20
H index
35
i10 index
1798
Citations
University of Sydney | 20 H index 35 i10 index 1798 Citations RESEARCH PRODUCTION: 52 Articles 100 Papers 5 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with James Morley. | Is cited by: | Cites to: |
Year | Title of citing document |
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2024 | The Fiscal Arithmetic of a Slowdown in Trend Growth. (2024). Kulish, Mariano ; Yamout, Nadine. In: Working Papers. RePEc:aoz:wpaper:308. Full description at Econpapers || Download paper |
2024 | Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper |
2024 | A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
2025 | Endogenous Persistence at the Effective Lower Bound. (2025). Zhongxi, Zheng ; Roulleau-Pasdeloup, Jordan ; Chunbing, Cai. In: Papers. RePEc:arx:papers:2501.06473. Full description at Econpapers || Download paper |
2024 | Exploring the Dynamics of Okun€™s Law: Youth Unemployment and Economic Growth in ASEAN-5 Economies. (2024). Salehhin, Muhamad Amirul ; Othman, Kamarudin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:450-464. Full description at Econpapers || Download paper |
2025 | Uncovering the inventory-business cycle nexus. (2025). Rossi, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1478_25. Full description at Econpapers || Download paper |
2025 | Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1295. Full description at Econpapers || Download paper |
2024 | Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43. Full description at Econpapers || Download paper |
2024 | Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations. (2024). Jacobs, Jan ; Osborn, Denise R ; Tian, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1260-1289. Full description at Econpapers || Download paper |
2024 | Hidden Threshold Models with applications to asymmetric cycles. (2024). Harvey, Andrew ; Simons, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2448. Full description at Econpapers || Download paper |
2024 | Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713. Full description at Econpapers || Download paper |
2024 | Climate Growth at Risk in the Global South. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021166. Full description at Econpapers || Download paper |
2024 | A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:149438. Full description at Econpapers || Download paper |
2024 | Smooth Diagnostic Expectations. (2024). Saijo, Hikaru ; Bianchi, Francesco ; Ilut, Cosmin. In: ISER Discussion Paper. RePEc:dpr:wpaper:1249. Full description at Econpapers || Download paper |
2024 | The effect of new housing supply in structural models: a forecasting performance evaluation. (2024). Girstmair, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20242895. 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). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105. Full description at Econpapers || Download paper |
2024 | Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Muoz, Ivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629. Full description at Econpapers || Download paper |
2024 | Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131. Full description at Econpapers || Download paper |
2024 | The empirical performance of the financial accelerator since 2008. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001192. Full description at Econpapers || Download paper |
2024 | Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483. Full description at Econpapers || Download paper |
2024 | Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718. 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). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
2024 | A behavioral hybrid New Keynesian model: Quantifying the importance of belief formation frictions. (2024). Silgado-Gómez, Edgar ; Jaimes, Richard ; Gallegos, José-Elías ; Silgado-Gomez, Edgar ; Afsar, Atahan. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004388. Full description at Econpapers || Download paper |
2024 | Characterizing the schooling cycle. (2024). Sadaba, Barbara ; MAIER, SOFIA ; Vuji, Sunica. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000051. Full description at Econpapers || Download paper |
2024 | Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671. Full description at Econpapers || Download paper |
2024 | Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676. Full description at Econpapers || Download paper |
2024 | Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871. Full description at Econpapers || Download paper |
2024 | Nowcasting the output gap with shadow rates. (2024). Kempa, Bernd ; Dubbert, Tore. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000661. Full description at Econpapers || Download paper |
2024 | A robust Beveridge–Nelson decomposition using a score-driven approach with an application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, P ; Blasques, F. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000715. Full description at Econpapers || Download paper |
2024 | Time-varying multivariate causal processes. (2024). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174. 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 |
2024 | The fiscal arithmetic of a slowdown in trend growth. (2024). Kulish, Mariano ; Yamout, Nadine. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001351. 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 |
2024 | A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954. Full description at Econpapers || Download paper |
2024 | US trade policy and the US dollar. (2024). Strobel, Felix ; Khalil, Makram. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000977. 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 |
