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Timothy Cogley

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Personal Details

First Name: Timothy
Middle Name:
Last Name: Cogley
Suffix:

RePEc Short-ID: pco39

Email:
Homepage: http://files.nyu.edu/tc60/public
Postal Address: Department of Economics New York University 19 W. 4th St., 6FL New York, NY 10012
Phone: 212-992-8679

Affiliation

Department of Economics
New York University (NYU)
Location: New York City, New York (United States)
Homepage: http://econ.as.nyu.edu
Email:
Phone: (212) 998-8900
Fax: (212) 995-4186
Postal: 269 Mercer Street 7th Floor, New York, NY 10003
Handle: RePEc:edi:denyuus (more details at EDIRC)

Works

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Working papers

  1. Cogley, Timothy & Startz, Richard, 2012. "Bayesian IV: the normal case with multiple endogenous variables," University of California at Santa Barbara, Economics Working Paper Series qt40v0x246, Department of Economics, UC Santa Barbara.
  2. Cogley, Timothy & Startz, Richard, 2012. "Robust Estimation of ARMA Models with Near Root Cancellation," University of California at Santa Barbara, Economics Working Paper Series qt0cw056qz, Department of Economics, UC Santa Barbara.
  3. Cogley, Timothy & de Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony, 2011. "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Bank of England working papers, Bank of England 414, Bank of England.
  4. Timothy Cogley & Christian Matthes & Argia M. Sbordone, 2011. "Optimal disinflation under learning," Staff Reports, Federal Reserve Bank of New York 524, Federal Reserve Bank of New York.
  5. Thomas J. Sargent & Riccardo Colacito & Lars P. Hansen & Timothy Cogley, 2008. "Robustness and US Monetary," 2008 Meeting Papers 228, Society for Economic Dynamics.
  6. Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2008. "Inflation-Gap Persistence in the U.S," NBER Working Papers 13749, National Bureau of Economic Research, Inc.
  7. Timothy Cogley & Argia M. Sbordone, 2006. "Trend inflation and inflation persistence in the New Keynesian Phillips curve," Staff Reports, Federal Reserve Bank of New York 270, Federal Reserve Bank of New York.
  8. Tim W. Cogley & Thomas J. Sargent, 2005. "The Market Price of Risk and the Equity Premium," Working Papers, University of California, Davis, Department of Economics 522, University of California, Davis, Department of Economics.
  9. Timothy Cogley & Thomas Sargent & Riccardo Colacito, 2005. "Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson," 2005 Meeting Papers, Society for Economic Dynamics 791, Society for Economic Dynamics.
  10. Cogley, Timothy & Sargent, Thomas J., 2005. "The conquest of U.S. inflation: learning and robustness to model uncertainty," Working Paper Series, European Central Bank 0478, European Central Bank.
  11. Tim W. Cogley & Thomas J. Sargent, 2005. "Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making," Working Papers, University of California, Davis, Department of Economics 523, University of California, Davis, Department of Economics.
  12. Argia M. Sbordone & Timothy Cogley, 2004. "A Search for a Structural Phillips Curve," Computing in Economics and Finance 2004, Society for Computational Economics 291, Society for Computational Economics.
  13. Timothy Cogley & Thomas J. Sargent, 2003. "Drifts and volatilities: monetary policies and outcomes in the post WWII U.S," Working Paper, Federal Reserve Bank of Atlanta 2003-25, Federal Reserve Bank of Atlanta.
  14. Tim W. Cogley, 2003. "Drifts and Volatilities: Monetary Policies and Outcomes in the Post War U.S," Working Papers, University of California, Davis, Department of Economics 35, University of California, Davis, Department of Economics.
  15. Tim W. Cogley, 2003. "An Exploration of Evolving Term Stucture Relations," Working Papers, University of California, Davis, Department of Economics 36, University of California, Davis, Department of Economics.
  16. Timothy Cogley, 1997. "A frequency decomposition of approximation errors in stochastic discount factor models," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco 97-04, Federal Reserve Bank of San Francisco.
  17. Timothy Cogley, 1996. "Estimating dynamic rational expectations models when the trend specification is uncertain," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco 96-01, Federal Reserve Bank of San Francisco.
  18. Timothy Cogley, 1994. "Maximum likelihood estimation with HP filtered data: an invariance theorem," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco 94-12, Federal Reserve Bank of San Francisco.
  19. Timothy Cogley & James M. Nason, 1993. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco 93-01, Federal Reserve Bank of San Francisco.
  20. Timothy Cogley & James M. Nason, 1993. "Output dynamics in real business cycle models," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco 93-10, Federal Reserve Bank of San Francisco.
  21. Cogley, T., 1990. "Spurious Business Cycle Phenomena In Hp Filered Time Series," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington 90-21, Department of Economics at the University of Washington.
  22. Cogley, T., 1989. "International Evidence On The Size Of The Random Walk In Output," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington 89-02, Department of Economics at the University of Washington.
  23. Cogley, T., 1989. "Empirical Evidence On Nominal Wage And Price Flexibility," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington 89-15, Department of Economics at the University of Washington.
  24. Timothy Cogley & Thomas Sargent, . "Evolving Post-World War II U.S. Inflation Dynamics," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University 2132872, Department of Economics, W. P. Carey School of Business, Arizona State University.
  25. Timothy Cogley, . "How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University 2133301, Department of Economics, W. P. Carey School of Business, Arizona State University.

