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 | 675 | 2003 |
The asymmetric business cycle J Morley, J Piger Review of Economics and Statistics 94 (1), 208-221, 2012 | 340 | 2012 |
State-dependent effects of fiscal policy SM Fazzari, J Morley, I Panovska Studies in Nonlinear Dynamics & Econometrics 19 (3), 285-315, 2015 | 321 | 2015 |
Nonlinearity and the permanent effects of recessions CJ Kim, J Morley, J Piger Journal of Applied Econometrics 20 (2), 291-309, 2005 | 214 | 2005 |
A state-space approach to calculating the Beveridge-Nelson decomposition JC Morley Economics Letters 75 (1), 123-127, 2002 | 175 | 2002 |
Detecting shift-contagion in currency and bond markets T Gravelle, M Kichian, J Morley Journal of International Economics 68 (2), 409-423, 2006 | 171* | 2006 |
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 | 168 | 2004 |
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 | 167 | 2018 |
In search of the natural rate of unemployment TB King, J Morley Journal of Monetary Economics 54 (2), 550-564, 2007 | 144 | 2007 |
The slow adjustment of aggregate consumption to permanent income JC Morley Journal of Money, Credit and Banking 39 (2‐3), 615-638, 2007 | 119 | 2007 |
The structural break in the equity premium CJ Kim, JC Morley, CR Nelson Journal of Business & Economic Statistics 23 (2), 181-191, 2005 | 107 | 2005 |
Changes in US inflation persistence KH Kang, CJ Kim, J Morley Studies in Nonlinear Dynamics & Econometrics 13 (4), 2009 | 102 | 2009 |
Estimating DSGE models with zero interest rate policy M Kulish, J Morley, T Robinson Journal of Monetary Economics 88, 35-49, 2017 | 94* | 2017 |
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 | 90 | 2011 |
The adjustment of prices and the adjustment of the exchange rate C Engel, J Morley National Bureau of Economic Research, 2001 | 90 | 2001 |
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 | 88 | 2015 |
Likelihood‐ratio‐based confidence sets for the timing of structural breaks Y Eo, J Morley Quantitative Economics 6 (2), 463-497, 2015 | 70* | 2015 |
The two interpretations of the Beveridge-Nelson decomposition JC Morley Macroeconomic Dynamics 15 (3), 419, 2010 | 68 | 2010 |
Time variation of CAPM betas across market volatility regimes A Abdymomunov, J Morley Applied Financial Economics 21 (19), 1463-1478, 2011 | 67 | 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 | 63 | 2001 |