2023). Duc, Toan Luu ; Nasir, Muhammad Ali ; Lan, Thi Ngoc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:146-157. Full description at Econpapers || Download paper |
2023 | A finite mixture analysis of structural breaks in the G-7 gross domestic product series. (2023). Maruotti, Antonello ; Cremaschini, Alessandro. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:76-90. Full description at Econpapers || Download paper |
2023 | The Productivity Slowdown in Advanced Economies: Common Shocks or Common Trends?. (2023). Inklaar, Robert ; Ruzic, Dimitrije ; Fernald, John G. In: Working Paper Series. RePEc:fip:fedfwp:95734. Full description at Econpapers || Download paper |
2023 | Endogenous 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. Full description at Econpapers || Download paper |
2023 | Sparse Trend Estimation. (2023). Wieman, Hunter ; Gospodinov, Nikolay ; Crump, Richard K. In: Staff Reports. RePEc:fip:fednsr:95589. Full description at Econpapers || Download paper |
2023 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y. Full description at Econpapers || Download paper |
2023 | How credible are Okun coefficients? The gap version of Okun’s law for G7 economies. (2023). Povaanova, Mariana ; Boa, Martin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09438-9. Full description at Econpapers || Download paper |
2023 | Entrepreneurial 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. Full description at Econpapers || Download paper |
2023 | Seeded 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.. Full description at Econpapers || Download paper |
2023 | Credit-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. Full description at Econpapers || Download paper |
2024 | Disasters 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | Impact 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. Full description at Econpapers || Download paper |
2023 | Estimating 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. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | Does my model predict a forward guidance puzzle?. (). McClung, Nigel ; Gibbs, Christopher. In: Review of Economic Dynamics. RePEc:red:issued:22-197. Full description at Econpapers || Download paper |
2023 | Estimation 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. Full description at Econpapers || Download paper |
2023 | Markov 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. Full description at Econpapers || Download paper |
2023 | Macroeconomic 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. Full description at Econpapers || Download paper |
2023 | Global 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. Full description at Econpapers || Download paper |
2023 | Gradual 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. Full description at Econpapers || Download paper |
2023 | Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5. Full description at Econpapers || Download paper |
2023 | Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9. Full description at Econpapers || Download paper |
2023 | Cyclical consumption. (2023). Pozzi, Lorenzo ; Berger, Tino. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230064. Full description at Econpapers || Download paper |
2023 | UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606. Full description at Econpapers || Download paper |
2023 | Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:718-732. Full description at Econpapers || Download paper |
2023 | Impact of capital account liberalization on stock market crashes. (2023). Shehzad, Choudhry Tanveer ; Khalid, Rizwan ; Naqvi, Bushra. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3700-3726. Full description at Econpapers || Download paper |
2023 | The Federal Reserves output gap: The unreliability of real?time reliability tests. (2023). Wolters, Maik ; Quast, Josefine. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:7:p:1101-1111. Full description at Econpapers || Download paper |
2023 | Recessions and recoveries in Central African countries: Lessons from the past. (2023). Djoumessi, Any Flore. In: Journal of International Development. RePEc:wly:jintdv:v:35:y:2023:i:6:p:1121-1142. Full description at Econpapers || Download paper |
2024 | International Housing Markets and the U.S. Subprime Crisis. (2024). Ma, Jun ; Luo, Shikong. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:647-669. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023. Full description at Econpapers || Download paper |
2024 | Demographic aging and long-run economic growth in Germany. (2024). Zuber, Christopher ; Thiel, Esther ; Other, Lars ; Ochsner, Christian. In: Working Papers. RePEc:zbw:svrwwp:284412. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2022 | A Structural Measure of the Shadow Federal Funds Rate In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | A Structural Measure of the Shadow Federal Funds Rate.(2022) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | A Structural Measure of the Shadow Federal Funds Rate.(2021) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2024 | A Structural Measure of the Shadow Federal Funds Rate.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2023 | Dutch Disease, Unemployment and Structural Change In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Dutch Disease, Unemployment and Structural Change.(2023) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | Shift Contagion in Asset Markets In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
2005 | The Structural Break in the Equity Premium In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 38 |
2020 | What drives inflation in advanced and emerging market economies? In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 2 |
2014 | Measuring economic slack in Asia and the Pacific In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2014 | Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter In: BIS Working Papers. [Full Text][Citation analysis] | paper | 74 |
2017 | Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter.(2017) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2017 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2017) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2016 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2017 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2018 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2018) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | article | |
2020 | Have the driving forces of inflation changed in advanced and emerging market economies? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