Articles

  1. Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2012. "Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes," American Economic Review, American Economic Association, American Economic Association, vol. 102(3), pages 141-46, May.
  2. Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony, 2011. "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(12), pages 2186-2212.
  3. Cogley Timothy & Yagihashi Takeshi, 2010. "Are DSGE Approximating Models Invariant to Shifts in Policy?," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 10(1), pages 1-33, October.
  4. Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2010. "Inflation-Gap Persistence in the US," American Economic Journal: Macroeconomics, American Economic Association, American Economic Association, vol. 2(1), pages 43-69, January.
  5. Timothy Cogley & ThomasJ. Sargent, 2009. "Diverse Beliefs, Survival and the Market Price of Risk," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 119(536), pages 354-376, 03.
  6. Cogley, Timothy, 2009. "Is the market price of risk infinite?," Economics Letters, Elsevier, Elsevier, vol. 102(1), pages 13-16, January.
  7. Timothy W. Cogley, 2008. "Commentary on "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach"," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Jul, pages 295-300.
  8. Cogley, Timothy & Durlauf, Steven N. & Nason, James M., 2008. "Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson," Journal of Econometrics, Elsevier, Elsevier, vol. 146(2), pages 199-201, October.
  9. Timothy Cogley & Thomas J. Sargent, 2008. "Anticipated Utility And Rational Expectations As Approximations Of Bayesian Decision Making," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(1), pages 185-221, 02.
  10. Cogley, Timothy & Sargent, Thomas J., 2008. "The market price of risk and the equity premium: A legacy of the Great Depression?," Journal of Monetary Economics, Elsevier, Elsevier, vol. 55(3), pages 454-476, April.
  11. Timothy Cogley & Argia M. Sbordone, 2008. "Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve," American Economic Review, American Economic Association, American Economic Association, vol. 98(5), pages 2101-26, December.
  12. Timothy Cogley & Riccardo Colacito & Lars Peter Hansen & Thomas J. Sargent, 2008. "Robustness and U.S. Monetary Policy Experimentation," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 40(8), pages 1599-1623, December.
  13. Timothy Cogley & Riccardo Colacito & Thomas J. Sargent, 2007. "Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 39(s1), pages 67-99, 02.
  14. Timothy Cogley, 2005. "Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 420-451, April.
  15. Cogley, Timothy, 2005. "How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth," Journal of Macroeconomics, Elsevier, Elsevier, vol. 27(2), pages 179-207, June.
  16. Timothy Cogley & Thomas J. Sargent, 2005. "The conquest of US inflation: Learning and robustness to model uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 528-563, April.
  17. Cogley, Timothy & Morozov, Sergei & Sargent, Thomas J., 2005. "Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(11), pages 1893-1925, November.
  18. Timothy Cogley & Thomas J. Sargent, 2005. "Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 262-302, April.
  19. Cogley, Timothy, 2002. "Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(2), pages 309-334, March.
  20. Cogley, Timothy, 2002. "A Simple Adaptive Measure of Core Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 34(1), pages 94-113, February.
  21. Cogley, Timothy, 2001. "Estimating and testing rational expectations models when the trend specification is uncertain," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 25(10), pages 1485-1525, October.
  22. Cogley, Timothy, 2001. "A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(2), pages 473-503, May.
  23. Cogley, Timothy, 2001. "Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 25(8), pages 1103-1107, August.
  24. Timothy Cogley, 1999. "Should the Fed take deliberate steps to deflate asset price bubbles?," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 42-52.
  25. Timothy Cogley, 1999. "Monetary policy and the great crash of 1929: a bursting bubble or collapsing fundamentals?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue mar26.
  26. Timothy Cogley & Heather Royer, 1998. "The baby boom, the baby bust, and asset markets," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue jun26.
  27. Timothy Cogley, 1997. "What is the optimal rate of inflation?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue sep19.
  28. Timothy Cogley, 1997. "Evaluating non-structural measures of the business cycle," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 3-21.
  29. Timothy Cogley & Heather Royer, 1997. "Proposals for reforming Social Security," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue may9.
  30. Timothy Cogley, 1996. "Why central bank independence helps to mitigate inflationary bias," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue feb23.
  31. Timothy Cogley, 1996. "Why do stock prices sometimes fall in response to good economic news?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue dec13.
  32. Cogley, Timothy & Nason, James M, 1995. "Output Dynamics in Real-Business-Cycle Models," American Economic Review, American Economic Association, American Economic Association, vol. 85(3), pages 492-511, June.
  33. Timothy Cogley & Desiree Schaan, 1995. "Using consumption to track movements in trend GDP," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue sep1.
  34. Cogley, Timothy & Nason, James M., 1995. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 19(1-2), pages 253-278.
  35. Timothy Cogley, 1995. "Inflation uncertainty and excess returns on stocks and banks," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 21-29.
  36. Desiree Schaan & Timothy Cogley, 1995. "Financial fragility and the lender of last resort," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue may26.
  37. Timothy Cogley & Desiree Schaan, 1994. "Should the central bank be responsible for regional stabilization?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue jul15.
  38. Nason, James M & Cogley, Timothy, 1994. "Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 9(S), pages S37-70, Suppl. De.
  39. Timothy Cogley, 1994. "Monetary policy in a low inflation regime," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue apr1.
  40. Cogley, Timothy & Nason, James M., 1993. "Impulse dynamics and propagation mechanisms in a real business cycle model," Economics Letters, Elsevier, Elsevier, vol. 43(1), pages 77-81.
  41. Cogley, Timothy, 1993. "Empirical Evidence on Nominal Wage and Price Flexibility," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 108(2), pages 475-91, May.
  42. Timothy Cogley, 1993. "Interpreting the term structure of interest rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue apr16.
  43. Timothy Cogley, 1993. "Adapting to instability in money demand: forecasting money growth with a time-varying parameter model," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 35-41.
  44. Timothy Cogley, 1993. "Monetary policy and long-term real interest rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue dec3.
  45. Timothy Cogley, 1993. "The recession, the recovery, and the productivity slowdown," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue jan8.
  46. Timothy Cogley & James M. Nason, 1991. "Effects of the Hodrick-Prescott filter on integrated time series," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Nov.
  47. Cogley, Timothy, 1990. "International Evidence on the Size of the Random Walk in Output," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 98(3), pages 501-18, June.

