James Morley
Personal Details
First Name: | James |
Middle Name: | |
Last Name: | Morley |
Suffix: | |
RePEc Short-ID: | pmo629 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/jamescmorley/ | |
School of Economics University of Sydney Sydney, NSW 2006 Australia | |
Terminal Degree: | 1999 Department of Economics; University of Washington (from RePEc Genealogy) |
Affiliation
School of Economics
Faculty of Arts and Social Sciences
University of Sydney
Sydney, Australiahttps://www.sydney.edu.au/arts/schools/school-of-economics.html
RePEc:edi:deusyau (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Gunes Kamber & James Morley & Benjamin Wong, 2024. "Trend-Cycle Decomposition in the Presence of Large Shocks," CAMA Working Papers 2024-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Aug 2024.
- Mariano Kulish & James Morley & Nadine Yamout & Francesco Zanetti, 2024.
"Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?,"
CESifo Working Paper Series
11092, CESifo.
- Francesco Zanetti & Mariano Kulish & James Morley & Nadine Yamout, 2024. "Unemployment in a Commodity-Rich Economy: HowRelevant Is Dutch Disease?," CIGS Working Paper Series 24-011E, The Canon Institute for Global Studies.
- Kulish, Mariano & Morley, James & Yamout, Nadine & Zanetti, Francesco, 2024. "Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?," CEPR Discussion Papers 19023, C.E.P.R. Discussion Papers.
- Mariano Kulish & James Morley & Nadine Yamout & Francesco Zanetti, 2024. "Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?," Discussion Papers 2420, Centre for Macroeconomics (CFM).
- Mariano Kulish & James Morley & Nadine Yamout & Francesco Zanetti, 2024. "Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease," Economics Series Working Papers 1045, University of Oxford, Department of Economics.
- Mariano Kulish & James Morley & Nadine Yamout & Francesco Zanetti, 2024. "Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?," Working Papers 2024-08, University of Sydney, School of Economics.
- Mariano Kulish & James Morley & Yamout Nadine & Zanetti Francesco, 2024. "Unemployment in a Commodity-Rich Economy: How Relevant Is Dutch Disease?," Working Papers 336, Red Nacional de Investigadores en Economía (RedNIE).
- Yunho Cho & James Morley & Aarti Singh, 2024. "How Does Tax and Transfer Progressivity Affect Household Consumption Insurance?," CAMA Working Papers 2024-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yunho Cho & James Morley & Aarti Singh, 2024. "How Does Tax and Transfer Progressivity Affect Household Consumption Insurance?," Working Papers 2024-20, University of Sydney, School of Economics.
- Yunho Cho & James Morley & Aarti Singh, 2023.
"Did Marginal Propensities to Consume Change with the Housing Boom and Bust?,"
CAMA Working Papers
2023-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yunho Cho & James Morley & Aarti Singh, 2024. "Did marginal propensities to consume change with the housing boom and bust?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 174-199, January.
- Yunjong Eo & James Morley, 2023. "Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time? ," CAMA Working Papers 2023-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mariano Kulish & James Morley & Nadine Yamout & Francesco Zanetti, 2023.
"Dutch Disease, Unemployment and Structural Change,"
Working Papers
262, Red Nacional de Investigadores en Economía (RedNIE).
- Mariano Kulish & James Morley & Nadine Yamout & Francesco Zanetti, 2023. "Dutch Disease, Unemployment and Structural Change," CAMA Working Papers 2023-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Callum Jones & Mariano Kulish & James Morley, 2022.
"A Structural Measure of the Shadow Federal Funds Rate,"
Working Papers
170, Red Nacional de Investigadores en Economía (RedNIE).
- Callum Jones & Mariano Kulish & James Morley, 2024. "A Structural Measure of the Shadow Federal Funds Rate," Working Papers 2024-05, University of Sydney, School of Economics.
- Callum J. Jones & Mariano Kulish & James Morley, 2021. "A Structural Measure of the Shadow Federal Funds Rate," Finance and Economics Discussion Series 2021-064, Board of Governors of the Federal Reserve System (U.S.).
- Callum Jones & Mariano Kulish & James Morley, 2022. "A Structural Measure of the Shadow Federal Funds Rate," CAMA Working Papers 2022-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Morley, James & Palenzuela, Diego Rodriguez & Sun, Yiqiao & Wong, Benjamin, 2022.
"Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic,"
Working Paper Series
2716, European Central Bank.
- Morley, James & Rodríguez-Palenzuela, Diego & Sun, Yiqiao & Wong, Benjamin, 2023. "Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic," European Economic Review, Elsevier, vol. 153(C).
- James Morley & Trung Duc Tran & Benjamin Wong, 2022.
"A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r,"
CAMA Working Papers
2022-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Mar 2023.
- James Morley & Trung Duc Tran & Benjamin Wong, 2024. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 665-680, April.
- Tino Berger & Paul David Boll & James Morley & Benjamin Wong, 2021. "Cyclical signals from the labor market," CAMA Working Papers 2021-91, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tino Berger & James Morley & Benjamin Wong, 2020.
"Nowcasting the output gap,"
CAMA Working Papers
2020-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Berger, Tino & Morley, James & Wong, Benjamin, 2023. "Nowcasting the output gap," Journal of Econometrics, Elsevier, vol. 232(1), pages 18-34.