2024 | Effect of conventional and unconventional monetary policy shocks on housing prices in Canada. (2024). Nsafoah, Dennis ; Dery, Cosmas. In: Journal of Housing Economics. RePEc:eee:jhouse:v:64:y:2024:i:c:s1051137724000123. 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 |
2024 | Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events. (2024). Chiu, Yi-Bin ; Hsiao, Cody Yu-Ling. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000688. Full description at Econpapers || Download paper |
2024 | Inspecting cross-border macro-financial mechanisms. (2024). Rubio, Margarita ; Leiva-Leon, Danilo ; Gerba, Eddie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000810. Full description at Econpapers || Download paper |
2024 | Adjusting toward long-run purchasing power parity. (2024). Ong, Kian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001918. Full description at Econpapers || Download paper |
2024 | Government spending multipliers: Is there a difference between government consumption and investment purchases?. (2024). Sznajderska, Anna ; Haug, Alfred. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000848. Full description at Econpapers || Download paper |
2024 | Jobless recoveries and time variation in labor markets. (2024). Panovska, Irina ; Zhang, Licheng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000387. Full description at Econpapers || Download paper |
2024 | How do adaptive learning expectations rationalize stronger monetary policy response in Brazil?. (2024). Wang, Hou ; Dizioli, Allan. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143824000012. Full description at Econpapers || Download paper |
2024 | Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017. Full description at Econpapers || Download paper |
2024 | Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Çevik, Emrah ; Kilic, Yunus ; Dibooglu, Sel ; Bugan, Mehmet Fatih ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758. Full description at Econpapers || Download paper |
2025 | Endogenous Labor Supply in an Estimated New-Keynesian Model: Nominal versus Real Rigidities. (2025). Pfajfar, Damjan ; Morales-Jimenez, Camilo ; Fuentes-Albero, Cristina ; Ferrante, Francesco ; Chung, Hess ; Cairo, Isabel. In: Working Papers. RePEc:fip:fedcwq:99658. Full description at Econpapers || Download paper |
2024 | Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components. (2024). Jahan-Parvar, Mohammad ; Szerszen, Pawel J ; Knipp, Charles. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-100. Full description at Econpapers || Download paper |
2024 | Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Barigozzi, Matteo ; Lissona, Claudio. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99. Full description at Econpapers || Download paper |
2024 | Do Consumption-Based Asset Pricing Models Explain the Dynamics of Stock Market Returns?. (2024). LINTON, OLIVER ; Ashby, Michael William. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:71-:d:1337388. Full description at Econpapers || Download paper |
2025 | Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Gogas, Periklis ; Papadimitriou, Theophilos ; Alexakis, Christos ; Sofianos, Emmanouil. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09849-w. Full description at Econpapers || Download paper |
2024 | Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x. Full description at Econpapers || Download paper |
2024 | Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR. (2024). Sun, Xiaojin ; Forster, Robert. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09902-3. Full description at Econpapers || Download paper |
2024 | Measuring the macroeconomic responses to public investment in innovation: evidence from OECD countries. (2024). Deleidi, Matteo ; Mazzucato, Mariana ; Ciaffi, Giovanna. In: Industrial and Corporate Change. RePEc:oup:indcch:v:33:y:2024:i:2:p:363-382.. Full description at Econpapers || Download paper |
2024 | Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2024). Jorda, Oscar ; Schularick, Moritz ; Taylor, Alan M. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00221-y. Full description at Econpapers || Download paper |
2024 | Optimal Macroeconomic Policies in a Heterogeneous World. (2024). Bullard, James ; Suda, Jacek ; Singh, Aarti. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:3:d:10.1057_s41308-024-00261-y. Full description at Econpapers || Download paper |
2024 | Risk management disclosures and banks financial performance: evidence from emerging markets. (2024). Khan, Rao Aamir ; Sohail, Muhammad Khalid ; Iqbal, Javid ; Irshad, Aymen. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:1:d:10.1057_s41283-023-00136-y. Full description at Econpapers || Download paper |
2024 | Neoclassical Growth Transition Dynamics with One-Sided Commitment. (2024). Uhlig, Harald ; Krueger, Dirk. In: PIER Working Paper Archive. RePEc:pen:papers:24-020. Full description at Econpapers || Download paper |
2024 | Why Global and Local Solutions of Open-Economy Models with Incomplete Markets Differ and Why it Matters. (2024). Mendoza, Enrique G ; Durdu, Bora C ; de Groot, Oliver. In: PIER Working Paper Archive. RePEc:pen:papers:24-037. Full description at Econpapers || Download paper |
2024 | The economic impact of arms spending in Germany, Italy, and Spain. (2024). Pianta, Mario ; Maranzano, Paolo ; Stamegna, Marco ; Bonaiuti, Chiara. In: MPRA Paper. RePEc:pra:mprapa:120608. Full description at Econpapers || Download paper |
2024 | Fiscal policy and the business cycle: An argument for non-linear policy rules. (2024). Fleischhacker, Jan. In: MPRA Paper. RePEc:pra:mprapa:122497. Full description at Econpapers || Download paper |