Chapters

  1. Timothy Cogley, 2008. "Comment on "How Structural Are Structural Parameters?"," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2007, Volume 22, pages 139-147 National Bureau of Economic Research, Inc.
  2. Timothy Cogley & Thomas J. Sargent, 2002. "Evolving Post-World War II U.S. Inflation Dynamics," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2001, Volume 16, pages 331-388 National Bureau of Economic Research, Inc.

Editor

  1. Journal of Economic Dynamics and Control, Elsevier, Elsevier.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2005-05-14
  2. NEP-CBA: Central Banking (5) 2005-05-14 2006-12-16 2008-01-26 2011-03-26 2011-12-19. Author is listed
  3. NEP-ECM: Econometrics (2) 1999-11-28 2012-09-30
  4. NEP-ETS: Econometric Time Series (2) 1999-11-28 2012-09-30
  5. NEP-HIS: Business, Economic & Financial History (1) 2005-10-04
  6. NEP-MAC: Macroeconomics (6) 2005-05-14 2005-05-23 2005-10-04 2008-01-26 2011-03-26 2011-12-19. Author is listed
  7. NEP-MON: Monetary Economics (7) 2004-05-16 2005-05-14 2005-10-04 2006-12-16 2008-01-26 2011-03-26 2011-12-19. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages
  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Abstract Views in RePEc Services over the past 12 months
  28. Number of Downloads through RePEc Services over the past 12 months
  29. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  30. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Closeness measure in co-authorship network
  32. Breadth of citations across fields
  33. Wu-Index
  34. Strength of students

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