- Güneş Kamber & Madhusudan Mohanty & James Morley, 2020. "Have the driving forces of inflation changed in advanced and emerging market economies?," BIS Working Papers 896, Bank for International Settlements.
- Yunjong Eo & James Morley, 2020.
"Why has the U.S. economy stagnated since the Great Recession?,"
Discussion Paper Series
2001, Institute of Economic Research, Korea University.
- Yunjong Eo & James Morley, 2022. "Why Has the U.S. Economy Stagnated since the Great Recession?," The Review of Economics and Statistics, MIT Press, vol. 104(2), pages 246-258, May.
- Eo, Yunjong & Morley, James, 2017. "Why has the US economy stagnated since the Great Recession?," Working Papers 2017-14, University of Sydney, School of Economics, revised Jun 2019.
- Yunho Cho & Aarti Singh & James Morley, 2019. "Household Balance Sheets and Consumption Responses to Income Shocks," 2019 Meeting Papers 788, Society for Economic Dynamics.
- Arpita Chatterjee & James Morley & Aarti Singh, 2019. "Full Information Estimation of Household Income Risk and Consumption Insurance," Discussion Papers 2019-07, School of Economics, The University of New South Wales.
- Cho, Yunho & Morley, James & Singh, Aarti, 2019. "Marginal propensities to consume before and after the Great Recession," Working Papers 2019-11, University of Sydney, School of Economics, revised Sep 2021.
- Kevin Lee & James Morley & Kian Ong & Kalvinder Shields, 2019.
"Measuring the fiscal multiplier when plans take time to implement,"
CAMA Working Papers
2019-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kevin Lee & James Morley & Kian Ong & Kalvinder Shields, 2018. "Measuring the fiscal multiplier when plans take time to implement," Discussion Papers 2018/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Hartigan, Luke & Morley, James, 2019.
"A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting,"
Working Papers
2019-10, University of Sydney, School of Economics, revised Nov 2019.
- Luke Hartigan & James Morley, 2020. "A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 271-293, September.
- Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui-Lay Tan, 2019.
"The Australian real-time fiscal database: A overview and an illustration of its use in analysing planned and realised fiscal policies,"
CAMA Working Papers
2019-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui-Lay Tan, 2018. "The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies," Discussion Papers 2018/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Chatterjee, Arpita & Morley, James & Singh, Aarti, 2017.
"Estimating Household Consumption Insurance,"
Working Papers
2017-04, University of Sydney, School of Economics, revised Jul 2019.
- Arpita Chatterjee & James Morley & Aarti Singh, 2021. "Estimating household consumption insurance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 628-635, August.
- Arpita Chatterjee & James Morley & Aarti Singh, 2017. "Full Information Estimation of Household Income Risk and Consumption Insurance," Discussion Papers 2017-07, School of Economics, The University of New South Wales.
- Steven M. Fazzari & James Morley & Irina B. Panovska, 2017. "When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects?," Discussion Papers 2017-04, School of Economics, The University of New South Wales.
- James Morley & Benjamin Wong, 2017.
"Estimating and accounting for the output gap with large Bayesian vector autoregressions,"
CAMA Working Papers
2017-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- James Morley & Benjamin Wong, 2020. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 1-18, January.
- Morley, James & Wong, Benjamin, 2018. "Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions," Working Papers 2018-04, University of Sydney, School of Economics, revised Feb 2019.
- James Morley & Irina B Panovska, 2016.
"Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?,"
Discussion Papers
2016-12, School of Economics, The University of New South Wales.
- Morley, James & Panovska, Irina B., 2020. "Is Business Cycle Asymmetry Intrinsic In Industrialized Economies?," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1403-1436, September.
- James Morley & Irina B Panovska, 2017. "Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?," Discussion Papers 2016-12A, School of Economics, The University of New South Wales.
- Güneş Kamber & James Morley & Benjamin Wong, 2016.
"Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter,"
BIS Working Papers
584, Bank for International Settlements.
- Günes Kamber & James Morley & Benjamin Wong, 2018. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," The Review of Economics and Statistics, MIT Press, vol. 100(3), pages 550-566, July.
- Gunes Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09, School of Economics, The University of New South Wales.
- Güneş Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series DP2017/01, Reserve Bank of New Zealand.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter," CAMA Working Papers 2017-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09A, School of Economics, The University of New South Wales.
- Mariano Kulish & James Morley & Tim Robinson, 2016.
"Estimating DSGE models with Zero Interest Rate Policy,"
Discussion Papers
2014-32B, School of Economics, The University of New South Wales.
- Kulish, Mariano & Morley, James & Robinson, Tim, 2017. "Estimating DSGE models with zero interest rate policy," Journal of Monetary Economics, Elsevier, vol. 88(C), pages 35-49.
- Cody Yu-Ling Hsiao & James Morley, 2015.
"Debt and Financial Market Contagion,"
Discussion Papers
2015-02, School of Economics, The University of New South Wales.
- Cody Yu-Ling Hsiao & James Morley, 2022. "Debt and financial market contagion," Empirical Economics, Springer, vol. 62(4), pages 1599-1648, April.
- James Morley & Aarti Singh, 2015. "Inventory Shocks and the Great Moderation," Discussion Papers 2012-42A, School of Economics, The University of New South Wales.
- Norhana Endut & James Morley & Pao-Lin Tien, 2015.
