James Morley : Citation Profile

University of Sydney

21

H index

38

i10 index

1974

Citations

RESEARCH PRODUCTION:

54

Articles

105

Papers

5

Chapters

RESEARCH ACTIVITY:

   27 years (1999 - 2026). See details.
   Cites by year: 73
   Journals where James Morley has often published
   Relations with other researchers
   Recent citing documents: 110.    Total self citations: 64 (3.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo629
   Updated: 2026-09-19    RAS profile: 2026-09-13    
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Relations with other researchers

Works with:

Kulish, Mariano (13)

Wong, Benjamin (11)

Zanetti, Francesco (10)

Singh, Aarti (6)

Jones, Callum (4)

Eo, Yunjong (3)

Kamber, Gunes (2)

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

Is cited by:

Weber, Enzo (44)

Bec, Frédérique (38)

Panovska, Irina (32)

Wong, Benjamin (29)

Donayre, Luiggi (25)

Perron, Pierre (25)

Ferrara, Laurent (23)

Klinger, Sabine (23)

Sinclair, Tara (21)

Kishor, N (17)

Flavin, Thomas (17)

Cites to:

Nelson, Charles (98)

Kim, Chang-Jin (58)

Piger, Jeremy (41)

Watson, Mark (40)

Perez Quiros, Gabriel (38)

Perron, Pierre (33)

Campbell, John (32)

Stock, James (28)

Startz, Richard (27)

Kaplan, Greg (27)

Reichlin, Lucrezia (26)

Main data

Where James Morley has published?

Journals with more than one article published# docs
Macroeconomic Dynamics5
Studies in Nonlinear Dynamics & Econometrics5
The Economic Record4
Journal of Applied Econometrics4
The Review of Economics and Statistics4
Journal of Economic Dynamics and Control3
Journal of Money, Credit and Banking3
Journal of Monetary Economics2
Journal of Applied Econometrics2
Empirical Economics2
Journal of Econometrics2
European Economic Review2
Applied Financial Economics2
Journal of Money, Credit and Banking2
Economics Letters2

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

Recent works citing James Morley (2026 and 2025)

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

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2025Measuring the Euro Area Output Gap. (2025). Barigozzi, Matteo ; Luciani, Matteo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2505.05536.

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2025Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework. (2025). Pruser, Jan ; Hou, Chenghan ; Fu, Bowen. In: Papers. RePEc:arx:papers:2510.05802.

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2026Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble. (2025). Kurozumi, Eiji ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.16172.

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2026Sign Accuracy, Mean-Squared Error and the Rate of Zero Crossings: a Generalized Forecast Approach. (2026). Wildi, Marc. In: Papers. RePEc:arx:papers:2601.06547.

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2026The Accuracy Smoothness Dilemma in Prediction: a Novel Multivariate M-SSA Forecast Approach. (2026). Wildi, Marc. In: Papers. RePEc:arx:papers:2602.13722.

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2026Sensitivity, Informativeness, and Misspecification in GMM Estimation. (2026). Lee, Seojeong ; Yu, Fangzhou. In: Papers. RePEc:arx:papers:2606.29833.

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2026Do Monetary Policy Shocks Affect the Neutral Rate of Interest?. (2026). Leiva-Leon, Danilo ; Uzeda, Luis ; Sekkel, Rodrigo ; Leiva-Len, Danilo. In: Staff Working Papers. RePEc:bca:bocawp:26-6.

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2026MSTest: An R-Package for Testing Markov Switching Models. (2026). Dufour, Jean-Marie ; Rondon, Gabriel Rodriguez. In: Staff Working Papers. RePEc:bca:bocawp:26-7.

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2025Measuring business cycles using VARs. (2025). Moura, Alban ; Fve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp201.

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

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

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2025Estimating the Output Gap of the Russian Economy: A Multivariate Approach Based on BVAR and the Beveridge€“Nelson Filter. (2025). Kislyak, Nadezhda ; Zverev, Ilya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:22-46.

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2025The NAIRU Under Anchored Inflation Expectations. (2025). Cusbert, Tom ; Ballantyne, Alexander. In: Australian Economic Review. RePEc:bla:ausecr:v:58:y:2025:i:3:p:224-235.

