James Morley
Economics and Econometrics · 2002–2014
A researcher in the Science corpus: 6 papers; trusts 18 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 36 citations into it; #6,290 of 23,481 by trust here, #8,121 by citations
- Finance — 6 citations into it; #3,813 of 10,518 by trust here, #6,671 by citations
Whom James Morley trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jerry A. Hausman
- Charles R. Nelson
- Chang-Jin Kim
- Tommaso Proietti
- Siddhartha Chib
- Eric Zivot
- C. Murray
- Ivan Jeliazkov
- Pierre Perron
- Andrew S. Harvey
Who trusts James Morley overall
- K. H. Oh
- Angelia L. Grant
- Jeremy Piger
- Eric Zivot
- Joshua C. C. Chan
- Drew D. Creal
- Julien Chevallier
- M. Bazzi
- Giovanni Caggiano
- Steven M. Fazzari
Papers from James Morley's perspective
Ordered by how strongly the researchers James Morley trusts endorse each paper. Same corpus, a different order for every researcher.
- Trends and random walks in macroeconmic time series: Some evidence and implications
- Signal extraction and the formulation of unobserved components models
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- A state-space approach to calculating the Beveridge-Nelson decomposition
- Dissecting the cycle: a methodological investigation
- Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (Review of Economics and Statistics)
- Permanent and transitory components of recessions
- Trend–Cycle Decompositions with Correlated Components
- Econometric Theory and Methods
- The Combination of Forecasts
Their papers
- A state-space approach to calculating the Beveridge-Nelson decomposition (2002) — 136 citations
- Nonlinearity and the permanent effects of recessions (2002) — 175 citations
- Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? (2004) — 129 citations
- The Asymmetric Business Cycle (2012) — 256 citations
- State-dependent effects of fiscal policy (2014) — 245 citations
- THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION (2010) — 52 citations