"The Changing Transmission Mechanism of U.S. Monetary Policy,"
Discussion Papers
2015-03, School of Economics, The University of New South Wales.
- Norhana Endut & James Morley & Pao-Lin Tien, 2018. "The changing transmission mechanism of US monetary policy," Empirical Economics, Springer, vol. 54(3), pages 959-987, May.
- James Morley & Aarti Singh, 2015.
"Inventory Shocks and the Great Moderation,"
Discussion Papers
2012-42B, School of Economics, The University of New South Wales.
- James Morley & Aarti Singh, 2016. "Inventory Shocks and the Great Moderation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 699-728, June.
- Donayre, Luiggi & Eo, Yunjong & Morley, James, 2014.
"Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples,"
Working Papers
2014-04, University of Sydney, School of Economics.
- Donayre Luiggi & Eo Yunjong & Morley James, 2018. "Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-11, February.
- James Morley & Irina B. Panovska & Tara M. Sinclair, 2014. "Testing Stationarity for Unobserved Components Models," Discussion Papers 2012-41B, School of Economics, The University of New South Wales.
- N. Kundan Kishor & James Morley, 2014. "What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Approach," Discussion Papers 2014-20, School of Economics, The University of New South Wales.
- Mariano Kulish & James Morley & Tim Robinson, 2014. "Estimating DSGE models with forward guidance," Discussion Papers 2014-32A, School of Economics, The University of New South Wales.
- Steven Fazzari & James Morley & Irina Panovska, 2014.
"State-Dependent Effects of Fiscal Policy,"
Discussion Papers
2012-27C, School of Economics, The University of New South Wales.
- Fazzari Steven M. & Morley James & Panovska Irina, 2015. "State-dependent effects of fiscal policy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 285-315, June.
- N. Kundan Kishor & James Morley, 2014. "What Moves the Price-Rent Ratio for Housing? A Modified Present-Value Approach," Discussion Papers 2014-20, School of Economics, The University of New South Wales.
- Mariano Kulish & James Morley & Tim Robinson, 2014.
"Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance,"
Melbourne Institute Working Paper Series
wp2014n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Mariano Kulish & James Morley & Tim Robinson, 2014. "Estimating the expected duration of the zero lower bound in DSGE models with forward guidance," Discussion Papers 2014-32, School of Economics, The University of New South Wales.
- James Morley, 2014. "Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific," BIS Working Papers 451, Bank for International Settlements.
- Ming Chien Lo & James Morley, 2013.
"Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle,"
Discussion Papers
2013-05, School of Economics, The University of New South Wales.
- Lo, Ming Chien & Morley, James, 2015. "Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 285-302.
- Steven Fazzari & James Morley & Irina Panovska, 2013. "State-Dependent Effects of Fiscal Policy," Discussion Papers 2012-27B, School of Economics, The University of New South Wales.
- Steven Fazzari & James Morley & Irina Panovska, 2013. "State-Dependent Effects of Fiscal Policy," Discussion Papers 2012-27A, School of Economics, The University of New South Wales.
- Yuelin Liu & James Morley, 2013.
"Structural Evolution of the Postwar U.S. Economy,"
Discussion Papers
2013-15A, School of Economics, The University of New South Wales.
- Liu, Yuelin & Morley, James, 2014. "Structural evolution of the postwar U.S. economy," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 50-68.
- Yuelin Liu & James Morley, 2013. "Structural Evolution of the Postwar U.S. Economy," Discussion Papers 2013-15, School of Economics, The University of New South Wales.
- James Morley & Irina B. Panovska & Tara M. Sinclair, 2013. "Testing Stationarity for Unobserved Components Models," Discussion Papers 2012-41A, School of Economics, The University of New South Wales.
- James Morley & Jeremy Piger & Pao-Lin Tien, 2012.
"Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?,"
Discussion Papers
2012-23, School of Economics, The University of New South Wales.
- Morley James & Piger Jeremy & Tien Pao-Lin, 2013. "Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 483-498, December.
- James Morley & Aarti Singh, 2012. "Inventory Mistakes and the Great Moderation," Discussion Papers 2012-42, School of Economics, The University of New South Wales.
- Eo, Yunjong & Morley, James, 2011.
"Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks,"
Working Papers
2011-07, University of Sydney, School of Economics, revised Feb 2014.
- Yunjong Eo & James Morley, 2015. "Likelihood‐ratio‐based confidence sets for the timing of structural breaks," Quantitative Economics, Econometric Society, vol. 6(2), pages 463-497, July.
- Kevin Lee, James Morley and Kalvinder Sheields, 2011.
"The Meta Taylor Rule,"
Department of Economics - Working Papers Series
1131, The University of Melbourne.
- Kevin Lee & James Morley & Kalvinder Shields, 2015. "The Meta Taylor Rule," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 73-98, February.
- Kevin Lee & James Morley & Kalvinder Shields, 2011. "The Meta Taylor Rule," Discussion Papers 11/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- James Morley & Jeremy M. Piger & Robert H. Rasche, 2011.
"Inflation in the G7: mind the gap(s)?,"
Working Papers
2011-011, Federal Reserve Bank of St. Louis.
- Morley, James & Piger, Jeremy & Rasche, Robert, 2015. "Inflation In The G7: Mind The Gap(S)?," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 883-912, June.