2024 | Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04. Full description at Econpapers || Download paper |
2024 | Filtering economic time series: On the cyclical properties of Hamilton€™s regression filter and the Hodrick-Prescott filter. (2024). Schüler, Yves. In: Review of Economic Dynamics. RePEc:red:issued:23-94. Full description at Econpapers || Download paper |
2024 | Time series forecasting under structural breaks. (2024). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0512. Full description at Econpapers || Download paper |
2024 | The Time-Varying Multivariate Autoregressive Index Model. (2024). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano. In: CEIS Research Paper. RePEc:rtv:ceisrp:571. Full description at Econpapers || Download paper |
2024 | Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. (2024). Loccisano, Debora ; Leccadito, Arturo ; de Giovanni, Domenico. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05059-7. Full description at Econpapers || Download paper |
2024 | Oil price shocks and macroeconomic dynamics: How important is the role of nonlinearity?. (2024). Kim, Jaebeom ; Hwang, Inwook. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02484-w. Full description at Econpapers || Download paper |
2024 | What factors drive house prices in the USA? Sign restricted VAR approach. (2024). Lee, Jinwoong. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02533-4. Full description at Econpapers || Download paper |
2024 | The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x. Full description at Econpapers || Download paper |
2025 | House prices and ultra-low interest rates: exploring the nonlinear nexus. (2025). Rusnák, Marek ; Rusnk, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02662-4. Full description at Econpapers || Download paper |
2024 | Measuring Business Cycle Stylized Facts in Selected Oil-Producing Economies: A Comparative Study. (2024). Vasilev, Aleksandar ; Saha, Shrabani ; Chukwu, Chigozie. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:1:d:10.1007_s41549-024-00099-3. Full description at Econpapers || Download paper |
2024 | Why and when to launch new products during a recession: An empirical investigation of the U.K. FMCG industry and the U.S. automobile industry. (2024). Seggie, Steven H ; Pauwels, Koen ; Talay, Berk M. In: Journal of the Academy of Marketing Science. RePEc:spr:joamsc:v:52:y:2024:i:2:d:10.1007_s11747-023-00936-4. Full description at Econpapers || Download paper |
2024 | Monetary Policy and the Homeownership Rate. (2024). Graham, James ; Sharma, Avish. In: Working Papers. RePEc:syd:wpaper:2024-11. Full description at Econpapers || Download paper |
2024 | A robust Beveridge-Nelson decomposition using a score-driven approach with an application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240003. Full description at Econpapers || Download paper |
2024 | An Aggregation-Consistent Implementation of the Hamilton Filter. (2024). Cozzi, Marco. In: Department Discussion Papers. RePEc:vic:vicddp:2401. Full description at Econpapers || Download paper |
2024 | Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets. (2024). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1581-1608. Full description at Econpapers || Download paper |
2024 | The stability and economic relevance of output gap estimates. (2024). Stella, Andrea ; Berge, Travis J ; Barbarino, Alessandro. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:6:p:1065-1081. Full description at Econpapers || Download paper |
2025 | Identifying the Sources of the Slowdown in Growth: Demand Versus Supply. (2025). Maffeifaccioli, Nicol. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:181-194. Full description at Econpapers || Download paper |
2024 | Forecasting GDP growth: The economic impact of COVID‐19 pandemic. (2024). Vrontos, Spyridon D ; Galakis, John ; Panopoulou, Ekaterini. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1042-1086. Full description at Econpapers || Download paper |
2024 | Post‐COVID inflation dynamics: Higher for longer. (2024). Verbrugge, Randal ; Zaman, Saeed. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:871-893. Full description at Econpapers || Download paper |
2025 | Which Way Does the Wind Blow Between SPX Futures and VIX Futures?. (2025). Kurov, Alexander ; Aikins, Ekow A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:2:p:79-90. Full description at Econpapers || Download paper |
2024 | International Housing Markets and the U.S. Subprime Crisis. (2024). Luo, Shikong ; Ma, Jun. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:647-669. Full description at Econpapers || Download paper |
2024 | Why Old-Age Poverty Matters: Evidence from Consumption Responses to Income Shocks. (2024). Kim, Jiseob ; Cho, Yunho. In: Working papers. RePEc:yon:wpaper:2024rwp-234. Full description at Econpapers || Download paper |
2024 | Chinas footprint in global financial markets. (2024). Manu, Ana-Simona ; van Robays, Ine ; Lodge, David. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:283609. Full description at Econpapers || Download paper |
2025 | Modeling inflation expectations in forward-looking interest rate and money growth rules. (2025). chen, zhengyang ; Valcarcel, Victor J. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:308694. Full description at Econpapers || Download paper |
2024 | Demographic aging and long-run economic growth in Germany. (2024). Ochsner, Christian ; Zuber, Christopher ; Other, Lars ; Thiel, Esther. In: Working Papers. RePEc:zbw:svrwwp:284412. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | |
2024 | Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?.(2024) In: CESifo 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: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