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2025Measuring the U.S. monetary noise shocks. (2025). Wu, Yihua ; Lai, Chingchong. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:1:p:98-124.

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2025The intermittent Phillips curve: Finding a stable (but persistence‐dependent) Phillips curve model specification. (2025). Ashley, Richard ; Verbrugge, Randal. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:3:p:926-944.

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2025Changes in the Inflation Target and the Comovement Between Inflation and the Nominal Interest Rate. (2025). Lie, Denny ; Eo, Yunjong. In: The Economic Record. RePEc:bla:ecorec:v:101:y:2025:i:332:p:3-40.

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2026The Monetary Policy–Commodities Nexus: A Survey. (2026). Humann, Niklas ; Bohl, Martin T ; Siklos, Pierre L. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:40:y:2026:i:2:p:1050-1082.

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2025Fiscal multiplier in Brazil: the role played by controls. (2025). da Silva, Berto Carvalho ; Ferreira, Mauro Sayar. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td684.

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2025Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring. (2025). Wolters, Maik ; Hecker, Dominik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12280.

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2026Monetary Policy and the Output Gap in DSGE Models for Small Open Economies: Insights from the Czech Republic. (2026). Vlcek, Jan ; Šestořád, Tomáš ; Musil, Karel. In: Working Papers. RePEc:cnb:wpaper:2026/03.

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2025Conditioning business and financial cycles on multivariate information. (2025). Schroeder, Adrian ; Dubbert, Tore. In: CQE Working Papers. RePEc:cqe:wpaper:11225.

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01.

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2025Modeling inflation expectations in forward-looking interest rate and money growth rules. (2025). chen, zhengyang ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s016518892400191x.

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2025The hockey stick Phillips curve and the effective lower bound. (2025). Lieberknecht, Philipp ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001945.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2026Tradeoffs for the poor, divine coincidence for the rich. (2026). Del Negro, Marco ; Dogra, Keshav ; Diagne, Ibrahima ; Lee, Donggyu ; Pacula, Brian ; Gundam, Pranay. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:182:y:2026:i:c:s0165188925001873.

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2025A Hodrick–Prescott filter with automatically selected breaks. (2025). Pelagatti, Matteo ; Maranzano, Paolo. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001270.

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2025Inflation targeting and the changing transmission mechanism of monetary policy in India. (2025). Alex, Dony. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001361.

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2025The effect of uncertainty on output: Instruments, identification, and the role of investment. (2025). Holmes, Mark ; Ryan, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002895.

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2025The impact of volatility regime dynamics on option pricing. (2025). Liu, Shican ; Fan, Siqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002778.

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2025Trend inflation and weak identification in the New Keynesian Phillips curve. (2025). , Marcelo ; Mendes, Igor ; da Silva, Edilean Kleber. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003544.

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2026New critical values for likelihood ratio inference of threshold regression. (2026). Yu, Ping. In: Economics Letters. RePEc:eee:ecolet:v:259:y:2026:i:c:s0165176525006287.

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2026Hysteresis through learning by doing: Estimating endogenous productivity. (2026). Tervala, Juha ; Watson, Timothy. In: Economics Letters. RePEc:eee:ecolet:v:260:y:2026:i:c:s0165176526000121.

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2025Structural characteristics and non-linear fiscal multipliers. (2025). Dubey, Amlendu ; Gupta, Mahima. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000694.

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2026Estimating euro area output gap dynamics: Evidence from the updated Area-Wide Model Database. (2026). Kısacıkoğlu, Burçin ; İpek, Mahmut ; Kisacikolu, Burin. In: European Economic Review. RePEc:eee:eecrev:v:181:y:2026:i:c:s0014292125002296.

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2026On robustness of average inflation targeting. (2026). McClung, Nigel ; Honkapohja, Seppo. In: European Economic Review. RePEc:eee:eecrev:v:183:y:2026:i:c:s0014292125002673.

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2025Climate growth at risk in the global south. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006176.

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2025Financial innovation in supply chains and debt contagion: evidence from manufacturing industries. (2025). Liu, Yang ; Wang, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325016368.

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2025Why global and local solutions of open-economy models with incomplete markets differ and why it matters. (2025). de Groot, Oliver ; Mendoza, Enrique G ; Durdu, Bora C. In: Journal of International Economics. RePEc:eee:inecon:v:158:y:2025:i:c:s0022199625000996.