- James Morley & Jeremy Piger & Pao-Lin Tien, 2009. "Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?," Wesleyan Economics Working Papers 2009-003, Wesleyan University, Department of Economics.
- Morley, James & Singh, Aarti, 2009. "Inventory Mistakes and the Great Moderation," Working Papers 2009-04, University of Sydney, School of Economics, revised Feb 2015.
- Eo, Yunjong & Morley, James C., 2008.
"Likelihood-Based Confidence Sets for the Timing of Structural Breaks,"
MPRA Paper
10372, University Library of Munich, Germany.
- Yunjong Eo & James Morley, 2013. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," Discussion Papers 2013-12, School of Economics, The University of New South Wales.
- Chang-Jin Kim & James Morley & Jeremy M. Piger, 2006.
"A Bayesian approach to counterfactual analysis of structural change,"
Working Papers
2004-014, Federal Reserve Bank of St. Louis.
- Chang-Jin Kim University of Washington,, ,Jeremy Piger, Federal Reserve Bank of St. Louis & James Morley & Jeremy Piger, 2006. "A Bayesian Approach to Counterfactual Analysis of Structural Change," Computing in Economics and Finance 2006 259, Society for Computational Economics.
- James Morley & Tara M. Sinclair, 2005. "Testing for Stationarity and Cointegration in an Unobserved Components Framework," Computing in Economics and Finance 2005 451, Society for Computational Economics.
- Thomas B. King & James Morley, 2005.
"In search of the natural rate of unemployment,"
Supervisory Policy Analysis Working Papers
2005-05, Federal Reserve Bank of St. Louis.
- King, Thomas B. & Morley, James, 2007. "In search of the natural rate of unemployment," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 550-564, March.
- James Morley & Thomas King, 2003. "In Search of the Natural Rate of Unemployment," Computing in Economics and Finance 2003 190, Society for Computational Economics.
- James Morley & Jeremy M. Piger, 2005.
"The importance of nonlinearity in reproducing business cycle features,"
Working Papers
2004-032, Federal Reserve Bank of St. Louis.
- James Morley & Jeremy Piger, 2006. "The Importance of Nonlinearity in Reproducing Business Cycle Features," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 75-95, Emerald Group Publishing Limited.
- James Morley & Jeremy M. Piger, 2005. "A steady-state approach to trend/cycle decomposition of regime-switching processes," Working Papers 2004-006, Federal Reserve Bank of St. Louis.
- Jeremy Piger & James Morley, 2004. "A Steady State Approach to Trend / Cycle Decomposition," Computing in Economics and Finance 2004 22, Society for Computational Economics.
- Toni Gravelle & Maral Kichian & James Morley, 2003. "Shift Contagion in Asset Markets," Staff Working Papers 03-5, Bank of Canada.
- Chang-Jin Kim & James Morley & Jeremy M. Piger, 2003.
"Nonlinearity and the permanent effects of recessions,"
Working Papers
2002-014, Federal Reserve Bank of St. Louis.
- Jeremy Piger & James Morley & Chang-Jin Kim, 2005. "Nonlinearity and the permanent effects of recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 291-309.
- Chang‐Jin Kim & James Morley & Jeremy Piger, 2005. "Nonlinearity and the permanent effects of recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 291-309.
- Toni Gravelle & Maral Kichian & James Morley, 2002.
"Detecting shift-contagion in currency and bond markets,"
Computing in Economics and Finance 2002
58, Society for Computational Economics.
- Gravelle, Toni & Kichian, Maral & Morley, James, 2006. "Detecting shift-contagion in currency and bond markets," Journal of International Economics, Elsevier, vol. 68(2), pages 409-423, March.
- James Morley, 2000. "Is There a Positive Intertemporal Tradeoff Between Risk and Return After All?," Econometric Society World Congress 2000 Contributed Papers 0915, Econometric Society.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000.
"Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?,"
Discussion Papers in Economics at the University of Washington
0011, Department of Economics at the University of Washington.
- Kim, Chang-Jin & Morley, James C. & Nelson, Charles R., 2001. "Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?," Journal of Empirical Finance, Elsevier, vol. 8(4), pages 403-426, September.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 1999. "Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?," Discussion Papers in Economics at the University of Washington 0028, Department of Economics at the University of Washington.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 1999. "Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?," Working Papers 0028, University of Washington, Department of Economics.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Working Papers 0011, University of Washington, Department of Economics.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000.
"Is There a Structural Break in the Equity Premium?,"
Discussion Papers in Economics at the University of Washington
0024, Department of Economics at the University of Washington.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Is There a Structural Break in the Equity Premium?," Working Papers 0024, University of Washington, Department of Economics.
- James C. Morley & Charles Nelson & Eric Zivot, 2000.
"Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?,"
Discussion Papers in Economics at the University of Washington
0013, Department of Economics at the University of Washington.
- James C. Morley & Charles R. Nelson & Eric Zivot, 2003. "Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 235-243, May.
- James Morley & Charles Nelson & Eric Zivot, 2002. "Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?," Working Papers UWEC-2002-01, University of Washington, Department of Economics.
- James Morley & Charles Nelson & Eric Zivot, 2003. "Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?," Working Papers UWEC-2002-18-P, University of Washington, Department of Economics.
- James C. Morley & Charles Nelson & Eric Zivot, 2000. "Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?," Working Papers 0013, University of Washington, Department of Economics.