2024 | Zero Interest Policy & the New Abnormal: A Critique In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
2018 | The Econometric Analysis of Recurrent Events in Macroeconomics and Finance In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
2020 | The Australian Real?Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
2020 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting In: The Economic Record. [Full Text][Citation analysis] | article | 7 |
2019 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2016 | MACRO-FINANCE LINKAGES In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 14 |
2009 | Changes in U.S. Inflation Persistence In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 43 |
2013 | Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 9 |
2012 | Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2015 | State-dependent effects of fiscal policy In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 122 |
2014 | State-Dependent Effects of Fiscal Policy..(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | paper | |
2018 | Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
2014 | Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | When is discretionary fiscal policy effective? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
2024 | Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2024 | Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease?.(2024) In: CIGS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease.(2024) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 16 |
2015 | INTRODUCTION TO “SPECIAL ISSUE ON THE EMPIRICAL ANALYSIS OF BUSINESS CYCLES, FINANCIAL MARKETS, AND INFLATION: ESSAYS IN HONOR OF CHARLES NELSON” In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
2015 | INFLATION IN THE G7: MIND THE GAP(S)? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 11 |
2011 | Inflation in the G7: mind the gap(s)?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2017 | TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
2020 | IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 10 |
2016 | Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2017 | Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2022 | Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2023 | Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic.(2023) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2000 | Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Structural evolution of the postwar U.S. economy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 10 |
2013 | Structural Evolution of the Postwar U.S. Economy.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2015 | What factors drive the price–rent ratio for the housing market? A modified present-value analysis In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 20 |
2023 | Does the Survey of Professional Forecasters help predict the shape of recessions in real time? In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2002 | A state-space approach to calculating the Beveridge-Nelson decomposition In: Economics Letters. [Full Text][Citation analysis] | article | 69 |
2008 | Trend/cycle decomposition of regime-switching processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
2023 | Nowcasting the output gap In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
2020 | Nowcasting the output gap.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2001 | Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 15 |
2000 | Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
1999 | Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2000 | Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
1999 | Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2006 | Detecting shift-contagion in currency and bond markets In: Journal of International Economics. [Full Text][Citation analysis] | article | 79 |
2002 | Detecting shift-contagion in currency and bond markets.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
2015 | Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 13 |
2013 | Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2007 | In search of the natural rate of unemployment In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 42 |
2005 | In search of the natural rate of unemployment.(2005) In: Supervisory Policy Analysis Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2003 | In Search of the Natural Rate of Unemployment.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2017 | Estimating DSGE models with zero interest rate policy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 77 |
2016 | Estimating DSGE models with Zero Interest Rate Policy.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2017 | Estimating and accounting for the output gap with large Bayesian vector autoregressions In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 25 |
2019 | Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2020 | Estimating and accounting for the output gap with large Bayesian vector autoregressions.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2019 | Measuring the fiscal multiplier when plans take time to implement In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Measuring the fiscal multiplier when plans take time to implement.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | The Australian real-time fiscal database: A overview and an illustration of its use in analysing planned and realised fiscal policies In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Cyclical signals from the labor market In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*.(2024) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?  In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Did Marginal Propensities to Consume Change with the Housing Boom and Bust? In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Did marginal propensities to consume change with the housing boom and bust?.(2024) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2024 | Trend-Cycle Decomposition After COVID In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | chapter | 13 | |
2005 | The importance of nonlinearity in reproducing business cycle features.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2003 | Nonlinearity and the permanent effects of recessions In: Working Papers. [Full Text][Citation analysis] | paper | 112 |
2005 | Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | article | |
2005 | Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | article | |