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2026Employment sentiment behavior during European economic crises: Time trends and persistence analysis. (2026). Infante, Juan ; Monge, Manuel ; Luna, Mara Isabel. In: International Economics. RePEc:eee:inteco:v:185:y:2026:i:c:s2110701725000939.

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2025Ex ante bond returns and time-varying monotonicity. (2025). Yahyaei, Hamid ; Singh, Abhay ; Smith, Tom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000046.

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2025The time-varying Multivariate Autoregressive Index model. (2025). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:175-190.

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2025State-dependent impulse responses in agent-based models: A new methodology and an economic application. (2025). Pereira, Marcelo ; Amendola, Marco. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004256.

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

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; G. Coulombe, Raphaelle. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001780.

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2025Cautionary tales of fat tails. (2025). Dave, Chetan ; Dressler, Scott J ; Malik, Samreen. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:84:y:2025:i:c:s0164070425000163.

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2025Why old-age poverty matters: Evidence from consumption responses to income shocks. (2025). Kim, Jiseob ; Cho, Yunho. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:86:y:2025:i:c:s0164070425000540.

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2025Assessing government expenditures multipliers under oil price swings. (2025). Bentour, El Mostafa. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000212.

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2025Are the effects of monetary policy larger in recessions? A reconciliation of the evidence. (2025). Stockwell, Thomas ; Piger, Jeremy. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000434.

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2025Explaining the asymmetric S&P 500 equity index in five themes: The success and failure of macro narratives. (2025). Rzepczynski, Mark S ; Malliaris, Mary. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000155.

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2025A tale of the two recessions 2008 and 2020: What do the Taylor rule, the Phillips curve and Okuns law tell?. (2025). Seip, Knut L ; Zhang, Dan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:3:p:681-701.

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2025A model of expenditure shocks. (2025). Young, Eric ; Murphy, Daniel ; Miranda-Pinto, Jorge ; Walsh, Kieran James. In: Journal of Monetary Economics. RePEc:eee:moneco:v:154:y:2025:i:c:s0304393225000789.

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2025Regional financial risk and firms access to trade credit: Evidence from China. (2025). Zhang, Yun ; Shi, Luqing ; Yin, Zhujia ; Song, Linjia ; Yang, Xin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003949.

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2025Forecasting the Brazilian yield curve using macroeconomics expectations and time-varying volatility. (2025). Cordeiro, Werley ; Caldeira, Joao F ; Moura, Guilherme V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s1062976925001139.

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2025Regime-dependent health care employment dynamics in recessions. (2025). Loomer, Lacey ; Donayre, Luiggi. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000134.

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2025The active role of the natural rate of unemployment. (2025). Hall, Robert E ; Kudlyak, Marianna. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:4:s1090944325000651.

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2025Reduction of CO2 emissions, climate damage and the persistence of business cycles: A model of (de)coupling. (2025). Gallo, Ettore. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:725-737.

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2025A latent variable model with change-points and its application to time pressure effects in educational assessment. (2025). Li, Xiaoou ; Lee, Yi-Hsuan ; Chen, Yunxiao ; Wallin, Gabriel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128070.

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2026Do Monetary Policy Shocks Affect the Neutral Rate of Interest?. (2026). Uzeda, Luis ; Leiva-Leon, Danilo ; Sekkel, Rodrigo ; Leiva-Len, Danilo. In: Working Papers. RePEc:fip:fedbwp:102795.

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

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2026Do Anecdotes Matter? Exploring the Beige Book through Textual Analysis from 1970 to 2025. (2026). Lee, Seung Jung ; Thakur, Sandeep ; Shipman, Kelsey ; Saez, Dylan ; Monken, Anderson ; Kitschelt, Isabel ; Haberkorn, Flora ; Du, Shengwu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:102374.

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2025Recession Shapes of Regional Evolution: Factors of Hysteresis. (2025). Eo, Yunjong ; Ahn, Hie Joo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-62.

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2025Tradeoffs for the Poor, Divine Coincidence for the Rich. (2025). Lee, Donggyu ; Dogra, Keshav ; Del Negro, Marco ; Gundam, Pranay ; Diagne, Ibrahima ; Pacula, Brian. In: Staff Reports. RePEc:fip:fednsr:99759.