- Charles Nelson & Eric Zivot, 2000. "Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different?," Econometric Society World Congress 2000 Contributed Papers 0692, Econometric Society.
- Charles Engel & James Morley, 2000.
"The Adjustment of Prices and the Adjustment of the Exchange Rate,"
Discussion Papers in Economics at the University of Washington
0009, Department of Economics at the University of Washington.
- Charles Engel & James Morley, 2000. "The Adjustment of Prices and the Adjustment of the Exchange Rate," Working Papers 0009, University of Washington, Department of Economics.
- Charles Engel & James C. Morley, 2001. "The Adjustment of Prices and the Adjustment of the Exchange Rate," NBER Working Papers 8550, National Bureau of Economic Research, Inc.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000.
"Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?,"
Discussion Papers in Economics at the University of Washington
0023, Department of Economics at the University of Washington.
- Kim, Chang-Jin & Morley, James C & Nelson, Charles R, 2004. "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 339-360, June.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?," Working Papers 0023, University of Washington, Department of Economics.
Articles
- James Morley & Trung Duc Tran & Benjamin Wong, 2024.
"A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 665-680, April.
- James Morley & Trung Duc Tran & Benjamin Wong, 2022. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," CAMA Working Papers 2022-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Mar 2023.
- Yunho Cho & James Morley & Aarti Singh, 2024.
"Did marginal propensities to consume change with the housing boom and bust?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 174-199, January.
- Yunho Cho & James Morley & Aarti Singh, 2023. "Did Marginal Propensities to Consume Change with the Housing Boom and Bust?," CAMA Working Papers 2023-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- James Morley, 2024. "Zero Interest Policy & the New Abnormal: A Critique," The Economic Record, The Economic Society of Australia, vol. 100(329), pages 261-266, June.
- Morley, James & Rodríguez-Palenzuela, Diego & Sun, Yiqiao & Wong, Benjamin, 2023.
"Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic,"
European Economic Review, Elsevier, vol. 153(C).
- Morley, James & Palenzuela, Diego Rodriguez & Sun, Yiqiao & Wong, Benjamin, 2022. "Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic," Working Paper Series 2716, European Central Bank.
- Berger, Tino & Morley, James & Wong, Benjamin, 2023.
"Nowcasting the output gap,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 18-34.
- Tino Berger & James Morley & Benjamin Wong, 2020. "Nowcasting the output gap," CAMA Working Papers 2020-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eo, Yunjong & Morley, James, 2023. "Does the Survey of Professional Forecasters help predict the shape of recessions in real time?," Economics Letters, Elsevier, vol. 233(C).
- Cody Yu-Ling Hsiao & James Morley, 2022.
"Debt and financial market contagion,"
Empirical Economics, Springer, vol. 62(4), pages 1599-1648, April.
- Cody Yu-Ling Hsiao & James Morley, 2015. "Debt and Financial Market Contagion," Discussion Papers 2015-02, School of Economics, The University of New South Wales.
- Yunjong Eo & James Morley, 2022.
"Why Has the U.S. Economy Stagnated since the Great Recession?,"
The Review of Economics and Statistics, MIT Press, vol. 104(2), pages 246-258, May.
- Eo, Yunjong & Morley, James, 2017. "Why has the US economy stagnated since the Great Recession?," Working Papers 2017-14, University of Sydney, School of Economics, revised Jun 2019.
- Yunjong Eo & James Morley, 2020. "Why has the U.S. economy stagnated since the Great Recession?," Discussion Paper Series 2001, Institute of Economic Research, Korea University.
- Arpita Chatterjee & James Morley & Aarti Singh, 2021.
"Estimating household consumption insurance,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 628-635, August.
- Chatterjee, Arpita & Morley, James & Singh, Aarti, 2017. "Estimating Household Consumption Insurance," Working Papers 2017-04, University of Sydney, School of Economics, revised Jul 2019.
- Fazzari Steven M. & Morley James & Panovska Irina, 2021. "When is discretionary fiscal policy effective?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(4), pages 229-254, September.
- Morley, James & Panovska, Irina B., 2020.
"Is Business Cycle Asymmetry Intrinsic In Industrialized Economies?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1403-1436, September.
- James Morley & Irina B Panovska, 2016. "Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?," Discussion Papers 2016-12, School of Economics, The University of New South Wales.
- James Morley & Irina B Panovska, 2017. "Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?," Discussion Papers 2016-12A, School of Economics, The University of New South Wales.
- Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui‐Lay Tan, 2020. "The Australian Real‐Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy," The Economic Record, The Economic Society of Australia, vol. 96(312), pages 87-106, March.
- James Morley & Benjamin Wong, 2020.
"Estimating and accounting for the output gap with large Bayesian vector autoregressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 1-18, January.
- James Morley & Benjamin Wong, 2017. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," CAMA Working Papers 2017-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Morley, James & Wong, Benjamin, 2018. "Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions," Working Papers 2018-04, University of Sydney, School of Economics, revised Feb 2019.
- Luke Hartigan & James Morley, 2020.
"A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting,"
The Economic Record, The Economic Society of Australia, vol. 96(314), pages 271-293, September.
- Hartigan, Luke & Morley, James, 2019. "A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting," Working Papers 2019-10, University of Sydney, School of Economics, revised Nov 2019.