2005 | A steady-state approach to trend/cycle decomposition of regime-switching processes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | A Bayesian approach to counterfactual analysis of structural change In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | A Bayesian Approach to Counterfactual Analysis of Structural Change.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2000 | The Adjustment of Prices and the Adjustment of the Exchange Rate In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 59 |
2001 | The Adjustment of Prices and the Adjustment of the Exchange Rate.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2000 | The Adjustment of Prices and the Adjustment of the Exchange Rate.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2000 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 321 |
2003 | Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 321 | article | |
2000 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 321 | paper | |
2002 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 321 | paper | |
2003 | Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?.(2003) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 321 | paper | |
2000 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 57 |
2004 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2004) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
2000 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2000 | Is There a Structural Break in the Equity Premium? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 1 |
2000 | Is There a Structural Break in the Equity Premium?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2014 | Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2014 | Estimating the expected duration of the zero lower bound in DSGE models with forward guidance.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2020 | Why has the U.S. economy stagnated since the Great Recession? In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 20 |
2019 | Why has the US economy stagnated since the Great Recession?.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2022 | Why Has the U.S. Economy Stagnated since the Great Recession?.(2022) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2008 | Bayesian counterfactual analysis of the sources of the great moderation In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
2007 | The Slow Adjustment of Aggregate Consumption to Permanent Income In: Journal of Money, Credit and Banking. [Citation analysis] | article | 47 |
2007 | The Slow Adjustment of Aggregate Consumption to Permanent Income.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
2011 | The Meta Taylor Rule In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 12 |
2011 | The Meta Taylor Rule.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2015 | The Meta Taylor Rule.(2015) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2009 | The Effects of Oil Price Shocks on Output In: Business Economics. [Full Text][Citation analysis] | article | 1 |
2008 | Likelihood-Based Confidence Sets for the Timing of Structural Breaks In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2013 | Likelihood-Based Confidence Sets for the Timing of Structural Breaks.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2014 | Discussion of Capital Flow Policies, Monetary Policy and Coordination In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
2018 | A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 1 |
2019 | Household Balance Sheets and Consumption Responses to Income Shocks In: 2019 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
2004 | A Steady State Approach to Trend / Cycle Decomposition In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
2005 | Testing for Stationarity and Cointegration in an Unobserved Components Framework In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
2018 | The changing transmission mechanism of US monetary policy In: Empirical Economics. [Full Text][Citation analysis] | article | 10 |
2015 | The Changing Transmission Mechanism of U.S. Monetary Policy.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2022 | Debt and financial market contagion In: Empirical Economics. [Full Text][Citation analysis] | article | 7 |
2015 | Debt and Financial Market Contagion.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2019 | The business cycle: periodic pandemic or rollercoaster ride? In: International Journal of Economic Policy Studies. [Full Text][Citation analysis] | article | 3 |
2013 | State-Dependent Effects of Fiscal Policy. In: Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2013 | State-Dependent Effects of Fiscal Policy. In: Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2013 | Testing Stationarity for Unobserved Components Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Testing Stationarity for Unobserved Components Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Inventory Mistakes and the Great Moderation. In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Inventory Shocks and the Great Moderation. In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Inventory Shocks and the Great Moderation. In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Inventory Shocks and the Great Moderation.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2013 | Structural Evolution of the Postwar U.S. Economy In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Estimating DSGE models with forward guidance In: Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Full Information Estimation of Household Income Risk and Consumption Insurance In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Full Information Estimation of Household Income Risk and Consumption Insurance In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Estimating Household Consumption Insurance In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Estimating household consumption insurance.(2021) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2021 | Marginal propensities to consume before and after the Great Recession In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2012 | Inventory Mistakes and the Great Moderation In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2015 | Likelihood?ratio?based confidence sets for the timing of structural breaks.(2015) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2005 | A Kalman filter approach to characterizing the Canadian term structure of interest rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 14 |
2011 | Time variation of CAPM betas across market volatility regimes In: Applied Financial Economics. [Full Text][Citation analysis] | article | 15 |
2012 | The Asymmetric Business Cycle In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 144 |
2009 | Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? In: Wesleyan Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team