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2025Investigating Some Issues Relating to Regime Matching. (2025). pagan, adrian ; Hall, Anthony. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:9-:d:1596175.

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2025Linear Trend, HP Trend, and bHP Trend. (2025). Yamada, Hiroshi. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1893-:d:1672652.

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2025The Reliability of the Nominal GDP Expectations Gap. (2025). Beckworth, David ; Schibuola, Alexander D ; Martinez, Andrew B. In: Working Papers. RePEc:gwc:wpaper:2025-004.

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2025EXIT POLICY, LIQUIDITY NORMALIZATION, AND ITS IMPLICATIONS ON CENTRAL BANK POLICY TRANSMISSION. (2025). Yunaniar, Merlin Dwi ; Pratama, Rangga ; Lubis, Alexander ; Nugroho, Wahyu Agung ; Susiandri, Dian Prima. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:1e:p:85-116.

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2025Estimates of the Natural Rate of Interest Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy. (2025). Laforte, Jean-Philippe ; Gonzlez-Astudillo, Manuel. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:1:a:3.

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2025Supply Chain Constraints and Inflation. (2025). Comin, Diego ; Johnson, Robert C ; Jones, Callum. In: IMES Discussion Paper Series. RePEc:ime:imedps:25-e-15.

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2026Clean Energy Stock Market and Energy/Metals as Safe-Haven Assets: New Insights from Quantile-on-Quantile and Markov-Switching Approaches. (2026). Smimou, Kamal ; Khallouli, Wajih. In: Computational Economics. RePEc:kap:compec:v:67:y:2026:i:3:d:10.1007_s10614-025-10932-1.

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2026Analyzing Mechanisms of Business Fluctuations involving Time-Varying Structure in Japan: Methodological Proposition and Empirical Study. (2026). Noda, Hideo ; Kyo, Koki. In: Computational Economics. RePEc:kap:compec:v:67:y:2026:i:4:d:10.1007_s10614-025-10971-8.

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2026MIDAS Regression: A New Horse in the Race of Macroeconomic Time Series Filtering. (2026). Benk, Michal. In: Computational Economics. RePEc:kap:compec:v:68:y:2026:i:1:d:10.1007_s10614-025-11011-1.

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

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2025Boosting Carry with Equilibrium Exchange Rate Estimates. (2025). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek ; Ca, Michele. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:4:d:10.1007_s11079-024-09795-0.

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2025ECB quantitative tightening: Euribor-Overnight Index Swap spread and transmission mechanism efficiency. (2025). Ercegovac, Roberto ; Estanovi, Tea ; Peari, Mario. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:56:y:2025:i:2:p:163-184.

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2025The Inflation Uncertainty-Inflation Relationship: Time Variation Across Latin America and the G7. (2025). Rodríguez, Gabriel ; Alvarado, Mauricio. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00544.

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2025Estimating the New Keynesian Phillips Curve (NKPC) with Fat-tailed Events. (2025). Ranjan, Abhishek Ranjan ; Gopalakrishnan, Pawan Gopalakrishnan. In: MPRA Paper. RePEc:pra:mprapa:126329.

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2026The Output Gap: Method Choice, Data Revisions, and Policy Implications. (2026). Kumar, Labesh. In: MPRA Paper. RePEc:pra:mprapa:127829.

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2026Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition. (2026). Chebbi, Ali. In: MPRA Paper. RePEc:pra:mprapa:128903.

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2025Broad Divisia Money, Supply Pressures, and U.S. Inflation Following the COVID-19 Recession. (2025). Jones, Barry ; Duca, John ; Bordo, Michael D. In: Working Papers. RePEc:pri:cepsud:345.

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2025Progressive Taxation and Monetary Policy in Australia. (2025). Shabalina, Ekaterina. In: RBA Annual Conference Papers. RePEc:rba:rbaacp:acp2025-03.

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2026Household Income Inequality and Optimal Trend Inflation. (2026). Kim, Kwang Hwan ; Cho, Daeha. In: Review of Economic Dynamics. RePEc:red:issued:25-146.

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2025The impact of the official statistics revision on the accuracy of the Russian macroeconomic indicators nowcasting models. (2025). Makeeva, Natalia. In: Applied Econometrics. RePEc:ris:apltrx:021520.