- James Morley, 2019. "The business cycle: periodic pandemic or rollercoaster ride?," International Journal of Economic Policy Studies, Springer, vol. 13(2), pages 425-431, August.
- Donayre Luiggi & Eo Yunjong & Morley James, 2018.
"Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-11, February.
- Donayre, Luiggi & Eo, Yunjong & Morley, James, 2014. "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples," Working Papers 2014-04, University of Sydney, School of Economics.
- James Morley, 2018. "The Econometric Analysis of Recurrent Events in Macroeconomics and Finance," The Economic Record, The Economic Society of Australia, vol. 94(306), pages 338-340, September.
- Norhana Endut & James Morley & Pao-Lin Tien, 2018.
"The changing transmission mechanism of US monetary policy,"
Empirical Economics, Springer, vol. 54(3), pages 959-987, May.
- Norhana Endut & James Morley & Pao-Lin Tien, 2015. "The Changing Transmission Mechanism of U.S. Monetary Policy," Discussion Papers 2015-03, School of Economics, The University of New South Wales.
- Günes Kamber & James Morley & Benjamin Wong, 2018.
"Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter,"
The Review of Economics and Statistics, MIT Press, vol. 100(3), pages 550-566, July.
- Gunes Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09, School of Economics, The University of New South Wales.
- Güneş Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series DP2017/01, Reserve Bank of New Zealand.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter," CAMA Working Papers 2017-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09A, School of Economics, The University of New South Wales.
- Güneş Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter," BIS Working Papers 584, Bank for International Settlements.
- Kulish, Mariano & Morley, James & Robinson, Tim, 2017.
"Estimating DSGE models with zero interest rate policy,"
Journal of Monetary Economics, Elsevier, vol. 88(C), pages 35-49.
- Mariano Kulish & James Morley & Tim Robinson, 2016. "Estimating DSGE models with Zero Interest Rate Policy," Discussion Papers 2014-32B, School of Economics, The University of New South Wales.
- Morley, James & Panovska, Irina B. & Sinclair, Tara M., 2017. "Testing Stationarity With Unobserved-Components Models," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 160-182, January.
- James Morley, 2016. "Macro-Finance Linkages," Journal of Economic Surveys, Wiley Blackwell, vol. 30(4), pages 698-711, September.
- James Morley & Aarti Singh, 2016.
"Inventory Shocks and the Great Moderation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 699-728, June.
- James Morley & Aarti Singh, 2015. "Inventory Shocks and the Great Moderation," Discussion Papers 2012-42B, School of Economics, The University of New South Wales.
- Kishor, N. Kundan & Morley, James, 2015. "What factors drive the price–rent ratio for the housing market? A modified present-value analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 235-249.
- Lo, Ming Chien & Morley, James, 2015.
"Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle,"
Journal of International Money and Finance, Elsevier, vol. 51(C), pages 285-302.
- Ming Chien Lo & James Morley, 2013. "Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle," Discussion Papers 2013-05, School of Economics, The University of New South Wales.
- Yunjong Eo & James Morley, 2015.
"Likelihood‐ratio‐based confidence sets for the timing of structural breaks,"
Quantitative Economics, Econometric Society, vol. 6(2), pages 463-497, July.
- Eo, Yunjong & Morley, James, 2011. "Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks," Working Papers 2011-07, University of Sydney, School of Economics, revised Feb 2014.
- Kevin Lee & James Morley & Kalvinder Shields, 2015.
"The Meta Taylor Rule,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 73-98, February.
- Kevin Lee, James Morley and Kalvinder Sheields, 2011. "The Meta Taylor Rule," Department of Economics - Working Papers Series 1131, The University of Melbourne.
- Kevin Lee & James Morley & Kalvinder Shields, 2011. "The Meta Taylor Rule," Discussion Papers 11/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Fazzari Steven M. & Morley James & Panovska Irina, 2015.
"State-dependent effects of fiscal policy,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 285-315, June.
- Steven Fazzari & James Morley & Irina Panovska, 2014. "State-Dependent Effects of Fiscal Policy," Discussion Papers 2012-27C, School of Economics, The University of New South Wales.
- Morley, James & Piger, Jeremy & Rasche, Robert, 2015.
"Inflation In The G7: Mind The Gap(S)?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 883-912, June.
- James Morley & Jeremy M. Piger & Robert H. Rasche, 2011. "Inflation in the G7: mind the gap(s)?," Working Papers 2011-011, Federal Reserve Bank of St. Louis.
- Kim, Chang-Jin & Morley, James & Piger, Jeremy, 2015. "Introduction To “Special Issue On The Empirical Analysis Of Business Cycles, Financial Markets, And Inflation: Essays In Honor Of Charles Nelson”," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 723-727, June.
- Liu, Yuelin & Morley, James, 2014.
"Structural evolution of the postwar U.S. economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 50-68.
- Yuelin Liu & James Morley, 2013. "Structural Evolution of the Postwar U.S. Economy," Discussion Papers 2013-15A, School of Economics, The University of New South Wales.
- Morley James & Piger Jeremy & Tien Pao-Lin, 2013.
"Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 483-498, December.
- James Morley & Jeremy Piger & Pao-Lin Tien, 2012. "Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?," Discussion Papers 2012-23, School of Economics, The University of New South Wales.
- James Morley & Jeremy Piger, 2012. "The Asymmetric Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 208-221, February.
