James Morley
James Morley
Professor of Macroeconomics, University of Sydney
Verified email at sydney.edu.au - Homepage
Cited by
Cited by
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
The asymmetric business cycle
J Morley, J Piger
Review of Economics and Statistics 94 (1), 208-221, 2012
State-dependent effects of fiscal policy
SM Fazzari, J Morley, I Panovska
Studies in Nonlinear Dynamics & Econometrics 19 (3), 285-315, 2015
Nonlinearity and the permanent effects of recessions
CJ Kim, J Morley, J Piger
Journal of Applied Econometrics 20 (2), 291-309, 2005
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
A state-space approach to calculating the Beveridge-Nelson decomposition
JC Morley
Economics Letters 75 (1), 123-127, 2002
Detecting shift-contagion in currency and bond markets
T Gravelle, M Kichian, J Morley
Journal of International Economics 68 (2), 409-423, 2006
In search of the natural rate of unemployment
TB King, J Morley
Journal of Monetary Economics 54 (2), 550-564, 2007
The slow adjustment of aggregate consumption to permanent income
JC Morley
Journal of Money, Credit and Banking 39 (2‐3), 615-638, 2007
The structural break in the equity premium
CJ Kim, JC Morley, CR Nelson
Journal of Business & Economic Statistics 23 (2), 181-191, 2005
Changes in US inflation persistence
KH Kang, CJ Kim, J Morley
Studies in Nonlinear Dynamics & Econometrics 13 (4), 2009
The adjustment of prices and the adjustment of the exchange rate
C Engel, JC Morley
National Bureau of Economic Research, 2001
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
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
Estimating DSGE models with zero interest rate policy
M Kulish, J Morley, T Robinson
Journal of Monetary Economics 88, 35-49, 2017
The two interpretations of the Beveridge-Nelson decomposition
JC Morley
Macroeconomic Dynamics 15 (3), 419, 2010
Likelihood‐ratio‐based confidence sets for the timing of structural breaks
Y Eo, J Morley
Quantitative Economics 6 (2), 463-497, 2015
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
Time variation of CAPM betas across market volatility regimes
A Abdymomunov, J Morley
Applied Financial Economics 21 (19), 1463-1478, 2011
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
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