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 | |
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 | 3 |
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 | 1 |
2016 | Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter In: BIS Working Papers. [Full Text][Citation analysis] | paper | 82 |
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: 82 | 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: 82 | 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: 82 | 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: 82 | 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: 82 | 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 | 45 |
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 | 127 |
2014 | State-Dependent Effects of Fiscal Policy..(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 127 | 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 | 4 |
2011 | THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 20 |
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 | 12 |
2016 | Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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: 12 | 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 | 7 |
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: 7 | 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 |
2025 | Trend-cycle decomposition in the presence of large shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
2024 | Trend-Cycle Decomposition in the Presence of Large Shocks.(2024) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | Structural evolution of the postwar U.S. economy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
2013 | Structural Evolution of the Postwar U.S. Economy.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | 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 | 24 |
2023 | Does the Survey of Professional Forecasters help predict the shape of recessions in real time? In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2002 | A state-space approach to calculating the Beveridge-Nelson decomposition In: Economics Letters. [Full Text][Citation analysis] | article | 70 |
2008 | Trend/cycle decomposition of regime-switching processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
2023 | Nowcasting the output gap In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
2020 | Nowcasting the output gap.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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 | 81 |
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: 81 | 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 | 43 |
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: 43 | 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: 43 | paper | |
2017 | Estimating DSGE models with zero interest rate policy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 85 |
2016 | Estimating DSGE models with Zero Interest Rate Policy.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2017 | Estimating and accounting for the output gap with large Bayesian vector autoregressions In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 29 |
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: 29 | 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: 29 | 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 | 2 |
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: 2 | 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 | 1 |
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 | How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | How Does Tax and Transfer Progressivity Affect Household Consumption Insurance?.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2006 | The Importance of Nonlinearity in Reproducing Business Cycle Features In: Contributions to Economic Analysis. [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 | 116 |
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: 116 | 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: 116 | 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 | 60 |
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: 60 | 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: 60 | 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 | 328 |
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: 328 | 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: 328 | 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: 328 | 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: 328 | 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 | 59 |
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: 59 | 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: 59 | 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 | 24 |
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: 24 | 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: 24 | 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 | 49 |
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: 49 | 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 | 10 |
2015 | Debt and Financial Market Contagion.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 6 |
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: 6 | 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 | 5 |
2021 | Estimating household consumption insurance.(2021) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 | 26 |
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: 26 | 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 | 16 |
2012 | The Asymmetric Business Cycle In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 152 |
2009 | Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? In: Wesleyan Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
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