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2025Stock Returns and Income Inequality in Emerging Economies: Asymmetric Evidence from BRICS and MIKTA. (2025). Durmaz, Nazif ; Zhou, Pingyu ; Zheng, Jiaxin. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:17:y:2025:i:3:p:375-389.

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2025Short- and long-run cross-border European sustainability interdependences. (2025). Yfanti, S ; Karanasos, M ; Wu, J ; Vourvachis, P. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05765-w.

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

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2025Comparing real-time uncertainty of the Hodrick-Prescott and Hamilton trend/cycle decompositions. (2025). Jönsson, Kristian ; Jnsson, Kristian. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02765-6.

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2026From Conventional to Unconventional Monetary Policy: Is the Taylor Rule an Adequate Representation in Macro Models?. (2026). Schuh, Scott ; Dean, James. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:2:d:10.1007_s00181-025-02868-0.

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2026The transitory component of health care employment. (2026). Loomer, Lacey ; Donayre, Luiggi. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:5:d:10.1007_s00181-026-02916-3.

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2026Systemic risk sharing among conventional and socially responsible investments. (2026). Sensoy, Ahmet ; Rahman, Molla Ramizur ; Mensi, Walid ; Akhtaruzzaman, MD. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00884-8.

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2026Hysteresis in Unemployment: An Empirical Examination for the Turkish Economy. (2026). Bal, Harun ; Algan, Nee ; Yildirim, Koray. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:17:y:2026:i:2:d:10.1007_s13132-025-02752-3.

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2026Are fiscal multipliers state-dependent? Insights from an agent-based model. (2026). Pereira, Marcelo ; Amendola, Marco. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:36:y:2026:i:1:d:10.1007_s00191-025-00928-3.

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2026Estimating a weighted output gap for Switzerland: methodology and application. (2026). Wegmueller, Philipp ; Glocker, Christian ; Wegmller, Philipp ; Kaniovski, Serguei. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:162:y:2026:i:1:d:10.1186_s41937-026-00149-w.

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2025Are fiscal multipliers state dependent? Insights from an agent-based model. (2025). Pereira, Marcelo ; Amendola, Marco. In: LEM Papers Series. RePEc:ssa:lemwps:2025/10.

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2025COMPARATIVE MACROECONOMIC ANALYSIS OF INFLATION IN UZBEKISTAN AND THE UNITED STATES. (2025). Abdulgazievich, Sarsenbaev Bakhitjan ; Parakhat, Khayirbaeva Balzira. In: GREEN ECONOMY AND DEVELOPMENT. RePEc:teu:ged000:v:3:y:2025:id:8568.

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2025Measuring business cycles using vars. (2025). Moura, Alban ; Fve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:131001.

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

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2025Trading VIX on Volatility Forecasts: Another Volatility Puzzle?. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis ; Giannopoulos, George. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1602-1618.

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2026Probabilistic Classification in Business Cycles Identification Based on Generalized ROC. (2026). Ramallo, Salvador ; Camacho, Maximo ; Romeu, Andres. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:1:p:3-21.

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2026Robust Real‐Time Estimates of the German Output Gap Based on a Multivariate Trend‐Cycle Decomposition. (2026). Ochsner, Christian ; Berger, Tino. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:3:p:1129-1144.

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

Works by James Morley:

YearTitleTypeCited
2022A Structural Measure of the Shadow Federal Funds Rate In: Working Papers.
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2022A Structural Measure of the Shadow Federal Funds Rate.(2022) In: CAMA Working Papers.
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2021A Structural Measure of the Shadow Federal Funds Rate.(2021) In: Finance and Economics Discussion Series.
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2024A Structural Measure of the Shadow Federal Funds Rate.(2024) In: Working Papers.
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2023Dutch Disease, Unemployment and Structural Change In: Working Papers.
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2026Dutch disease, unemployment and structural change.(2026) In: Economic Inquiry.
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2023Dutch Disease, Unemployment and Structural Change.(2023) In: CAMA Working Papers.
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2024Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease? In: Working Papers.
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2024Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?.(2024) In: CESifo Working Paper Series.
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2024Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?.(2024) In: Discussion Papers.
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2024Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease?.(2024) In: CIGS Working Paper Series.
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2024Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?.(2024) In: CEPR Discussion Papers.
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2024Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease.(2024) In: Economics Series Working Papers.
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2024Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?.(2024) In: Working Papers.
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2003Shift Contagion in Asset Markets In: Staff Working Papers.
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2005The Structural Break in the Equity Premium In: Journal of Business & Economic Statistics.
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2020What drives inflation in advanced and emerging market economies? In: BIS Papers chapters.
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2014Measuring economic slack in Asia and the Pacific In: BIS Papers chapters.
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2014Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific In: BIS Working Papers.
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2016Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter In: BIS Working Papers.
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2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2017) In: CAMA Working Papers.
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2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2017) In: Reserve Bank of New Zealand Discussion Paper Series.
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2016Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2016) In: Discussion Papers.
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2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2017) In: Discussion Papers.
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2018Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter.(2018) In: The Review of Economics and Statistics.
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2020Have the driving forces of inflation changed in advanced and emerging market economies? In: BIS Working Papers.
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2024Zero Interest Policy & the New Abnormal: A Critique In: The Economic Record.
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2018The Econometric Analysis of Recurrent Events in Macroeconomics and Finance In: The Economic Record.
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2020The Australian Real‐Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy In: The Economic Record.
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2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting In: The Economic Record.
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2019A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting.(2019) In: Working Papers.
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2016MACRO-FINANCE LINKAGES In: Journal of Economic Surveys.
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2009Changes in U.S. Inflation Persistence In: Studies in Nonlinear Dynamics & Econometrics.
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2013Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? In: Studies in Nonlinear Dynamics & Econometrics.
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2012Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?.(2012) In: Discussion Papers.
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2015State-dependent effects of fiscal policy In: Studies in Nonlinear Dynamics & Econometrics.
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2014State-Dependent Effects of Fiscal Policy..(2014) In: Discussion Papers.
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2018Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples In: Studies in Nonlinear Dynamics & Econometrics.
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2014Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples.(2014) In: Working Papers.
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2021When is discretionary fiscal policy effective? In: Studies in Nonlinear Dynamics & Econometrics.
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2011THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION In: Macroeconomic Dynamics.
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2015INTRODUCTION TO “SPECIAL ISSUE ON THE EMPIRICAL ANALYSIS OF BUSINESS CYCLES, FINANCIAL MARKETS, AND INFLATION: ESSAYS IN HONOR OF CHARLES NELSON” In: Macroeconomic Dynamics.
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2015INFLATION IN THE G7: MIND THE GAP(S)? In: Macroeconomic Dynamics.
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2011Inflation in the G7: mind the gap(s)?.(2011) In: Working Papers.
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2017TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS In: Macroeconomic Dynamics.
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2020IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES? In: Macroeconomic Dynamics.
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2016Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?.(2016) In: Discussion Papers.
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2017Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?.(2017) In: Discussion Papers.
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2022Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic In: Working Paper Series.
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2023Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic.(2023) In: European Economic Review.
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2000Is There a Positive Intertemporal Tradeoff Between Risk and Return After All? In: Econometric Society World Congress 2000 Contributed Papers.
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2025Trend-cycle decomposition in the presence of large shocks In: Journal of Economic Dynamics and Control.
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2024Trend-Cycle Decomposition in the Presence of Large Shocks.(2024) In: CAMA Working Papers.
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2014Structural evolution of the postwar U.S. economy In: Journal of Economic Dynamics and Control.
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2013Structural Evolution of the Postwar U.S. Economy.(2013) In: Discussion Papers.