- Morley, James C., 2011. "The Two Interpretations Of The Beveridge–Nelson Decomposition," Macroeconomic Dynamics, Cambridge University Press, vol. 15(3), pages 419-439, June.
- Neal Ghosh & Chris Varvares & James Morley, 2009. "The Effects of Oil Price Shocks on Output," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 44(4), pages 220-228, October.
- Kang Kyu Ho & Kim Chang-Jin & Morley James, 2009. "Changes in U.S. Inflation Persistence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(4), pages 1-23, September.
- Chang-Jin Kim & James Morley & Jeremy Piger, 2008. "Bayesian counterfactual analysis of the sources of the great moderation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 173-191.
- Morley, James & Piger, Jeremy, 2008. "Trend/cycle decomposition of regime-switching processes," Journal of Econometrics, Elsevier, vol. 146(2), pages 220-226, October.
- James C. Morley, 2007.
"The Slow Adjustment of Aggregate Consumption to Permanent Income,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 615-638, March.
- James C. Morley, 2007. "The Slow Adjustment of Aggregate Consumption to Permanent Income," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 615-638, March.
- King, Thomas B. & Morley, James, 2007.
"In search of the natural rate of unemployment,"
Journal of Monetary Economics, Elsevier, vol. 54(2), pages 550-564, March.
- Thomas B. King & James Morley, 2005. "In search of the natural rate of unemployment," Supervisory Policy Analysis Working Papers 2005-05, Federal Reserve Bank of St. Louis.
- James Morley & Thomas King, 2003. "In Search of the Natural Rate of Unemployment," Computing in Economics and Finance 2003 190, Society for Computational Economics.
- Gravelle, Toni & Kichian, Maral & Morley, James, 2006.
"Detecting shift-contagion in currency and bond markets,"
Journal of International Economics, Elsevier, vol. 68(2), pages 409-423, March.
- Toni Gravelle & Maral Kichian & James Morley, 2002. "Detecting shift-contagion in currency and bond markets," Computing in Economics and Finance 2002 58, Society for Computational Economics.
- Jeremy Piger & James Morley & Chang-Jin Kim, 2005.
"Nonlinearity and the permanent effects of recessions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 291-309.
- Chang‐Jin Kim & James Morley & Jeremy Piger, 2005. "Nonlinearity and the permanent effects of recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 291-309.
- Chang-Jin Kim & James Morley & Jeremy M. Piger, 2003. "Nonlinearity and the permanent effects of recessions," Working Papers 2002-014, Federal Reserve Bank of St. Louis.
- Kim, Chang-Jin & Morley, James C. & Nelson, Charles R., 2005. "The Structural Break in the Equity Premium," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 181-191, April.
- Kim, Chang-Jin & Morley, James C & Nelson, Charles R, 2004.
"Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 339-360, June.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?," Working Papers 0023, University of Washington, Department of Economics.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?," Discussion Papers in Economics at the University of Washington 0023, Department of Economics at the University of Washington.
- James C. Morley & Charles R. Nelson & Eric Zivot, 2003.
"Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?,"
The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 235-243, May.
- James Morley & Charles Nelson & Eric Zivot, 2002. "Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?," Working Papers UWEC-2002-01, University of Washington, Department of Economics.
- James Morley & Charles Nelson & Eric Zivot, 2003. "Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?," Working Papers UWEC-2002-18-P, University of Washington, Department of Economics.
- Tom Doan, "undated". "RATS programs to replicate Morley-Nelson-Zivot state space decomposition," Statistical Software Components RTZ00115, Boston College Department of Economics.
- James C. Morley & Charles Nelson & Eric Zivot, 2000. "Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?," Working Papers 0013, University of Washington, Department of Economics.
- Charles Nelson & Eric Zivot, 2000. "Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different?," Econometric Society World Congress 2000 Contributed Papers 0692, Econometric Society.
- James C. Morley & Charles Nelson & Eric Zivot, 2000. "Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?," Discussion Papers in Economics at the University of Washington 0013, Department of Economics at the University of Washington.
- Morley, James C., 2002. "A state-space approach to calculating the Beveridge-Nelson decomposition," Economics Letters, Elsevier, vol. 75(1), pages 123-127, March.
- Kim, Chang-Jin & Morley, James C. & Nelson, Charles R., 2001.
"Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?,"
Journal of Empirical Finance, Elsevier, vol. 8(4), pages 403-426, September.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 1999. "Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?," Discussion Papers in Economics at the University of Washington 0028, Department of Economics at the University of Washington.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 1999. "Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?," Working Papers 0028, University of Washington, Department of Economics.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Working Papers 0011, University of Washington, Department of Economics.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Discussion Papers in Economics at the University of Washington 0011, Department of Economics at the University of Washington.
RePEc:taf:apfiec:v:15:y:2005:i:10:p:691-705 is not listed on IDEAS
RePEc:taf:apfiec:v:21:y:2011:i:19:p:1463-1478 is not listed on IDEAS
Chapters
- Günes Kamber & Madhusudan Mohanty & James Morley, 2020. "What drives inflation in advanced and emerging market economies?," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation dynamics in Asia and the Pacific, volume 111, pages 21-36, Bank for International Settlements.
- Luke Hartigan & James Morley, 2018. "A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy," RBA Annual Conference Volume (Discontinued), in: John Simon & Maxwell Sutton (ed.),Central Bank Frameworks: Evolution or Revolution?, Reserve Bank of Australia.
