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James Morley

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Personal Details

First Name: James
Middle Name:
Last Name: Morley
Suffix:

RePEc Short-ID: pmo629

Email:
Homepage: https://sites.google.com/site/jamescmorley/
Postal Address: School of Economics Australian School of Business Sydney, NSW 2052 Australia
Phone:

Affiliation

School of Economics
UNSW Business School
UNSW (Australia)
Location: Sydney, Australia
Homepage: http://www.economics.unsw.edu.au/
Email:
Phone: (+61)-2-9385-3380
Fax: +61)-2- 9313- 6337
Postal: Australian School of Business Building, Sydney 2052
Handle: RePEc:edi:senswau (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Morley, James & Singh, Aarti, 2009. "Inventory Mistakes and the Great Moderation," Working Papers 2009-04, University of Sydney, School of Economics.
  15. Eo, Yunjong & Morley, James C., 2008. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," MPRA Paper 10372, University Library of Munich, Germany.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Jeremy Piger & James Morley, 2004. "A Steady State Approach to Trend / Cycle Decomposition," Computing in Economics and Finance 2004 22, Society for Computational Economics.
  21. Chang-Jin Kim & James Morley & Jeremy Piger, 2003. "Nonlinearity and the permanent effects of recessions," Working Papers 2002-014, Federal Reserve Bank of St. Louis.
  22. James Morley & Thomas King, 2003. "In Search of the Natural Rate of Unemployment," Computing in Economics and Finance 2003 190, Society for Computational Economics.
  23. Toni Gravelle & Maral Kichian & James Morley, 2003. "Shift Contagion in Asset Markets," Working Papers 03-5, Bank of Canada.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. Kevin Lee & James Morley & Kalvinder Shields, . "The Meta Taylor Rule," Discussion Papers 11/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).

Articles

  1. 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.
  2. 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.
  3. James Morley & Jeremy Piger, 2012. "The Asymmetric Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 208-221, February.
  4. Morley, James C., 2011. "The Two Interpretations Of The Beveridge–Nelson Decomposition," Macroeconomic Dynamics, Cambridge University Press, vol. 15(03), pages 419-439, June.
  5. Azamat Abdymomunov & James Morley, 2011. "Time variation of CAPM betas across market volatility regimes," Applied Financial Economics, Taylor & Francis Journals, vol. 21(19), pages 1463-1478.
  6. 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.
  7. Neal Ghosh & Chris Varvares & James Morley, 2009. "The Effects of Oil Price Shocks on Output," Business Economics, Palgrave Macmillan, vol. 44(4), pages 220-228, October.
  8. Morley, James & Piger, Jeremy, 2008. "Trend/cycle decomposition of regime-switching processes," Journal of Econometrics, Elsevier, vol. 146(2), pages 220-226, October.
  9. 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.
  10. 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, 03.
  11. 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.
  12. 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.
  13. Toni Gravelle & James Morley, 2005. "A Kalman filter approach to characterizing the Canadian term structure of interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 15(10), pages 691-705.
  14. 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.
  15. 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.
  16. 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 339-60, June.
  17. 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.
  18. Morley, James C., 2002. "A state-space approach to calculating the Beveridge-Nelson decomposition," Economics Letters, Elsevier, vol. 75(1), pages 123-127, March.
  19. 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.

Chapters

  1. James Morley, 2014. "Discussion of Capital Flow Policies, Monetary Policy and Coordination," RBA Annual Conference Volume, in: Alexandra Heath & Matthew Read (ed.), Financial Flows and Infrastructure Financing Reserve Bank of Australia.

NEP Fields

32 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2009-06-10 2012-05-02
  2. NEP-CBA: Central Banking (4) 2001-10-22 2009-06-10 2011-05-30 2011-07-13
  3. NEP-CFN: Corporate Finance (3) 2001-04-11 2003-04-21 2003-10-20
  4. NEP-CMP: Computational Economics (1) 2005-05-23
  5. NEP-DGE: Dynamic General Equilibrium (2) 2014-07-13 2014-08-20
  6. NEP-ECM: Econometrics (8) 2001-04-11 2004-05-16 2005-11-19 2008-09-13 2009-06-10 2013-06-16 2013-06-24 2014-03-30. Author is listed
  7. NEP-EEC: European Economics (1) 2011-05-30
  8. NEP-ETS: Econometric Time Series (11) 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. Author is listed
  9. NEP-FDG: Financial Development & Growth (1) 2014-03-30
  10. NEP-FIN: Finance (3) 2001-04-11 2001-04-11 2001-04-11
  11. NEP-FMK: Financial Markets (5) 2001-04-11 2001-04-11 2001-04-11 2003-04-21 2003-10-20. Author is listed
  12. NEP-FOR: Forecasting (1) 2014-08-09
  13. NEP-IFN: International Finance (4) 2001-04-11 2001-10-22 2003-04-21 2003-10-20
  14. NEP-MAC: Macroeconomics (10) 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. Author is listed
  15. NEP-MON: Monetary Economics (3) 2011-05-30 2014-07-13 2014-08-20
  16. NEP-OPM: Open Economy Macroeconomics (1) 2013-06-16
  17. NEP-ORE: Operations Research (2) 2011-09-16 2012-05-02
  18. NEP-PBE: Public Economics (3) 2013-06-04 2013-06-16 2014-03-30
  19. NEP-PUB: Public Finance (1) 2013-06-16
  20. NEP-RMG: Risk Management (1) 2003-04-21
  21. NEP-TID: Technology & Industrial Dynamics (1) 2001-04-11
  22. NEP-URE: Urban & Real Estate Economics (2) 2014-05-09 2014-05-24

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