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2015What factors drive the price–rent ratio for the housing market? A modified present-value analysis In: Journal of Economic Dynamics and Control.
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2023Does the Survey of Professional Forecasters help predict the shape of recessions in real time? In: Economics Letters.
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2002A state-space approach to calculating the Beveridge-Nelson decomposition In: Economics Letters.
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2008Trend/cycle decomposition of regime-switching processes In: Journal of Econometrics.
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2023Nowcasting the output gap In: Journal of Econometrics.
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2020Nowcasting the Output Gap.(2020) In: CAMA Working Papers.
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2026How important is global r-star for open economies? In: European Economic Review.
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2025How Important Is Global R-Star for Open Economies?.(2025) In: CAMA Working Papers.
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2001Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? In: Journal of Empirical Finance.
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2000Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Discussion Papers in Economics at the University of Washington.
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1999Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Discussion Papers in Economics at the University of Washington.
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2000Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Working Papers.
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1999Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Working Papers.
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2006Detecting shift-contagion in currency and bond markets In: Journal of International Economics.
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2002Detecting shift-contagion in currency and bond markets.(2002) In: Computing in Economics and Finance 2002.
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2015Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle In: Journal of International Money and Finance.
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2013Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle.(2013) In: Discussion Papers.
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2007In search of the natural rate of unemployment In: Journal of Monetary Economics.
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2005In search of the natural rate of unemployment.(2005) In: Supervisory Policy Analysis Working Papers.
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2003In Search of the Natural Rate of Unemployment.(2003) In: Computing in Economics and Finance 2003.
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2017Estimating DSGE models with zero interest rate policy In: Journal of Monetary Economics.
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2016Estimating DSGE models with Zero Interest Rate Policy.(2016) In: Discussion Papers.
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2017Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions In: CAMA Working Papers.
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2019Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions.(2019) In: Working Papers.
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2020Estimating and accounting for the output gap with large Bayesian vector autoregressions.(2020) In: Journal of Applied Econometrics.
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2019Measuring the Fiscal Multiplier when Plans Take Time to Implement In: CAMA Working Papers.
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2018Measuring the fiscal multiplier when plans take time to implement.(2018) In: Discussion Papers.
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2019The Australian Real-Time Fiscal Database: An Overview and an Illustration of its Use in Analysing Planned and Realised Fiscal Policies In: CAMA Working Papers.
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2018The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies.(2018) In: Discussion Papers.
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2021Cyclical signals from the labor market In: CAMA Working Papers.
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2023A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r* In: CAMA Working Papers.
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2024A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*.(2024) In: Journal of Business & Economic Statistics.
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2023Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?€€ In: CAMA Working Papers.
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2023Did Marginal Propensities to Consume Change with the Housing Boom and Bust? In: CAMA Working Papers.
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2024Did marginal propensities to consume change with the housing boom and bust?.(2024) In: Journal of Applied Econometrics.
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2025Insurance Effects of Tax-and-Transfer Progressivity In: CAMA Working Papers.
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2026Is Inflation Driven by Aggregate or Sectoral Output Gaps? In: CAMA Working Papers.
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2026Disagreement over the Nature of Macroeconomic Shocks In: CAMA Working Papers.
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2026Unpacking Global Inflation In: CAMA Working Papers.
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2006The Importance of Nonlinearity in Reproducing Business Cycle Features In: Contributions to Economic Analysis.
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2005The importance of nonlinearity in reproducing business cycle features.(2005) In: Working Papers.
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2003Nonlinearity and the permanent effects of recessions In: Working Papers.
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2005Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics.
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2005Nonlinearity and the permanent effects of recessions.(2005) In: Journal of Applied Econometrics.
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2005A steady-state approach to trend/cycle decomposition of regime-switching processes In: Working Papers.
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2006A Bayesian approach to counterfactual analysis of structural change In: Working Papers.
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2006A Bayesian Approach to Counterfactual Analysis of Structural Change.(2006) In: Computing in Economics and Finance 2006.
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2000The Adjustment of Prices and the Adjustment of the Exchange Rate In: Discussion Papers in Economics at the University of Washington.
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2001The Adjustment of Prices and the Adjustment of the Exchange Rate.(2001) In: NBER Working Papers.
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2000The Adjustment of Prices and the Adjustment of the Exchange Rate.(2000) In: Working Papers.
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2000Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? In: Discussion Papers in Economics at the University of Washington.
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2003Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?.(2003) In: The Review of Economics and Statistics.
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2000Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2000) In: Working Papers.
