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James Morley
James Morley
Professor of Macroeconomics, University of Sydney
Verified email at sydney.edu.au - Homepage
Title
Cited by
Cited by
Year
Why are the Beveridge-Nelson and unobserved-components decompositions of GDP so different?
JC Morley, CR Nelson, E Zivot
Review of Economics and Statistics 85 (2), 235-243, 2003
6842003
The asymmetric business cycle
J Morley, J Piger
Review of Economics and Statistics 94 (1), 208-221, 2012
3472012
State-dependent effects of fiscal policy
SM Fazzari, J Morley, I Panovska
Studies in Nonlinear Dynamics & Econometrics 19 (3), 285-315, 2015
3262015
Nonlinearity and the permanent effects of recessions
CJ Kim, J Morley, J Piger
Journal of Applied Econometrics 20 (2), 291-309, 2005
2172005
A state-space approach to calculating the Beveridge-Nelson decomposition
JC Morley
Economics Letters 75 (1), 123-127, 2002
1772002
Is there a positive relationship between stock market volatility and the equity premium?
CJ Kim, JC Morley, CR Nelson
Journal of Money, Credit and Banking, 339-360, 2004
1732004
Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter
G Kamber, J Morley, B Wong
Review of Economics and Statistics 100 (3), 550-566, 2018
1722018
Detecting shift-contagion in currency and bond markets
T Gravelle, M Kichian, J Morley
Journal of International Economics 68 (2), 409-423, 2006
172*2006
In search of the natural rate of unemployment
TB King, J Morley
Journal of Monetary Economics 54 (2), 550-564, 2007
1472007
The slow adjustment of aggregate consumption to permanent income
JC Morley
Journal of Money, Credit and Banking 39 (2‐3), 615-638, 2007
1202007
The structural break in the equity premium
CJ Kim, JC Morley, CR Nelson
Journal of Business & Economic Statistics 23 (2), 181-191, 2005
1082005
Changes in US inflation persistence
KH Kang, CJ Kim, J Morley
Studies in Nonlinear Dynamics & Econometrics 13 (4), 2009
1022009
Estimating DSGE models with zero interest rate policy
M Kulish, J Morley, T Robinson
Journal of Monetary Economics 88, 35-49, 2017
96*2017
What factors drive the price–rent ratio for the housing market? A modified present-value analysis
NK Kishor, J Morley
Journal of Economic Dynamics and Control 58, 235-249, 2015
922015
Peripherally inserted central venous catheter-associated bloodstream infections in hospitalized adult patients
MC Ajenjo, JC Morley, AJ Russo, KM McMullen, C Robinson, RC Williams, ...
Infection Control & Hospital Epidemiology 32 (2), 125-130, 2011
912011
The adjustment of prices and the adjustment of the exchange rate
C Engel, J Morley
National Bureau of Economic Research, 2001
912001
Likelihood‐ratio‐based confidence sets for the timing of structural breaks
Y Eo, J Morley
Quantitative Economics 6 (2), 463-497, 2015
70*2015
Time variation of CAPM betas across market volatility regimes
A Abdymomunov, J Morley
Applied Financial Economics 21 (19), 1463-1478, 2011
692011
The two interpretations of the Beveridge-Nelson decomposition
JC Morley
Macroeconomic Dynamics 15 (3), 419, 2010
692010
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
CJ Kim, JC Morley, CR Nelson
Journal of Empirical Finance 8 (4), 403-426, 2001
632001
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