- James Morley, 2014. "Discussion of Capital Flow Policies, Monetary Policy and Coordination," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Read (ed.),Financial Flows and Infrastructure Financing, Reserve Bank of Australia.
- James Morley, 2014. "Measuring economic slack in Asia and the Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 35-50, Bank for International Settlements.
- James Morley & Jeremy Piger, 2006.
"The Importance of Nonlinearity in Reproducing Business Cycle Features,"
Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 75-95,
Emerald Group Publishing Limited.
- James Morley & Jeremy M. Piger, 2005. "The importance of nonlinearity in reproducing business cycle features," Working Papers 2004-032, Federal Reserve Bank of St. Louis.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Wu-Index
- Record of graduates
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 77 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (40) 2003-04-21 2005-05-23 2009-06-10 2011-05-30 2012-05-02 2014-03-30 2014-03-30 2014-07-13 2014-08-09 2014-08-20 2014-09-25 2015-02-05 2015-02-28 2015-02-28 2015-08-13 2016-07-23 2016-10-02 2016-10-23 2017-01-29 2017-03-26 2017-03-26 2017-04-09 2017-04-09 2017-04-16 2017-04-16 2017-07-23 2018-01-29 2018-11-19 2019-02-18 2019-02-18 2019-07-08 2019-07-15 2020-06-15 2020-10-05 2020-11-16 2021-11-01 2022-01-24 2022-03-14 2023-06-12 2024-04-22. Author is listed
- NEP-ETS: Econometric Time Series (17) 2001-04-11 2001-04-11 2001-04-11 2002-10-18 2004-05-16 2005-11-19 2008-09-13 2011-09-16 2012-05-02 2013-06-16 2013-06-24 2016-10-02 2017-04-09 2017-07-23 2020-10-05 2023-06-12 2024-04-22. Author is listed
- NEP-MON: Monetary Economics (13) 2011-05-30 2014-07-13 2014-08-20 2015-02-05 2015-02-28 2017-04-16 2019-07-08 2020-11-16 2021-11-01 2022-09-19 2022-09-19 2022-11-21 2024-04-29. Author is listed
- NEP-DGE: Dynamic General Equilibrium (12) 2014-07-13 2014-08-20 2015-02-05 2017-04-16 2023-08-28 2024-05-06 2024-05-13 2024-06-17 2024-06-24 2024-09-09 2024-09-23 2024-09-30. Author is listed
- NEP-ECM: Econometrics (12) 2001-04-11 2004-05-16 2005-11-19 2008-09-13 2009-06-10 2013-06-16 2013-06-24 2014-03-30 2016-07-23 2017-03-05 2017-07-23 2019-07-15. Author is listed
- NEP-CBA: Central Banking (9) 2001-10-22 2009-06-10 2011-05-30 2011-07-13 2015-02-05 2015-02-28 2019-07-08 2020-11-16 2021-11-01. Author is listed
- NEP-OPM: Open Economy Macroeconomics (9) 2013-06-16 2020-11-16 2023-08-28 2024-05-06 2024-05-13 2024-06-17 2024-06-24 2024-09-23 2024-09-30. Author is listed
- NEP-FMK: Financial Markets (6) 2001-04-11 2001-04-11 2001-04-11 2003-04-21 2003-10-20 2022-11-21. Author is listed
- NEP-PBE: Public Economics (6) 2013-06-16 2014-03-30 2014-09-25 2017-03-26 2024-09-09 2024-10-07. Author is listed
- NEP-FOR: Forecasting (5) 2014-08-09 2016-07-23 2016-10-02 2017-01-29 2017-04-09. Author is listed
- NEP-IFN: International Finance (4) 2001-04-11 2001-10-22 2003-04-21 2003-10-20
- NEP-LAB: Labour Economics (4) 2024-05-06 2024-05-13 2024-06-17 2024-06-24
- NEP-ORE: Operations Research (4) 2011-09-16 2012-05-02 2017-07-23 2020-06-15
- NEP-URE: Urban and Real Estate Economics (4) 2014-05-09 2014-05-24 2015-02-28 2019-08-12
- NEP-CFN: Corporate Finance (3) 2001-04-11 2003-04-21 2003-10-20
- NEP-FIN: Finance (3) 2001-04-11 2001-04-11 2001-04-11
- NEP-PUB: Public Finance (3) 2013-06-16 2024-09-09 2024-10-07
- NEP-ACC: Accounting and Auditing (2) 2019-08-12 2019-09-23
- NEP-BEC: Business Economics (2) 2009-06-10 2012-05-02
- NEP-EEC: European Economics (2) 2011-05-30 2022-09-19
- NEP-IAS: Insurance Economics (2) 2019-07-15 2019-08-12
- NEP-RMG: Risk Management (2) 2003-04-21 2023-06-12
- NEP-SEA: South East Asia (2) 2014-08-09 2015-02-28
- NEP-BAN: Banking (1) 2021-11-01
- NEP-CMP: Computational Economics (1) 2005-05-23
- NEP-FDG: Financial Development and Growth (1) 2014-03-30
- NEP-INV: Investment (1) 2024-04-22
- NEP-LTV: Unemployment, Inequality and Poverty (1) 2017-03-26
- NEP-TID: Technology and Industrial Dynamics (1) 2001-04-11
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, James Morley should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.