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2002Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2002) In: Working Papers.
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2003Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?.(2003) In: Working Papers.
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2000Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? In: Discussion Papers in Economics at the University of Washington.
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2004Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2004) In: Journal of Money, Credit and Banking.
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2000Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2000) In: Working Papers.
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2000Is There a Structural Break in the Equity Premium? In: Discussion Papers in Economics at the University of Washington.
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2000Is There a Structural Break in the Equity Premium?.(2000) In: Working Papers.
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2014Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance In: Melbourne Institute Working Paper Series.
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2014Estimating the expected duration of the zero lower bound in DSGE models with forward guidance.(2014) In: Discussion Papers.
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2020Why has the U.S. economy stagnated since the Great Recession? In: Discussion Paper Series.
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2019Why has the US economy stagnated since the Great Recession?.(2019) In: Working Papers.
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2022Why Has the U.S. Economy Stagnated since the Great Recession?.(2022) In: The Review of Economics and Statistics.
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2008Bayesian counterfactual analysis of the sources of the great moderation In: Journal of Applied Econometrics.
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2007The Slow Adjustment of Aggregate Consumption to Permanent Income In: Journal of Money, Credit and Banking.
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2007The Slow Adjustment of Aggregate Consumption to Permanent Income.(2007) In: Journal of Money, Credit and Banking.
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2011The Meta Taylor Rule In: Department of Economics - Working Papers Series.
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2011The Meta Taylor Rule.(2011) In: Discussion Papers.
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2015The Meta Taylor Rule.(2015) In: Journal of Money, Credit and Banking.
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2009The Effects of Oil Price Shocks on Output In: Business Economics.
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2008Likelihood-Based Confidence Sets for the Timing of Structural Breaks In: MPRA Paper.
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2013Likelihood-Based Confidence Sets for the Timing of Structural Breaks.(2013) In: Discussion Papers.
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2014Discussion of Capital Flow Policies, Monetary Policy and Coordination In: RBA Annual Conference Volume (Discontinued).
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2018A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy In: RBA Annual Conference Volume (Discontinued).
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2019Household Balance Sheets and Consumption Responses to Income Shocks In: 2019 Meeting Papers.
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2004A Steady State Approach to Trend / Cycle Decomposition In: Computing in Economics and Finance 2004.
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2005Testing for Stationarity and Cointegration in an Unobserved Components Framework In: Computing in Economics and Finance 2005.
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2018The changing transmission mechanism of US monetary policy In: Empirical Economics.
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2015The Changing Transmission Mechanism of U.S. Monetary Policy.(2015) In: Discussion Papers.
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2022Debt and financial market contagion In: Empirical Economics.
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2015Debt and Financial Market Contagion.(2015) In: Discussion Papers.
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2019The business cycle: periodic pandemic or rollercoaster ride? In: International Journal of Economic Policy Studies.
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2013State-Dependent Effects of Fiscal Policy. In: Discussion Papers.
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2013State-Dependent Effects of Fiscal Policy. In: Discussion Papers.
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2013Testing Stationarity for Unobserved Components Models In: Discussion Papers.
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2014Testing Stationarity for Unobserved Components Models In: Discussion Papers.
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2012Inventory Mistakes and the Great Moderation. In: Discussion Papers.
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2015Inventory Shocks and the Great Moderation. In: Discussion Papers.
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2015Inventory Shocks and the Great Moderation. In: Discussion Papers.
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2016Inventory Shocks and the Great Moderation.(2016) In: Journal of Money, Credit and Banking.
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2013Structural Evolution of the Postwar U.S. Economy In: Discussion Papers.
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2014What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach In: Discussion Papers.
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2014Estimating DSGE models with forward guidance In: Discussion Papers.
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2017When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects? In: Discussion Papers.
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2017Full Information Estimation of Household Income Risk and Consumption Insurance In: Discussion Papers.
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2019Full Information Estimation of Household Income Risk and Consumption Insurance In: Discussion Papers.
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2019Estimating Household Consumption Insurance In: Working Papers.
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2021Estimating household consumption insurance.(2021) In: Journal of Applied Econometrics.
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2024How Does Tax and Transfer Progressivity Affect Household Consumption Insurance? In: Working Papers.
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2012Inventory Mistakes and the Great Moderation In: Working Papers.
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2014Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks In: Working Papers.
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2015Likelihood‐ratio‐based confidence sets for the timing of structural breaks.(2015) In: Quantitative Economics.
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2005A Kalman filter approach to characterizing the Canadian term structure of interest rates In: Applied Financial Economics.
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2011Time variation of CAPM betas across market volatility regimes In: Applied Financial Economics.
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2012The Asymmetric Business Cycle In: The Review of Economics and Statistics.
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2009Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? In: Wesleyan Economics Working Papers.
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